Výpis publikací

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.

MENKVELD, Albert J, Anna DREBER, Felix HOLZMEISTER, Juergen HUBER, Magnus JOHANNESSON, Michael KIRCHLER, Sebastian NEUSUSS, Michael RAZEN, Utz WEITZEL, David ABAD-DIAZ, Menachem ABUDY, Tobias ADRIAN, Yacine AIT-SAHALIA, Olivier AKMANSOY, Jamie T ALCOCK, Vitali ALEXEEV, Arash ALOOSH, Livia AMATO, Diego AMAYA, James J ANGEL, Alejandro T AVETIKIAN, Amadeus BACH, Edwin BAIDOO, Gaetan BAKALLI, Li BAO, Andrea BARBON, Oksana BASHCHENKO, Parampreet C BINDRA, Geir H BJONNES, Jeffrey R BLACK, Bernard S BLACK, Dimitar BOGOEV, Bohorquez Correa SANTIAGO, Oleg BONDARENKO, Charles S BOS, Ciril BOSCH-ROSA, Elie BOURI, Christian BROWNLEES, Anna CALAMIA, Viet Nga CAO, Gunther CAPELLE-BLANCARD, Laura M Capera ROMERO, Massimiliano CAPORIN, Allen CARRION, Tolga CASKURLU, Bidisha CHAKRABARTY, Jian CHEN, Mikhail CHERNOV, William CHEUNG, Ludwig B CHINCARINI, Tarun CHORDIA, Sheung-Chi CHOW, Benjamin CLAPHAM, Jean-Edouard COLLIARD, Carole COMERTON-FORDE, Edward CURRAN, Thong DAO, Wale DARE, Ryan J DAVIES, De Blasis RICCARDO, De Nard Gianluca F, Fany DECLERCK, Oleg DEEV, Hans DEGRYSE, Solomon Y DEKU, Christophe DESAGRE, Van Dijk Mathijs A, Chukwuma DIM, Thomas DIMPFL, Yun Jiang DONG, Philip A DRUMMOND, Tom DUDDA, Teodor DUEVSKI, Ariadna DUMITRESCU, Teodor DYAKOV, Anne Haubo DYHRBERG, Michal DZIELINSKI, Asli EKSI, El Kalak IZIDIN, ter Ellen SASKIA, Nicolas EUGSTER, Martin D D EVANS, Michael FARRELL, Ester FELEZ-VINAS, Gerardo FERRARA, El Mehdi FERROUHI, Andrea FLORI, Jonathan T FLUHARTY-JAIDEE, Sean D V FOLEY, Kingsley Y L FONG, Thierry FOUCAULT, Tatiana FRANUS, Francesco FRANZONI, Bart FRIJNS, Michael FROMMEL, Servanna M FU, Sascha C FULLBRUNN, Baoqing GAN, Ge GAO, Thomas P GEHRIG, Roland GEMAYEL, Dirk GERRITSEN, Javier GIL-BAZO, Dudley GILDER, Lawrence R GLOSTEN, Thomas GOMEZ, Arseny GORBENKO, Joachim GRAMMIG, Vincent GREGOIRE, Ufuk GUCBILMEZ, Bjorn HAGSTROMER, Julien HAMBUCKERS, Erik HAPNES, Jeffrey H HARRIS, Lawrence HARRIS, Simon HARTMANN, Jean-Baptiste HASSE, Nikolaus HAUTSCH, Xue-Zhong HE, Davidson HEATH, Simon HEDIGER, Terrence HENDERSHOTT, Ann Marie HIBBERT, Erik HJALMARSSON, Seth A HOELSCHER, Peter HOFFMANN, Craig W HOLDEN, Alex R HORENSTEIN, Wenqian HUANG, Da HUANG, Christophe HURLIN, Konrad ILCZUK, Alexey IVASHCHENKO, Subramanian R IYER, Hossein JAHANSHAHLOO, Naji JALKH, Charles M JONES, Simon JURKATIS, Petri JYLHA, Andreas T KAECK, Gabriel KAISER, Arze KARAM, Egle KARMAZIENE, Bernhard KASSNER, Markku KAUSTIA, Ekaterina KAZAK, Fearghal KEARNEY, Van Kervel VINCENT, Saad A KHAN, Marta K KHOMYN, Tony KLEIN, Olga KLEIN, Alexander KLOS, Michael KOETTER, Aleksey KOLOKOLOV, Robert A KORAJCZYK, Roman KOZHAN, Jan P KRAHNEN, Paul KUHLE, Amy KWAN, Quentin LAJAUNIE, F Y Eric C LAM, Marie LAMBERT, Hugues LANGLOIS, Jens LAUSEN, Tobias LAUTER, Markus LEIPPOLD, Vladimir LEVIN, Yijie LI, Hui LI, Chee Yoong LIEW, Thomas LINDNER, Oliver