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Štefan Lyócsa
Štefan Lyócsa
Faculty of Economics and Administration, Masaryk University & FMB University of Prešov
Overená e-mailová adresa na: econ.muni.cz
Názov
Citované v
Citované v
Rok
Fear of the coronavirus and the stock markets
Š Lyócsa, E Baumöhl, T Výrost, P Molnár
Finance research letters 36, 101735, 2020
2682020
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
Š Lyócsa, P Molnár, T Plíhal, M Širaňová
Journal of Economic Dynamics and Control 119, 103980, 2020
1522020
Granger causality stock market networks: Temporal proximity and preferential attachment
T Výrost, Š Lyócsa, E Baumöhl
Physica A: Statistical Mechanics and its Applications 427, 262-276, 2015
1282015
YOLO trading: Riding with the herd during the GameStop episode
Š Lyócsa, E Baumöhl, T Výrost
Finance Research Letters 46, 102359, 2022
1012022
Networks of volatility spillovers among stock markets
E Baumöhl, E Kočenda, Š Lyócsa, T Výrost
Physica A: Statistical Mechanics and its Applications 490, 1555-1574, 2018
942018
Determinants of Commercial Banks' Efficiency: Evidence from 11 CEE Countries*
D Pancurová, S Lyócsa
Finance a Uver 63 (2), 152, 2013
882013
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
E Baumöhl, Š Lyócsa
Economic Modelling 38, 175-183, 2014
852014
Stock market oscillations during the corona crash: The role of fear and uncertainty
Š Lyócsa, P Molnár
Finance Research Letters 36, 101707, 2020
842020
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
E Baumöhl, Š Lyócsa
Finance Research Letters 23, 152-164, 2017
832017
Asymmetric volatility in equity markets around the world
JB Horpestad, Š Lyócsa, P Molnár, TB Olsen
The North American Journal of Economics and Finance 48, 540-554, 2019
722019
Stock market volatility forecasting: Do we need high-frequency data?
Š Lyócsa, P Molnár, T Výrost
International Journal of Forecasting 37 (3), 1092-1110, 2021
662021
Stock market networks: The dynamic conditional correlation approach
Š Lyócsa, T Výrost, E Baumöhl
Physica A: Statistical Mechanics and its Applications 391 (16), 4147-4158, 2012
652012
Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention
Š Lyócsa, T Plíhal
Finance Research Letters 48, 102995, 2022
612022
Network-based asset allocation strategies
T Výrost, Š Lyócsa, E Baumöhl
The North American Journal of Economics and Finance 47, 516-536, 2019
612019
Stationarity of time series and the problem of spurious regression
E Baumöhl, Š Lyócsa
MPRA Paper 27926, 2009
612009
On the evaluation of Six Sigma projects
M Tkáč, Š Lyócsa
Quality and reliability engineering international 26 (1), 115-124, 2010
572010
Return spillovers around the globe: A network approach
Š Lyócsa, T Výrost, E Baumöhl
Economic Modelling 77, 133-146, 2019
512019
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance
R Horváth, Š Lyócsa, E Baumöhl
The European Journal of Finance 24 (5), 391-412, 2018
512018
Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds
Š Lyócsa, P Molnár
Energy 155, 462-473, 2018
432018
Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets
Š Lyócsa, P Vašaničová, B Hadji Misheva, MD Vateha
Financial Innovation 8 (1), 32, 2022
402022
Systém momentálne nemôže vykonať operáciu. Skúste to neskôr.
Články 1–20