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Tomáš Plíhal
Tomáš Plíhal
Institute of Financial Complex Systems, Masaryk University
Verified email at econ.muni.cz - Homepage
Title
Cited by
Cited by
Year
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
Š Lyócsa, P Molnár, T Plíhal, M Širaňová
Journal of Economic Dynamics and Control 119, 103980, 2020
1132020
Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention
Š Lyócsa, T Plíhal
Finance Research Letters 48, 102995, 2022
492022
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
482021
Central bank announcements and realized volatility of stock markets in G7 countries
Š Lyócsa, P Molnár, T Plíhal
Journal of International Financial Markets, Institutions and Money 58, 117-135, 2019
282019
How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty
O Deev, T Plíhal
Research in international business and finance 60, 101613, 2022
192022
Stock market informational efficiency in Germany: Granger causality between DAX and selected macroeconomic indicators
T Plíhal
Procedia-Social and Behavioral Sciences 220, 321-329, 2016
192016
Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?
T Plíhal, Š Lyócsa
International Review of Economics & Finance 71, 811-829, 2021
162021
GRANGER CAUSALITY BETWEEN STOCK MARKET AND MACROECONOMIC INDICATORS: EVIDENCE FROM GERMANY.
T Plíhal
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 64 (6), 2016
162016
FX market volatility modelling: Can we use low-frequency data?
Š Lyócsa, T Plíhal, T Výrost
Finance Research Letters 40, 101776, 2021
152021
Comparative analysis of credit risk models in relation to SME segment
T Plíhal, M Sponerová, M Sponer
Financial Assets and Investing 9 (1), 35-50, 2018
102018
Scheduled macroeconomic news announcements and Forex volatility forecasting
T Plíhal
Journal of Forecasting 40 (8), 1379-1397, 2021
42021
Increasing impact of stock market performance on government tax revenues
T Plíhal, T Urbanovský
KnE Social Sciences, 333-343, 2017
42017
A tale of tails: New evidence on the growth-return nexus
Š Lyócsa, T Výrost, T Plíhal
Finance Research Letters 38, 101526, 2021
22021
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I) relevance of implied volatility
Š Lyócsa, T Plíhal, T Výrost
International Journal of Forecasting, 2024
12024
Forecasting Day-ahead Expected Shortfall on the EUR/USD Exchange Rate
T Plíhal
2023
Non-Standard Errors
A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ...
CEPR Discussion Paper No. DP16751, 2021
2021
Thesis: Scheduled Macroeconomic News Announcements and Forex Volatility
T Plíhal
2019
Research in International Business and Finance
O Deev, T Plíhal
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