Institute of Information Theory and Automation

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  1. Baruník Jozef, Kočenda Evžen, Vácha LukášGold, 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

  1. Baruník Jozef, Kočenda Evžen, Vácha LukášAsymmetric 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
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