Similar Search Results

What drives volatility of the US oil and gas firms?

Lyócsa, Štefan; Todorova, Neda - In: Energy economics 100 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012990237

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

Plíhal, Tomáš; Lyócsa, Štefan - In: International review of economics & finance : IREF 71 (2021), pp. 811-829

Persistent link: https://www.econbiz.de/10012630769

Default or profit scoring credit systems? : evidence from European and US peer-to-peer lending markets

Lyócsa, Štefan; Vašaničová, Petra; Hadji Misheva, … - In: Financial innovation : FIN 8 (2022), pp. 1-21

For the emerging peer-to-peer (P2P) lending markets to survive, they need to employ credit-risk management practices such that an investor base is profitable in the long run. Traditionally, credit-risk management relies on credit scoring that predicts loans' probability of default. In this...

Persistent link: https://www.econbiz.de/10013272707

Stock market volatility forecasting : do we need high-frequency data?

Lyócsa, Štefan; Molnár, Peter; Výrost, Tomáš - In: International journal of forecasting 37 (2021) 3, pp. 1092-1110

Persistent link: https://www.econbiz.de/10012794812

Stock market oscillations during the corona crash : the role of fear and uncertainty

Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 36 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012484193

Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?

Lyócsa, Štefan; Todorova, Neda - In: International journal of forecasting 36 (2020) 2, pp. 628-645

Persistent link: https://www.econbiz.de/10012415313

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

Lyócsa, Štefan; Molnár, Peter; Plíhal, Tomáš - In: Journal of international financial markets, … 58 (2019), pp. 117-135

Persistent link: https://www.econbiz.de/10012127844

Forecasting exchange rate volatility : the case of the Czech Republic, Hungary and Poland

Lyócsa, Štefan; Molnár, Peter; Fedorko, Igor - In: Finance a úvěr 66 (2016) 5, pp. 453-475

Persistent link: https://www.econbiz.de/10011582491

What drives intermediation costs? : a case of tennis betting market

Lyócsa, Štefan; Fedorko, Igor - In: Applied economics 48 (2016) 22/24, pp. 2037-2053

Persistent link: https://www.econbiz.de/10011590252

The effect of non-trading days on volatility forecasts in equity markets

Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 23 (2017), pp. 39-49

Persistent link: https://www.econbiz.de/10011808350