Details about Eduard Baumöhl
Access statistics for papers by Eduard Baumöhl.
Last updated 2024-09-06. Update your information in the RePEc Author Service.
Short-id: pba835
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Working Papers
2022
- How Firms Survive in European Emerging Markets: A Survey
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies  View citations (1)
See also Journal Article How Firms Survive in European Emerging Markets: A Survey, Eastern European Economics, Taylor & Francis Journals (2022) View citations (2) (2022)
2021
- Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks
Post-Print, HAL View citations (11)
Also in EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2021) View citations (30)
See also Journal Article Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks, Resources Policy, Elsevier (2021) View citations (20) (2021)
- Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020
EconStor Preprints, ZBW - Leibniz Information Centre for Economics
- YOLO trading: Riding with the herd during the GameStop episode
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (2)
See also Journal Article YOLO trading: Riding with the herd during the GameStop episode, Finance Research Letters, Elsevier (2022) View citations (8) (2022)
2020
- Fear of the coronavirus and the stock markets
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (31)
See also Journal Article Fear of the coronavirus and the stock markets, Finance Research Letters, Elsevier (2020) View citations (35) (2020)
- From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (5)
- Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (2)
- Stablecoins as a crypto safe haven? Not all of them!
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (6)
2019
- Firm survival in new EU member states
Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (3)
Also in CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2017) View citations (1)
See also Journal Article Firm survival in new EU member states, Economic Systems, Elsevier (2020) View citations (16) (2020)
- Institutions and determinants of firm survival in European emerging markets
Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (32)
Also in CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2018) View citations (4)
See also Journal Article Institutions and determinants of firm survival in European emerging markets, Journal of Corporate Finance, Elsevier (2019) View citations (34) (2019)
- Quantile coherency networks of international stock markets
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (38)
See also Journal Article Quantile coherency networks of international stock markets, Finance Research Letters, Elsevier (2019) View citations (24) (2019)
2018
- Are cryptocurrencies connected to forex? A quantile cross-spectral approach
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (5)
See also Journal Article Are cryptocurrencies connected to forex? A quantile cross-spectral approach, Finance Research Letters, Elsevier (2019) View citations (60) (2019)
- Network-based asset allocation strategies
EconStor Preprints, ZBW - Leibniz Information Centre for Economics
See also Journal Article Network-based asset allocation strategies, The North American Journal of Economics and Finance, Elsevier (2019) View citations (16) (2019)
- Social aspirations in European banks: peer-influenced risk behavior
EconStor Preprints, ZBW - Leibniz Information Centre for Economics
See also Journal Article Social aspirations in European banks: peer-influenced risk behaviour, Applied Economics Letters, Taylor & Francis Journals (2019) (2019)
2017
- Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
MPRA Paper, University Library of Munich, Germany View citations (22)
See also Journal Article Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis, Finance Research Letters, Elsevier (2017) View citations (22) (2017)
- Networks of Volatility Spillovers among Stock Markets
CESifo Working Paper Series, CESifo
Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2016) View citations (2)
See also Journal Article Networks of volatility spillovers among stock markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2018) View citations (32) (2018)
2016
- Do people gamble more in good times? Evidence from 27 European countries
MPRA Paper, University Library of Munich, Germany
See also Journal Article Do people gamble more in good times? Evidence from 27 European countries, Applied Economics Letters, Taylor & Francis Journals (2017) (2017)
- 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)
See also Journal Article Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance, The European Journal of Finance, Taylor & Francis Journals (2018) View citations (8) (2018)
2015
- Return spillovers around the globe: A network approach
Papers, arXiv.org View citations (2)
See also Journal Article Return spillovers around the globe: A network approach, Economic Modelling, Elsevier (2019) View citations (13) (2019)
2014
- Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment
Papers, arXiv.org View citations (3)
See also Journal Article Granger causality stock market networks: Temporal proximity and preferential attachment, Physica A: Statistical Mechanics and its Applications, Elsevier (2015) View citations (48) (2015)
- How smooth is the stock market integration of CEE-3?
William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (1)
2013
- Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach
MPRA Paper, University Library of Munich, Germany View citations (5)
- Volatility and dynamic conditional correlations of European emerging stock markets
MPRA Paper, University Library of Munich, Germany View citations (1)
2012
- 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
- Constructing weekly returns based on daily stock market data: A puzzle for empirical research?