LINTON, Jiacheng LIU, Anqi LIU, Guillermo LLORENTE, Matthijs LOF, Ariel LOHR, Francis LONGSTAFF, Alejandro LOPEZ-LIRA, Shawn MANKAD, Nicola MANO, Alexis MARCHAL, Charles MARTINEAU, Francesco MAZZOLA, Debrah MELOSO, Michael G MI, Roxana MIHET, Vijay MOHAN, Sophie MOINAS, David MOORE, Liangyi MU, Dmitriy MURAVYEV, Dermot MURPHY, Gabor NESZVEDA, Dmitriy MURAVYEV, Dermot MURPHY, Gabor NESZVEDA, Christian NEUMEIER, Ulf NIELSSON, Mahendrarajah NIMALENDRAN, Sven NOLTE, Lars L NORDEN, Peter NEILL, Khaled OBAID, Bernt A ODEGAARD, Per OSTBERG, Emiliano PAGNOTTA, Marcus PAINTER, Stefan PALAN, Imon J PALIT, Andreas PARK, Roberto PASCUAL, Paolo PASQUARIELLO, Lubos PASTOR, Vinay PATEL, Andrew J PATTON, Neil D PEARSON, Loriana PELIZZON, Michele PELLI, Matthias PELSTER, Christophe PERIGNON, Cameron PFIFFER, Richard PHILIP, Tomáš PLÍHAL, Puneet PRAKASH, Oliver-Alexander PRESS, Tina PRODROMOU, Marcel PROKOPCZUK, Talis PUTNINS, Qian YA, Gaurav RAIZADA, David RAKOWSKI, Angelo RANALDO, Luca REGIS, Stefan REITZ, Thomas RENAULT, Rex W RENJIE, Roberto RENO, Steven J RIDDIOUGH, Kalle RINNE, Paul RINTAMAKI, Ryan RIORDAN, Thomas RITTMANNSBERGER, Inaki Rodriguez LONGARELA, Dominik ROESCH, Lavinia ROGNONE, Brian ROSEMAN, Ioanid ROSU, Saurabh ROY, Nicolas RUDOLF, Stephen R RUSH, Khaladdin RZAYEV, Aleksandra A RZEZNIK, Anthony SANFORD, Harikumar SANKARAN, Asani SARKAR, Lucio SARNO, Olivier SCAILLET, Stefan SCHARNOWSKI, Klaus R SCHENK-HOPPE, Andrea SCHERTLER, Michael SCHNEIDER, Florian SCHROEDER, Norman SCHUERHOFF, Philipp SCHUSTER, Marco A SCHWARZ, Mark S SEASHOLES, Norman J SEEGER, Or SHACHAR, Andriy SHKILKO, Jessica SHUI, Mario SIKIC, Giorgia SIMION, Lee A SMALES, Paul SODERLIND, Elvira SOJLI, Konstantin SOKOLOV, Jantje SONKSEN, Laima SPOKEVICIUTE, Denitsa STEFANOVA, Marti G SUBRAHMANYAM, Barnabas SZASZI, Oleksandr TALAVERA, Yuehua TANG, Nick TAYLOR, Wing Wah THAM, Erik THEISSEN, Julian THIMME, Ian TONKS, Hai TRAN, Luca TRAPIN, Anders B TROLLE, M Andreea VADUVA, Giorgio VALENTE, Van Ness Robert A, Aurelio VASQUEZ, Thanos VEROUSIS, Patrick VERWIJMEREN, Anders VILHELMSSON, Grigory VILKOV, Vladimir VLADIMIROV, Sebastian VOGEL, Stefan VOIGT, Wolf WAGNER, Thomas WALTHER, Patrick WEISS, Van der Wel MICHEL, Ingrid M WERNER, Ingrid M WERNER, P Joakim WESTERHOLM, Christian WESTHEIDE, Hans C WIKA, Evert WIPPLINGER, Michael WOLF, Christian C P WOLFF, Leonard WOLK, Wing-Keung WONG, Jan WRAMPELMEYER, Zhen-Xing WU, Shuo XIA, Dacheng XIU, Ke XU, Caihong XU, Pradeep K YADAV, Jose YAGUE, Cheng YAN, Antti YANG, Woongsun YOO, Wenjia YU, Yihe YU, Shihao YU, Bart Z YUESHEN, Darya YUFEROVA, Marcin ZAMOJSKI, Abalfazl ZAREEI, Stefan M ZEISBERGER, Lu ZHANG, S Sarah ZHANG, Xiaoyu ZHANG, Lu ZHAO, Zhuo ZHONG, Z Ivy ZHOU, Chen ZHOU, Xingyu S ZHU, Marius ZOICAN a Remco ZWINKELS. Nonstandard Errors. JOURNAL OF FINANCE. HOBOKEN: WILEY-BLACKWELL, 2024, 52 s. ISSN 0022-1082. Dostupné z: https://dx.doi.org/10.1111/jofi.13337.

