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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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Stock market contagion : a new approach
Lyócsa, Štefan; Horváth, Roman - In: Open economies review 29 (2018) 3, pp. 547-577
Persistent link: https://www.econbiz.de/10012041397
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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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Asymmetric volatility in equity markets around the world
Horpestad, Jone B.; Lyócsa, Štefan; Molnár, Peter; … - In: The North American journal of economics and finance : a … 48 (2019), pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
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What drives U.S. financial sector volatility? : A Bayesian model averaging perspective
Gernát, Peter; Košťálová, Zuzana; Lyócsa, Štefan - In: Research in international business and finance 51 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012208218
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Forecasting of clean energy market volatility : the role of oil and the technology sector
Lyócsa, Štefan; Todorova, Neda - In: Energy economics 132 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015047103