Eduard Baumöhl
Eduard Baumöhl
University of Economics in Bratislava
Verified email at euke.sk
Title
Cited by
Cited by
Year
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
602015
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
582010
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
E Baumöhl, Š Lyócsa
Economic Modelling 38, 175-183, 2014
452014
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
402012
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
282018
Are cryptocurrencies connected to forex? A quantile cross-spectral approach
E Baumöhl
Finance Research Letters 29, 363-372, 2019
262019
Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach.
E Baumöhl
202013
Return spillovers around the globe: A network approach
Š Lyócsa, T Výrost, E Baumöhl
Economic Modelling 77, 133-146, 2019
182019
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
E Baumöhl, Š Lyócsa
Finance Research Letters 23, 152-164, 2017
182017
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
182011
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
132011
Stationarity of time series and the problem of spurious regression
E Baumohl, S Lyocsa
Available at SSRN 1480682, 2009
132009
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
122018
Institutions and determinants of firm survival in European emerging markets
E Baumöhl, I Iwasaki, E Kočenda
Journal of Corporate Finance 58, 431-453, 2019
112019
Fundamentálna analýza akciových trhov. Košice: ELFA, 2011. 323 s
E Baumöhl, Š Lyócsa, T Výrost
ISBN 978-80-8086-191-6, 2011
11*2011
How smooth is the stock market integration of CEE-3?
E Baumohl, S Lyocsa
102014
Kvantitatívne metódy v ekonómii I.
Š LYÓCSA, E BAUMÖHL, T VÝROST
http://econometrics.sk/KMvE_I.html, 2013
10*2013
Firm survival in new EU member states
E Baumöhl, I Iwasaki, E Kočenda
Economic Systems 44 (1), 100743, 2020
82020
Quantile coherency networks of international stock markets
E Baumöhl, SJH Shahzad
Finance Research Letters 31, 119-129, 2019
82019
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
72015
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