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 1 1 84 0 2 4 236
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 0 0 0 74
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 0 0 0 103
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 2 100
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 0 0 0 6
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 0 0 0 31
Country and industry effects in CEE stock market networks: Preliminary results 0 0 0 27 0 0 0 39
Country effects in CEE3 stock market networks: a preliminary study 0 0 0 13 1 1 2 61
Fear of the coronavirus and the stock markets 0 0 1 35 1 1 3 125
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 1 1 122 0 2 4 330
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 0 71 0 0 0 250
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 2 157 0 1 14 529
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 0 1 1 55 0 1 3 148
Network-based asset allocation strategies 0 1 2 48 0 2 7 175
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 0 0 3 85
Networks of volatility spillovers among stock markets 0 0 0 96 0 0 0 185
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries 0 0 0 47 0 0 0 122
Return spillovers around the globe: A network approach 0 0 0 49 0 0 2 91
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 0 0 2 104
Stablecoins as a crypto safe haven? Not all of them! 1 2 4 61 2 4 17 201
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 0 0 1 80
The instability of the correlation structure of the S&P 500 0 0 0 105 1 1 1 92
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 0 93 0 0 1 273
YOLO trading: Riding with the herd during the GameStop episode 0 0 2 70 0 1 8 208
Total Working Papers 1 6 14 1,369 5 16 74 3,648

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 0 0 9
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 0 5 12 0 1 8 21
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 0 0 3 20
Defection of Traditional Standard Deviation Scaling of Capital Asset Returns 0 0 0 11 0 0 0 96
FX market volatility modelling: Can we use low-frequency data? 1 2 6 8 2 7 14 28
Fear of the coronavirus and the stock markets 0 0 0 15 2 4 8 90
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 0 33 1 3 7 277
Guest Editors’ Introduction to the Special Issue 0 0 0 8 0 0 0 19
Integrácia akciových trhov: DCC MV-GARCH model 0 1 1 184 1 3 3 441
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 1 2 10 0 1 4 27
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 4 7 22 0 4 21 69
Network-based asset allocation strategies 0 0 1 20 0 0 4 97
Networks of volatility spillovers among stock markets 0 0 1 24 0 0 4 93
Predicting risk in energy markets: Low-frequency data still matter 0 0 0 10 0 0 3 43
Return spillovers around the globe: A network approach 0 0 0 11 0 0 0 55
Scale-free distribution of firm-size distribution in emerging economies 0 0 0 3 0 0 0 20
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 0 0 2 107
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 0 0 0 22
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 2 4 160 2 4 13 521
Stock market networks: The dynamic conditional correlation approach 0 0 0 40 0 0 0 137
Stock market volatility forecasting: Do we need high-frequency data? 0 1 7 31 0 1 20 90
The Stock Markets and Real Economic Activity 0 0 1 69 0 0 2 213
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande 0 0 5 6 0 0 9 13
To bet or not to bet: a reality check for tennis betting market efficiency 0 0 1 28 0 1 11 86
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 0 0 0 169
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 0 0 0 74
YOLO trading: Riding with the herd during the GameStop episode 0 0 1 6 0 5 15 55
Total Journal Articles 1 11 42 813 8 34 151 2,892

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Statistics updated 2025-02-05