Access Statistics for Tomáš Výrost

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	14	250
Asymmetric GARCH and the financial crisis: a preliminary study	0	0	0	42	1	1	13	88
Asymmetric GARCH and the financial crisis: a preliminary study	0	0	0	41	0	2	7	110
Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries	0	0	0	25	0	0	11	111
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks	0	0	0	15	0	1	16	47
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks	0	0	0	0	1	1	10	16
Country and industry effects in CEE stock market networks: Preliminary results	0	0	0	27	0	0	18	57
Country effects in CEE3 stock market networks: a preliminary study	0	0	0	13	0	0	8	70
Fear of the coronavirus and the stock markets	0	0	0	35	0	3	12	142
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks	0	0	0	122	0	2	23	357
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment	0	0	1	72	1	3	18	269
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector	0	0	0	158	1	2	21	554
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence	0	0	1	56	0	0	16	165
Network-based asset allocation strategies	0	0	1	49	1	4	22	200
Networks of Volatility Spillovers among Stock Markets	0	0	1	58	1	3	15	101
Networks of volatility spillovers among stock markets	0	0	0	96	0	0	9	197
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries	0	0	0	47	0	1	10	132
Return spillovers around the globe: A network approach	0	0	0	49	0	1	15	107
Social aspirations in European banks: peer-influenced risk behavior	0	0	0	34	0	0	16	122
Stablecoins as a crypto safe haven? Not all of them!	0	0	3	64	0	1	35	242
Stock returns and real activity: the dynamic conditional lagged correlation approach	0	0	0	22	0	1	10	91
The instability of the correlation structure of the S&P 500	0	0	0	105	0	2	19	114
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries	0	0	1	94	0	1	40	314
YOLO trading: Riding with the herd during the GameStop episode	1	1	3	73	2	5	59	275
Total Working Papers	1	1	11	1,381	8	34	437	4,131

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	0	9	21
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia	0	0	3	16	0	1	21	51
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks	0	0	0	9	0	0	10	35
Defection of Traditional Standard Deviation Scaling of Capital Asset Returns	0	0	0	11	0	0	9	106
FX market volatility modelling: Can we use low-frequency data?	0	0	1	10	0	0	28	64
Fear of the coronavirus and the stock markets	0	0	0	15	0	3	17	112
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	0	1	4	15	0	3	20	50
Granger causality stock market networks: Temporal proximity and preferential attachment	0	0	0	34	0	2	13	296
Guest Editors’ Introduction to the Special Issue	0	0	0	8	0	1	9	29
Integrácia akciových trhov: DCC MV-GARCH model	0	0	0	184	0	0	7	450
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach	0	0	2	29	1	3	34	112
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach	0	0	0	10	0	0	22	52
Network-based asset allocation strategies	1	1	3	25	6	7	23	126
Networks of volatility spillovers among stock markets	0	0	0	24	1	3	14	108
No shortfall of ES estimators: Insights from cryptocurrency portfolios	0	1	2	4	5	7	20	26
Predicting risk in energy markets: Low-frequency data still matter	0	0	0	11	0	0	11	57
Return spillovers around the globe: A network approach	0	0	0	11	1	6	15	76
Scale-free distribution of firm-size distribution in emerging economies	0	0	0	3	0	0	13	33
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets	0	0	0	40	0	0	4	113
Social aspirations in European banks: peer-influenced risk behaviour	0	0	0	0	0	0	12	35
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects	0	0	2	163	0	3	55	584
Stock market networks: The dynamic conditional correlation approach	1	1	3	44	1	1	10	150
Stock market volatility forecasting: Do we need high-frequency data?	0	1	5	40	1	26	55	166
The Stock Markets and Real Economic Activity	0	0	0	69	0	2	12	226
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande	0	0	0	6	0	0	17	33
To bet or not to bet: a reality check for tennis betting market efficiency	0	1	5	36	5	24	77	176
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group	0	0	1	47	0	0	13	186
What Drives the Stock Market Integration in the CEE-3?	0	0	0	5	0	2	9	83
YOLO trading: Riding with the herd during the GameStop episode	0	0	2	11	1	5	44	123
Total Journal Articles	2	6	33	882	22	99	603	3,679

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Statistics updated 2026-10-11