Masarykova univerzita

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Filtrování publikací

    2024

    1. Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility
      LYÓCSA, Štefan, Tomáš PLÍHAL a Tomáš VÝROST. Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. International Journal of Forecasting. 2024, In Press, Corrected Proof. ISSN 0169-2070. Dostupné z: https://dx.doi.org/10.1016/j.ijforecast.2023.11.003.
      Podrobněji: https://is.muni.cz/publication/2399700/cs
    2. Peer-to-peer loan returns: heterogeneous effects across quantiles
      LYÓCSA, Štefan, Petra VASANICOVA a Oleg DEEV. Peer-to-peer loan returns: heterogeneous effects across quantiles. Applied Economics Letters. UK: Taylor & Francis, 2024, 6 s. ISSN 1350-4851. Dostupné z: https://dx.doi.org/10.1080/13504851.2023.2298412.
      Podrobněji: https://is.muni.cz/publication/2359113/cs
    3. The tipping point of electricity price attention: When a problem becomes a problem
      HAUGOM, Erik, Štefan LYÓCSA a Martina HALOUSKOVÁ. The tipping point of electricity price attention: When a problem becomes a problem. Economics Letters. LAUSANNE: ELSEVIER SCIENCE SA, 2024, roč. 235, 5 s. ISSN 0165-1765. Dostupné z: https://dx.doi.org/10.1016/j.econlet.2024.111547.
      Podrobněji: https://is.muni.cz/publication/2418777/cs

    2023

    1. The US banking crisis in 2023: Intraday attention and price variation of banks at risk
      LYÓCSA, Štefan, Martina HALOUSKOVÁ a Erik HAUGOM. The US banking crisis in 2023: Intraday attention and price variation of banks at risk. Finance Research Letters. SAN DIEGO (USA): ACADEMIC PRESS INC ELSEVIER SCIENCE, 2023, roč. 57, November, s. 1-11. ISSN 1544-6123. Dostupné z: https://dx.doi.org/10.1016/j.frl.2023.104209.
      Podrobněji: https://is.muni.cz/publication/2332378/cs
    2. Using online job postings to predict key labour market indicators
      ŠTEFÁNIK, Miroslav, Štefan LYÓCSA a Matúš BILKA. Using online job postings to predict key labour market indicators. Social Science Computer Review. SAGE PUBLICATIONS INC, 2023, roč. 41, č. 5, s. 1630-1649. ISSN 0894-4393. Dostupné z: https://dx.doi.org/10.1177/08944393221085705.
      Podrobněji: https://is.muni.cz/publication/2340209/cs

