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Eduard Baumöhl
(Eduard Baumohl)

Personal Details

First Name:Eduard
Middle Name:
Last Name:Baumohl
Suffix:
RePEc Short-ID:pba835
[This author has chosen not to make the email address public]
http://www.baumohl.sk
University of Economics in Bratislava, Dolnozemska cesta 1, 852 35 Bratislava, Slovakia

Affiliation

(45%) Ekonomická Univerzita v Bratislave

Bratislava, Slovakia
http://www.euba.sk/
RePEc:edi:eubaask (more details at EDIRC)

(10%) Ekonomická Fakulta
Technická Univerzita v Košiciach

Košice, Slovakia
http://www.ekf.tuke.sk/
RePEc:edi:eftuksk (more details at EDIRC)

(45%) Ekonomický Ústav
Slovenská Akadémia Vied

Bratislava, Slovakia
http://ekonom.sav.sk/
RePEc:edi:eusavsk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Eduard Baumohl & Evzen Kocenda, 2022. "How Firms Survive in European Emerging Markets: A Survey," Working Papers IES 2022/16, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2022.
  2. Lyócsa, Štefan & Baumöhl, Eduard & Vŷrost, Tomáš, 2021. "YOLO trading: Riding with the herd during the GameStop episode," EconStor Preprints 230679, ZBW - Leibniz Information Centre for Economics.
  3. Bačo, Tomáš & Baumöhl, Eduard, 2021. "Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020," EconStor Preprints 246584, ZBW - Leibniz Information Centre for Economics.
  4. Rabeh Khalfaoui & Eduard Baumöhl & Suleman Sarwar & Tomáš Výrost, 2021. "Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks," Post-Print hal-03797575, HAL.
  5. Baumöhl, Eduard & Vyrost, Tomas, 2020. "Stablecoins as a crypto safe haven? Not all of them!," EconStor Preprints 215484, ZBW - Leibniz Information Centre for Economics.
  6. Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš & Molnár, Peter, 2020. "Fear of the coronavirus and the stock markets," EconStor Preprints 219336, ZBW - Leibniz Information Centre for Economics.
  7. Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Shahzad, Syed Jawad Hussain & Výrost,Tomáš, 2020. "From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks," EconStor Preprints 218944, ZBW - Leibniz Information Centre for Economics.
  8. Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Shahzad, Syed Jawad Hussain & Výrost, Tomáš, 2020. "Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector," EconStor Preprints 222580, ZBW - Leibniz Information Centre for Economics.
  9. Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019. "Quantile coherency networks of international stock markets," EconStor Preprints 194568, ZBW - Leibniz Information Centre for Economics.
  10. Baumöhl, Eduard, 2018. "Are cryptocurrencies connected to forex? A quantile cross-spectral approach," EconStor Preprints 174884, ZBW - Leibniz Information Centre for Economics.
  11. Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2018. "Network-based asset allocation strategies," EconStor Preprints 180063, ZBW - Leibniz Information Centre for Economics.
  12. Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen, 2018. "Institutions and Determinants of Firm Survival in European Emerging Markets," CEI Working Paper Series 2018-1, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  13. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2018. "Social aspirations in European banks: peer-influenced risk behavior," EconStor Preprints 172510, ZBW - Leibniz Information Centre for Economics.
  14. Baumöhl, Eduard & Lyócsa, Štefan, 2017. "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," MPRA Paper 76915, University Library of Munich, Germany.
  15. Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen, 2017. "Firm Survival in New EU Member States," CEI Working Paper Series 2017-5, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  16. Eduard Baumöhl & Evžen Kocenda & Stefan Lyócsa & Tomás Vyrost, 2017. "Networks of Volatility Spillovers among Stock Markets," CESifo Working Paper Series 6476, CESifo.
  17. Baumöhl, Eduard & Výrostová, Eva, 2016. "Do people gamble more in good times? Evidence from 27 European countries," MPRA Paper 75013, University Library of Munich, Germany.
  18. Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2016. "Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance," Working Papers 357, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  19. Stefan Lyocsa & Tomas Vyrost & Eduard Baumohl, 2015. "Return spillovers around the globe: A network approach," Papers 1507.06242, arXiv.org, revised Nov 2015.
  20. Eduard Baum??hl & ??tefan Ly??csa, 2014. "How smooth is the stock market integration of CEE-3?," William Davidson Institute Working Papers Series wp1079, William Davidson Institute at the University of Michigan.
  21. Tom'av{s} V'yrost & v{S}tefan Ly'ocsa & Eduard Baumohl, 2014. "Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment," Papers 1408.2985, arXiv.org.
  22. Baumohl, Eduard & Lyocsa, Stefan, 2013. "Volatility and dynamic conditional correlations of European emerging stock markets," MPRA Paper 49898, University Library of Munich, Germany.
  23. 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.
  24. Lyócsa, Štefan & Baumöhl, Eduard, 2012. "Testing the covariance stationarity of CEE stocks," MPRA Paper 43432, University Library of Munich, Germany.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. Výrost, Tomáš & Baumöhl, Eduard, 2009. "Asymmetric GARCH and the financial crisis: a preliminary study," MPRA Paper 27909, University Library of Munich, Germany.
  33. Baumöhl, Eduard & Lyócsa, Štefan, 2009. "Stationarity of time series and the problem of spurious regression," MPRA Paper 27926, University Library of Munich, Germany.

