Filtrování

    2025

    1. BAUMÖHL, Eduard; Roderik ANTOL; Tomáš VÝROST a Tomas BACO. Machine Learning Meets Tax Fraud: Insights from Slovakia. EKONOMICKY CASOPIS. Bratislava: INST ECONOMICS RESEARCH SAS & INST FORECASTING CSPS SAS, 2025, roč. 73, 5-6, s. 181-209. ISSN 0013-3035. Dostupné z: https://doi.org/10.31577/ekoncas.2025.05-06.01.
    2. α-threshold networks in credit risk models J - Článek v odborném periodiku
      BAUMÖHL, Eduard a Štefan LYÓCSA. α-threshold networks in credit risk models. Quantitative Finance. ABINGDON: ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2025, roč. 25, č. 11, s. 1789-1811. ISSN 1469-7688. Dostupné z: https://doi.org/10.1080/14697688.2025.2465697.

    2024

    1. BAUMÖHL, Eduard; Štefan LYÓCSA a Petra VAŠANIČOVÁ. Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. UNITED STATES: ELSEVIER SCIENCE INC, 2024, roč. 95, October, s. 1-16. ISSN 1057-5219. Dostupné z: https://doi.org/10.1016/j.irfa.2024.103416.

    2023

    1. 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://doi.org/10.31577/ekoncas.2023.03.01.

    2022

    1. 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://doi.org/10.1016/j.econmod.2022.105775.
    2. 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://doi.org/10.1016/j.frl.2021.102359.

    2021

    1. 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://doi.org/10.1016/j.resourpol.2021.102318.

    2020

    1. Fear of the coronavirus and the stock markets J - Článek v odborném periodiku
      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://doi.org/10.1016/j.frl.2020.101735.
    2. Firm survival in new EU member states J - Článek v odborném periodiku
      BAUMÖHL, Eduard; Evžen KOČENDA a Ichiro IWASAKI. Firm survival in new EU member states. Economic Systems. Elsevier, 2020, roč. 44, č. 1, s. 1-22. ISSN 0939-3625. Dostupné z: https://doi.org/10.1016/j.ecosys.2020.100743.

    2019

    1. BAUMÖHL, Eduard. Are cryptocurrencies connected to forex? A quantile cross-spectral approach. Finance Research Letters. 2019, roč. 29, June, s. 363-372. ISSN 1544-6123. Dostupné z: https://doi.org/10.1016/j.frl.2018.09.002.
    2. BAUMÖHL, Eduard; Ichiro IWASAKI a Evžen KOČENDA. Institutions and determinants of firm survival in European emerging markets. Journal of Corporate Finance. 2019, roč. 58, October, s. 431-453. ISSN 0929-1199. Dostupné z: https://doi.org/10.1016/j.jcorpfin.2019.05.008.
    3. Network-based asset allocation strategies J - Článek v odborném periodiku
      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://doi.org/10.1016/j.najef.2018.06.008.
    4. BAUMÖHL, Eduard a Syed Jawad Hussain SHAHZAD. Quantile coherency networks of international stock markets. Finance Research Letters. Elsevier, 2019, roč. 31, December, s. 119-129. ISSN 1544-6123. Dostupné z: https://doi.org/10.1016/j.frl.2019.04.022.
    5. 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://doi.org/10.1080/13504851.2018.1486977.

    2017

    1. BAUMÖHL, Eduard a Eva VÝROSTOVÁ. Do people gamble more in good times? Evidence from 27 European countries. Applied Economics Letters. UK: Taylor & Francis, 2017, roč. 24, č. 18, s. 1311-1314. ISSN 1350-4851. Dostupné z: https://doi.org/10.1080/13504851.2016.1273484.
    2. BURGER, Peter; Eduard BAUMÖHL a Eva VÝROSTOVÁ. Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire. EKONOMICKY CASOPIS. SLOVAKIA: INST ECONOMICS RESEARCH SAS & INST FORECASTING CSPS SAS, 2017, roč. 65, č. 6, s. 485-504. ISSN 0013-3035.

    2015

    1. VÝROST, Tomáš; Štefan LYÓCSA a Eduard BAUMÖHL. Granger causality stock market networks: Temporal proximity and preferential attachment. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. AMSTERDAM: ELSEVIER, 2015, roč. 427, s. 262-276. ISSN 0378-4371. Dostupné z: https://doi.org/10.1016/j.physa.2015.02.017.

    2013

    1. VÝROST, Tomáš; Eduard BAUMÖHL a Štefan LYÓCSA. What Drives the Stock Market Integration in the CEE-3? EKONOMICKY CASOPIS. BRATISLAVA: INST ECONOMICS RESEARCH SAS & INST FORECASTING CSPS SAS, 2013, roč. 61, č. 1, s. 67-81. ISSN 0013-3035.

    2012

    1. LYÓCSA, Štefan; Tomáš VÝROST a Eduard BAUMÖHL. Stock market networks: The dynamic conditional correlation approach. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. AMSTERDAM: ELSEVIER, 2012, roč. 391, č. 16, s. 4147-4158. ISSN 0378-4371. Dostupné z: https://doi.org/10.1016/j.physa.2012.03.038.
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