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 83 0 1 1 233
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 0 0 0 103
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 0 0 0 74
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 1 98
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 0 0 4 6
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 0 0 1 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 0 0 2 60
Fear of the coronavirus and the stock markets 0 0 1 35 0 1 4 124
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 2 121 0 0 10 328
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 1 2 3 157 1 4 16 528
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 0 0 0 54 0 0 2 146
Network-based asset allocation strategies 0 0 3 47 1 2 9 173
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 0 1 4 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 1 90
Social aspirations in European banks: peer-influenced risk behavior 0 0 1 34 0 1 2 103
Stablecoins as a crypto safe haven? Not all of them! 0 0 4 59 0 4 19 196
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 0 0 0 79
The instability of the correlation structure of the S&P 500 0 0 0 105 0 0 0 91
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 1 93 0 0 3 273
YOLO trading: Riding with the herd during the GameStop episode 0 2 6 70 1 3 18 206
Total Working Papers 1 4 21 1,363 3 17 97 3,623

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 1 12 12 0 1 19 19
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 3 9 1 2 8 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? 0 2 3 5 0 2 6 19
Fear of the coronavirus and the stock markets 0 0 3 15 0 0 11 86
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 1 33 1 2 9 273
Guest Editors’ Introduction to the Special Issue 0 0 2 8 0 0 2 19
Integrácia akciových trhov: DCC MV-GARCH model 0 0 1 183 0 0 1 438
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 1 9 0 1 5 26
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 6 18 1 3 24 65
Network-based asset allocation strategies 0 0 2 20 1 2 5 96
Networks of volatility spillovers among stock markets 0 0 1 24 0 0 7 92
Predicting risk in energy markets: Low-frequency data still matter 0 0 0 10 1 1 4 43
Return spillovers around the globe: A network approach 0 0 1 11 0 0 1 55
Scale-free distribution of firm-size distribution in emerging economies 0 0 0 3 0 0 1 20
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 0 1 3 107
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 0 2 157 0 1 14 516
Stock market networks: The dynamic conditional correlation approach 0 0 0 40 0 0 1 137
Stock market volatility forecasting: Do we need high-frequency data? 0 0 8 28 0 0 22 83
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 12
To bet or not to bet: a reality check for tennis betting market efficiency 0 0 4 28 1 4 15 85
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 1 46 0 0 1 169
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 1 4 6 2 6 17 49
Total Journal Articles 0 4 61 798 8 26 187 2,843

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Statistics updated 2024-09-04