Articles

  1. Tomáš Baco & Eduard Baumohl & Matus Horvath & Tomas Vyrost, 2023. "Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 71(3), pages 185-201, March.
  2. Eduard Baumöhl & Evžen Kočenda, 2022. "How Firms Survive in European Emerging Markets: A Survey," Eastern European Economics, Taylor & Francis Journals, vol. 60(5), pages 393-417, September.
  3. Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2022. "YOLO trading: Riding with the herd during the GameStop episode," Finance Research Letters, Elsevier, vol. 46(PA).
  4. Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Hussain Shahzad, Syed Jawad & Výrost, Tomáš, 2022. "Measuring systemic risk in the global banking sector: A cross-quantilogram network approach," Economic Modelling, Elsevier, vol. 109(C).
  5. Eduard Baumöhl & Tomáš Výrost, 2021. "Guest Editors’ Introduction to the Special Issue," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(3), pages 202-202, November.
  6. Khalfaoui, Rabeh & Baumöhl, Eduard & Sarwar, Suleman & Výrost, Tomáš, 2021. "Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks," Resources Policy, Elsevier, vol. 74(C).
  7. Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen, 2020. "Firm survival in new EU member states," Economic Systems, Elsevier, vol. 44(1).
  8. Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš & Molnár, Peter, 2020. "Fear of the coronavirus and the stock markets," Finance Research Letters, Elsevier, vol. 36(C).
  9. Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019. "Quantile coherency networks of international stock markets," Finance Research Letters, Elsevier, vol. 31(C), pages 119-129.
  10. Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2019. "Network-based asset allocation strategies," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 516-536.
  11. Štefan Lyócsa & Tomáš Výrost & Eduard Baumohl, 2019. "Social aspirations in European banks: peer-influenced risk behaviour," Applied Economics Letters, Taylor & Francis Journals, vol. 26(6), pages 473-479, March.
  12. Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen, 2019. "Institutions and determinants of firm survival in European emerging markets," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 431-453.
  13. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2019. "Return spillovers around the globe: A network approach," Economic Modelling, Elsevier, vol. 77(C), pages 133-146.
  14. Baumöhl, Eduard, 2019. "Are cryptocurrencies connected to forex? A quantile cross-spectral approach," Finance Research Letters, Elsevier, vol. 29(C), pages 363-372.
  15. Baumöhl, Eduard & Kočenda, Evžen & Lyócsa, Štefan & Výrost, Tomáš, 2018. "Networks of volatility spillovers among stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1555-1574.
  16. Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2018. "Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance," The European Journal of Finance, Taylor & Francis Journals, vol. 24(5), pages 391-412, March.
  17. Burger, Peter & Baumohl, Eduard & Vyrostova, Eva, 2017. "Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 65(6), pages 485-504.
  18. Baumöhl, Eduard & Lyócsa, Štefan, 2017. "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," Finance Research Letters, Elsevier, vol. 23(C), pages 152-164.
  19. Eduard Baumöhl & Eva Výrostová, 2017. "Do people gamble more in good times? Evidence from 27 European countries," Applied Economics Letters, Taylor & Francis Journals, vol. 24(18), pages 1311-1314, October.
  20. Lyócsa, Štefan & Baumöhl, Eduard, 2015. "Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs," Economic Systems, Elsevier, vol. 39(2), pages 253-268.
  21. Výrost, Tomáš & Lyócsa, Štefan & Baumöhl, Eduard, 2015. "Granger causality stock market networks: Temporal proximity and preferential attachment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 427(C), pages 262-276.
