Štefan Lyócsa

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Eduard BaumöhlUniversity of Economics in BratislavaVerified email at euba.sk
Tomáš VýrostUniversity of Economics in BratislavaVerified email at euba.sk
Peter MolnarUniversity of StavangerVerified email at uis.no
Tomáš PlíhalInstitute of Financial Complex Systems, Masaryk UniversityVerified email at econ.muni.cz
Neda TodorovaGriffith UniversityVerified email at griffith.edu.au
Petra VašaničováUniversity of Presov, Faculty of Management and Business, Department of Finance, Accounting andVerified email at unipo.sk
Maria SiranovaSlovak Academy of SciencesVerified email at savba.sk
Evzen KocendaProfessor of Economics, Charles UniversityVerified email at fsv.cuni.cz
Roman HorvathCharles University, PragueVerified email at fsv.cuni.cz
Oleg DeevMasaryk UniversityVerified email at mail.muni.cz
Zuzana KošťálováSlovak Academy of Sciences - Institute of Economic ResearchVerified email at savba.sk
Eva Litavcovaassoc. prof., Department of Mathematics, Faculty of EducationVerified email at ku.sk
Erik HaugomInland Norway University of Applied SciencesVerified email at inn.no
Martina HalouskovaMasaryk UniversityVerified email at muni.cz
Branka Hadji MishevaProfessor in Applied Data Science and Finance @BFHVerified email at zhaw.ch
Miroslav StefanikInstitute of Economic Research, Slovak Academy of SciencesVerified email at savba.sk
Eva VyrostovaMasaryk University, Faculty of Economics and AdministrationVerified email at econ.muni.cz
Marek RadvanskyInstitute of Economic Research, Slovak Academy of SciencesVerified email at savba.sk

Štefan Lyócsa

Faculty of Economics and Administration, Masaryk University & FMB University of Prešov

Verified email at econ.muni.cz

Market risks Financial stability Stock market networks P2P lending


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Fear of the coronavirus and the stock markets Š Lyócsa, E Baumöhl, T Výrost, P Molnár Finance research letters 36, 101735, 2020	260	2020
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	138	2020
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	126	2015
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	93	2018
YOLO trading: Riding with the herd during the GameStop episode Š Lyócsa, E Baumöhl, T Výrost Finance Research Letters 46, 102359, 2022	90	2022
Determinants of Commercial Banks' Efficiency: Evidence from 11 CEE Countries* D Pancurová, S Lyócsa Finance a Uver 63 (2), 152, 2013	87	2013
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets E Baumöhl, Š Lyócsa Economic Modelling 38, 175-183, 2014	83	2014
Stock market oscillations during the corona crash: The role of fear and uncertainty Š Lyócsa, P Molnár Finance Research Letters 36, 101707, 2020	80	2020
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis E Baumöhl, Š Lyócsa Finance Research Letters 23, 152-164, 2017	80	2017
Asymmetric volatility in equity markets around the world JB Horpestad, Š Lyócsa, P Molnár, TB Olsen The North American Journal of Economics and Finance 48, 540-554, 2019	64	2019
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	64	2012
Network-based asset allocation strategies T Výrost, Š Lyócsa, E Baumöhl The North American Journal of Economics and Finance 47, 516-536, 2019	61	2019
Stationarity of time series and the problem of spurious regression E Baumöhl, Š Lyócsa MPRA Paper 27926, 2009	61	2009
Stock market volatility forecasting: Do we need high-frequency data? Š Lyócsa, P Molnár, T Výrost International Journal of Forecasting 37 (3), 1092-1110, 2021	58	2021
On the evaluation of Six Sigma projects M Tkáč, Š Lyócsa Quality and reliability engineering international 26 (1), 115-124, 2010	57	2010
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	55	2022
Return spillovers around the globe: A network approach Š Lyócsa, T Výrost, E Baumöhl Economic Modelling 77, 133-146, 2019	50	2019
Stock market contagion in Central and Eastern Europe: Unexpected volatility and extreme co-exceedance R Horvath, Š Lyócsa, E Baumöhl The European Journal of Finance 24 (5), 391-412, 2018	50	2018
Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds Š Lyócsa, P Molnár Energy 155, 462-473, 2018	40	2018
Volatility forecasting of strategically linked commodity ETFs: gold-silver Š Lyócsa, P Molnár Quantitative Finance 16 (12), 1809-1822, 2016	33	2016

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