    2022

    1. Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets
      LYÓCSA, Štefan, Petra VAŠANIČOVÁ, Branka HADJI MISHEVA a Marko Dávid VATEHA. Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets. Financial Innovation. New York: Springer, 2022, roč. 8, č. 1, s. 1-21. ISSN 2199-4730. Dostupné z: https://dx.doi.org/10.1186/s40854-022-00338-5.
      Podrobněji: https://is.muni.cz/publication/2232043/cs
    2. Inovativní přístupy k optimální alokaci aktiv
      DEEV, Oleg, Štefan LYÓCSA a Tomáš PLÍHAL. Inovativní přístupy k optimální alokaci aktiv. Brno: CCF RESEARCH, a.s., 2022, 28 s.
      Podrobněji: https://is.muni.cz/publication/2233253/cs
    3. New Credit Drivers: Results from a Small Open Economy
      KOSTALOVA, Zuzana, Eva HORVÁTOVÁ, Štefan LYÓCSA a Peter GERNAT. New Credit Drivers: Results from a Small Open Economy. Eastern European Economics. Abingdon (England): TAYLOR & FRANCIS LTD, 2022, roč. 60, č. 1, s. 79-112. ISSN 0012-8775. Dostupné z: https://dx.doi.org/10.1080/00128775.2021.1990084.
      Podrobněji: https://is.muni.cz/publication/1801037/cs
    4. Nominal and discretionary household income convergence: The effect of a crisis in a small open economy
      LICHNER, Ivan, Štefan LYÓCSA a Eva VÝROSTOVÁ. Nominal and discretionary household income convergence: The effect of a crisis in a small open economy. Structural Change and Economic Dynamics. Amsterdam: Elsevier, 2022, roč. 61, June, s. 18-31. ISSN 0954-349X. Dostupné z: https://dx.doi.org/10.1016/j.strueco.2022.02.004.
      Podrobněji: https://is.muni.cz/publication/2232046/cs
    5. Online job vacancy attractiveness: Increasing views, reactions and conversions
      KOŠŤÁLOVÁ, Zuzana, Štefan LYÓCSA a Miroslav ŠTEFÁNIK. Online job vacancy attractiveness: Increasing views, reactions and conversions. Electronic Commerce Research and Applications. Amsterdam: Elsevier, 2022, roč. 55, September - October, s. 1-13. ISSN 1567-4223. Dostupné z: https://dx.doi.org/10.1016/j.elerap.2022.101192.
      Podrobněji: https://is.muni.cz/publication/2232041/cs
    6. Return adjusted charge ratios: What drives fees and costs of pension schemes?
      LUČIVJANSKÁ, Katarína, Štefan LYÓCSA, Marek RADVANSKÝ a Mária ŠIRÁŇOVÁ. Return adjusted charge ratios: What drives fees and costs of pension schemes? Finance Research Letters. San Diego: Elsevier, 2022, roč. 48, August, s. 1-11. ISSN 1544-6123. Dostupné z: https://dx.doi.org/10.1016/j.frl.2022.102954.
      Podrobněji: https://is.muni.cz/publication/2232040/cs
    7. Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention
      LYÓCSA, Štefan a Tomáš PLÍHAL. Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. Finance Research Letters. San Diego: ACADEMIC PRESS INC ELSEVIER SCIENCE, 2022, roč. 48, August, s. 1-10. ISSN 1544-6123. Dostupné z: https://dx.doi.org/10.1016/j.frl.2022.102995.
      Podrobněji: https://is.muni.cz/publication/2232039/cs
    8. The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande
      DEEV, Oleg, Štefan LYÓCSA a Tomáš VÝROST. The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande. Finance Research Letters. SAN DIEGO (USA): ACADEMIC PRESS INC ELSEVIER SCIENCE, 2022, roč. 49, October, s. 1-11. ISSN 1544-6123. Dostupné z: https://dx.doi.org/10.1016/j.frl.2022.103154.
      Podrobněji: https://is.muni.cz/publication/1876145/cs
    9. YOLO trading: Riding with the herd during the GameStop episode
      LYÓCSA, Štefan, Eduard BAUMÖHL a Tomáš VÝROST. YOLO trading: Riding with the herd during the GameStop episode. Finance Research Letters. San Diego: Elsevier, 2022, roč. 46, May, s. 1-9. ISSN 1544-6123. Dostupné z: https://dx.doi.org/10.1016/j.frl.2021.102359.
      Podrobněji: https://is.muni.cz/publication/1849421/cs

