Publication Records

LYÓCSA, Štefan, Tomáš PLÍHAL and Tomáš VÝROST. Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. International Journal of Forecasting. 2024, vol. 40, No 4, p. 1275-1301. ISSN 0169-2070. Available from: https://dx.doi.org/10.1016/j.ijforecast.2023.11.003.

MENKVELD, Albert J, Anna DREBER, Felix HOLZMEISTER, Juergen HUBER, Magnus JOHANNESSON, Michael KIRCHLER, Sebastian NEUSUSS, Michael RAZEN, Utz WEITZEL, David ABAD-DIAZ, Menachem ABUDY, Tobias ADRIAN, Yacine AIT-SAHALIA, Olivier AKMANSOY, Jamie T ALCOCK, Vitali ALEXEEV, Arash ALOOSH, Livia AMATO, Diego AMAYA, James J ANGEL, Alejandro T AVETIKIAN, Amadeus BACH, Edwin BAIDOO, Gaetan BAKALLI, Li BAO, Andrea BARBON, Oksana BASHCHENKO, Parampreet C BINDRA, Geir H BJONNES, Jeffrey R BLACK, Bernard S BLACK, Dimitar BOGOEV, Bohorquez Correa SANTIAGO, Oleg BONDARENKO, Charles S BOS, Ciril BOSCH-ROSA, Elie BOURI, Christian BROWNLEES, Anna CALAMIA, Viet Nga CAO, Gunther CAPELLE-BLANCARD, Laura M Capera ROMERO, Massimiliano CAPORIN, Allen CARRION, Tolga CASKURLU, Bidisha CHAKRABARTY, Jian CHEN, Mikhail CHERNOV, William CHEUNG, Ludwig B CHINCARINI, Tarun CHORDIA, Sheung-Chi CHOW, Benjamin CLAPHAM, Jean-Edouard COLLIARD, Carole COMERTON-FORDE, Edward CURRAN, Thong DAO, Wale DARE, Ryan J DAVIES, De Blasis RICCARDO, Gianluca F. DE NARD, Fany DECLERCK, Oleg DEEV, Hans DEGRYSE, Solomon Y DEKU, Christophe DESAGRE, Mathijs A. VAN DIJK, Chukwuma DIM, Thomas DIMPFL, Yun Jiang DONG, Philip A DRUMMOND, Tom DUDDA, Teodor DUEVSKI, Ariadna DUMITRESCU, Teodor DYAKOV, Anne Haubo DYHRBERG, Michal DZIELINSKI, Asli EKSI, El Kalak IZIDIN, ter Ellen SASKIA, Nicolas EUGSTER, Martin D D EVANS, Michael FARRELL, Ester FELEZ-VINAS, Gerardo FERRARA, El Mehdi FERROUHI, Andrea FLORI, Jonathan T FLUHARTY-JAIDEE, Sean D V FOLEY, Kingsley Y L FONG, Thierry FOUCAULT, Tatiana FRANUS, Francesco FRANZONI, Bart FRIJNS, Michael FROMMEL, Servanna M FU, Sascha C FULLBRUNN, Baoqing GAN, Ge GAO, Thomas P GEHRIG, Roland GEMAYEL, Dirk GERRITSEN, Javier GIL-BAZO, Dudley GILDER, Lawrence R GLOSTEN, Thomas GOMEZ, Arseny GORBENKO, Joachim GRAMMIG, Vincent GREGOIRE, Ufuk GUCBILMEZ, Bjorn HAGSTROMER, Julien HAMBUCKERS, Erik HAPNES, Jeffrey H HARRIS, Lawrence HARRIS, Simon HARTMANN, Jean-Baptiste HASSE, Nikolaus HAUTSCH, Xue-Zhong HE, Davidson HEATH, Simon HEDIGER, Terrence HENDERSHOTT, Ann Marie HIBBERT, Erik HJALMARSSON, Seth A HOELSCHER, Peter HOFFMANN, Craig W HOLDEN, Alex R HORENSTEIN, Wenqian HUANG, Da HUANG, Christophe HURLIN, Konrad ILCZUK, Alexey IVASHCHENKO, Subramanian R IYER, Hossein JAHANSHAHLOO, Naji JALKH, Charles M JONES, Simon JURKATIS, Petri JYLHA, Andreas T KAECK, Gabriel KAISER, Arze KARAM, Egle KARMAZIENE, Bernhard KASSNER, Markku KAUSTIA, Ekaterina KAZAK, Fearghal KEARNEY, Van Kervel VINCENT, Saad A KHAN, Marta K KHOMYN, Tony KLEIN, Olga KLEIN, Alexander KLOS, Michael KOETTER, Aleksey KOLOKOLOV, Robert A KORAJCZYK, Roman KOZHAN, Jan P KRAHNEN, Paul KUHLE, Amy KWAN, Quentin LAJAUNIE, F Y Eric C LAM, Marie LAMBERT, Hugues LANGLOIS, Jens LAUSEN, Tobias