Štefan Lyócsa
Names
| first: |
Štefan |
| last: |
Lyócsa |
Identifer
Contact
| postal address: |
Faculty of Management, University of Prešov,
Konštantínova 16, 08001 Prešov, Slovakia |
Affiliations
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Prešovská Univerzita
/ Fakulta Manažmentu (weight: 1%)
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Masarykova Univerzita
/ Ekonomicko-správní fakulta (weight: 99%)
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 - Predicting risk in energy markets: Low-frequency data still matter (RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567)
by Lyócsa, Štefan & Todorova, Neda & Výrost, Tomáš - Residual electricity demand: An empirical investigation (RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316846)
by Do, Linh Phuong Catherine & Lyócsa, Štefan & Molnár, Peter - Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin (RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482)
by Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária - 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 - Growth-returns nexus: Evidence from three Central and Eastern European countries (RePEc:eee:ecmode:v:42:y:2014:i:c:p:343-355)
by 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 - Asymmetric volatility in equity markets around the world (RePEc:eee:ecofin:v:48:y:2019:i:c:p:540-554)
by Horpestad, Jone B. & Lyócsa, Štefan & Molnár, Peter & Olsen, Torbjørn B. - The tipping point of electricity price attention: When a problem becomes a problem (RePEc:eee:ecolet:v:235:y:2024:i:c:s0165176524000314)
by Haugom, Erik & Lyócsa, Štefan & Halousková, Martina - 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 - What drives volatility of the U.S. oil and gas firms? (RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100270x)
by Lyócsa, Štefan & Todorova, Neda - Forecasting of clean energy market volatility: The role of oil and the technology sector (RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592)
by Lyócsa, Štefan & Todorova, Neda - Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds (RePEc:eee:energy:v:155:y:2018:i:c:p:462-473)
by Lyócsa, Štefan & Molnár, Peter - 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 - The effect of non-trading days on volatility forecasts in equity markets (RePEc:eee:finlet:v:23:y:2017:i:c:p:39-49)
by Lyócsa, Štefan & Molnár, Peter - Stock market oscillations during the corona crash: The role of fear and uncertainty (RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320309818)
by Lyócsa, Štefan & Molnár, Peter - 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 - A tale of tails : New evidence on the growth-return nexus (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310347)
by Lyócsa, Štefan & Výrost, Tomáš & Plíhal, Tomáš - FX market volatility modelling: Can we use low-frequency data? (RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315907)
by Lyócsa, Štefan & Plíhal, Tomáš & Výrost, Tomáš - 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 - Return adjusted charge ratios: What drives fees and costs of pension schemes? (RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002136)
by Lučivjanská, Katarína & Lyócsa, Štefan & Radvanský, Marek & Širaňová, Mária - Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention (RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002410)
by Lyócsa, Štefan & Plíhal, Tomáš - The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003762)
by Deev, Oleg & Lyócsa, Štefan & Výrost, Tomáš - The US banking crisis in 2023: Intraday attention and price variation of banks at risk (RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005810)
by Lyócsa, Štefan & Halousková, Martina & Haugom, Erik - Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? (RePEc:eee:intfin:v:51:y:2017:i:c:p:228-247)
by Lyócsa, Štefan & Molnár, Peter & Todorova, Neda - Central bank announcements and realized volatility of stock markets in G7 countries (RePEc:eee:intfin:v:58:y:2019:i:c:p:117-135)
by Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš - Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks? (RePEc:eee:intfor:v:36:y:2020:i:2:p:628-645)
by Lyócsa, Štefan & Todorova, Neda - Stock market volatility forecasting: Do we need high-frequency data? (RePEc:eee:intfor:v:37:y:2021:i:3:p:1092-1110)