    2021

    1. A Tale of Tails: New Evidence on the Growth-Return Nexus
      LYÓCSA, Štefan, Tomáš VÝROST a Tomáš PLÍHAL. A Tale of Tails: New Evidence on the Growth-Return Nexus. Finance Research Letters. San Diego: ACADEMIC PRESS INC ELSEVIER SCIENCE, 2021, roč. 38, January, s. 1-12. ISSN 1544-6123. Dostupné z: https://dx.doi.org/10.1016/j.frl.2020.101526.
      Podrobněji: https://is.muni.cz/publication/1684822/cs
    2. FX Market Volatility Modelling: Can we use low-frequency data?
      LYÓCSA, Štefan, Tomáš PLÍHAL a Tomáš VÝROST. FX Market Volatility Modelling: Can we use low-frequency data? Finance Research Letters. ACADEMIC PRESS INC ELSEVIER SCIENCE, 2021, roč. 40, May, s. 1-16. ISSN 1544-6123. Dostupné z: https://dx.doi.org/10.1016/j.frl.2020.101776.
      Podrobněji: https://is.muni.cz/publication/1684823/cs
    3. Improving stock market volatility forecasts with complete subset linear and quantile HAR models
      LYÓCSA, Štefan a Daniel STAŠEK. Improving stock market volatility forecasts with complete subset linear and quantile HAR models. Expert Systems with Applications. Kidlington (England): PERGAMON-ELSEVIER SCIENCE LTD, 2021, roč. 183, November, s. 1-11. ISSN 0957-4174. Dostupné z: https://dx.doi.org/10.1016/j.eswa.2021.115416.
      Podrobněji: https://is.muni.cz/publication/1801103/cs
    4. Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?
      PLÍHAL, Tomáš a Štefan LYÓCSA. Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter? International Review of Economics & Finance. Elsevier, 2021, roč. 71, January, s. 811-829. ISSN 1059-0560. Dostupné z: https://dx.doi.org/10.1016/j.iref.2020.10.001.
      Podrobněji: https://is.muni.cz/publication/1684824/cs
    5. Predicting risk in energy markets: Low-frequency data still matter
      LYÓCSA, Štefan, Neda TODOROVA a Tomáš VÝROST. Predicting risk in energy markets: Low-frequency data still matter. Applied Energy. OXFORD: ELSEVIER SCI LTD, 2021, roč. 282, January, s. 1-17. ISSN 0306-2619. Dostupné z: https://dx.doi.org/10.1016/j.apenergy.2020.116146.
      Podrobněji: https://is.muni.cz/publication/1801097/cs
    6. Residual electricity demand: An empirical investigation
      DO, Linh Phuong Catherine, Štefan LYÓCSA a Peter MOLNÁR. Residual electricity demand: An empirical investigation. Applied Energy. Elsevier, 2021, roč. 283, February, s. 1-18. ISSN 0306-2619. Dostupné z: https://dx.doi.org/10.1016/j.apenergy.2020.116298.
      Podrobněji: https://is.muni.cz/publication/1801099/cs
    7. Stock market volatility forecasting: Do we need high-frequency data?
      LYÓCSA, Štefan, Peter MOLNÁR a Tomáš VÝROST. Stock market volatility forecasting: Do we need high-frequency data? International Journal of Forecasting. Amsterdam: Elsevier, 2021, roč. 37, č. 3, s. 1092-1110. ISSN 0169-2070. Dostupné z: https://dx.doi.org/10.1016/j.ijforecast.2020.12.001.
      Podrobněji: https://is.muni.cz/publication/1801104/cs
    8. What drives volatility of the US oil and gas firms?
      LYÓCSA, Štefan a Neda TODOROVA. What drives volatility of the US oil and gas firms? Energy Economics. Amsterdam: Elsevier, 2021, roč. 100, August, s. 1-10. ISSN 0140-9883. Dostupné z: https://dx.doi.org/10.1016/j.eneco.2021.105367.
      Podrobněji: https://is.muni.cz/publication/1801102/cs

