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Return spillovers around the globe : a network approach
Lyócsa, Štefan; Výrost, Tomáš; Baumöhl, Eduard - In: Economic modelling 77 (2019), pp. 133-146
Persistent link: https://www.econbiz.de/10012198452
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Measuring systemic risk in the global banking sector : a cross-quantilogram network approach
Baumöhl, Eduard; Bouri, Elie; Hoang, Thi Hong Van; … - In: Economic modelling 109 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013348234
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Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
Baumöhl, Eduard; Lyócsa, Štefan - In: Economic modelling 38 (2014), pp. 175-183
Persistent link: https://www.econbiz.de/10010418125
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Growth-returns nexus : evidence from three Central and Eastern European countries
Lyócsa, Štefan - In: Economic modelling 42 (2014), pp. 343-355
Persistent link: https://www.econbiz.de/10010478099