LAUTER, Markus LEIPPOLD, Vladimir LEVIN, Yijie LI, Hui LI, Chee Yoong LIEW, Thomas LINDNER, Oliver LINTON, Jiacheng LIU, Anqi LIU, Guillermo LLORENTE, Matthijs LOF, Ariel LOHR, Francis LONGSTAFF, Alejandro LOPEZ-LIRA, Shawn MANKAD, Nicola MANO, Alexis MARCHAL, Charles MARTINEAU, Francesco MAZZOLA, Debrah MELOSO, Michael G MI, Roxana MIHET, Vijay MOHAN, Sophie MOINAS, David MOORE, Liangyi MU, Dmitriy MURAVYEV, Dermot MURPHY, Gabor NESZVEDA, Dmitriy MURAVYEV, Dermot MURPHY, Gabor NESZVEDA, Christian NEUMEIER, Ulf NIELSSON, Mahendrarajah NIMALENDRAN, Sven NOLTE, Lars L NORDEN, Peter NEILL, Khaled OBAID, Bernt A ODEGAARD, Per OSTBERG, Emiliano PAGNOTTA, Marcus PAINTER, Stefan PALAN, Imon J PALIT, Andreas PARK, Roberto PASCUAL, Paolo PASQUARIELLO, Lubos PASTOR, Vinay PATEL, Andrew J PATTON, Neil D PEARSON, Loriana PELIZZON, Michele PELLI, Matthias PELSTER, Christophe PERIGNON, Cameron PFIFFER, Richard PHILIP, Tomáš PLÍHAL, Puneet PRAKASH, Oliver-Alexander PRESS, Tina PRODROMOU, Marcel PROKOPCZUK, Talis PUTNINS, Qian YA, Gaurav RAIZADA, David RAKOWSKI, Angelo RANALDO, Luca REGIS, Stefan REITZ, Thomas RENAULT, Rex W RENJIE, Roberto RENO, Steven J RIDDIOUGH, Kalle RINNE, Paul RINTAMAKI, Ryan RIORDAN, Thomas RITTMANNSBERGER, Inaki Rodriguez LONGARELA, Dominik ROESCH, Lavinia ROGNONE, Brian ROSEMAN, Ioanid ROSU, Saurabh ROY, Nicolas RUDOLF, Stephen R RUSH, Khaladdin RZAYEV, Aleksandra A RZEZNIK, Anthony SANFORD, Harikumar SANKARAN, Asani SARKAR, Lucio SARNO, Olivier SCAILLET, Stefan SCHARNOWSKI, Klaus R SCHENK-HOPPE, Andrea SCHERTLER, Michael SCHNEIDER, Florian SCHROEDER, Norman SCHUERHOFF, Philipp SCHUSTER, Marco A SCHWARZ, Mark S SEASHOLES, Norman J SEEGER, Or SHACHAR, Andriy SHKILKO, Jessica SHUI, Mario SIKIC, Giorgia SIMION, Lee A SMALES, Paul SODERLIND, Elvira SOJLI, Konstantin SOKOLOV, Jantje SONKSEN, Laima SPOKEVICIUTE, Denitsa STEFANOVA, Marti G SUBRAHMANYAM, Barnabas SZASZI, Oleksandr TALAVERA, Yuehua TANG, Nick TAYLOR, Wing Wah THAM, Erik THEISSEN, Julian THIMME, Ian TONKS, Hai TRAN, Luca TRAPIN, Anders B TROLLE, M Andreea VADUVA, Giorgio VALENTE, Robert A VAN NESS, Aurelio VASQUEZ, Thanos VEROUSIS, Patrick VERWIJMEREN, Anders VILHELMSSON, Grigory VILKOV, Vladimir VLADIMIROV, Sebastian VOGEL, Stefan VOIGT, Wolf WAGNER, Thomas WALTHER, Patrick WEISS, Van der Wel MICHEL, Ingrid M WERNER, Ingrid M WERNER, P Joakim WESTERHOLM, Christian WESTHEIDE, Hans C WIKA, Evert WIPPLINGER, Michael WOLF, Christian C P WOLFF, Leonard WOLK, Wing-Keung WONG, Jan WRAMPELMEYER, Zhen-Xing WU, Shuo XIA, Dacheng XIU, Ke XU, Caihong XU, Pradeep K YADAV, Jose YAGUE, Cheng YAN, Antti YANG, Woongsun YOO, Wenjia YU, Yihe YU, Shihao YU, Bart Z YUESHEN, Darya YUFEROVA, Marcin ZAMOJSKI, Abalfazl ZAREEI, Stefan M ZEISBERGER, Lu ZHANG, S Sarah ZHANG, Xiaoyu ZHANG, Lu ZHAO, Zhuo ZHONG, Z Ivy ZHOU, Chen ZHOU, Xingyu S ZHU, Marius ZOICAN and Remco ZWINKELS. Nonstandard Errors. JOURNAL OF FINANCE. HOBOKEN: WILEY-BLACKWELL, 2024, LXXIX, No 3, p. 2339-2390. ISSN 0022-1082. Available from: https://dx.doi.org/10.1111/jofi.13337.