    2020

    1. Connectedness of financial institutions in Europe: A network approach across quantiles
      DEEV, Oleg a Štefan LYÓCSA. Connectedness of financial institutions in Europe: A network approach across quantiles. Physica A: Statistical Mechanics and its Applications. Elsevier, 2020, roč. 550, July, s. 1-13. ISSN 0378-4371. Dostupné z: https://dx.doi.org/10.1016/j.physa.2019.124035.
      Podrobněji: https://is.muni.cz/publication/1652517/cs
    2. Fear of the coronavirus and the stock markets
      LYÓCSA, Štefan, Eduard BAUMÖHL, Tomáš VÝROST a Peter MOLNÁR. Fear of the coronavirus and the stock markets. Finance Research Letters. San Diego: Elsevier, 2020, roč. 36, October, s. 1-7. ISSN 1544-6123. Dostupné z: https://dx.doi.org/10.1016/j.frl.2020.101735.
      Podrobněji: https://is.muni.cz/publication/1685260/cs
    3. Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
      LYÓCSA, Štefan, Tomáš PLÍHAL, Peter MOLNÁR a Mária ŠIRÁŇOVÁ. Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. JOURNAL OF ECONOMIC DYNAMICS AND CONTROL. AMSTERDAM: ELSEVIER SCIENCE BV, 2020, roč. 119, October, s. 1-21. ISSN 0165-1889. Dostupné z: https://dx.doi.org/10.1016/j.jedc.2020.103980.
      Podrobněji: https://is.muni.cz/publication/1684820/cs
    4. Quantile dependence of tourism activity between Southern European countries
      LYÓCSA, Štefan, Petra VAŠANIČOVÁ a Eva LITAVCOVÁ. Quantile dependence of tourism activity between Southern European countries. APPLIED ECONOMICS LETTERS. OXON, ENGLAND: ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2020, roč. 27, č. 3, s. 206-212. ISSN 1350-4851. Dostupné z: https://dx.doi.org/10.1080/13504851.2019.1613484.
      Podrobněji: https://is.muni.cz/publication/1749937/cs
    5. Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?
      LYÓCSA, Štefan a Neda TODOROVA. Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks? International Journal of Forecasting. New York: Elsevier, 2020, roč. 36, č. 2, s. 628-645. ISSN 0169-2070. Dostupné z: https://dx.doi.org/10.1016/j.ijforecast.2019.08.002.
      Podrobněji: https://is.muni.cz/publication/1638478/cs
    6. What drives U.S. financial sector volatility? A Bayesian model averaging perspective
      LYÓCSA, Štefan, Peter GERNÁT a Zuzana KOŠŤÁLOVÁ. What drives U.S. financial sector volatility? A Bayesian model averaging perspective. RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE. Amsterdam: Elsevier, 2020, roč. 51, January, s. 1-14. ISSN 0275-5319. Dostupné z: https://dx.doi.org/10.1016/j.ribaf.2019.101095.
      Podrobněji: https://is.muni.cz/publication/1685207/cs

    2019

    1. Asymmetric volatility in equity markets around the world
      HORPESTAD, Jone B., Štefan LYÓCSA, Peter MOLNÁR a Torbjørn B. OLSEN. Asymmetric volatility in equity markets around the world. North American Journal of Economics and Finance. NEW YORK: Elsevier Inc., 2019, roč. 48, April, s. 540-554. ISSN 1062-9408. Dostupné z: https://dx.doi.org/10.1016/j.najef.2018.07.011.
      Podrobněji: https://is.muni.cz/publication/1469479/cs
    2. Central bank announcements and realized volatility of stock markets in G7 countries
      LYÓCSA, Štefan, Peter MOLNÁR a Tomáš PLÍHAL. Central bank announcements and realized volatility of stock markets in G7 countries. Journal of International Financial Markets, Institutions and Money. 2019, roč. 58, January, s. 117-135. ISSN 1042-4431. Dostupné z: https://dx.doi.org/10.1016/j.intfin.2018.09.010.
      Podrobněji: https://is.muni.cz/publication/1469483/cs
    3. Impact of wind and solar production on electricity prices: Quantile regression approach
      DO, Linh Phuong Catherine, Štefan LYÓCSA a Peter MOLNÁR. Impact of wind and solar production on electricity prices: Quantile regression approach. Journal of the Operational Research Society. 2019, roč. 70, č. 10, s. 1752-1768. ISSN 0160-5682. Dostupné z: https://dx.doi.org/10.1080/01605682.2019.1634783.
      Podrobněji: https://is.muni.cz/publication/1575258/cs
    4. Interconnectedness of international tourism demand in Europe: A cross-quantilogram network approach
      LYÓCSA, Štefan, Petra VAŠANIČOVÁ a Eva LITAVCOVÁ. Interconnectedness of international tourism demand in Europe: A cross-quantilogram network approach. Physica A: Statistical Mechanics and its Applications. 2019, roč. 526, July, s. 1209-1221. ISSN 0378-4371. Dostupné z: https://dx.doi.org/10.1016/j.physa.2019.04.155.
      Podrobněji: https://is.muni.cz/publication/1575256/cs
    5. Network-based asset allocation strategies
      VÝROST, Tomáš, Štefan LYÓCSA a Eduard BAUMÖHL. Network-based asset allocation strategies. The North American Journal of Economics and Finance. 2019, roč. 47, January, s. 516-536. ISSN 1062-9408. Dostupné z: https://dx.doi.org/10.1016/j.najef.2018.06.008.
      Podrobněji: https://is.muni.cz/publication/1469480/cs
    6. Return spillovers around the globe: A network approach
      LYÓCSA, Štefan, Tomáš VÝROST a Eduard BAUMOHL. Return spillovers around the globe: A network approach. Economic Modelling. 2019, roč. 77, March, s. 133-146. ISSN 0264-9993. Dostupné z: https://dx.doi.org/10.1016/j.econmod.2017.11.003.
      Podrobněji: https://is.muni.cz/publication/1852880/cs
    7. Social aspirations in European banks: peer-influenced risk behaviour.
      LYÓCSA, Štefan, Tomáš VÝROST a Eduard BAUMÖHL. Social aspirations in European banks: peer-influenced risk behaviour. Applied Economics Letters. UK: Taylor & Francis, 2019, roč. 26, č. 6, s. 473-479. ISSN 1350-4851. Dostupné z: https://dx.doi.org/10.1080/13504851.2018.1486977.
      Podrobněji: https://is.muni.cz/publication/1469482/cs

