Eduard Baumöhl
Names
| first: |
Eduard |
| last: |
Baumohl |
Identifer
Contact
| homepage: |
http://www.baumohl.sk |
|
| postal address: |
University of Economics in Bratislava,
Dolnozemska cesta 1,
852 35 Bratislava,
Slovakia |
Affiliations
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Ekonomická Univerzita v Bratislave (weight: 45%)
-
Technická Univerzita v Košiciach
/ Ekonomická Fakulta (weight: 10%)
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Slovenská Akadémia Vied
/ Ekonomický Ústav (weight: 45%)
Research profile
author of:
- Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment (RePEc:arx:papers:1408.2985)
by Tom'av{s} V'yrost & v{S}tefan Ly'ocsa & Eduard Baumohl - Return spillovers around the globe: A network approach (RePEc:arx:papers:1507.06242)
by Stefan Lyocsa & Tomas Vyrost & Eduard Baumohl - Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach (RePEc:bor:bistre:v:14:y:2014:i:1:p:48-56)
by Stefan Lyocsa & Eduard Baumohl - Networks of Volatility Spillovers among Stock Markets (RePEc:ces:ceswps:_6476)
by Eduard Baumöhl & Evžen Kocenda & Stefan Lyócsa & Tomás Vyrost - Institutions and determinants of firm survival in European emerging markets (RePEc:eee:corfin:v:58:y:2019:i:c:p:431-453)
by Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen - Measuring systemic risk in the global banking sector: A cross-quantilogram network approach (RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000219)
by Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Hussain Shahzad, Syed Jawad & Výrost, Tomáš - Volatility and dynamic conditional correlations of worldwide emerging and frontier markets (RePEc:eee:ecmode:v:38:y:2014:i:c:p:175-183)
by Baumöhl, Eduard & Lyócsa, Štefan - Return spillovers around the globe: A network approach (RePEc:eee:ecmode:v:77:y:2019:i:c:p:133-146)
by Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard - Network-based asset allocation strategies (RePEc:eee:ecofin:v:47:y:2019:i:c:p:516-536)
by Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard - Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs (RePEc:eee:ecosys:v:39:y:2015:i:2:p:253-268)
by Lyócsa, Štefan & Baumöhl, Eduard - Firm survival in new EU member states (RePEc:eee:ecosys:v:44:y:2020:i:1:s093936251830075x)
by Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen - Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms (RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400348x)
by Baumöhl, Eduard & Lyócsa, Štefan & Vašaničová, Petra - Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis (RePEc:eee:finlet:v:23:y:2017:i:c:p:152-164)
by Baumöhl, Eduard & Lyócsa, Štefan - Are cryptocurrencies connected to forex? A quantile cross-spectral approach (RePEc:eee:finlet:v:29:y:2019:i:c:p:363-372)
by Baumöhl, Eduard - Quantile coherency networks of international stock markets (RePEc:eee:finlet:v:31:y:2019:i:c:p:119-129)
by Baumöhl, Eduard & Shahzad, Syed Jawad Hussain - Fear of the coronavirus and the stock markets (RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320310813)
by Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš & Molnár, Peter - YOLO trading: Riding with the herd during the GameStop episode (RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003603)
by Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš - Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks (RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003287)
by Khalfaoui, Rabeh & Baumöhl, Eduard & Sarwar, Suleman & Výrost, Tomáš - Stock market networks: The dynamic conditional correlation approach (RePEc:eee:phsmap:v:391:y:2012:i:16:p:4147-4158)
by Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard - Granger causality stock market networks: Temporal proximity and preferential attachment (RePEc:eee:phsmap:v:427:y:2015:i:c:p:262-276)
