doc. Ing. Tomáš Plíhal, Ph.D.
Associate professor, Department of Finance
Office: 408
Lipová 507/41a
602 00 Brno
Phone: | +420 549 49 5406 |
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E‑mail: |
social and academic networks: |
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Total number of publications: 21
2024
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Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility
International Journal of Forecasting, year: 2024, edition: In Press, Corrected Proof, DOI
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Nonstandard Errors
JOURNAL OF FINANCE, year: 2024, DOI
2022
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How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty
Research in International Business and Finance, year: 2022, volume: 60, edition: April, DOI
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Inovativní přístupy k optimální alokaci aktiv
Year: 2022
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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, year: 2022, volume: 48, edition: August, DOI
2021
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A Tale of Tails: New Evidence on the Growth-Return Nexus
Finance Research Letters, year: 2021, volume: 38, edition: January, DOI
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FX Market Volatility Modelling: Can we use low-frequency data?
Finance Research Letters, year: 2021, volume: 40, edition: May, DOI
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Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?
International Review of Economics & Finance, year: 2021, volume: 71, edition: January, DOI
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Scheduled macroeconomic news announcements and Forex volatility forecasting
JOURNAL OF FORECASTING, year: 2021, volume: 40, edition: 8, DOI
2020
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Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, year: 2020, volume: 119, edition: October, DOI