HAUGOM, Erik, Štefan LYÓCSA and Martina HALOUSKOVÁ. The tipping point of electricity price attention: When a problem becomes a problem. Economics Letters. LAUSANNE: ELSEVIER SCIENCE SA, 2024, vol. 235, 5 pp. ISSN 0165-1765. Available from: https://dx.doi.org/10.1016/j.econlet.2024.111547.

BAČO, Tomáš, Eduard BAUMÖHL, Matúš HORVÁTH and Tomáš VÝROST. Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia. EKONOMICKY CASOPIS. SLOVAKIA: INST ECONOMICS RESEARCH SAS & INST FORECASTING CSPS SAS, 2023, vol. 71, No 3, p. 185-201. ISSN 0013-3035. Available from: https://dx.doi.org/10.31577/ekoncas.2023.03.01.

GYÖNYÖROVÁ, Lucie, Martin STACHOŇ and Daniel STAŠEK. ESG Ratings: Relevant information or misleading clue? Evidence from the S&P Global 1200. Journal of Sustainable Finance & Investment. ABINGDON (ENGLAND): ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2023, vol. 13, No 2, p. 1075-1109. ISSN 2043-0795. Available from: https://dx.doi.org/10.1080/20430795.2021.1922062.

STANĚK GYÖNYÖR, Lucie, Matúš HORVÁTH, Daniel STAŠEK and Martin STACHOŇ. The role of ESG factor in stock clustering based on risk-return-liquidity dimensions (IN REVIEW). Working paper. 2023.

LYÓCSA, Štefan, Martina HALOUSKOVÁ and Erik HAUGOM. The US banking crisis in 2023: Intraday attention and price variation of banks at risk. Finance Research Letters. SAN DIEGO (USA): ACADEMIC PRESS INC ELSEVIER SCIENCE, 2023, vol. 57, November, p. 1-11. ISSN 1544-6123. Available from: https://dx.doi.org/10.1016/j.frl.2023.104209.