by Výrost, Tomáš & Lyócsa, Štefan & Baumöhl, Eduard - Networks of volatility spillovers among stock markets (RePEc:eee:phsmap:v:490:y:2018:i:c:p:1555-1574)
by Baumöhl, Eduard & Kočenda, Evžen & Lyócsa, Štefan & Výrost, Tomáš - Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects (RePEc:fau:fauart:v:60:y:2010:i:5:p:414-425)
by Eduard Baumöhl & Tomáš Výrost - Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group (RePEc:fau:fauart:v:61:y:2011:i:6:p:530-544)
by Eduard Baumöhl & Štefan Lyócsa & Tomáš Výrost - Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility (RePEc:fau:fauart:v:64:y:2014:i:5:p:352-373)
by Eduard Baumöhl & Štefan Lyócsa - Guest Editors’ Introduction to the Special Issue (RePEc:fau:fauart:v:71:y:2021:i:3:p:202)
by Eduard Baumöhl & Tomáš Výrost - How Firms Survive in European Emerging Markets: A Survey (RePEc:fau:wpaper:wp2022_16)
by Eduard Baumohl & Evzen Kocenda - Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks (RePEc:hal:journl:hal-03797575)
by Rabeh Khalfaoui & Eduard Baumöhl & Suleman Sarwar & Tomáš Výrost - Firm Survival in New EU Member States (RePEc:hit:hitcei:2017-5)
by Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen - Institutions and Determinants of Firm Survival in European Emerging Markets (RePEc:hit:hitcei:2018-1)
by Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen - Networks of volatility spillovers among stock markets (RePEc:kyo:wpaper:941)
by Eduard Baumohl & Evzen Kocenda & Stefan Lyocsa & Tomas Vyrost - The Stock Markets and Real Economic Activity (RePEc:mes:eaeuec:v:49:y:2011:i:4:p:6-23)
by Stefan Lyocsa & Eduard Baumohl & Tomas Vyrost - How Firms Survive in European Emerging Markets: A Survey (RePEc:mes:eaeuec:v:60:y:2022:i:5:p:393-417)
by Eduard Baumöhl & Evžen Kočenda - Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance (RePEc:ost:wpaper:357)
by Roman Horváth & Štefan Lyócsa & Eduard Baumöhl - Asymmetric GARCH and the financial crisis: a preliminary study (RePEc:pra:mprapa:27909)
by Výrost, Tomáš & Baumöhl, Eduard - Stationarity of time series and the problem of spurious regression (RePEc:pra:mprapa:27926)
by Baumöhl, Eduard & Lyócsa, Štefan - On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries (RePEc:pra:mprapa:27927)
by Výrost, Tomáš & Baumöhl, Eduard & Lyócsa, Štefan - Asymmetric GARCH and the financial crisis: a preliminary study (RePEc:pra:mprapa:27939)
by Výrost, Tomáš & Baumöhl, Eduard - Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries (RePEc:pra:mprapa:29648)
by Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard - Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework (RePEc:pra:mprapa:30334)
by Baumöhl, Eduard & Výrost, Tomáš & Lyócsa, Štefan - The instability of the correlation structure of the S&P 500 (RePEc:pra:mprapa:34160)
by Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard - Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries (RePEc:pra:mprapa:43306)
by Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard - Stock returns and real activity: the dynamic conditional lagged correlation approach (RePEc:pra:mprapa:43307)
by Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš - Constructing weekly returns based on daily stock market data: A puzzle for empirical research? (RePEc:pra:mprapa:43431)
by Baumöhl, Eduard & Lyócsa, Štefan - Testing the covariance stationarity of CEE stocks (RePEc:pra:mprapa:43432)
by Lyócsa, Štefan & Baumöhl, Eduard - Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach (RePEc:pra:mprapa:43834)
by Baumöhl, Eduard - Volatility and dynamic conditional correlations of European emerging stock markets (RePEc:pra:mprapa:49898)
by Baumohl, Eduard & Lyocsa, Stefan - Do people gamble more in good times? Evidence from 27 European countries (RePEc:pra:mprapa:75013)
by Baumöhl, Eduard & Výrostová, Eva - Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis (RePEc:pra:mprapa:76915)
