Eduard Baumöhl
Eduard Baumöhl
University of Economics in Bratislava
Verified email at euke.sk
TitleCited byYear
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
562010
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
522015
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
E Baumöhl, Š Lyócsa
Economic Modelling 38, 175-183, 2014
412014
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
362012
Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach.
E Baumöhl
192013
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
182018
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
172011
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
E Baumöhl, Š Lyócsa
Finance Research Letters 23, 152-164, 2017
142017
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
102011
Stationarity of time series and the problem of spurious regression
E Baumohl, S Lyocsa
Available at SSRN 1480682, 2009
102009
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
92018
Are cryptocurrencies connected to forex? A quantile cross-spectral approach
E Baumöhl
Finance Research Letters 29, 363-372, 2019
82019
Return spillovers around the globe: A network approach
Š Lyócsa, T Výrost, E Baumöhl
Economic Modelling, 2017
82017
How smooth is the stock market integration of CEE-3?
E Baumohl, S Lyocsa
72014
Kvantitatívne metódy v ekonómii II.
Š Lyócsa, E Baumöhl, T Výrost
http://econometrics.sk/img/KMvE II.pdf, 2013
72013
Kvantitatívne metódy v ekonómii I.
Š Lyócsa, E Baumöhl, T Výrost
Košice: ELFA, 2013
72013
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
72011
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
62015
Constructing weekly returns based on daily stock market data: A puzzle for empirical research?
E Baumöhl, Š Lyócsa
62012
Skúmanie jednosmerných závislostí medzi svetovými akciovými indexmi
E BAUMÖHL
Príspevok prezentovaný na konferencii Národná a regionálna ekonomika VII …, 2008
62008
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Articles 1–20