prof. Ing. Štefan Lyócsa, PhD.
Professor, Department of Finance
Office: 407
Lipová 507/41a
602 00 Brno
Phone: | +420 549 49 6359 |
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E‑mail: |
social and academic networks: |
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Total number of publications: 38
2020
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Connectedness of financial institutions in Europe: A network approach across quantiles
Physica A: Statistical Mechanics and its Applications, year: 2020, volume: 550, edition: July, DOI
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Fear of the coronavirus and the stock markets
Finance Research Letters, year: 2020, volume: 36, edition: October, DOI
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Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, year: 2020, volume: 119, edition: October, DOI
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Quantile dependence of tourism activity between Southern European countries
APPLIED ECONOMICS LETTERS, year: 2020, volume: 27, edition: 3, DOI
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Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?
International Journal of Forecasting, year: 2020, volume: 36, edition: 2, DOI
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What drives U.S. financial sector volatility? A Bayesian model averaging perspective
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, year: 2020, volume: 51, edition: January, DOI
2019
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Asymmetric volatility in equity markets around the world
North American Journal of Economics and Finance, year: 2019, volume: 48, edition: April, DOI
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Central bank announcements and realized volatility of stock markets in G7 countries
Journal of International Financial Markets, Institutions and Money, year: 2019, volume: 58, edition: January, DOI
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Impact of wind and solar production on electricity prices: Quantile regression approach
Journal of the Operational Research Society, year: 2019, volume: 70, edition: 10, DOI
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Interconnectedness of international tourism demand in Europe: A cross-quantilogram network approach
Physica A: Statistical Mechanics and its Applications, year: 2019, volume: 526, edition: July, DOI