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Eduard Baumohl

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Personal Details

First Name: Eduard
Middle Name:
Last Name: Baumohl
Suffix:

RePEc Short-ID: pba835

Email:
Homepage:
Postal Address: Department of Economics, Faculty of Business Economics in Kosice, University of Economics in Bratislava, Tajovskeho 13, 04130 Kosice, Slovakia
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Affiliation

Podnikovohospodárska fakulta
Ekonomická Univerzita v Bratislave
Location: Košice, Slovakia
Homepage: http://www.euke.sk/
Email:
Phone: +421 7 67291 111
Fax: 00421 95 6230620
Postal: Tajovskeho 11 040 01 Košice
Handle: RePEc:edi:eukeesk (more details at EDIRC)

Works

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Working papers

  1. Tom\'a\v{s} V\'yrost & \v{S}tefan Ly\'ocsa & Eduard Baum\"ohl, 2014. "Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment," Papers 1408.2985, arXiv.org.
  2. Baumohl, Eduard & Lyocsa, Stefan, 2013. "Volatility and dynamic conditional correlations of European emerging stock markets," MPRA Paper 49898, University Library of Munich, Germany.
  3. Baumöhl, Eduard, 2013. "Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach," MPRA Paper 43834, University Library of Munich, Germany.
  4. Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2012. "Stock returns and real activity: the dynamic conditional lagged correlation approach," MPRA Paper 43307, University Library of Munich, Germany.
  5. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012. "Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries," MPRA Paper 43306, University Library of Munich, Germany.
  6. Lyócsa, Štefan & Baumöhl, Eduard, 2012. "Testing the covariance stationarity of CEE stocks," MPRA Paper 43432, University Library of Munich, Germany.
  7. Baumöhl, Eduard & Lyócsa, Štefan, 2012. "Constructing weekly returns based on daily stock market data: A puzzle for empirical research?," MPRA Paper 43431, University Library of Munich, Germany.
  8. Výrost, Tomáš & Baumöhl, Eduard & Lyócsa, Štefan, 2011. "On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries," MPRA Paper 27927, University Library of Munich, Germany.
  9. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011. "Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries," MPRA Paper 29648, University Library of Munich, Germany.
  10. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011. "The instability of the correlation structure of the S&P 500," MPRA Paper 34160, University Library of Munich, Germany.
  11. Baumöhl, Eduard & Výrost, Tomáš & Lyócsa, Štefan, 2011. "Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework," MPRA Paper 30334, University Library of Munich, Germany.
  12. Baumöhl, Eduard & Lyócsa, Štefan, 2009. "Stationarity of time series and the problem of spurious regression," MPRA Paper 27926, University Library of Munich, Germany.
  13. Výrost, Tomáš & Baumöhl, Eduard, 2009. "Asymmetric GARCH and the financial crisis: a preliminary study," MPRA Paper 27909, University Library of Munich, Germany.

Articles

  1. Stefan Lyocsa & Eduard Baumohl, 2014. "Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(1), pages 48-56, March.
  2. Eduard Baumöhl, 2014. "Determinants of CEE-4 Stock Market Integration," Politická ekonomie, University of Economics, Prague, vol. 2014(3), pages 347-365.
  3. Baumöhl, Eduard & Lyócsa, Štefan, 2014. "Volatility and dynamic conditional correlations of worldwide emerging and frontier markets," Economic Modelling, Elsevier, vol. 38(C), pages 175-183.
  4. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012. "Stock market networks: The dynamic conditional correlation approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(16), pages 4147-4158.
  5. Eduard Baumöhl & Štefan Lyócsa & Tomáš Výrost, 2011. "Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 530-544, December.
  6. Stefan Lyocsa & Eduard Baumohl & Tomas Vyrost, 2011. "The Stock Markets and Real Economic Activity," Eastern European Economics, M.E. Sharpe, Inc., vol. 49(4), pages 6-23, July.
  7. E. Baumohl & S. Lyocsa & T. Vyrost, 2011. "Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(12), pages 1103-1109.
  8. Eduard Baumöhl & Tomáš Výrost, 2010. "Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(5), pages 414-425, December.
  9. Eduard Baumöhl & Mária Farkašovská & Tomáš Výrost, 2010. "Stock Market Integration: DCC MV-GARCH Model," Politická ekonomie, University of Economics, Prague, vol. 2010(4), pages 488-503.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  2. NEP-ECM: Econometrics (2) 2011-03-26 2013-01-12
  3. NEP-EEC: European Economics (2) 2011-04-30 2013-09-26
  4. NEP-ETS: Econometric Time Series (4) 2011-01-16 2011-01-16 2011-10-22 2013-01-12. Author is listed
  5. NEP-FMK: Financial Markets (5) 2011-10-22 2013-01-12 2013-01-12 2013-01-26 2013-09-26. Author is listed
  6. NEP-MST: Market Microstructure (1) 2011-01-16
  7. NEP-TRA: Transition Economics (3) 2011-01-16 2013-01-12 2013-01-26. Author is listed

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