ŠTEFÁNIK, Miroslav, Štefan LYÓCSA and Matúš BILKA. Using online job postings to predict key labour market indicators. Social Science Computer Review. SAGE PUBLICATIONS INC, 2023, vol. 41, No 5, p. 1630-1649. ISSN 0894-4393. Available from: https://dx.doi.org/10.1177/08944393221085705.

LYÓCSA, Štefan, Petra VAŠANIČOVÁ, Branka HADJI MISHEVA and Marko Dávid VATEHA. Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets. Financial Innovation. New York: Springer, 2022, vol. 8, No 1, p. 1-21. ISSN 2199-4730. Available from: https://dx.doi.org/10.1186/s40854-022-00338-5.

VÁGNEROVÁ LINNERTOVÁ, Dagmar and Martin CUPAL. Determination of Cap Rate Using Financial Data from European REITs Market: The Case of the Czech Republic. Online. Wrocław: Wrocław University of Economics and Business, 2022.

DEEV, Oleg and Tomáš PLÍHAL. How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty. Research in International Business and Finance. Amsterdam: ELSEVIER, 2022, vol. 60, April, p. 1-17. ISSN 0275-5319. Available from: https://dx.doi.org/10.1016/j.ribaf.2022.101613.

DEEV, Oleg, Štefan LYÓCSA and Tomáš PLÍHAL. Inovativní přístupy k optimální alokaci aktiv (Innovative approaches to optimal asset allocation). Brno: CCF RESEARCH, a.s., 2022, 28 pp.

BAUMÖHL, Eduard, Elie BOURI, Thi-Hong-Van HOANG, Syed Jawad Hussain SHAHZAD and Tomáš VÝROST. Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. Economic Modelling. Amsterdam: Elsevier, 2022, vol. 109, April, p. 1-11. ISSN 0264-9993. Available from: https://dx.doi.org/10.1016/j.econmod.2022.105775.

KOSTALOVA, Zuzana, Eva HORVÁTOVÁ, Štefan LYÓCSA and Peter GERNAT. New Credit Drivers: Results from a Small Open Economy. Eastern European Economics. Abingdon (England): TAYLOR & FRANCIS LTD, 2022, vol. 60, No 1, p. 79-112. ISSN 0012-8775. Available from: https://dx.doi.org/10.1080/00128775.2021.1990084.

LICHNER, Ivan, Štefan LYÓCSA and Eva VÝROSTOVÁ. Nominal and discretionary household income convergence: The effect of a crisis in a small open economy. Structural Change and Economic Dynamics. Amsterdam: Elsevier, 2022, vol. 61, June, p. 18-31. ISSN 0954-349X. Available from: https://dx.doi.org/10.1016/j.strueco.2022.02.004.

KOŠŤÁLOVÁ, Zuzana, Štefan LYÓCSA and Miroslav ŠTEFÁNIK. Online job vacancy attractiveness: Increasing views, reactions and conversions. Electronic Commerce Research and Applications. Amsterdam: Elsevier, 2022, vol. 55, September - October, p. 1-13. ISSN 1567-4223. Available from: https://dx.doi.org/10.1016/j.elerap.2022.101192.

LUČIVJANSKÁ, Katarína, Štefan LYÓCSA, Marek RADVANSKÝ and Mária ŠIRÁŇOVÁ. Return adjusted charge ratios: What drives fees and costs of pension schemes? Finance Research Letters. San Diego: Elsevier, 2022, vol. 48, August, p. 1-11. ISSN 1544-6123. Available from: https://dx.doi.org/10.1016/j.frl.2022.102954.

LYÓCSA, Štefan and Tomáš PLÍHAL. Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. Finance Research Letters. San Diego: ACADEMIC PRESS INC ELSEVIER SCIENCE, 2022, vol. 48, August, p. 1-10. ISSN 1544-6123. Available from: https://dx.doi.org/10.1016/j.frl.2022.102995.

