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Details about Eduard Baumöhl

E-mail:
Postal address:University of Economics in Bratislava, Tajovskeho 13, 04130 Kosice, Slovakia
Workplace:Národná Banka Slovenska (National Bank of Slovakia), (more information at EDIRC)
Ekonomická Univerzita v Bratislave (University of Economics in Bratislava), (more information at EDIRC)

Access statistics for papers by Eduard Baumöhl.

Last updated 2020-05-25. Update your information in the RePEc Author Service.

Short-id: pba835


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Working Papers

2020

  1. Stablecoins as a crypto safe haven? Not all of them!
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads

2019

  1. Firm survival in new EU member states
    Working and Discussion Papers, Research Department, National Bank of Slovakia Downloads View citations (2)
    Also in CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2017) Downloads View citations (1)

    See also Journal Article in Economic Systems (2020)
  2. Institutions and determinants of firm survival in European emerging markets
    Working and Discussion Papers, Research Department, National Bank of Slovakia Downloads View citations (5)
    Also in CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2018) Downloads View citations (1)

    See also Journal Article in Journal of Corporate Finance (2019)
  3. Quantile coherency networks of international stock markets
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads View citations (1)
    See also Journal Article in Finance Research Letters (2019)

2018

  1. Are cryptocurrencies connected to forex? A quantile cross-spectral approach
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads View citations (3)
    See also Journal Article in Finance Research Letters (2019)
  2. Network-based asset allocation strategies
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads
    See also Journal Article in The North American Journal of Economics and Finance (2019)
  3. Social aspirations in European banks: peer-influenced risk behavior
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads

2017

  1. Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Finance Research Letters (2017)
  2. Networks of Volatility Spillovers among Stock Markets
    CESifo Working Paper Series, CESifo Group Munich Downloads
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2016) Downloads View citations (1)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)

2016

  1. Do people gamble more in good times? Evidence from 27 European countries
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads
    See also Journal Article in The European Journal of Finance (2018)

2015

  1. Return spillovers around the globe: A network approach
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Economic Modelling (2019)

2014

  1. Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2015)
  2. How smooth is the stock market integration of CEE-3?
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (1)

2013

  1. Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  2. Volatility and dynamic conditional correlations of European emerging stock markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2012

  1. Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Constructing weekly returns based on daily stock market data: A puzzle for empirical research?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  3. Stock returns and real activity: the dynamic conditional lagged correlation approach
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Testing the covariance stationarity of CEE stocks
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2011

  1. Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework
    MPRA Paper, University Library of Munich, Germany Downloads
  2. On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. The instability of the correlation structure of the S&P 500
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2009

  1. Asymmetric GARCH and the financial crisis: a preliminary study
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads
  2. Stationarity of time series and the problem of spurious regression
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)

Journal Articles

2020

  1. Firm survival in new EU member states
    Economic Systems, 2020, 44, (1) Downloads View citations (4)
    See also Working Paper (2019)

2019

  1. Are cryptocurrencies connected to forex? A quantile cross-spectral approach
    Finance Research Letters, 2019, 29, (C), 363-372 Downloads View citations (2)
    See also Working Paper (2018)
  2. Institutions and determinants of firm survival in European emerging markets
    Journal of Corporate Finance, 2019, 58, (C), 431-453 Downloads View citations (6)
    See also Working Paper (2019)
  3. Network-based asset allocation strategies
    The North American Journal of Economics and Finance, 2019, 47, (C), 516-536 Downloads View citations (1)
    See also Working Paper (2018)
  4. Quantile coherency networks of international stock markets
    Finance Research Letters, 2019, 31, (C), 119-129 Downloads
    See also Working Paper (2019)
  5. Return spillovers around the globe: A network approach
    Economic Modelling, 2019, 77, (C), 133-146 Downloads
    See also Working Paper (2015)

2018

  1. Networks of volatility spillovers among stock markets
    Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1555-1574 Downloads View citations (5)
    See also Working Paper (2017)
  2. Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance
    The European Journal of Finance, 2018, 24, (5), 391-412 Downloads View citations (2)
    See also Working Paper (2016)

2017

  1. Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
    Finance Research Letters, 2017, 23, (C), 152-164 Downloads View citations (4)
    See also Working Paper (2017)
  2. Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire
    EconStor Open Access Articles, 2017, 485-504 Downloads

2015

  1. Granger causality stock market networks: Temporal proximity and preferential attachment
    Physica A: Statistical Mechanics and its Applications, 2015, 427, (C), 262-276 Downloads View citations (17)
    See also Working Paper (2014)
  2. Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs
    Economic Systems, 2015, 39, (2), 253-268 Downloads View citations (1)

2014

  1. Determinanty integrácie akciových trhov krajín V4
    (Determinants of CEE-4 Stock Market Integration)
    Politická ekonomie, 2014, 2014, (3), 347-365 Downloads
  2. Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility
    Czech Journal of Economics and Finance (Finance a uver), 2014, 64, (5), 352-373 Downloads View citations (1)
  3. Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach
    Borsa Istanbul Review, 2014, 14, (1), 48-56 Downloads
  4. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
    Economic Modelling, 2014, 38, (C), 175-183 Downloads View citations (12)

2013

  1. What Drives the Stock Market Integration in the CEE-3?
    EconStor Open Access Articles, 2013, 67-81 Downloads View citations (1)

2012

  1. Stock market networks: The dynamic conditional correlation approach
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (16), 4147-4158 Downloads View citations (15)
  2. The Real Convergence of CEE Countries: A Study of Real GDP per capita
    EconStor Open Access Articles, 2012, 642-656 Downloads

2011

  1. The Stock Markets and Real Economic Activity
    Eastern European Economics, 2011, 49, (4), 6-23 Downloads View citations (2)
  2. Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group
    Czech Journal of Economics and Finance (Finance a uver), 2011, 61, (6), 530-544 Downloads View citations (1)

2010

  1. Integrácia akciových trhov: DCC MV-GARCH model
    (Stock Market Integration: DCC MV-GARCH Model)
    Politická ekonomie, 2010, 2010, (4), 488-503 Downloads
  2. Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects
    Czech Journal of Economics and Finance (Finance a uver), 2010, 60, (5), 414-425 Downloads View citations (17)
 
Page updated 2020-05-26