by Lyócsa, Štefan & Molnár, Peter & 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 - Scale-free distribution of firm-size distribution in emerging economies (RePEc:eee:phsmap:v:508:y:2018:i:c:p:501-505)
by Lyócsa, Štefan & Výrost, Tomáš - Interconnectedness of international tourism demand in Europe: A cross-quantilogram network approach (RePEc:eee:phsmap:v:526:y:2019:i:c:s037843711930531x)
by Lyócsa, Štefan & Vašaničová, Petra & Litavcová, Eva - Connectedness of financial institutions in Europe: A network approach across quantiles (RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322320)
by Deev, Oleg & Lyócsa, Štefan - Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter? (RePEc:eee:reveco:v:71:y:2021:i:c:p:811-829)
by Plíhal, Tomáš & Lyócsa, Štefan - What drives U.S. financial sector volatility? A Bayesian model averaging perspective (RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302697)
by Gernát, Peter & Košťálová, Zuzana & Lyócsa, Štefan - Nominal and discretionary household income convergence: The effect of a crisis in a small open economy (RePEc:eee:streco:v:61:y:2022:i:c:p:18-31)
by Lichner, Ivan & Lyócsa, Štefan & Výrostová, Eva - 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 - Determinants of Commercial Banks’ Efficiency: Evidence from 11 CEE Countries (RePEc:fau:fauart:v:63:y:2013:i:2:p:152-179)
by Dana PANCUROVA & Stefan LYOCSA - 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 - Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland (RePEc:fau:fauart:v:66:y:2016:i:5:p:453-475)
by Stefan Lyocsa & Peter Molnar & Igor Fedorko - Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence (RePEc:fau:wpaper:wp2010_20)
by Štefan Lyócsa & Svatopluk Svoboda & Tomáš Výrost - Stock Market Contagion: a New Approach (RePEc:kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-018-9481-4)
by Štefan Lyócsa & Roman Horváth - 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 - New Credit Drivers: Results from a Small Open Economy (RePEc:mes:eaeuec:v:60:y:2022:i:1:p:79-112)
by Zuzana Košťálová & Eva Horvátová & Štefan Lyócsa & Peter Gernát - 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 - 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 - 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 - Volatility and dynamic conditional correlations of European emerging stock markets (RePEc:pra:mprapa:49898)
by Baumohl, Eduard & Lyocsa, Stefan - Predicting changes in the output of OECD countries: An international network perspective (RePEc:pra:mprapa:65774)
by Lyocsa, Stefan - Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis (RePEc:pra:mprapa:76915)
by Baumöhl, Eduard & Lyócsa, Štefan - Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets (RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00338-5)
by Štefan Lyócsa & Petra Vašaničová & Branka Hadji Misheva & Marko Dávid Vateha - 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 - 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 - Quantile dependence of tourism activity between Southern European countries (RePEc:taf:apeclt:v:27:y:2020:i:3:p:206-212)
by Štefan Lyócsa & Petra Vašaničová & Eva Litavcová - What drives intermediation costs? A case of tennis betting market (RePEc:taf:applec:v:48:y:2016:i:22:p:2037-2053)
by Štefan Lyócsa & Igor Fedorko - To bet or not to bet: a reality check for tennis betting market efficiency (RePEc:taf:applec:v:50:y:2018:i:20:p:2251-2272)
by Štefan Lyócsa & Tomáš Výrost - 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 - Volatility forecasting of strategically linked commodity ETFs: gold-silver (RePEc:taf:quantf:v:16:y:2016:i:12:p:1809-1822)
by Štefan Lyócsa & Peter Molnár - Impact of wind and solar production on electricity prices: Quantile regression approach (RePEc:taf:tjorxx:v:70:y:2019:i:10:p:1752-1768)
by Linh Phuong Catherine Do & Štefan Lyócsa & Peter Molnár - 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 - Social aspirations in European banks: peer-influenced risk behavior (RePEc:zbw:esprep:172510)
by Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard - Network-based asset allocation strategies (RePEc:zbw:esprep:180063)
by Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard - Fear of the coronavirus and the stock markets (RePEc:zbw:esprep:219336)
by Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš & Molnár, Peter - YOLO trading: Riding with the herd during the GameStop episode (RePEc:zbw:esprep:230679)
by Lyócsa, Štefan & Baumöhl, Eduard & Vŷrost, Tomáš