Tomáš Výrost
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Tomáš |
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Výrost |
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Affiliations
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Ekonomická Univerzita v Bratislave
/ Ústav Ekonómie a Manažmentu
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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - Defection of Traditional Standard Deviation Scaling of Capital Asset Returns (RePEc:fau:fauart:v:54:y:2004:i:7-8:p:325-334)
by Vladimír Gazda & Karel Koøený & Tomáš Výrost - 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 - Guest Editors’ Introduction to the Special Issue (RePEc:fau:fauart:v:71:y:2021:i:3:p:202)
by Eduard Baumöhl & Tomáš Výrost - Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence (RePEc:fau:wpaper:wp2010_20)
by Štefan Lyócsa & Svatopluk Svoboda & Tomáš Výrost - 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 - 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 - Asymmetric GARCH and the financial crisis: a preliminary study (RePEc:pra:mprapa:27909)
by Výrost, Tomáš & Baumöhl, Eduard - 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 - Country effects in CEE3 stock market networks: a preliminary study (RePEc:pra:mprapa:43481)
by Výrost, Tomáš - Country and industry effects in CEE stock market networks: Preliminary results (RePEc:pra:mprapa:65775)
by Vyrost, Tomas - 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 - 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 - 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 - 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 - What Drives the Stock Market Integration in the CEE-3? (RePEc:zbw:espost:156176)
by Vyrost, Tomas & Baumöhl, Eduard & Lyocsa, Stefan - 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 - Network-based asset allocation strategies (RePEc:zbw:esprep:180063)
by Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard - 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