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1

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

Lyócsa, Štefan, Výrost, Tomáš

Journal:

Applied Economics

Year:

2018

Language:

english

File:

PDF, 1.89 MB

english, 2018

2

Volatility and dynamic conditional correlations of worldwide emerging and frontier markets

Baumöhl, Eduard, Lyócsa, Štefan

Journal:

Economic Modelling

Year:

2014

Language:

english

File:

PDF, 1.56 MB

english, 2014

3

Volatility forecasting of strategically linked commodity ETFs: gold-silver

Lyócsa, Štefan, Molnár, Peter

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 1.81 MB

english, 2016

4

Networks of volatility spillovers among stock markets

Baumöhl, Eduard, Kočenda, Evžen, Lyócsa, Štefan, Výrost, Tomáš

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2018

Language:

english

File:

PDF, 2.76 MB

english, 2018

5

Network-based asset allocation strategies

Výrost, Tomas, Lyócsa, Štefan, Baumöhl, Eduard

Journal:

The North American Journal of Economics and Finance

Year:

2018

Language:

english

File:

PDF, 3.62 MB

english, 2018

6

Granger causality stock market networks: Temporal proximity and preferential attachment

Výrost, Tomáš, Lyócsa, Štefan, Baumöhl, Eduard

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2015

Language:

english

File:

PDF, 2.27 MB

english, 2015

7

What drives intermediation costs? A case of tennis betting market

Lyócsa, Štefan, Fedorko, Igor

Journal:

Applied Economics

Year:

2016

Language:

english

File:

PDF, 1.66 MB

english, 2016

8

Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis

Baumöhl, Eduard, Lyócsa, Štefan

Journal:

Finance Research Letters

Year:

2017

Language:

english

File:

PDF, 1.50 MB

english, 2017

9

Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds

Lyócsa, Štefan, Molnár, Peter

Journal:

Year:

2018

Language:

english

File:

PDF, 733 KB

english, 2018

10

Asymmetric volatility in equity markets around the world

Horpestad, Jone B., Lyócsa, Štefan, Molnár, Peter, Olsen, Torbjørn B.

Journal:

The North American Journal of Economics and Finance

Year:

2018

Language:

english

File:

PDF, 350 KB

english, 2018

11

What drives U.S. financial sector volatility? A Bayesian model averaging perspective

Gernát, Peter, Košťálová, Zuzana, Lyócsa, Štefan

Journal:

Research in International Business and Finance

Year:

2020

Language:

english

File:

PDF, 1.41 MB

english, 2020

12

Stock market networks: The dynamic conditional correlation approach

Štefan Lyócsa, Tomáš Výrost, Eduard Baumöhl

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2012

Language:

english

File:

PDF, 538 KB

english, 2012

13

Stability of the “returns–growth” relationship in G7: The dynamic conditional lagged correlation approach

Lyócsa, Štefan, Baumöhl, Eduard

Journal:

Borsa Istanbul Review

Year:

2014

Language:

english

File:

PDF, 978 KB

english, 2014

14

Growth-returns nexus: Evidence from three Central and Eastern European countries

Lyócsa, Štefan

Journal:

Economic Modelling

Year:

2014

Language:

english

File:

PDF, 873 KB

english, 2014

15

Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs

Lyócsa, Štefan, Baumöhl, Eduard

Journal:

Economic Systems

Year:

2015

Language:

english

File:

PDF, 520 KB

english, 2015

16

The Stock Markets and Real Economic Activity

Lyócsa, Štefan, Baumöhl, Eduard, Výrost, Tomáš

Journal:

Eastern European Economics

Year:

2011

Language:

english

File:

PDF, 423 KB

english, 2011

17

Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance

Horváth, Roman, Lyócsa, Štefan, Baumöhl, Eduard

Journal:

European Journal of Finance

Year:

2017

Language:

english

File:

PDF, 1.18 MB

english, 2017

18

The effect of non-trading days on volatility forecasts in equity markets

Lyócsa, Štefan, Molnár, Peter

Journal:

Finance Research Letters

Year:

2017

Language:

english

File:

PDF, 645 KB

english, 2017

19

Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?

