doc. Ing. Tomáš Plíhal, Ph.D.

2022

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

  DEEV Oleg PLÍHAL Tomáš

  Article in Periodical

  Research in International Business and Finance, year: 2022, volume: 60, edition: April, DOI

• Inovativní přístupy k optimální alokaci aktiv

  DEEV Oleg LYÓCSA Štefan PLÍHAL Tomáš

  Year: 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

  Article in Periodical

  Finance Research Letters, year: 2022, volume: 48, edition: August, DOI

2021

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

  LYÓCSA Štefan VÝROST Tomáš PLÍHAL Tomáš

  Article in Periodical

  Finance Research Letters, year: 2021, volume: 38, edition: January, DOI

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

  LYÓCSA Štefan PLÍHAL Tomáš VÝROST Tomáš

  Article in Periodical

  Finance Research Letters, year: 2021, volume: 40, edition: May, DOI

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

  PLÍHAL Tomáš LYÓCSA Štefan

  Article in Periodical

  International Review of Economics & Finance, year: 2021, volume: 71, edition: January, DOI

• Scheduled macroeconomic news announcements and Forex volatility forecasting

  PLÍHAL Tomáš

  Article in Periodical

  JOURNAL OF FORECASTING, year: 2021, volume: 40, edition: 8, DOI

2020

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

  LYÓCSA Štefan PLÍHAL Tomáš MOLNÁR Peter MÁRIA Širáňová

  Article in Periodical

  JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, year: 2020, volume: 119, edition: October, DOI

2019

• Central bank announcements and realized volatility of stock markets in G7 countries

  LYÓCSA Štefan MOLNÁR Peter PLÍHAL Tomáš

  Article in Periodical

  Journal of International Financial Markets, Institutions and Money, year: 2019, volume: 58, edition: January, DOI

2018

• Comparative Analysis of Credit Risk Models in Relation to SME Segment

  PLÍHAL Tomáš SPONEROVÁ Martina SPONER Miroslav

  Article in Periodical

  Financial Assets and Investing, year: 2018, volume: neuveden, edition: 1/2018