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Forecasting day-ahead expected shortfall on the EUR/USD exchange rate : the (I)relevance of implied volatility

Lyócsa, Štefan; Plíhal, Tomáš; Výrost, Tomáš - In: International journal of forecasting 40 (2024) 4, pp. 1275-1301

Persistent link: https://www.econbiz.de/10015438395

A tale of tails : new evidence on the growth-return nexus

Lyócsa, Štefan; Výrost, Tomáš; Plíhal, Tomáš - In: Finance research letters 38 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012490561

Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?

Plíhal, Tomáš; Lyócsa, Štefan - In: International review of economics & finance : IREF 71 (2021), pp. 811-829

Persistent link: https://www.econbiz.de/10012630769

Central bank announcements and realized volatility of stock markets in G7 countries

Lyócsa, Štefan; Molnár, Peter; Plíhal, Tomáš - In: Journal of international financial markets, … 58 (2019), pp. 117-135

Persistent link: https://www.econbiz.de/10012127844

Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin

Lyócsa, Štefan; Molnár, Peter; Plíhal, Tomáš; … - In: Journal of economic dynamics & control 119 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012503775

Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022 : the role of implied volatility and attention

Lyócsa, Štefan; Plíhal, Tomáš - In: Finance research letters 48 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013464299

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

Social aspirations in European banks : peer-influenced risk behaviour

Lyócsa, Štefan; Výrost, Tomáš; Baumohl, Eduard - In: Applied economics letters 26 (2019) 6, pp. 473-479

Persistent link: https://www.econbiz.de/10012204254

Social aspirations in European banks : peer-influenced risk behavior

Lyócsa, Štefan; Výrost, Tomáš; Baumöhl, Eduard - 2018

We test a sample of 3,586 banks from 33 European countries to determine whether performances above or below a social aspiration level (median performance of peer banks) influence banks' aggregate risk levels. Our results are consistent with the behavioral theory of the firm and prospect theory...

Persistent link: https://www.econbiz.de/10011774096

To bet or not to bet : a reality check for tennis betting market efficiency

Lyócsa, Štefan; Výrost, Tomáš - In: Applied economics 50 (2018) 20, pp. 2251-2272

Persistent link: https://www.econbiz.de/10011850126