doc. Ing. Tomáš Plíhal, Ph.D.

2024

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

  LYÓCSA Štefan PLÍHAL Tomáš VÝROST Tomáš

  Článek v odborném periodiku

  International Journal of Forecasting, rok: 2024, ročník: 40, vydání: 4, DOI

• Nonstandard Errors

  MENKVELD Albert J DREBER Anna HOLZMEISTER Felix HUBER Juergen JOHANNESSON Magnus KIRCHLER Michael NEUSUSS Sebastian RAZEN Michael WEITZEL Utz ABAD-DIAZ David ABUDY Menachem ADRIAN Tobias AIT-SAHALIA Yacine AKMANSOY Olivier ALCOCK Jamie T ALEXEEV Vitali ALOOSH Arash AMATO Livia AMAYA Diego ANGEL James J AVETIKIAN Alejandro T BACH Amadeus BAIDOO Edwin BAKALLI Gaetan BAO Li BARBON Andrea BASHCHENKO Oksana BINDRA Parampreet C BJONNES Geir H BLACK Jeffrey R BLACK Bernard S BOGOEV Dimitar SANTIAGO Bohorquez Correa BONDARENKO Oleg BOS Charles S BOSCH-ROSA Ciril BOURI Elie BROWNLEES Christian CALAMIA Anna CAO Viet Nga CAPELLE-BLANCARD Gunther ROMERO Laura M Capera CAPORIN Massimiliano CARRION Allen CASKURLU Tolga CHAKRABARTY Bidisha CHEN Jian CHERNOV Mikhail CHEUNG William CHINCARINI Ludwig B CHORDIA Tarun CHOW Sheung-Chi CLAPHAM Benjamin COLLIARD Jean-Edouard COMERTON-FORDE Carole CURRAN Edward DAO Thong DARE Wale DAVIES Ryan J RICCARDO De Blasis DE NARD Gianluca F. DECLERCK Fany DEEV Oleg DEGRYSE Hans DEKU Solomon Y DESAGRE Christophe VAN DIJK Mathijs A. DIM Chukwuma DIMPFL Thomas DONG Yun Jiang DRUMMOND Philip A DUDDA Tom DUEVSKI Teodor DUMITRESCU Ariadna DYAKOV Teodor DYHRBERG Anne Haubo DZIELINSKI Michal EKSI Asli IZIDIN El Kalak SASKIA ter Ellen EUGSTER Nicolas EVANS Martin D D FARRELL Michael FELEZ-VINAS Ester FERRARA Gerardo FERROUHI El Mehdi FLORI Andrea FLUHARTY-JAIDEE Jonathan T FOLEY Sean D V FONG Kingsley Y L FOUCAULT Thierry FRANUS Tatiana FRANZONI Francesco FRIJNS Bart FROMMEL Michael FU Servanna M FULLBRUNN Sascha C GAN Baoqing GAO Ge GEHRIG Thomas P GEMAYEL Roland GERRITSEN Dirk GIL-BAZO Javier GILDER Dudley GLOSTEN Lawrence R GOMEZ Thomas GORBENKO Arseny GRAMMIG Joachim GREGOIRE Vincent GUCBILMEZ Ufuk HAGSTROMER Bjorn HAMBUCKERS Julien HAPNES Erik HARRIS Jeffrey H HARRIS Lawrence HARTMANN Simon HASSE Jean-Baptiste HAUTSCH Nikolaus HE Xue-Zhong HEATH Davidson HEDIGER Simon HENDERSHOTT Terrence HIBBERT Ann Marie HJALMARSSON Erik HOELSCHER Seth A HOFFMANN Peter HOLDEN Craig W HORENSTEIN Alex R HUANG Wenqian HUANG Da HURLIN Christophe ILCZUK Konrad IVASHCHENKO Alexey IYER Subramanian R JAHANSHAHLOO Hossein JALKH Naji JONES Charles M JURKATIS Simon JYLHA Petri KAECK Andreas T KAISER Gabriel KARAM Arze KARMAZIENE Egle KASSNER Bernhard KAUSTIA Markku KAZAK Ekaterina KEARNEY Fearghal VINCENT Van Kervel KHAN Saad A KHOMYN Marta K KLEIN Tony KLEIN Olga KLOS Alexander KOETTER Michael KOLOKOLOV Aleksey KORAJCZYK Robert A KOZHAN Roman KRAHNEN Jan P KUHLE Paul KWAN Amy LAJAUNIE Quentin LAM F Y Eric C LAMBERT Marie LANGLOIS Hugues LAUSEN Jens LAUTER Tobias LEIPPOLD Markus LEVIN Vladimir LI Yijie LI Hui LIEW Chee Yoong LINDNER Thomas LINTON Oliver LIU Jiacheng LIU Anqi LLORENTE Guillermo LOF Matthijs LOHR Ariel LONGSTAFF Francis LOPEZ-LIRA Alejandro MANKAD Shawn MANO Nicola MARCHAL Alexis MARTINEAU Charles MAZZOLA Francesco MELOSO Debrah MI Michael G MIHET Roxana MOHAN Vijay MOINAS Sophie MOORE David MU Liangyi MURAVYEV Dmitriy MURPHY Dermot NESZVEDA Gabor MURAVYEV Dmitriy MURPHY Dermot NESZVEDA Gabor NEUMEIER Christian NIELSSON Ulf NIMALENDRAN Mahendrarajah NOLTE Sven NORDEN Lars L NEILL Peter OBAID Khaled ODEGAARD Bernt A OSTBERG Per PAGNOTTA Emiliano PAINTER Marcus PALAN Stefan PALIT Imon J PARK Andreas PASCUAL Roberto PASQUARIELLO Paolo PASTOR Lubos PATEL Vinay PATTON Andrew J PEARSON Neil D PELIZZON Loriana PELLI Michele PELSTER Matthias PERIGNON Christophe PFIFFER Cameron PHILIP Richard PLÍHAL Tomáš PRAKASH Puneet PRESS Oliver-Alexander PRODROMOU Tina PROKOPCZUK Marcel PUTNINS Talis YA Qian RAIZADA Gaurav RAKOWSKI David RANALDO Angelo REGIS Luca REITZ Stefan RENAULT Thomas RENJIE Rex W RENO Roberto RIDDIOUGH Steven J RINNE Kalle RINTAMAKI Paul RIORDAN Ryan RITTMANNSBERGER Thomas LONGARELA Inaki Rodriguez ROESCH Dominik ROGNONE Lavinia ROSEMAN Brian ROSU Ioanid ROY Saurabh RUDOLF Nicolas RUSH Stephen R RZAYEV Khaladdin RZEZNIK Aleksandra A SANFORD Anthony SANKARAN Harikumar SARKAR Asani SARNO Lucio SCAILLET Olivier SCHARNOWSKI Stefan SCHENK-HOPPE Klaus R SCHERTLER Andrea SCHNEIDER Michael SCHROEDER Florian SCHUERHOFF Norman SCHUSTER Philipp SCHWARZ Marco A SEASHOLES Mark S SEEGER Norman J SHACHAR Or SHKILKO Andriy SHUI Jessica SIKIC Mario SIMION Giorgia SMALES Lee A SODERLIND Paul SOJLI Elvira SOKOLOV Konstantin SONKSEN Jantje SPOKEVICIUTE Laima STEFANOVA Denitsa SUBRAHMANYAM Marti G SZASZI Barnabas TALAVERA Oleksandr TANG Yuehua TAYLOR Nick THAM Wing Wah THEISSEN Erik THIMME Julian TONKS Ian TRAN Hai TRAPIN Luca TROLLE Anders B VADUVA M Andreea VALENTE Giorgio VAN NESS Robert A VASQUEZ Aurelio VEROUSIS Thanos VERWIJMEREN Patrick VILHELMSSON Anders VILKOV Grigory VLADIMIROV Vladimir VOGEL Sebastian VOIGT Stefan WAGNER Wolf WALTHER Thomas WEISS Patrick MICHEL Van der Wel WERNER Ingrid M WERNER Ingrid M WESTERHOLM P Joakim WESTHEIDE Christian WIKA Hans C WIPPLINGER Evert WOLF Michael WOLFF Christian C P WOLK Leonard WONG Wing-Keung WRAMPELMEYER Jan WU Zhen-Xing XIA Shuo XIU Dacheng XU Ke XU Caihong YADAV Pradeep K YAGUE Jose YAN Cheng YANG Antti YOO Woongsun YU Wenjia YU Yihe YU Shihao YUESHEN Bart Z YUFEROVA Darya ZAMOJSKI Marcin ZAREEI Abalfazl ZEISBERGER Stefan M ZHANG Lu ZHANG S Sarah ZHANG Xiaoyu ZHAO Lu ZHONG Zhuo ZHOU Z Ivy ZHOU Chen ZHU Xingyu S ZOICAN Marius ZWINKELS Remco

