1. Baumöhl, E. – Výrost, T. 2010. Stock Market Integration: Granger Causality Testing with respect to Nonsynchronous Trading Effects. Finance a úvěr - Czech Journal of Economics and Finance, vol. 60, no. 5, p. 414-425. (link)

2. Baumöhl, E. – Lyócsa, Š. – Výrost, T. 2011. Shift Contagion with Endogenously Detected Volatility Breaks: The Case of CEE Stock Markets. Applied Economics Letters, vol. 18, no. 12, p. 1103-1109. (link)

3. Lyócsa, Š. – Výrost, T. – Baumöhl, E. 2012. Stock market networks: the dynamic conditional correlation approach. Physica A: Statistical Mechanics and its Application, vol. 391, no. 16, p. 4147-4158. (link)

4. Baumöhl, E. – Lyócsa, Š. 2014. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. Economic Modelling, vol. 38, p. 175-183. (link)

5. Lyócsa, Š. – Baumöhl, E. 2015. Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs. Economic Systems, vol. 39, no. 2, p. 253-268. (link)

6. 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)

7. 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)

8. Baumöhl, E. – Výrostová, E. 2017. Do people gamble more in good times? Evidence from 27 European countries. Applied Economics Letters, vol. 24, no. 18, p. 1311-1314. (link)

9. Horváth, R. – Lyócsa, Š. – Baumöhl, E. 2018. Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance. The European Journal of Finance, vol. 24, no. 5, p. 391-412. (link)

10. 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)

11. Lyócsa, Š. – Výrost, T. – Baumöhl, E. 2019. Social aspirations in European banks: peer-influenced risk behaviour. Applied Economics Letters, vol. 26, p. 473-479. (link)

12. Lyócsa, Š. – Výrost, T. – Baumöhl, E. 2019. Return spillovers around the globe: A network approach. Economic Modelling, vol. 77, p. 133-146. (link)

13. Výrost, T. – Lyócsa, Š. – Baumöhl, E. 2019. Network-based asset allocation strategies. The North American Journal of Economics and Finance, vol. 47, p. 516-536. (link)

14. Baumöhl, E. 2019. Are cryptocurrencies connected to forex? A quantile cross-spectral approach. Finance Research Letters, vol. 29, p. 363-372. (link)

15. Baumöhl, E. – Shahzad, S. J. H. 2019. Quantile coherency networks of international stock markets. Finance Research Letters, vol. 31, p. 119-129. (link)

16. 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)

17. Baumöhl, E. – Iwasaki, I. – Kočenda, E. 2020. Firm survival in new EU member states. Economic Systems, vol. 44, no. 1, 100743. (link)

18. Lyócsa, Š. – Baumöhl, E. – Výrost, T. – Molnár, P. 2020. Fear of the coronavirus and the stock markets. Finance Research Letters, 36, 101735. (link)

19. 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)

20. Lyócsa, Š. – Baumöhl, E. – Výrost, T. 2022. YOLO trading: Riding with the herd during the GameStop episode. Finance Research Letters, 46, 102359. (link)

21. 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)

22. Baumöhl, E. – Lyócsa, Š. – Vašaničová, P. 2024. Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms. International Review of Financial Analysis, 95, p.103416. (link)

1.  Research Agency project no. 09I03-03-V04-00337. Dawn of the Dead? Zombie firms in Slovakia (Fellowships for excellent researchers R2-R4). PI: Eduard Baumöhl. 2024-2026. Budget: 164 636 EUR.

2. APVV-22-0126. Detection of tax manipulations using machine learning and artificial intelligence methods. PI: Eduard Baumöhl. 2023-2026. Budget: 239 989 EUR.

3.  VEGA no. 1/0444/23. Network analysis and modelling of interrelationships on international financial markets. PI: Tomáš Výrost. 2023-2025. Budget: 13 957 EUR (first year).

4.  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) Budget: 4 448 000 CZK + 387 836 CHF  (SNSF).

5.  A FINancial supervision and TECHnology compliance training programme (FINTECH). H2020 no. 825215. PI: Paolo Giudici (University of Pavia). 2019-2020. Budget: 2 500 000 EUR.

6.  GAČR 20-11769S. Financial Networks: Examining Financial Markets Linkages using Network Approach. PI: Tomáš Výrost. 2020-2022. Budget: 6 090 000 CZK (app. 230 000 EUR).

7.  VEGA no. 1/0837/21. Spatial and Temporal Aspects of EU Cohesion Policy: Lessons Learned and Future Perspectives. PI: Eva Výrostová. 2021-2023. Budget (1st year): 7 762 EUR.

