Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin Š Lyócsa, P Molnár, T Plíhal, M Širaňová Journal of Economic Dynamics and Control 119, 103980, 2020 | 134 | 2020 |
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 63 | 2024 |
Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention Š Lyócsa, T Plíhal Finance Research Letters 48, 102995, 2022 | 55 | 2022 |
Central bank announcements and realized volatility of stock markets in G7 countries Š Lyócsa, P Molnár, T Plíhal Journal of International Financial Markets, Institutions and Money 58, 117-135, 2019 | 28 | 2019 |
How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty O Deev, T Plíhal Research in international business and finance 60, 101613, 2022 | 24 | 2022 |
Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter? T Plíhal, Š Lyócsa International Review of Economics & Finance 71, 811-829, 2021 | 22 | 2021 |
Stock market informational efficiency in Germany: Granger causality between DAX and selected macroeconomic indicators T Plíhal Procedia-Social and Behavioral Sciences 220, 321-329, 2016 | 18 | 2016 |
FX market volatility modelling: Can we use low-frequency data? Š Lyócsa, T Plíhal, T Výrost Finance Research Letters 40, 101776, 2021 | 17 | 2021 |
GRANGER CAUSALITY BETWEEN STOCK MARKET AND MACROECONOMIC INDICATORS: EVIDENCE FROM GERMANY. T Plíhal Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 64 (6), 2016 | 15 | 2016 |
Comparative analysis of credit risk models in relation to SME segment T Plíhal, M Sponerová, M Sponer Financial Assets and Investing 9 (1), 35-50, 2018 | 11 | 2018 |
Increasing impact of stock market performance on government tax revenues T Plíhal, T Urbanovský KnE Social Sciences, 333-343, 2017 | 5 | 2017 |
Scheduled macroeconomic news announcements and Forex volatility forecasting T Plíhal Journal of Forecasting 40 (8), 1379-1397, 2021 | 4 | 2021 |
A tale of tails: New evidence on the growth-return nexus Š Lyócsa, T Výrost, T Plíhal Finance Research Letters 38, 101526, 2021 | 2 | 2021 |
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I) relevance of implied volatility Š Lyócsa, T Plíhal, T Výrost International Journal of Forecasting, 2024 | 1 | 2024 |
Forecasting Day-ahead Expected Shortfall on the EUR/USD Exchange Rate T Plíhal | | 2023 |
Non-Standard Errors A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ... CEPR Discussion Paper No. DP16751, 2021 | | 2021 |
Thesis: Scheduled Macroeconomic News Announcements and Forex Volatility T Plíhal | | 2019 |
Research in International Business and Finance O Deev, T Plíhal | | |