DEEV, Oleg, Štefan LYÓCSA and Tomáš VÝROST. The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande. Finance Research Letters. SAN DIEGO (USA): ACADEMIC PRESS INC ELSEVIER SCIENCE, 2022, vol. 49, October, p. 1-11. ISSN 1544-6123. Available from: https://dx.doi.org/10.1016/j.frl.2022.103154.

KAJUROVÁ, Veronika and Dagmar VÁGNEROVÁ LINNERTOVÁ. The Nexus between Monetary Policy and Commercial Lending Rates: Comprehensive Evidence from Czechia during Different Policy Stances. EASTERN EUROPEAN ECONOMICS. ABINGDON (ENGLAND): TAYLOR & FRANCIS LTD, 2022, vol. 60, No 4, p. 330-351. ISSN 0012-8775. Available from: https://dx.doi.org/10.1080/00128775.2021.2019057.

HALOUSKOVÁ, Martina, Daniel STAŠEK and Matúš HORVÁTH. The role of investor attention in global asset price variation during the invasion of Ukraine. Finance Research Letters. San Diego: ACADEMIC PRESS INC ELSEVIER SCIENCE, 2022, vol. 50, December, p. 1-13. ISSN 1544-6123. Available from: https://dx.doi.org/10.1016/j.frl.2022.103292.

LYÓCSA, Štefan, Eduard BAUMÖHL and Tomáš VÝROST. YOLO trading: Riding with the herd during the GameStop episode. Finance Research Letters. San Diego: Elsevier, 2022, vol. 46, May, p. 1-9. ISSN 1544-6123. Available from: https://dx.doi.org/10.1016/j.frl.2021.102359.

LYÓCSA, Štefan, Tomáš VÝROST and Tomáš PLÍHAL. A Tale of Tails: New Evidence on the Growth-Return Nexus. Finance Research Letters. San Diego: ACADEMIC PRESS INC ELSEVIER SCIENCE, 2021, vol. 38, January, p. 1-12. ISSN 1544-6123. Available from: https://dx.doi.org/10.1016/j.frl.2020.101526.

KHALFAOUI, R., Eduard BAUMÖHL, S. SARWAR and Tomáš VÝROST. Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. Resources Policy. OXFORD: ELSEVIER SCI LTD, 2021, vol. 74, No 12, p. 1-14. ISSN 0301-4207. Available from: https://dx.doi.org/10.1016/j.resourpol.2021.102318.

LYÓCSA, Štefan, Tomáš PLÍHAL and Tomáš VÝROST. FX Market Volatility Modelling: Can we use low-frequency data? Finance Research Letters. ACADEMIC PRESS INC ELSEVIER SCIENCE, 2021, vol. 40, May, p. 1-16. ISSN 1544-6123. Available from: https://dx.doi.org/10.1016/j.frl.2020.101776.

LYÓCSA, Štefan and Daniel STAŠEK. Improving stock market volatility forecasts with complete subset linear and quantile HAR models. Expert Systems with Applications. Kidlington (England): PERGAMON-ELSEVIER SCIENCE LTD, 2021, vol. 183, November, p. 1-11. ISSN 0957-4174. Available from: https://dx.doi.org/10.1016/j.eswa.2021.115416.

PLÍHAL, Tomáš and Štefan LYÓCSA. Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter? International Review of Economics & Finance. Elsevier, 2021, vol. 71, January, p. 811-829. ISSN 1059-0560. Available from: https://dx.doi.org/10.1016/j.iref.2020.10.001.

LYÓCSA, Štefan, Neda TODOROVA and Tomáš VÝROST. Predicting risk in energy markets: Low-frequency data still matter. Applied Energy. OXFORD: ELSEVIER SCI LTD, 2021, vol. 282, January, p. 1-17. ISSN 0306-2619. Available from: https://dx.doi.org/10.1016/j.apenergy.2020.116146.

DO, Linh Phuong Catherine, Štefan LYÓCSA and Peter MOLNÁR. Residual electricity demand: An empirical investigation. Applied Energy. Elsevier, 2021, vol. 283, February, p. 1-18. ISSN 0306-2619. Available from: https://dx.doi.org/10.1016/j.apenergy.2020.116298.