  22. Eduard Baumöhl, 2014. "Determinanty integrácie akciových trhov krajín V4 [Determinants of CEE-4 Stock Market Integration]," Politická ekonomie, Prague University of Economics and Business, vol. 2014(3), pages 347-365.
  23. 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.
  24. 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.
  25. Eduard Baumöhl & Štefan Lyócsa, 2014. "Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(5), pages 352-373, November.
  26. Vyrost, Tomas & Baumöhl, Eduard & Lyocsa, Stefan, 2013. "What Drives the Stock Market Integration in the CEE-3?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 61(1), pages 67-81.
  27. 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.
  28. Zarembova, Andrea & Lyocsa, Stefan & Baumöhl, Eduard, 2012. "The Real Convergence of CEE Countries: A Study of Real GDP per capita," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 60(6), pages 642-656.
  29. 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.
  30. 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.
  31. Stefan Lyocsa & Eduard Baumohl & Tomas Vyrost, 2011. "The Stock Markets and Real Economic Activity," Eastern European Economics, Taylor & Francis Journals, vol. 49(4), pages 6-23, July.
  32. 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.
  33. Eduard Baumöhl & Mária Farkašovská & Tomáš Výrost, 2010. "Integrácia akciových trhov: DCC MV-GARCH model [Stock Market Integration: DCC MV-GARCH Model]," Politická ekonomie, Prague University of Economics and Business, vol. 2010(4), pages 488-503.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 30 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (10) 2011-10-22 2013-01-12 2013-01-12 2013-01-26 2013-09-26 2014-08-28 2016-06-04 2017-10-29 2019-04-08 2020-07-20. Author is listed
  2. NEP-TRA: Transition Economics (10) 2011-01-16 2013-01-12 2013-01-26 2014-11-07 2016-11-20 2017-12-03 2018-04-30 2019-07-08 2019-07-08 2021-11-22. Author is listed
  3. NEP-NET: Network Economics (7) 2014-08-28 2015-07-25 2016-06-04 2018-07-23 2020-06-22 2020-09-07 2021-07-12. Author is listed
  4. NEP-RMG: Risk Management (7) 2017-10-29 2018-01-08 2018-07-23 2019-04-08 2020-04-06 2020-06-22 2020-09-07. Author is listed
  5. NEP-CFN: Corporate Finance (4) 2017-12-03 2018-04-30 2020-09-07 2022-07-25
  6. NEP-ETS: Econometric Time Series (4) 2011-01-16 2011-01-16 2011-10-22 2013-01-12
  7. NEP-BEC: Business Economics (3) 2017-12-03 2018-04-30 2022-07-25
  8. NEP-EUR: Microeconomic European Issues (3) 2016-11-20 2017-12-03 2019-07-08
  9. NEP-SBM: Small Business Management (3) 2017-12-03 2019-07-08 2022-07-25
  10. NEP-ACC: Accounting and Auditing (2) 2017-12-03 2019-07-08
  11. NEP-BAN: Banking (2) 2018-01-08 2020-06-22
  12. NEP-ECM: Econometrics (2) 2011-03-26 2013-01-12
  13. NEP-EEC: European Economics (2) 2011-04-30 2013-09-26
  14. NEP-ENT: Entrepreneurship (2) 2017-12-03 2022-07-25
  15. NEP-IFN: International Finance (2) 2017-10-29 2019-04-08
  16. NEP-MAC: Macroeconomics (2) 2016-11-20 2021-11-22
  17. NEP-PAY: Payment Systems and Financial Technology (2) 2018-02-26 2020-04-06
  18. NEP-BIG: Big Data (1) 2020-07-20
  19. NEP-CBA: Central Banking (1) 2020-09-07
  20. NEP-CDM: Collective Decision-Making (1) 2021-11-22
  21. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  22. NEP-ENE: Energy Economics (1) 2021-07-12
  23. NEP-FDG: Financial Development and Growth (1) 2022-07-25
  24. NEP-IND: Industrial Organization (1) 2022-07-25
  25. NEP-MST: Market Microstructure (1) 2011-01-16
  26. NEP-ORE: Operations Research (1) 2020-07-20
  27. NEP-POL: Positive Political Economics (1) 2021-11-22
  28. NEP-TID: Technology and Industrial Dynamics (1) 2018-04-30
  29. NEP-UPT: Utility Models and Prospect Theory (1) 2018-01-08
  30. NEP-URE: Urban and Real Estate Economics (1) 2018-01-08

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