by Baumöhl, Eduard & Lyócsa, Štefan - Integrácia akciových trhov: DCC MV-GARCH model
[Stock Market Integration: DCC MV-GARCH Model] (RePEc:prg:jnlpol:v:2010:y:2010:i:4:id:743:p:488-503)
by Eduard Baumöhl & Mária Farkašovská & Tomáš Výrost - Determinanty integrácie akciových trhov krajín V4
[Determinants of CEE-4 Stock Market Integration] (RePEc:prg:jnlpol:v:2014:y:2014:i:3:id:955:p:347-365)
by Eduard Baumöhl - Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia (RePEc:sav:journl:v:71:y:2023:i:3:p:185-201)
by Tomáš Baco & Eduard Baumohl & Matus Horvath & Tomas Vyrost - Firm survival in new EU member states (RePEc:svk:wpaper:1062)
by Eduard Baumohl & Ichiro Iwasaki & Evzen Kocenda - Institutions and determinants of firm survival in European emerging markets (RePEc:svk:wpaper:1063)
by Eduard Baumohl & Ichiro Iwasaki & Evzen Kocenda - Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets (RePEc:taf:apeclt:v:18:y:2011:i:12:p:1103-1109)
by E. Baumohl & S. Lyocsa & T. Vyrost - Do people gamble more in good times? Evidence from 27 European countries (RePEc:taf:apeclt:v:24:y:2017:i:18:p:1311-1314)
by Eduard Baumöhl & Eva Výrostová - Social aspirations in European banks: peer-influenced risk behaviour (RePEc:taf:apeclt:v:26:y:2019:i:6:p:473-479)
by Štefan Lyócsa & Tomáš Výrost & Eduard Baumohl - Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance (RePEc:taf:eurjfi:v:24:y:2018:i:5:p:391-412)
by Roman Horváth & Štefan Lyócsa & Eduard Baumöhl - How smooth is the stock market integration of CEE-3? (RePEc:wdi:papers:2014-1079)
by Eduard Baum??hl & ??tefan Ly??csa - The Real Convergence of CEE Countries: A Study of Real GDP per capita (RePEc:zbw:espost:156165)
by Zarembova, Andrea & Lyocsa, Stefan & Baumöhl, Eduard - What Drives the Stock Market Integration in the CEE-3? (RePEc:zbw:espost:156176)
by Vyrost, Tomas & Baumöhl, Eduard & Lyocsa, Stefan - Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire (RePEc:zbw:espost:168356)
by Burger, Peter & Baumohl, Eduard & Vyrostova, Eva - Measuring systemic risk in the global banking sector: A cross-quantilogram network approach (RePEc:zbw:espost:249340)
by Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Hussain Shahzad, Syed Jawad & Výrost, Tomáš - Social aspirations in European banks: peer-influenced risk behavior (RePEc:zbw:esprep:172510)
by Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard - Are cryptocurrencies connected to forex? A quantile cross-spectral approach (RePEc:zbw:esprep:174884)
by Baumöhl, Eduard - Network-based asset allocation strategies (RePEc:zbw:esprep:180063)
by Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard - Quantile coherency networks of international stock markets (RePEc:zbw:esprep:194568)
by Baumöhl, Eduard & Shahzad, Syed Jawad Hussain - Stablecoins as a crypto safe haven? Not all of them! (RePEc:zbw:esprep:215484)
by Baumöhl, Eduard & Vyrost, Tomas - From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks (RePEc:zbw:esprep:218944)
by Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Shahzad, Syed Jawad Hussain & Výrost,Tomáš - Fear of the coronavirus and the stock markets (RePEc:zbw:esprep:219336)
by Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš & Molnár, Peter - Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector (RePEc:zbw:esprep:222580)
by Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Shahzad, Syed Jawad Hussain & Výrost, Tomáš - YOLO trading: Riding with the herd during the GameStop episode (RePEc:zbw:esprep:230679)
by Lyócsa, Štefan & Baumöhl, Eduard & Vŷrost, Tomáš - Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks (RePEc:zbw:esprep:235529)
by Khalfaoui, Rabeh & Baumöhl, Eduard & Sarwar, Suleman & Výrost, Tomáš - Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020 (RePEc:zbw:esprep:246584)
by Bačo, Tomáš & Baumöhl, Eduard