EconPapers    
Economics at your fingertips  
 

Details about Tomáš Výrost

E-mail:
Workplace:Ústav Ekonómie a Manažmentu (Institute of Economics and Management), Ekonomická Univerzita v Bratislave (University of Economics in Bratislava), (more information at EDIRC)

Access statistics for papers by Tomáš Výrost.

Last updated 2018-11-09. Update your information in the RePEc Author Service.

Short-id: pvr18


Jump to Journal Articles

Working Papers

2018

  1. Network-based asset allocation strategies
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads
  2. Social aspirations in European banks: peer-influenced risk behavior
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads

2017

  1. 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)

2015

  1. Country and industry effects in CEE stock market networks: Preliminary results
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Return spillovers around the globe: A network approach
    Papers, arXiv.org Downloads View citations (1)

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)

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. Country effects in CEE3 stock market networks: a preliminary study
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Stock returns and real activity: the dynamic conditional lagged correlation approach
    MPRA Paper, University Library of Munich, Germany Downloads

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)

2010

  1. Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads

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

Journal Articles

2018

  1. Networks of volatility spillovers among stock markets
    Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1555-1574 Downloads View citations (4)
    See also Working Paper (2017)
  2. Scale-free distribution of firm-size distribution in emerging economies
    Physica A: Statistical Mechanics and its Applications, 2018, 508, (C), 501-505 Downloads
  3. To bet or not to bet: a reality check for tennis betting market efficiency
    Applied Economics, 2018, 50, (20), 2251-2272 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 (15)
    See also Working Paper (2014)

2013

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

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)

2011

  1. Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets
    Applied Economics Letters, 2011, 18, (12), 1103-1109 Downloads View citations (5)
  2. The Stock Markets and Real Economic Activity
    Eastern European Economics, 2011, 49, (4), 6-23 Downloads View citations (2)
  3. 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)

2004

  1. Defection of Traditional Standard Deviation Scaling of Capital Asset Returns
    Czech Journal of Economics and Finance (Finance a uver), 2004, 54, (7-8), 325-334 Downloads
 
Page updated 2019-11-14