Access Statistics for Tomáš Výrost

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework 0 0 0 84 0 6 12 248
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 3 4 11 85
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 2 2 5 108
Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries 0 0 0 25 4 5 11 111
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 0 3 7 13
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 1 3 14 45
Country and industry effects in CEE stock market networks: Preliminary results 0 0 0 27 2 6 18 57
Country effects in CEE3 stock market networks: a preliminary study 0 0 0 13 3 3 7 69
Fear of the coronavirus and the stock markets 0 0 0 35 0 2 11 139
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 0 122 3 6 22 354
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 1 72 3 6 15 265
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 0 158 3 9 19 550
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 0 0 1 56 2 7 17 165
Network-based asset allocation strategies 0 0 0 48 1 7 19 194
Networks of Volatility Spillovers among Stock Markets 0 1 1 58 2 4 13 98
Networks of volatility spillovers among stock markets 0 0 0 96 3 4 8 194
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries 0 0 0 47 2 4 8 130
Return spillovers around the globe: A network approach 0 0 0 49 2 5 14 105
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 4 9 18 122
Stablecoins as a crypto safe haven? Not all of them! 0 1 3 64 3 11 36 241
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 5 5 8 89
The instability of the correlation structure of the S&P 500 0 0 0 105 9 11 20 112
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 1 94 3 12 36 310
YOLO trading: Riding with the herd during the GameStop episode 0 0 1 71 8 29 49 262
Total Working Papers 0 2 8 1,378 68 163 398 4,066

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A tale of tails: New evidence on the growth-return nexus 0 0 0 2 1 3 10 19
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 2 4 16 6 9 22 48
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 3 5 14 34
Defection of Traditional Standard Deviation Scaling of Capital Asset Returns 0 0 0 11 3 4 9 106
FX market volatility modelling: Can we use low-frequency data? 0 0 1 9 4 6 31 60
Fear of the coronavirus and the stock markets 0 0 0 15 6 7 14 107
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility 0 0 1 12 4 4 16 42
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 0 34 1 4 11 290
Guest Editors’ Introduction to the Special Issue 0 0 0 8 1 1 7 26
Integrácia akciových trhov: DCC MV-GARCH model 0 0 0 184 2 3 7 449
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 0 10 6 9 25 52
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 2 27 7 10 32 104
Network-based asset allocation strategies 1 2 4 24 4 9 21 119
Networks of volatility spillovers among stock markets 0 0 0 24 1 5 11 105
No shortfall of ES estimators: Insights from cryptocurrency portfolios 0 0 2 2 4 4 13 17
Predicting risk in energy markets: Low-frequency data still matter 0 0 0 11 5 5 10 55
Return spillovers around the globe: A network approach 0 0 0 11 4 4 13 68
Scale-free distribution of firm-size distribution in emerging economies 0 0 0 3 5 6 12 32
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 1 1 4 113
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 3 3 12 34
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 0 2 163 3 10 46 571
Stock market networks: The dynamic conditional correlation approach 0 1 3 43 0 2 9 147
Stock market volatility forecasting: Do we need high-frequency data? 0 0 7 38 5 10 42 136
The Stock Markets and Real Economic Activity 0 0 0 69 1 2 10 223
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande 0 0 0 6 1 3 14 28
To bet or not to bet: a reality check for tennis betting market efficiency 0 1 6 35 12 24 44 132
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 1 1 1 47 5 6 15 185
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 3 4 6 80
YOLO trading: Riding with the herd during the GameStop episode 0 0 3 10 6 15 51 115
Total Journal Articles 2 7 36 868 107 178 531 3,497

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Statistics updated 2026-05-06