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 4 9 12 248
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 0 5 8 82
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 0 1 3 106
Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries 0 0 0 25 1 3 7 107
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 1 10 13 44
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 2 5 7 13
Country and industry effects in CEE stock market networks: Preliminary results 0 0 0 27 3 11 16 55
Country effects in CEE3 stock market networks: a preliminary study 0 0 0 13 0 1 5 66
Fear of the coronavirus and the stock markets 0 0 0 35 0 6 11 139
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 0 122 1 6 19 351
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 1 72 2 5 12 262
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 0 158 6 9 16 547
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 0 0 1 56 1 11 15 163
Network-based asset allocation strategies 0 0 0 48 4 11 18 193
Networks of Volatility Spillovers among Stock Markets 1 1 1 58 2 7 11 96
Networks of volatility spillovers among stock markets 0 0 0 96 0 1 5 191
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries 0 0 0 47 0 4 6 128
Return spillovers around the globe: A network approach 0 0 0 49 1 7 12 103
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 0 10 14 118
Stablecoins as a crypto safe haven? Not all of them! 0 2 3 64 2 18 36 238
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 0 1 4 84
The instability of the correlation structure of the S&P 500 0 0 0 105 0 5 11 103
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 1 94 2 23 33 307
YOLO trading: Riding with the herd during the GameStop episode 0 0 1 71 14 30 44 254
Total Working Papers 1 3 8 1,378 46 199 338 3,998

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 0 5 9 18
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 1 3 4 16 1 8 19 42
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 1 2 11 31
Defection of Traditional Standard Deviation Scaling of Capital Asset Returns 0 0 0 11 1 6 6 103
FX market volatility modelling: Can we use low-frequency data? 0 0 1 9 1 14 28 56
Fear of the coronavirus and the stock markets 0 0 0 15 1 6 10 101
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility 0 0 1 12 0 3 13 38
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 0 34 2 3 10 289
Guest Editors’ Introduction to the Special Issue 0 0 0 8 0 3 6 25
Integrácia akciových trhov: DCC MV-GARCH model 0 0 0 184 1 2 5 447
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 2 27 1 14 25 97
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 0 10 1 7 19 46
Network-based asset allocation strategies 0 1 3 23 4 8 17 115
Networks of volatility spillovers among stock markets 0 0 0 24 2 6 10 104
No shortfall of ES estimators: Insights from cryptocurrency portfolios 0 0 2 2 0 2 10 13
Predicting risk in energy markets: Low-frequency data still matter 0 0 0 11 0 3 6 50
Return spillovers around the globe: A network approach 0 0 0 11 0 2 9 64
Scale-free distribution of firm-size distribution in emerging economies 0 0 0 3 0 6 7 27
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 0 2 3 112
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 0 7 9 31
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 1 2 163 5 22 44 568
Stock market networks: The dynamic conditional correlation approach 0 1 3 43 1 5 9 147
Stock market volatility forecasting: Do we need high-frequency data? 0 1 7 38 4 14 39 131
The Stock Markets and Real Economic Activity 0 0 0 69 0 6 9 222
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande 0 0 0 6 1 4 13 27
To bet or not to bet: a reality check for tennis betting market efficiency 0 1 6 35 9 15 32 120
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 1 4 11 180
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 1 1 3 77
YOLO trading: Riding with the herd during the GameStop episode 0 1 4 10 7 13 51 109
Total Journal Articles 1 9 35 866 45 193 443 3,390

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Statistics updated 2026-04-09