Details about Tomáš Výrost
Access statistics for papers by Tomáš Výrost.
Last updated 2023-10-16. Update your information in the RePEc Author Service.
Short-id: pvr18
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Working Papers
2021
- Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks
EconStor Preprints, ZBW - Leibniz Information Centre for Economics  View citations (28)
Also in Post-Print, HAL (2021) View citations (9)
See also Journal Article Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks, Resources Policy, Elsevier (2021) View citations (19) (2021)
- YOLO trading: Riding with the herd during the GameStop episode
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (2)
See also Journal Article YOLO trading: Riding with the herd during the GameStop episode, Finance Research Letters, Elsevier (2022) View citations (7) (2022)
2020
- Fear of the coronavirus and the stock markets
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (30)
See also Journal Article Fear of the coronavirus and the stock markets, Finance Research Letters, Elsevier (2020) View citations (34) (2020)
- From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (5)
- Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (2)
- Stablecoins as a crypto safe haven? Not all of them!
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (6)
2018
- Network-based asset allocation strategies
EconStor Preprints, ZBW - Leibniz Information Centre for Economics
See also Journal Article Network-based asset allocation strategies, The North American Journal of Economics and Finance, Elsevier (2019) View citations (16) (2019)
- Social aspirations in European banks: peer-influenced risk behavior
EconStor Preprints, ZBW - Leibniz Information Centre for Economics
See also Journal Article Social aspirations in European banks: peer-influenced risk behaviour, Applied Economics Letters, Taylor & Francis Journals (2019) (2019)
2017
- Networks of Volatility Spillovers among Stock Markets
CESifo Working Paper Series, CESifo
Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2016) View citations (2)
See also Journal Article Networks of volatility spillovers among stock markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2018) View citations (32) (2018)
2015
- Country and industry effects in CEE stock market networks: Preliminary results
MPRA Paper, University Library of Munich, Germany View citations (1)
- Return spillovers around the globe: A network approach
Papers, arXiv.org View citations (2)
See also Journal Article Return spillovers around the globe: A network approach, Economic Modelling, Elsevier (2019) View citations (12) (2019)
2014
- Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment
Papers, arXiv.org View citations (3)
See also Journal Article Granger causality stock market networks: Temporal proximity and preferential attachment, Physica A: Statistical Mechanics and its Applications, Elsevier (2015) View citations (48) (2015)
2012
- Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries
MPRA Paper, University Library of Munich, Germany
- Country effects in CEE3 stock market networks: a preliminary study
MPRA Paper, University Library of Munich, Germany View citations (1)
- Stock returns and real activity: the dynamic conditional lagged correlation approach
MPRA Paper, University Library of Munich, Germany
2011
- Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework
MPRA Paper, University Library of Munich, Germany View citations (1)
- On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries
MPRA Paper, University Library of Munich, Germany View citations (2)
- The instability of the correlation structure of the S&P 500
MPRA Paper, University Library of Munich, Germany
- Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries
MPRA Paper, University Library of Munich, Germany View citations (4)
2010
- Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
2009
- Asymmetric GARCH and the financial crisis: a preliminary study
MPRA Paper, University Library of Munich, Germany
Also in MPRA Paper, University Library of Munich, Germany (2009)
Journal Articles
2023
- Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia
Journal of Economics / Ekonomicky casopis, 2023, 71, (3), 185-201
2022
- Measuring systemic risk in the global banking sector: A cross-quantilogram network approach
Economic Modelling, 2022, 109, (C) View citations (12)
Also in EconStor Open Access Articles and Book Chapters, 2022 (2022) View citations (12)
- The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande
Finance Research Letters, 2022, 49, (C) View citations (2)
- YOLO trading: Riding with the herd during the GameStop episode
Finance Research Letters, 2022, 46, (PA) View citations (7)
See also Working Paper YOLO trading: Riding with the herd during the GameStop episode, EconStor Preprints (2021) View citations (2) (2021)
2021
- A tale of tails: New evidence on the growth-return nexus
Finance Research Letters, 2021, 38, (C) View citations (2)
- Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks
Resources Policy, 2021, 74, (C) View citations (19)
See also Working Paper Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks, EconStor Preprints (2021) View citations (28) (2021)
- FX market volatility modelling: Can we use low-frequency data?
Finance Research Letters, 2021, 40, (C) View citations (2)
- Guest Editors’ Introduction to the Special Issue
Czech Journal of Economics and Finance (Finance a uver), 2021, 71, (3), 202-202
- Predicting risk in energy markets: Low-frequency data still matter
Applied Energy, 2021, 282, (PA) View citations (6)
- Stock market volatility forecasting: Do we need high-frequency data?
International Journal of Forecasting, 2021, 37, (3), 1092-1110 View citations (15)
2020
- Fear of the coronavirus and the stock markets
Finance Research Letters, 2020, 36, (C) View citations (34)
See also Working Paper Fear of the coronavirus and the stock markets, EconStor Preprints (2020) View citations (30) (2020)
2019
- Network-based asset allocation strategies
The North American Journal of Economics and Finance, 2019, 47, (C), 516-536 View citations (16)
See also Working Paper Network-based asset allocation strategies, EconStor Preprints (2018) (2018)
- Return spillovers around the globe: A network approach
Economic Modelling, 2019, 77, (C), 133-146 View citations (12)
See also Working Paper Return spillovers around the globe: A network approach, Papers (2015) View citations (2) (2015)
- Social aspirations in European banks: peer-influenced risk behaviour
Applied Economics Letters, 2019, 26, (6), 473-479
See also Working Paper Social aspirations in European banks: peer-influenced risk behavior, EconStor Preprints (2018) (2018)
2018
- Networks of volatility spillovers among stock markets
Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1555-1574 View citations (32)
See also Working Paper Networks of Volatility Spillovers among Stock Markets, CESifo Working Paper Series (2017) (2017)
- Scale-free distribution of firm-size distribution in emerging economies
Physica A: Statistical Mechanics and its Applications, 2018, 508, (C), 501-505 View citations (3)
- To bet or not to bet: a reality check for tennis betting market efficiency
Applied Economics, 2018, 50, (20), 2251-2272 View citations (3)
2015
- Granger causality stock market networks: Temporal proximity and preferential attachment
Physica A: Statistical Mechanics and its Applications, 2015, 427, (C), 262-276 View citations (48)
See also Working Paper Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment, Papers (2014) View citations (3) (2014)
2013
- What Drives the Stock Market Integration in the CEE-3?
EconStor Open Access Articles and Book Chapters, 2013, 61, (1), 67-81 View citations (1)
2012
- Stock market networks: The dynamic conditional correlation approach
Physica A: Statistical Mechanics and its Applications, 2012, 391, (16), 4147-4158 View citations (23)
2011
- Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets
Applied Economics Letters, 2011, 18, (12), 1103-1109 View citations (8)
- The Stock Markets and Real Economic Activity
Eastern European Economics, 2011, 49, (4), 6-23 View citations (5)
- Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group
Czech Journal of Economics and Finance (Finance a uver), 2011, 61, (6), 530-544 View citations (2)
2010
- Integrácia akciových trhov: DCC MV-GARCH model
(Stock Market Integration: DCC MV-GARCH Model)
Politická ekonomie, 2010, 2010, (4), 488-503
- Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects
Czech Journal of Economics and Finance (Finance a uver), 2010, 60, (5), 414-425 View citations (20)
2004
- Defection of Traditional Standard Deviation Scaling of Capital Asset Returns
Czech Journal of Economics and Finance (Finance a uver), 2004, 54, (7-8), 325-334
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