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Bibliografie

GA14-24129S

  1. Baruník Jozef, Kočenda Evžen, Vácha Lukáš :  Wavelet-Based Correlation Analysis of the Key Traded Assets , Wavelet Applications in Economics and Finance, p. 157-183 [2014] Download DOI: 10.1007/978-3-319-07061-2_8

  1. Baruník Jozef, Kočenda Evžen, Vácha Lukáš :  Gold, oil, and stocks: Dynamic correlations , International Review of Economics & Finance vol.42, 1 (2016), p. 186-201 [2016] Download DOI: 10.1016/j.iref.2015.08.006
  2. Baruník Jozef, Kočenda Evžen, Vácha Lukáš :  Volatility Spillovers Across Petroleum Markets , Energy Journal vol.36, 3 (2015), p. 309-329 [2015] Download DOI: 10.5547/01956574.37.1.jbar

  1. Baruník Jozef, Kočenda Evžen, Vácha Lukáš :  Asymmetric connectedness of stocks: how does bad and good volatility spill over the U.S. stock market?, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, (Kiel 2014) Research Report 13 [2014] Download