Browse by Authors

30 September 2009

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

3 November 2009

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.

6 January 2011

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.

16 March 2011

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

9 April 2011

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)

17 October 2011

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

17 December 2012

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.

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

26 December 2012

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

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

16 January 2013

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

10 November 2016

Baumöhl, Eduard and Výrostová, Eva (2016): Do people gamble more in good times? Evidence from 27 European countries.

25 January 2017

Baumöhl, Eduard and Lyócsa, Štefan (2017): Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis.