prof. Ing. Štefan Lyócsa, PhD.

2024

• Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility

  LYÓCSA Štefan PLÍHAL Tomáš VÝROST Tomáš

  Article in Periodical

  International Journal of Forecasting, year: 2024, volume: 40, edition: 4, DOI

• Forecasting of clean energy market volatility: The role of oil and the technology sector

  LYÓCSA Štefan NEDA Todorova

  Article in Periodical

  Energy Economics, year: 2024, volume: 132, edition: April, DOI

• Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms

  LYÓCSA Štefan BAUMÖHL Eduard VAŠANIČOVÁ Petra

  Article in Periodical

  International Review of Financial Analysis, year: 2024, DOI

• Peer-to-peer loan returns: heterogeneous effects across quantiles

  LYÓCSA Štefan VASANICOVA Petra DEEV Oleg

  Article in Periodical

  Applied Economics Letters, year: 2024, DOI

• The tipping point of electricity price attention: When a problem becomes a problem

  HAUGOM Erik LYÓCSA Štefan HALOUSKOVÁ Martina

  Article in Periodical

  Economics Letters, year: 2024, volume: 235, DOI

2023

• The US banking crisis in 2023: Intraday attention and price variation of banks at risk

  LYÓCSA Štefan HALOUSKOVÁ Martina HAUGOM Erik

  Article in Periodical

  Finance Research Letters, year: 2023, volume: 57, edition: November, DOI

• Using online job postings to predict key labour market indicators

  ŠTEFÁNIK Miroslav LYÓCSA Štefan BILKA Matúš

  Article in Periodical

  Social Science Computer Review, year: 2023, volume: 41, edition: 5, DOI

2022

• Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets

  LYÓCSA Štefan VAŠANIČOVÁ Petra HADJI MISHEVA Branka VATEHA Marko Dávid

  Article in Periodical

  Financial Innovation, year: 2022, volume: 8, edition: 1, DOI

• Inovativní přístupy k optimální alokaci aktiv

  DEEV Oleg LYÓCSA Štefan PLÍHAL Tomáš

  Year: 2022

• New Credit Drivers: Results from a Small Open Economy

  KOSTALOVA Zuzana HORVÁTOVÁ Eva LYÓCSA Štefan GERNAT Peter

  Article in Periodical

  Eastern European Economics, year: 2022, volume: 60, edition: 1, DOI