MPRA Paper, University Library of Munich, Germany View citations (5)
- Stock returns and real activity: the dynamic conditional lagged correlation approach
MPRA Paper, University Library of Munich, Germany
- Testing the covariance stationarity of CEE stocks
MPRA Paper, University Library of Munich, Germany View citations (2)
2011
- 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 View citations (1)
- On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries
MPRA Paper, University Library of Munich, Germany View citations (2)
- The instability of the correlation structure of the S&P 500
MPRA Paper, University Library of Munich, Germany
- Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries
MPRA Paper, University Library of Munich, Germany View citations (4)
2009
- Asymmetric GARCH and the financial crisis: a preliminary study
MPRA Paper, University Library of Munich, Germany
Also in MPRA Paper, University Library of Munich, Germany (2009)
- Stationarity of time series and the problem of spurious regression
MPRA Paper, University Library of Munich, Germany View citations (10)
Journal Articles
2024
- Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms
International Review of Financial Analysis, 2024, 95, (PB)
2023
- Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia
Journal of Economics / Ekonomicky casopis, 2023, 71, (3), 185-201
2022
- How Firms Survive in European Emerging Markets: A Survey
Eastern European Economics, 2022, 60, (5), 393-417 View citations (2)
See also Working Paper How Firms Survive in European Emerging Markets: A Survey, Working Papers IES (2022) View citations (1) (2022)
- Measuring systemic risk in the global banking sector: A cross-quantilogram network approach
EconStor Open Access Articles and Book Chapters, 2022 View citations (13)
Also in Economic Modelling, 2022, 109, (C) (2022) View citations (13)
- YOLO trading: Riding with the herd during the GameStop episode
Finance Research Letters, 2022, 46, (PA) View citations (8)
See also Working Paper YOLO trading: Riding with the herd during the GameStop episode, EconStor Preprints (2021) View citations (2) (2021)
2021
- Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks
Resources Policy, 2021, 74, (C) View citations (20)
See also Working Paper Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks, Post-Print (2021) View citations (11) (2021)
- Guest Editors’ Introduction to the Special Issue
Czech Journal of Economics and Finance (Finance a uver), 2021, 71, (3), 202-202
2020
- Fear of the coronavirus and the stock markets
Finance Research Letters, 2020, 36, (C) View citations (35)
See also Working Paper Fear of the coronavirus and the stock markets, EconStor Preprints (2020) View citations (31) (2020)
- Firm survival in new EU member states
Economic Systems, 2020, 44, (1) View citations (16)
See also Working Paper Firm survival in new EU member states, Working and Discussion Papers (2019) View citations (3) (2019)
2019
- Are cryptocurrencies connected to forex? A quantile cross-spectral approach
Finance Research Letters, 2019, 29, (C), 363-372 View citations (60)
See also Working Paper Are cryptocurrencies connected to forex? A quantile cross-spectral approach, EconStor Preprints (2018) View citations (5) (2018)
- Institutions and determinants of firm survival in European emerging markets
Journal of Corporate Finance, 2019, 58, (C), 431-453 View citations (34)
See also Working Paper Institutions and determinants of firm survival in European emerging markets, Working and Discussion Papers (2019) View citations (32) (2019)
- Network-based asset allocation strategies
The North American Journal of Economics and Finance, 2019, 47, (C), 516-536 View citations (16)
See also Working Paper Network-based asset allocation strategies, EconStor Preprints (2018) (2018)
- Quantile coherency networks of international stock markets
Finance Research Letters, 2019, 31, (C), 119-129 View citations (24)
See also Working Paper Quantile coherency networks of international stock markets, EconStor Preprints (2019) View citations (38) (2019)
- Return spillovers around the globe: A network approach
Economic Modelling, 2019, 77, (C), 133-146 View citations (13)
See also Working Paper Return spillovers around the globe: A network approach, Papers (2015) View citations (2) (2015)
- Social aspirations in European banks: peer-influenced risk behaviour
Applied Economics Letters, 2019, 26, (6), 473-479
See also Working Paper Social aspirations in European banks: peer-influenced risk behavior, EconStor Preprints (2018) (2018)
2018
- Networks of volatility spillovers among stock markets
Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1555-1574 View citations (32)
See also Working Paper Networks of Volatility Spillovers among Stock Markets, CESifo Working Paper Series (2017) (2017)
- Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance
The European Journal of Finance, 2018, 24, (5), 391-412 View citations (8)
See also Working Paper Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance, Working Papers (2016) (2016)
2017
- Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
Finance Research Letters, 2017, 23, (C), 152-164 View citations (22)
See also Working Paper Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis, MPRA Paper (2017) View citations (22) (2017)
- Do people gamble more in good times? Evidence from 27 European countries
Applied Economics Letters, 2017, 24, (18), 1311-1314
See also Working Paper Do people gamble more in good times? Evidence from 27 European countries, MPRA Paper (2016) (2016)
- Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire
EconStor Open Access Articles and Book Chapters, 2017, 65, (6), 485-504
2015
- Granger causality stock market networks: Temporal proximity and preferential attachment
Physica A: Statistical Mechanics and its Applications, 2015, 427, (C), 262-276 View citations (48)
See also Working Paper Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment, Papers (2014) View citations (3) (2014)
- 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 View citations (1)
2014
- Determinanty integrácie akciových trhov krajín V4
(Determinants of CEE-4 Stock Market Integration)
Politická ekonomie, 2014, 2014, (3), 347-365
- 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 View citations (1)
- Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach
Borsa Istanbul Review, 2014, 14, (1), 48-56
- Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
Economic Modelling, 2014, 38, (C), 175-183 View citations (19)
2013
- What Drives the Stock Market Integration in the CEE-3?
EconStor Open Access Articles and Book Chapters, 2013, 61, (1), 67-81 View citations (1)
2012
- Stock market networks: The dynamic conditional correlation approach
Physica A: Statistical Mechanics and its Applications, 2012, 391, (16), 4147-4158 View citations (23)
- The Real Convergence of CEE Countries: A Study of Real GDP per capita
EconStor Open Access Articles and Book Chapters, 2012, 60, (6), 642-656 View citations (1)
2011
- Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets
Applied Economics Letters, 2011, 18, (12), 1103-1109 View citations (8)
- The Stock Markets and Real Economic Activity
Eastern European Economics, 2011, 49, (4), 6-23 View citations (5)
- 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 View citations (2)
2010
- Integrácia akciových trhov: DCC MV-GARCH model
(Stock Market Integration: DCC MV-GARCH Model)
Politická ekonomie, 2010, 2010, (4), 488-503
- 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 View citations (20)
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