Eduard Baumöhl
Eduard Baumöhl
University of Economics in Bratislava
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Cited by
Granger causality stock market networks: Temporal proximity and preferential attachment
T Výrost, Š Lyócsa, E Baumöhl
Physica A: Statistical Mechanics and its Applications 427, 262-276, 2015
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects.
E Baumöhl, T Výrost
Finance a Uver: Czech Journal of Economics & Finance 60 (5), 2010
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
E Baumöhl, Š Lyócsa
Economic Modelling 38, 175-183, 2014
Stock market networks: The dynamic conditional correlation approach
Š Lyócsa, T Výrost, E Baumöhl
Physica A: Statistical Mechanics and its Applications 391 (16), 4147-4158, 2012
Networks of volatility spillovers among stock markets
E Baumöhl, E Kočenda, Š Lyócsa, T Výrost
Physica A: Statistical Mechanics and its Applications 490, 1555-1574, 2018
Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach.
E Baumöhl
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets
E Baumöhl, Š Lyócsa, T Výrost
Applied Economics Letters 18 (12), 1103-1109, 2011
Are cryptocurrencies connected to forex? A quantile cross-spectral approach
E Baumöhl
Finance Research Letters 29, 363-372, 2019
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
E Baumöhl, Š Lyócsa
Finance Research Letters 23, 152-164, 2017
Return spillovers around the globe: A network approach
Š Lyócsa, T Výrost, E Baumöhl
Economic Modelling 77, 133-146, 2019
The stock markets and real economic activity: new evidence from CEE
Š Lyócsa, E Baumöhl, T Výrost
Eastern European Economics 49 (4), 6-23, 2011
Stock market contagion in Central and Eastern Europe: Unexpected volatility and extreme co-exceedance
R Horváth, Š Lyócsa, E Baumöhl
The European Journal of Finance 24 (5), 391-412, 2018
Stationarity of time series and the problem of spurious regression
E Baumohl, S Lyocsa
Available at SSRN 1480682, 2009
Institutions and determinants of firm survival in European emerging markets
E Baumöhl, I Iwasaki, E Kočenda
Journal of Corporate Finance 58, 431-453, 2019
How smooth is the stock market integration of CEE-3?
E Baumohl, S Lyocsa
Kvantitatívne metódy v ekonómii II.
Š Lyócsa, E Baumöhl, T Výrost II.pdf, 2013
Kvantitatívne metódy v ekonómii I.
Š Lyócsa, E Baumöhl, T Výrost
Košice: ELFA, 2013
Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs
Š Lyócsa, E Baumöhl
Economic Systems 39 (2), 253-268, 2015
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries
T Vyrost, E Baumohl, S Lyocsa
Available at SSRN 1735990, 2011
Constructing weekly returns based on daily stock market data: A puzzle for empirical research?
E Baumöhl, Š Lyócsa
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