Details about Tomáš Plíhal

Access statistics for papers by Tomáš Plíhal.

Last updated 2023-07-08. Update your information in the RePEc Author Service.

Short-id: ppl121

Working Papers

2021

1. Non-Standard Errors
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck View citations (6)

Journal Articles

2022

1. How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty
   Research in International Business and Finance, 2022, 60, (C) View citations (8)
2. Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention
   Finance Research Letters, 2022, 48, (C) View citations (11)

2021

3. A tale of tails: New evidence on the growth-return nexus
   Finance Research Letters, 2021, 38, (C) View citations (3)
4. FX market volatility modelling: Can we use low-frequency data?
   Finance Research Letters, 2021, 40, (C) View citations (3)
5. Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?
   International Review of Economics & Finance, 2021, 71, (C), 811-829 View citations (7)
6. Scheduled macroeconomic news announcements and Forex volatility forecasting
   Journal of Forecasting, 2021, 40, (8), 1379-1397 View citations (1)

2020

7. Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
   Journal of Economic Dynamics and Control, 2020, 119, (C) View citations (48)

2019

8. Central bank announcements and realized volatility of stock markets in G7 countries
   Journal of International Financial Markets, Institutions and Money, 2019, 58, (C), 117-135 View citations (1)

2016

9. Granger Causality between Stock Market and Macroeconomic Indicators: Evidence from Germany
   Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2016, 64, (6), 2101-2108