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Web of Science ResearcherID: K-3195-2014

Scopus ID: 36160402400

ORCiD: 0000-0002-5444-7348

ResearchGate: Eduard Baumöhl

Google Scholar: Eduard Baumöhl
Pedagogická činnosť
  • Riziko a neistota vo financiách (Ing. Financie, bankovníctvo a investovanie – FBI)
Vedecko-výskumná činnosť

Výskumné projekty – domáce

  • APVV-22-0126. Detection of tax manipulations using machine learning and artificial intelligence methods. PI: Eduard Baumöhl. 2023-2026.
  • VEGA no. 1/0444/23. Network analysis and modelling of interrelationships on international financial markets. PI: Tomáš Výrost. 2023-2025.
  • VEGA no. 1/0182/20. Measuring corporate efficiency and its determinants. PI: Eduard Baumöhl. 2020-2022.
  • APVV-18-0335. Systemic risk on financial markets: interconnectedness of financial institutions. PI: Štefan Lyócsa. 2019-2022.
  • APVV-18-0310. Corporate efficiency, financial distress and risk behavior in European companies. PI: Tomáš Výrost. 2019-2022.
  • APVV-14-0357. CIMRMAN – Contagion among International Markets: Revisiting Models and Analyzing Networks. PI: Eduard Baumöhl. 2015-2018.
  • APVV-0666-11. SMILEE – Stock Market Integration: Learning from Empirical Evidence. PI: Tomáš Výrost. 2012-2014.

Výskumné projekty – medzinárodné

  • GAČR 22-35130K. Network-based credit risk models on P2P lending markets. Cooperation with Zurich University of Applied Sciences, co-funded by SNSF – Swiss National Science Foundation. PI: Eduard Baumöhl (3/2022-2/2025).
  • A FINancial supervision and TECHnology compliance training programme (FINTECH). H2020 no. 825215. PI: Paolo Giudici (University of Pavia). 2019-2020.
  • GAČR 20-11769S. Financial Networks: Examining Financial Markets Linkages using Network Approach. PI: Tomáš Výrost. 2020-2022.
Publikačná činnosť

Najvýznamnejšie publikácie

  • Výrost, T. – Lyócsa, Š. – Baumöhl, E. 2015. Granger causality stock market networks: Temporal proximity and preferential attachment. Physica A: Statistical Mechanics and its Applications, vol. 427(C), p. 262-276. (link).
  • Baumöhl, E. – Lyócsa, Š. 2017. Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. Finance Research Letters, vol. 23, p. 152-164. (link).
  • Baumöhl, E. – Kočenda, E. – Lyócsa, Š. – Výrost, T. 2018. Networks of volatility spillovers among stock markets. Physica A: Statistical Mechanics and its Applications, vol. 490, p. 1555-1574. (link).
  • Baumöhl, E. 2019. Are cryptocurrencies connected to forex? A quantile cross-spectral approach. Finance Research Letters, vol. 29, p. 363-372. (link).
  • Baumöhl, E. – Shahzad, S. J. H. 2019. Quantile coherency networks of international stock markets. Finance Research Letters, vol. 31, p. 119-129. (link).
  • Baumöhl, E. – Iwasaki, I. – Kočenda, E. 2019. Institutions and determinants of firm survival in European emerging markets. Journal of Corporate Finance, vol. 58, p. 431-453. (link).
  • Baumöhl, E. – Iwasaki, I. – Kočenda, E. 2020. Firm survival in new EU member states. Economic Systems, vol. 44, no. 1, 100743. (link).
  • Lyócsa, Š. – Baumöhl, E. – Výrost, T. – Molnár, P. 2020. Fear of the coronavirus and the stock markets. Finance Research Letters, 36, 101735. (link).
  • Khalfaoui, R. – Baumöhl, E. – Sarwar, S. – Výrost, T. 2021. Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. Resources Policy, 74, 102318. (link).
  • Baumöhl, E. – Bouri, E. – Hoang, T.H.V.  – Shahzad, S.J.H., – Výrost, T., 2022. Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. Economic Modelling, 109, p.105775. (link).