Štefan Lyócsa
TitleCited byYear
Determinants of Commercial Banks' Efficiency: Evidence from 11 CEE Countries*
D Pancurová, S Lyócsa
Finance a Uver 63 (2), 152, 2013
452013
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
442015
Granger causality stock market networks: Temporal proximity and preferential attachment
V Tomáš, L Štefan, B Eduard
Physica A: Statistical Mechanics and its Applications 427 (Jun), 262–276, 2015
442015
On the evaluation of Six Sigma projects
M Tkáč, Š Lyócsa
Quality and reliability engineering international 26 (1), 115-124, 2010
392010
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
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
E Baumöhl, Š Lyócsa
Economic Modelling 38, 175-183, 2014
342014
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
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
162018
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
162018
Volatility forecasting of strategically linked commodity ETFs: gold-silver
Š Lyócsa, P Molnár
Quantitative Finance 16 (12), 1809-1822, 2016
132016
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
E Baumöhl, Š Lyócsa
Finance Research Letters 23, 152-164, 2017
122017
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
92011
Stationarity of time series and the problem of spurious regression
E Baumöhl, Š Lyócsa
MPRA Paper 27926, 2009
92009
Forecasting exchange rate volatility: The case of the Czech Republic, Hungary and Poland
S Lyocsa, P Molnár, I Fedorko
Finance a Uver 66 (5), 453, 2016
82016
Confirmatory factor analysis of the abbreviated Conformity to Feminine Norms Inventory
I Lyócsa, S Lyócsa
Social Work Research 37 (4), 414-422, 2013
82013
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
72018
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
72018
How smooth is the stock market integration of CEE-3?
E Baumohl, S Lyocsa
72014
Kvantitatívne metódy v ekonómii II
Š Lyóca, 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
72011
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Articles 1–20