    2018

    1. Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds
      LYÓCSA, Štefan a Peter MOLNÁR. Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. Energy. Elsevier Inc., 2018, roč. 155, July, s. 462-473. ISSN 0360-5442. Dostupné z: https://dx.doi.org/10.1016/j.energy.2018.04.194.
      Podrobněji: https://is.muni.cz/publication/1434416/cs
    2. Scale-free distribution of firm-size distribution in emerging economies
      LYÓCSA, Štefan a Tomáš VÝROST. Scale-free distribution of firm-size distribution in emerging economies. Physica A: Statistical Mechanics and its Applications. Elsevier, 2018, roč. 508, October, s. 501-505. ISSN 0378-4371. Dostupné z: https://dx.doi.org/10.1016/j.physa.2018.05.088.
      Podrobněji: https://is.muni.cz/publication/1434296/cs
    3. To bet or not to bet: a reality check for tennis betting market efficiency
      LYÓCSA, Štefan a Tomáš VÝROST. To bet or not to bet: a reality check for tennis betting market efficiency. Applied Economics. 2018, roč. 50, č. 20, s. 2251-2272. ISSN 0003-6846. Dostupné z: https://dx.doi.org/10.1080/00036846.2017.1394973.
      Podrobněji: https://is.muni.cz/publication/1397002/cs

    2017

    1. The effect of non-trading days on volatility forecasts in equity markets
      LYÓCSA, Štefan a Peter MOLNÁR. The effect of non-trading days on volatility forecasts in equity markets. Finance Research Letters. ACADEMIC PRESS INC ELSEVIER SCIENCE, 2017, roč. 23, č. 1, s. 39-49. ISSN 1544-6123. Dostupné z: https://dx.doi.org/10.1016/j.frl.2017.07.002.
      Podrobněji: https://is.muni.cz/publication/1397003/cs

    2011

    1. Fundamentálna analýza akciových trhov
      BAUMÖHL, Eduard, Štefan LYÓCSA a Tomáš VÝROST. Fundamentálna analýza akciových trhov. Košice: Elfa, 2011, 328 s.
      Podrobněji: https://is.muni.cz/publication/1345457/cs
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Zobrazeno: 8. 11. 2024 22:52