PLÍHAL, Tomáš. Scheduled macroeconomic news announcements and Forex volatility forecasting. JOURNAL OF FORECASTING. HOBOKEN: WILEY, 2021, vol. 40, No 8, p. 1379-1397. ISSN 0277-6693. Available from: https://dx.doi.org/10.1002/for.2773.

LYÓCSA, Štefan, Peter MOLNÁR and Tomáš VÝROST. Stock market volatility forecasting: Do we need high-frequency data? International Journal of Forecasting. Amsterdam: Elsevier, 2021, vol. 37, No 3, p. 1092-1110. ISSN 0169-2070. Available from: https://dx.doi.org/10.1016/j.ijforecast.2020.12.001.

PROROKOWSKI, Lukasz, Oleg DEEV and Jena-Daniel GUIGOU. Validation nightmare: the slotting approach under International Financial Reporting Standard 9. Journal of Risk Model Validation. LONDON: INCISIVE MEDIA, 2021, vol. 15, No 2, p. 63-100. ISSN 1753-9579. Available from: https://dx.doi.org/10.21314/JRMV.2021.003.

LYÓCSA, Štefan and Neda TODOROVA. What drives volatility of the US oil and gas firms? Energy Economics. Amsterdam: Elsevier, 2021, vol. 100, August, p. 1-10. ISSN 0140-9883. Available from: https://dx.doi.org/10.1016/j.eneco.2021.105367.

DEEV, Oleg and Štefan LYÓCSA. Connectedness of financial institutions in Europe: A network approach across quantiles. Physica A: Statistical Mechanics and its Applications. Elsevier, 2020, vol. 550, July, p. 1-13. ISSN 0378-4371. Available from: https://dx.doi.org/10.1016/j.physa.2019.124035.

HORVATH, Roman, Lorant KASZAB, Aleš MARŠÁL and Katrin RABITSCH. Determinants of fiscal multipliers revisited. Journal of Macroeconomics. 2020, vol. 63, March, p. 1-24. ISSN 0164-0704. Available from: https://dx.doi.org/10.1016/j.jmacro.2019.103162.

LYÓCSA, Štefan, Eduard BAUMÖHL, Tomáš VÝROST and Peter MOLNÁR. Fear of the coronavirus and the stock markets. Finance Research Letters. San Diego: Elsevier, 2020, vol. 36, October, p. 1-7. ISSN 1544-6123. Available from: https://dx.doi.org/10.1016/j.frl.2020.101735.

BAUMÖHL, Eduard, Evžen KOČENDA and Ichiro IWASAKI. Firm survival in new EU member states. Economic Systems. Elsevier, 2020, vol. 44, No 1, p. 1-22. ISSN 0939-3625. Available from: https://dx.doi.org/10.1016/j.ecosys.2020.100743.

LYÓCSA, Štefan, Tomáš PLÍHAL, Peter MOLNÁR and Mária ŠIRÁŇOVÁ. Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. JOURNAL OF ECONOMIC DYNAMICS AND CONTROL. AMSTERDAM: ELSEVIER SCIENCE BV, 2020, vol. 119, October, p. 1-21. ISSN 0165-1889. Available from: https://dx.doi.org/10.1016/j.jedc.2020.103980.

LYÓCSA, Štefan, Petra VAŠANIČOVÁ and Eva LITAVCOVÁ. Quantile dependence of tourism activity between Southern European countries. APPLIED ECONOMICS LETTERS. OXON, ENGLAND: ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2020, vol. 27, No 3, p. 206-212. ISSN 1350-4851. Available from: https://dx.doi.org/10.1080/13504851.2019.1613484.

PROROKOWSKI, Lukasz, Oleg DEEV and Hubert PROROKOWSKI. Testing risk proxies for financial collateral haircuts: adequacy of capturing tail risk. The Journal of Risk Finance. Emerald Publishing Limited, 2020, vol. 21, No 3, p. 299-316. ISSN 1526-5943. Available from: https://dx.doi.org/10.1108/JRF-07-2019-0135.