Lyócsa, Štefan, Molnár, Peter, Todorova, Neda

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2017

Language:

english

File:

PDF, 1.68 MB

english, 2017

20

Return spillovers around the globe: A network approach

Lyócsa, Štefan, Výrost, Tomáš, Baumöhl, Eduard

Journal:

Economic Modelling

Year:

2017

Language:

english

File:

PDF, 5.60 MB

english, 2017

21

Stock Market Contagion: a New Approach

Lyócsa, Štefan, Horváth, Roman

Journal:

Open Economies Review

Year:

2018

Language:

english

File:

PDF, 1.31 MB

english, 2018

22

Scale-free distribution of firm-size distribution in emerging economies

Lyócsa, Štefan, Výrost, Tomáš

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2018

Language:

english

File:

PDF, 910 KB

english, 2018

23

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

Lyócsa, Štefan, Molnár, Peter, Plíhal, Tomáš

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2018

Language:

english

File:

PDF, 1.31 MB

english, 2018

24

Stationarity of Time Series and the Problem of Spurious Regression

Baumohl, Eduard, Lyocsa, Stefan

Journal:

SSRN Electronic Journal

Year:

2009

File:

PDF, 628 KB

2009

25

Exploiting Dependence: Day-Ahead Volatility Forecasting for Crude Oil and Natural Gas Exchange-Traded Funds

Lyocsa, Stefan, Molnnr, Peter

Journal:

SSRN Electronic Journal

Year:

2018

File:

PDF, 463 KB

2018

26

Finding Support for Innovations in Quality Improvement Initiatives: Hidden Costs and Benefits

Tkac, Michal, Lyocsa, Stefan

Journal:

SSRN Electronic Journal

Year:

2009

File:

PDF, 335 KB

2009

27

Finding Support for Innovations in Quality Improvement Initiatives: Hidden Costs and Benefits

Tkac, Michal, Lyocsa, Stefan

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 335 KB

english, 2009

28

Volatility Forecasting of Strategically Linked Commodity ETFs: Gold - Silver

Lyocsa, Stefan, Molnnr, Peter

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 528 KB

english, 2016

29

Industry Classification: Review, Hurdles and Methodologies

Lyocsa, Stefan, Vyrost, Tomas

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 369 KB

english, 2009

30

Quantile dependence of tourism activity between Southern European countries

Lyócsa, Štefan, Vašaničová, Petra, Litavcová, Eva

Journal:

Applied Economics Letters

Year:

2019

Language:

english

File:

PDF, 1.03 MB

english, 2019

31

Social aspirations in European banks: peer-influenced risk behaviour

Lyócsa, Štefan, Výrost, Tomáš, Baumohl, Eduard

Journal:

Applied Economics Letters

Year:

2019

Language:

english

File:

PDF, 1.02 MB

english, 2019

32

Quantile dependence of tourism activity between Southern European countries

Lyócsa, Štefan, Vašaničová, Petra, Litavcová, Eva

Journal:

Applied Economics Letters

Year:

2019

File:

PDF, 1.03 MB

2019

33

Impact of wind and solar production on electricity prices: Quantile regression approach

Do, Linh Phuong Catherine, Lyócsa, Štefan, Molnár, Peter

Journal:

Journal of the Operational Research Society

Year:

2019

Language:

english

File:

PDF, 1.88 MB

english, 2019

34

What drives U.S. financial sector volatility? A Bayesian model averaging perspective

Gernát, Peter, Košťálová, Zuzana, Lyócsa, Štefan

Journal:

Research in International Business and Finance

Year:

2020

File:

PDF, 1.41 MB

2020

35

Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?

Lyócsa, Štefan, Todorova, Neda

Journal:

International Journal of Forecasting

Year:

2019

File:

PDF, 1.50 MB

2019

36

Connectedness of financial institutions in Europe: A network approach across quantiles

Deev, Oleg, Lyocsa, Stefan

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2020

File:

PDF, 9.26 MB

2020

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