  Článek v odborném periodiku

  JOURNAL OF FINANCE, rok: 2024, ročník: LXXIX, vydání: 3, DOI

2022

• How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty

  DEEV Oleg PLÍHAL Tomáš

  Článek v odborném periodiku

  Research in International Business and Finance, rok: 2022, ročník: 60, vydání: April, DOI

• Inovativní přístupy k optimální alokaci aktiv

  DEEV Oleg LYÓCSA Štefan PLÍHAL Tomáš

  Výzkumná zpráva

  Rok: 2022

• Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention

  LYÓCSA Štefan PLÍHAL Tomáš

  Článek v odborném periodiku

  Finance Research Letters, rok: 2022, ročník: 48, vydání: August, DOI

2021

• A Tale of Tails: New Evidence on the Growth-Return Nexus

  LYÓCSA Štefan VÝROST Tomáš PLÍHAL Tomáš

  Článek v odborném periodiku

  Finance Research Letters, rok: 2021, ročník: 38, vydání: January, DOI

• FX Market Volatility Modelling: Can we use low-frequency data?

  LYÓCSA Štefan PLÍHAL Tomáš VÝROST Tomáš

  Článek v odborném periodiku

  Finance Research Letters, rok: 2021, ročník: 40, vydání: May, DOI

• Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?

  PLÍHAL Tomáš LYÓCSA Štefan

  Článek v odborném periodiku

  International Review of Economics & Finance, rok: 2021, ročník: 71, vydání: January, DOI

• Scheduled macroeconomic news announcements and Forex volatility forecasting

  PLÍHAL Tomáš

  Článek v odborném periodiku

  JOURNAL OF FORECASTING, rok: 2021, ročník: 40, vydání: 8, DOI

2020

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

  LYÓCSA Štefan PLÍHAL Tomáš MOLNÁR Peter ŠIRÁŇOVÁ Mária

  Článek v odborném periodiku

  JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, rok: 2020, ročník: 119, vydání: October, DOI