8.  VEGA no. 1/0182/20. Measuring corporate efficiency and its determinants. PI: Eduard Baumöhl. 2020-2022. Budget (2nd year): 27 896 EUR.

9.  APVV-18-0335. Systemic risk on financial markets: interconnectedness of financial institutions. PI: Štefan Lyócsa. 2019-2022. Budget: 200 000 EUR.

10.  APVV-18-0310. Corporate efficiency, financial distress and risk behavior in European companies. PI: Tomáš Výrost. 2019-2022. Budget: 196 000 EUR.

11.  VEGA no. 1/0257/18. Volatility density forecasts on financial markets. PI: Štefan Lyócsa. 2018-2020. Budget: 36 701 EUR.

12.  VEGA no. 1/0406/17. Spillovers and forecasting of return volatility on stock markets. PI: Tomáš Výrost. 2017-2019. Budget: 55 228 EUR.

13.  APVV-14-0357. CIMRMAN – Contagion among International Markets: Revisiting Models and Analyzing Networks. PI: Eduard Baumöhl. 2015-2018. Budget: 224 405 EUR.

14.  VEGA č. 1/0402/15. Insolvency of Slovak companies: bankruptcy proceedings, restructuring, and prediction of financial distress. PI: Eduard Baumöhl. 2015-2017. Budget: 40 121 EUR

15.  VEGA č. 1/0392/15. Empirical modelling of contagion in stock markets using networks. PI: Štefan Lyócsa. 2015-2016. Budget: 26 431 EUR.

16.  APVV-0666-11. SMILEE – Stock Market Integration: Learning from Empirical Evidence. PI: Tomáš Výrost. 2012-2014. Budget: 63 371 EUR.

17.  VEGA no. 1/0393/12. The Speed, Volatility and Structural Breaks in Stock Market Integration of CEE Countries. PI: Štefan Lyócsa. 2012-2014. Budget: 24 748 EUR.

18.  VEGA no. 1/0826/11. Stock market integration of developed and V4 markets. PI: Eduard Baumöhl. 2011-2012. Budget: 2 138 EUR.

Memberships in scientific committees

• Member of the evaluation panel HS4 “Individuals, institutions, markets” – National Science Centre, Poland (national grant agency).

• Member of the evaluation panel P403 “Business and Management Science, Financial Econometrics and Operational Research” – Czech Science Foundation (national grant agency).

• Member of the steering committee for the National Bank of Slovakia Governor's Award.

• Editorial board member of the Czech Journal of Economics and Finance.

• Member of the Board of Quality (responsible for the accreditation), University of Economics in Bratislava.

Refereeing activity

Journals: Applied Economics (Taylor & Francis), Czech Journal of Economics and Finance (IES, Charles University in Prague), Eastern European Economics (Taylor & Francis), Economic Change and Restructuring (Springer Nature), Economic Modelling (Elsevier), Economic Systems (Elsevier), Ekonomický časopis (SAV), Emerging Markets Finance and Trade (Taylor & Francis), Energy Economics (Elsevier), Financial Innovation (Springer Nature), Finance Research Letters (Elsevier), International Journal of Finance and Economics (John Wiley & Sons), International Journal of Nonlinear Sciences and Numerical Simulation (De Gruyter), International Review of Economics and Finance (Elsevier), International Review of Financial Analysis (Elsevier), Journal of Banking & Finance (Elsevier), Journal of Economic Interaction and Coordination (Springer Nature), Journal of Financial Stability (Elsevier), Journal of Forecasting (John Wiley & Sons), Mathematics and Computers in Simulation (Elsevier), North American Journal of Economics and Finance (Elsevier), Physica A: Statistical Mechanics and its Applications (Elsevier), Resources Policy (Elsevier).

Others: Czech National Bank Working paper series, IES Working papers, Asia Pacific Management Review (Elsevier), Borsa Istanbul Review (Elsevier), Journal of Behavioral and Experimental Finance (Elsevier), Journal of Multinational Financial Management (Elsevier), The European Journal of Finance (Taylor & Francis), The Singapore Economic Review (World Scientific), Intelligent Systems in Accounting, Finance and Management (John Wiley & Sons), INFINITI Conference on International Finance (2014-2017),

Organized conferences

SEAM 2015, NOeG-SEA 2016, SEAM 2017, SEAM 2018, CES-SEAM 2019, SEAM 2020, SEAM 2021, SEAM 2022, SEAM 2023.