DEEV, Oleg a Tomáš PLÍHAL. How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty. Research in International Business and Finance. Amsterdam: ELSEVIER, 2022, roč. 60, April, s. 1-17. ISSN 0275-5319. Dostupné z: https://dx.doi.org/10.1016/j.ribaf.2022.101613.

DEEV, Oleg, Štefan LYÓCSA a Tomáš PLÍHAL. Inovativní přístupy k optimální alokaci aktiv. Brno: CCF RESEARCH, a.s., 2022, 28 s.

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.

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.

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.

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.

PLÍHAL, Tomáš. Scheduled macroeconomic news announcements and Forex volatility forecasting. JOURNAL OF FORECASTING. HOBOKEN: WILEY, 2021, roč. 40, č. 8, s. 1379-1397. ISSN 0277-6693. Dostupné z: https://dx.doi.org/10.1002/for.2773.

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.

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.

PLÍHAL, Tomáš, Martina SPONEROVÁ a Miroslav SPONER. Comparative Analysis of Credit Risk Models in Relation to SME Segment. Financial Assets and Investing. Brno: ESF, Masaryk University, 2018, roč. 9, č. 1, s. 35-50, 72 s. ISSN 1804-5081.

SVOBODA, Miroslav, Tomáš PLÍHAL a Pavel SEDLÁČEK. Random Strategy Versus Technical Analysis Strategy: The Case of GBP/USD Intraday Trading. In Josef Nešleha, Filip Hampl, Miroslav Svoboda. Proceedings of the 15th International Scientific Conference European Financial Systems 2018. 1. vyd. Brno: Masaryk University, 2018, s. 743-748. ISBN 978-80-210-8980-8.

SPONEROVÁ, Martina, Tomáš PLÍHAL a Miroslav SPONER. Bankruptcy Prediction Models in Relation to SME Segment in the Czech Republic. In Josef Nešleha, Tomáš Plíhal, Karel Urbanovský. Proceedings of the 14th International Scientific conference European Financial Systems 2017, Part 2. Brno: Masarykova Univerzita, 2017, s. 183-191. ISBN 978-80-210-8609-8.

SPONEROVÁ, Martina, Tomáš PLÍHAL a Miroslav SPONER. Comparison of Bankruptcy Prediction Models in Relation to SME segment in the Czech Republic. Online. In Svatopluk Kapounek, Veronika Krůtilová. 20th Annual International Conference ENTERPRISE AND COMPETITIVE ENVIROMENT. Brno: Mendel University in Brno, 2017, s. 623 - 631. ISBN 978-80-7509-499-5.

SPONEROVÁ, Martina, Tomáš PLÍHAL a Miroslav SPONER. CREDIT RISK ASSESSMENT FOR SMES: THE CZECH CASE. In SGEM International Multidisciplinary Scientific Conferences on Social Sciences and Arts, Secretariat Bureau. Proceedings of the 4th International Multidisciplinary Scientific Conference Social Sciences & Arts SGEM 2017. Sofia, Bulgaria: SGEM International Multidisciplinary Scientific Conferences on Social Sciences and Arts, 2017, s. 173 - 180. ISBN 978-619-7408-15-7. Dostupné z: https://dx.doi.org/10.5593/sgemsocial2017/13.

PLÍHAL, Tomáš a Tomáš URBANOVSKÝ. Increasing Impact of Stock Market Performance on Government Tax Revenues. Online. In Karasavvoglou, A Polychronidou, P Perdiki, F. ECONOMIES OF BALKAN AND EASTERN EUROPE COUNTRIES IN THE CHANGED WORLD (EBEEC). DUBAI: KNOWLEDGE E, 2017, s. 333-343. ISSN 2518-668X. Dostupné z: https://dx.doi.org/10.18502/kss.v1i2.667.

PLÍHAL, Tomáš. Forecasting Exchange Rate Volatility: Suggestions for Further Research. In Jan Krajíček, Josef Nešleha, Karel Urbanovský. European Financial Systems 2016. Brno: Masarykova univerzita, 2016, s. 609-613. ISBN 978-80-210-8308-0.

PLÍHAL, Tomáš. Granger causality between stock market and macroeconomic indicators: evidence from Germany. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. 2016, roč. 64, č. 6, s. 2101-2108. ISSN 2464-8310. Dostupné z: https://dx.doi.org/10.11118/actaun201664062101.

URBANOVSKÝ, Tomáš a Tomáš PLÍHAL. Linkage among exchange rate, price level and balance of payments: The case of the Czech Republic. In The 8th international conference: Economic Challenges in Enlarged Europe. Tallinn: Tallinn School of Economics and Business Administration of the Tallinn University of Technology, 2016, s. 185-199. ISSN 2382-6797.

PLÍHAL, Tomáš. Stock market informational efficiency in Germany: Granger causality between DAX and selected macroeconomic indicators. Procedia - Social and Behavioral Sciences. Elsevier, 2016, roč. 220, 31 May 2016, s. 321-329. ISSN 1877-0428. Dostupné z: https://dx.doi.org/10.1016/j.sbspro.2016.05.505.