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Tomáš Výrost
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Year
Fear of the coronavirus and the stock markets
Š Lyócsa, E Baumöhl, T Výrost, P Molnár
Finance research letters 36, 101735, 2020
2702020
Granger causality stock market networks: Temporal proximity and preferential attachment
T Výrost, Š Lyócsa, E Baumöhl
Physica A: Statistical Mechanics and its Applications 427, 262-276, 2015
1292015
YOLO trading: Riding with the herd during the GameStop episode
Š Lyócsa, E Baumöhl, T Výrost
Finance Research Letters 46, 102359, 2022
992022
Networks of volatility spillovers among stock markets
E Baumöhl, E Kočenda, Š Lyócsa, T Výrost
Physica A: Statistical Mechanics and its Applications 490, 1555-1574, 2018
952018
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects.
E Baumöhl, T Výrost
Finance a Uver: Czech Journal of Economics & Finance 61 (1), 2011
722011
Stock market networks: The dynamic conditional correlation approach
Š Lyócsa, T Výrost, E Baumöhl
Physica A: Statistical Mechanics and its Applications 391 (16), 4147-4158, 2012
662012
Stock market volatility forecasting: Do we need high-frequency data?
Š Lyócsa, P Molnár, T Výrost
International Journal of Forecasting 37 (3), 1092-1110, 2021
652021
Network-based asset allocation strategies
T Výrost, Š Lyócsa, E Baumöhl
The North American Journal of Economics and Finance 47, 516-536, 2019
622019
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks
R Khalfaoui, E Baumöhl, S Sarwar, T Výrost
Resources Policy 74, 102318, 2021
592021
Return spillovers around the globe: A network approach
Š Lyócsa, T Výrost, E Baumöhl
Economic Modelling 77, 133-146, 2019
512019
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach
E Baumöhl, E Bouri, SJH Shahzad, T Výrost
Economic Modelling 109, 105775, 2022
392022
Application of GARCH models in forecasting the volatility of the Slovak share index (SAX)
VGT Výrost
Biatec 11, 2, 2003
292003
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets
E Baumöhl, Š Lyócsa, T Výrost
Applied Economics Letters 18 (12), 1103-1109, 2011
262011
The stock markets and real economic activity: new evidence from CEE
Š Lyócsa, E Baumöhl, T Výrost
Eastern European Economics 49 (4), 6-23, 2011
232011
FX market volatility modelling: Can we use low-frequency data?
Š Lyócsa, T Plíhal, T Výrost
Finance Research Letters 40, 101776, 2021
182021
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks
E Baumöhl, E Bouri, THV Hoang, SJH Shahzad, T Výrost
Kiel, Hamburg: ZBW–Leibniz Information Centre for Economics, 2020
182020
To bet or not to bet: a reality check for tennis betting market efficiency
Š Lyócsa, T Výrost
Applied Economics 50 (20), 2251-2272, 2018
152018
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries
S Lyocsa, T Vyrost, E Baumohl
Available at SSRN 1785223, 2011
152011
Stablecoins as a crypto safe haven? Not all of them!
E Baumöhl, T Vyrost
Kiel, Hamburg: ZBW–Leibniz Information Centre for Economics, 2020
142020
Kvantitatívne metódy v ekonómii II
Š Lyócsa, E Baumöhl, T Výrost, M Tkáč, S Megyesiová
Košice: ELFA, 2013
142013
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