Do co-jumps impact correlations in currency markets?

von Barunik, Jozef
Veröffentlicht in Journal of financial markets (2018)

Co-movement of energy commodities revisited : evidence from wavelet coherence analysis

von Vacha, Lukas
Veröffentlicht in Energy economics (2012)

Growth cycle synchronization of the Visegrad Four and the European Union

von Hanus, Luboš
Veröffentlicht in Empirical economics (2020)

Contagion among Central and Eastern European stock markets during the financial crisis

von Baruník, Jozef
Veröffentlicht in Finance a úvěr (2013)

Dynamical agent's strategies and the fractal market hypothesis

von Vácha, Lukáš
Veröffentlicht in Prague economic papers (2005)

Heterogeneous agent model with memory and asset price behaviour

von Vošvrda, Miloslav S.
Veröffentlicht in Prague economic papers (2003)

Wavelet decomposition of the financial market

von Vácha, Lukáš
Veröffentlicht in Prague economic papers (2007)

Asymmetric volatility connectedness on the forex market

von Baruník, Jozef
Veröffentlicht in Journal of international money and finance (2017)

Comovement and disintegration of EU sovereign bond markets during the crisis

von Vácha, Lukáš
Veröffentlicht in International review of economics & finance (2019)

Gold, oil, and stocks : dynamic correlations

von Baruník, Jozef
Veröffentlicht in International review of economics & finance (2016)

Modeling and forecasting exchange rate volatility in time-frequency domain

von Barunik, Jozef
Veröffentlicht in European journal of operational research (2016)

Volatility spillovers across petroleum markets

von Baruník, Jozef
Veröffentlicht in The energy journal (2015)

Wavelet-based correlation analysis of the key traded assets

von Baruník, Jozef
Veröffentlicht in Wavelet applications in economics and finance (2014)

Asymmetric connectedness on the U.S. stock market : bad and good volatility spillovers

von Baruník, Jozef
Veröffentlicht in Journal of financial markets (2016)

Smart predictors in the heterogeneous agent model

von Barunik, Jozef
Veröffentlicht in Journal of economic interaction and coordination (2009)

How do skilled traders change the structure of the market

von Vacha, Lukas
Veröffentlicht in International review of financial analysis (2012)

Smart agents and sentiment in the heterogenous agent model

von Vácha, Lukas
Veröffentlicht in Prague economic papers (2009)

Time-frequency dynamics of biofuel-fuel-food system

Veröffentlicht in Energy economics (2013)