prof. Ing. Štefan Lyócsa, PhD.

2021

• Stock market volatility forecasting: Do we need high-frequency data?

  LYÓCSA Štefan MOLNÁR Peter VÝROST Tomáš

  Article in Periodical

  International Journal of Forecasting, year: 2021, volume: 37, edition: 3, DOI

• What drives volatility of the US oil and gas firms?

  LYÓCSA Štefan TODOROVA Neda

  Article in Periodical

  Energy Economics, year: 2021, volume: 100, edition: August, DOI

2020

• Connectedness of financial institutions in Europe: A network approach across quantiles

  DEEV Oleg LYÓCSA Štefan

  Article in Periodical

  Physica A: Statistical Mechanics and its Applications, year: 2020, volume: 550, edition: July, DOI

• Fear of the coronavirus and the stock markets

  LYÓCSA Štefan BAUMÖHL Eduard VÝROST Tomáš MOLNÁR Peter

  Article in Periodical

  Finance Research Letters, year: 2020, volume: 36, edition: October, DOI

• Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin

  LYÓCSA Štefan PLÍHAL Tomáš MOLNÁR Peter ŠIRÁŇOVÁ Mária

  Article in Periodical

  JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, year: 2020, volume: 119, edition: October, DOI

• Quantile dependence of tourism activity between Southern European countries

  LYÓCSA Štefan VAŠANIČOVÁ Petra LITAVCOVÁ Eva

  Article in Periodical

  APPLIED ECONOMICS LETTERS, year: 2020, volume: 27, edition: 3, DOI

• Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?

  LYÓCSA Štefan TODOROVA Neda

  Article in Periodical

  International Journal of Forecasting, year: 2020, volume: 36, edition: 2, DOI

• What drives U.S. financial sector volatility? A Bayesian model averaging perspective

  LYÓCSA Štefan GERNÁT Peter KOŠŤÁLOVÁ Zuzana

  Article in Periodical

  RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, year: 2020, volume: 51, edition: January, DOI

2019

• Asymmetric volatility in equity markets around the world

  HORPESTAD Jone B. LYÓCSA Štefan MOLNÁR Peter OLSEN Torbjorn B.

  Article in Periodical

  North American Journal of Economics and Finance, year: 2019, volume: 48, edition: April, DOI

• Central bank announcements and realized volatility of stock markets in G7 countries

  LYÓCSA Štefan MOLNÁR Peter PLÍHAL Tomáš

  Article in Periodical

  Journal of International Financial Markets, Institutions and Money, year: 2019, volume: 58, edition: January, DOI