LYÓCSA, Štefan and Neda TODOROVA. Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks? International Journal of Forecasting. New York: Elsevier, 2020, vol. 36, No 2, p. 628-645. ISSN 0169-2070. Available from: https://dx.doi.org/10.1016/j.ijforecast.2019.08.002.

LYÓCSA, Štefan, Peter GERNÁT and Zuzana KOŠŤÁLOVÁ. What drives U.S. financial sector volatility? A Bayesian model averaging perspective. RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE. Amsterdam: Elsevier, 2020, vol. 51, January, p. 1-14. ISSN 0275-5319. Available from: https://dx.doi.org/10.1016/j.ribaf.2019.101095.

BAUMÖHL, Eduard. Are cryptocurrencies connected to forex? A quantile cross-spectral approach. Finance Research Letters. 2019, vol. 29, June, p. 363-372. ISSN 1544-6123. Available from: https://dx.doi.org/10.1016/j.frl.2018.09.002.

HORPESTAD, Jone B., Štefan LYÓCSA, Peter MOLNÁR and Torbjørn B. OLSEN. Asymmetric volatility in equity markets around the world. North American Journal of Economics and Finance. NEW YORK: Elsevier Inc., 2019, vol. 48, April, p. 540-554. ISSN 1062-9408. Available from: https://dx.doi.org/10.1016/j.najef.2018.07.011.

LYÓCSA, Štefan, Peter MOLNÁR and Tomáš PLÍHAL. Central bank announcements and realized volatility of stock markets in G7 countries. Journal of International Financial Markets, Institutions and Money. 2019, vol. 58, January, p. 117-135. ISSN 1042-4431. Available from: https://dx.doi.org/10.1016/j.intfin.2018.09.010.

DO, Linh Phuong Catherine, Štefan LYÓCSA and Peter MOLNÁR. Impact of wind and solar production on electricity prices: Quantile regression approach. Journal of the Operational Research Society. 2019, vol. 70, No 10, p. 1752-1768. ISSN 0160-5682. Available from: https://dx.doi.org/10.1080/01605682.2019.1634783.

BAUMÖHL, Eduard, Ichiro IWASAKI and Evžen KOČENDA. Institutions and determinants of firm survival in European emerging markets. Journal of Corporate Finance. 2019, vol. 58, October, p. 431-453. ISSN 0929-1199. Available from: https://dx.doi.org/10.1016/j.jcorpfin.2019.05.008.

LYÓCSA, Štefan, Petra VAŠANIČOVÁ and Eva LITAVCOVÁ. Interconnectedness of international tourism demand in Europe: A cross-quantilogram network approach. Physica A: Statistical Mechanics and its Applications. 2019, vol. 526, July, p. 1209-1221. ISSN 0378-4371. Available from: https://dx.doi.org/10.1016/j.physa.2019.04.155.

VÝROST, Tomáš, Štefan LYÓCSA and Eduard BAUMÖHL. Network-based asset allocation strategies. The North American Journal of Economics and Finance. 2019, vol. 47, January, p. 516-536. ISSN 1062-9408. Available from: https://dx.doi.org/10.1016/j.najef.2018.06.008.

BAUMÖHL, Eduard and Syed Jawad Hussain SHAHZAD. Quantile coherency networks of international stock markets. Finance Research Letters. Elsevier, 2019, vol. 31, December, p. 119-129. ISSN 1544-6123. Available from: https://dx.doi.org/10.1016/j.frl.2019.04.022.

LYÓCSA, Štefan, Tomáš VÝROST and Eduard BAUMOHL. Return spillovers around the globe: A network approach. Economic Modelling. 2019, vol. 77, March, p. 133-146. ISSN 0264-9993. Available from: https://dx.doi.org/10.1016/j.econmod.2017.11.003.

PROROKOWSKI, Lukasz, Hubert PROROKOWSKI and Georgette BONGFEN NTEH. Reviewing Pillar 2 regulations: credit concentration risk. Journal of Financial Regulation and Compliance. Emerald Publishing, 2019, vol. 27, No 3, p. 280-302. ISSN 1358-1988. Available from: https://dx.doi.org/10.1108/JFRC-02-2018-0033.

