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 1 84 0 0 3 236
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 1 1 1 75
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 0 0 2 62
Fear of the coronavirus and the stock markets 0 0 0 35 0 1 6 130
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 1 122 0 0 5 333
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 0 71 1 1 1 251
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 1 158 1 2 5 533
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 0 0 1 55 0 0 3 149
Network-based asset allocation strategies 0 0 1 48 3 3 5 178
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 0 1 1 86
Networks of volatility spillovers among stock markets 0 0 0 96 2 2 3 188
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 1 2 92
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 1 2 3 106
Stablecoins as a crypto safe haven? Not all of them! 0 0 2 61 0 2 11 207
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 0 0 2 81
The instability of the correlation structure of the S&P 500 0 0 0 105 0 1 2 93
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 0 93 0 0 1 274
YOLO trading: Riding with the herd during the GameStop episode 0 0 0 70 1 3 10 216
Total Working Papers 0 0 7 1,370 10 20 68 3,691

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 1 3 12
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 0 0 12 0 2 10 29
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 2 4 4 24
Defection of Traditional Standard Deviation Scaling of Capital Asset Returns 0 0 0 11 0 0 1 97
FX market volatility modelling: Can we use low-frequency data? 0 0 4 9 3 5 17 36
Fear of the coronavirus and the stock markets 0 0 0 15 0 0 8 94
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility 0 0 11 11 1 2 30 30
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 1 34 0 0 6 279
Guest Editors’ Introduction to the Special Issue 0 0 0 8 0 1 1 20
Integrácia akciových trhov: DCC MV-GARCH model 0 0 1 184 0 0 5 443
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 1 10 0 1 3 29
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 1 1 9 27 1 2 13 78
Network-based asset allocation strategies 0 2 2 22 0 2 6 102
Networks of volatility spillovers among stock markets 0 0 0 24 0 0 2 94
No shortfall of ES estimators: Insights from cryptocurrency portfolios 0 0 0 0 0 0 4 4
Predicting risk in energy markets: Low-frequency data still matter 0 0 1 11 1 1 3 46
Return spillovers around the globe: A network approach 0 0 0 11 1 4 6 61
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 2 109
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 0 0 1 23
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 0 4 161 0 2 11 527
Stock market networks: The dynamic conditional correlation approach 0 0 0 40 1 1 2 139
Stock market volatility forecasting: Do we need high-frequency data? 0 1 6 34 2 9 23 106
The Stock Markets and Real Economic Activity 0 0 0 69 0 1 1 214
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande 0 0 0 6 0 1 4 16
To bet or not to bet: a reality check for tennis betting market efficiency 0 1 3 31 2 8 13 98
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 1 2 3 172
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 2 3 9 1 9 26 75
Total Journal Articles 1 7 46 844 17 58 208 3,051

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Statistics updated 2025-09-05