Eduard Baumöhl
Cited by
Cited by
Fear of the coronavirus and the stock markets
Š Lyócsa, E Baumöhl, T Výrost, P Molnár
Finance research letters 36, 101735, 2020
Are cryptocurrencies connected to forex? A quantile cross-spectral approach
E Baumöhl
Finance Research Letters 29, 363-372, 2019
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 61 (1), 2011
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
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
E Baumöhl, Š Lyócsa
Economic Modelling 38, 175-183, 2014
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
E Baumöhl, Š Lyócsa
Finance Research Letters 23, 152-164, 2017
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
Institutions and determinants of firm survival in European emerging markets
E Baumöhl, I Iwasaki, E Kočenda
Journal of Corporate Finance 58, 431-453, 2019
Stationarity of time series and the problem of spurious regression
E Baumohl, S Lyocsa
Available at SSRN 1480682, 2009
Return spillovers around the globe: A network approach
Š Lyócsa, T Výrost, E Baumöhl
Economic modelling 77, 133-146, 2019
YOLO trading: Riding with the herd during the GameStop episode
Š Lyócsa, E Baumöhl, T Výrost
Finance Research Letters 46, 102359, 2022
Network-based asset allocation strategies
T Výrost, Š Lyócsa, E Baumöhl
The North American Journal of Economics and Finance 47, 516-536, 2019
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
Quantile coherency networks of international stock markets
E Baumöhl, SJH Shahzad
Finance Research Letters 31, 119-129, 2019
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks
R Khalfaoui, E Baumöhl, S Sarwar, T Výrost
Resources Policy 74, 102318, 2021
Firm survival in new EU member states
E Baumöhl, I Iwasaki, E Kočenda
Economic Systems 44 (1), 100743, 2020
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
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach
E Baumöhl, E Bouri, SJH Shahzad, T Výrost
Economic Modelling 109, 105775, 2022
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