Masarykova univerzita

Výpis publikací

česky | in English

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

    2023

    1. Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia
      BAČO, Tomáš, Eduard BAUMÖHL, Matúš HORVÁTH a Tomáš VÝROST. Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia. EKONOMICKY CASOPIS. SLOVAKIA: INST ECONOMICS RESEARCH SAS & INST FORECASTING CSPS SAS, 2023, roč. 71, č. 3, s. 185-201. ISSN 0013-3035. Dostupné z: https://dx.doi.org/10.31577/ekoncas.2023.03.01.
      Podrobněji: https://is.muni.cz/publication/2362185/cs

    2022

    1. Measuring systemic risk in the global banking sector: A cross-quantilogram network approach
      BAUMÖHL, Eduard, Elie BOURI, Thi-Hong-Van HOANG, Syed Jawad Hussain SHAHZAD a Tomáš VÝROST. Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. Economic Modelling. Amsterdam: Elsevier, 2022, roč. 109, April, s. 1-11. ISSN 0264-9993. Dostupné z: https://dx.doi.org/10.1016/j.econmod.2022.105775.
      Podrobněji: https://is.muni.cz/publication/2253513/cs
    2. 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
    3. 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. Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks
      KHALFAOUI, R., Eduard BAUMÖHL, S. SARWAR a Tomáš VÝROST. Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. Resources Policy. OXFORD: ELSEVIER SCI LTD, 2021, roč. 74, č. 12, s. 1-14. ISSN 0301-4207. Dostupné z: https://dx.doi.org/10.1016/j.resourpol.2021.102318.
      Podrobněji: https://is.muni.cz/publication/1800997/cs
    3. 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
    4. 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
    5. 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

    2020

    1. 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

    2019

    1. 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
    2. 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. 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
    2. 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

    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
Zobrazit podrobně
Zobrazeno: 19. 9. 2024 12:53