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Baumöhl, Eduard (2013): Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach.

Baumöhl, Eduard and Lyócsa, Štefan (2009): Stationarity of time series and the problem of spurious regression.

Baumöhl, Eduard and Lyócsa, Štefan (2012): Constructing weekly returns based on daily stock market data: A puzzle for empirical research?

Baumöhl, Eduard and Výrost, Tomáš and Lyócsa, Štefan (2011): Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework. Published in: Theoretical and Practical Aspects of Public Finance, XVIth International Conference, Department of Public Finance of the University of Economics in Prague (8 April 2011)

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Lyócsa, Štefan and Baumöhl, Eduard (2012): Testing the covariance stationarity of CEE stocks.

Lyócsa, Štefan and Baumöhl, Eduard and Výrost, Tomáš (2012): Stock returns and real activity: the dynamic conditional lagged correlation approach.

Lyócsa, Štefan and Výrost, Tomáš and Baumöhl, Eduard (2011): Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries.

Lyócsa, Štefan and Výrost, Tomáš and Baumöhl, Eduard (2011): The instability of the correlation structure of the S&P 500.

Lyócsa, Štefan and Výrost, Tomáš and Baumöhl, Eduard (2012): Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries.

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Výrost, Tomáš (2012): Country effects in CEE3 stock market networks: a preliminary study.

Výrost, Tomáš and Baumöhl, Eduard (2009): Asymmetric GARCH and the financial crisis: a preliminary study.

Výrost, Tomáš and Baumöhl, Eduard (2009): Asymmetric GARCH and the financial crisis: a preliminary study.

Výrost, Tomáš and Baumöhl, Eduard and Lyócsa, Štefan (2011): On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries.