Browse by Authors

27926

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

27927

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.

29648

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

30334

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)

34160

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

43306

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.

43307

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

43431

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

43432

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

76915

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