PROROKOWSKI, Lukasz. Risk data validation under BCBS 239. Journal of Risk Model Validation. Incisive Media, 2019, vol. 13, No 3, p. 45-71. ISSN 1753-9579. Available from: https://dx.doi.org/10.21314/JRMV.2019.207.

LYÓCSA, Štefan, Tomáš VÝROST and Eduard BAUMÖHL. Social aspirations in European banks: peer-influenced risk behaviour. Applied Economics Letters. UK: Taylor & Francis, 2019, vol. 26, No 6, p. 473-479. ISSN 1350-4851. Available from: https://dx.doi.org/10.1080/13504851.2018.1486977.

PROROKOWSKI, Lukasz. Validation of the backtesting process under the targeted review of internal models: practical recommendations for probability of default models. Journal of Risk Model Validation. Incisive Media, 2019, vol. 13, No 2, p. 109-147. ISSN 1753-9579. Available from: https://dx.doi.org/10.21314/JRMV.2019.203.

PROROKOWSKI, Lukasz. Validation of the backtesting process under the targeted review of internal models: practical recommendations for probability of default models. Journal of Risk Model Validation. London, England: INCISIVE MEDIA, 2019, vol. 13, No 2, p. 109-147. ISSN 1753-9579. Available from: https://dx.doi.org/10.21314/JRMV.2019.203.

PLÍHAL, Tomáš, Martina SPONEROVÁ and Miroslav SPONER. Comparative Analysis of Credit Risk Models in Relation to SME Segment. Financial Assets and Investing. Brno: ESF, Masaryk University, 2018, vol. 9, No 1, p. 35-50, 72 pp. ISSN 1804-5081.

LYÓCSA, Štefan and Peter MOLNÁR. Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. Energy. Elsevier Inc., 2018, vol. 155, July, p. 462-473. ISSN 0360-5442. Available from: https://dx.doi.org/10.1016/j.energy.2018.04.194.

DEEV, Oleg and Lukasz PROROKOWSKI. Financial Collateral Haircuts Model (FHM) and Currency Depegs. Brno: Institute of Financial Complex Systems, 2018, 9 pp. 1.

PROROKOWSKI, Lukasz. IFRS 9 in credit risk modelling. Bank i Kredyt. Poland: Narodowy Bank Polski, 2018, vol. 49, No 6, p. 639-670. ISSN 0137-5520.

HORVÁTH, Roman, Jana KOTLEBOVÁ and Mária SIRANOVÁ. Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates. JOURNAL OF FINANCIAL STABILITY. NEW YORK: ELSEVIER SCIENCE INC, 2018, vol. 36, n, p. 12-21. ISSN 1572-3089. Available from: https://dx.doi.org/10.1016/j.jfs.2018.02.003.

SVOBODA, Miroslav, Tomáš PLÍHAL and Pavel SEDLÁČEK. Random Strategy Versus Technical Analysis Strategy: The Case of GBP/USD Intraday Trading. In Josef Nešleha, Filip Hampl, Miroslav Svoboda. Proceedings of the 15th International Scientific Conference European Financial Systems 2018. 1st ed. Brno: Masaryk University, 2018, p. 743-748. ISBN 978-80-210-8980-8.

LYÓCSA, Štefan and Tomáš VÝROST. Scale-free distribution of firm-size distribution in emerging economies. Physica A: Statistical Mechanics and its Applications. Elsevier, 2018, vol. 508, October, p. 501-505. ISSN 0378-4371. Available from: https://dx.doi.org/10.1016/j.physa.2018.05.088.

LYÓCSA, Štefan and Tomáš VÝROST. To bet or not to bet: a reality check for tennis betting market efficiency. Applied Economics. 2018, vol. 50, No 20, p. 2251-2272. ISSN 0003-6846. Available from: https://dx.doi.org/10.1080/00036846.2017.1394973.