| Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis L Vacha, J Barunik Energy Economics, 2012 | 539 | 2012 |
| Asymmetric connectedness on the US stock market: Bad and good volatility spillovers J Baruník, E Kočenda, L Vácha Journal of Financial Markets 27, 55-78, 2016 | 462 | 2016 |
| Asymmetric volatility connectedness on the forex market J Baruník, E Kočenda, L Vácha Journal of International Money and Finance 77, 39-56, 2017 | 289 | 2017 |
| Gold, oil, and stocks: Dynamic correlations J Baruník, E Kočenda, L Vácha International Review of Economics & Finance 42, 186–201, 2016 | 180 | 2016 |
| Volatility spillovers across petroleum markets J Barunik, K Evzen, L Vacha The Energy Journal 36 (3), 309-329, 2015 | 146 | 2015 |
| Time–frequency dynamics of biofuel–fuel–food system L Vacha, K Janda, L Kristoufek, D Zilberman Energy Economics 40, 233-241, 2013 | 143 | 2013 |
| Modeling and forecasting exchange rate volatility in time-frequency domain J Barunik, T Krehlik, L Vacha European Journal of Operational Research 251 (1), 329–340, 2016 | 122 | 2016 |
| Contagion among Central and Eastern European stock markets during the financial crisis J Baruník, L Vacha Czech J. Econ. Finance 63 63 (5), 443–453, 2013 | 62 | 2013 |
| Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data J Baruník, L Vácha, L Krištoufek IES Working paper, 2011 | 52 | 2011 |
| Realized wavelet-based estimation of integrated variance and jumps in the presence of noise J Barunik, L Vacha Quantitative Finance 15 (8), 1347-1364, 2015 | 47 | 2015 |
| Do co-jumps impact correlations in currency markets? J Barunik, L Vacha Journal of Financial Markets 37, 97-119, 2018 | 28 | 2018 |
| Dynamical agents' strategies and the fractal market hypothesis L Vácha, M Vosvrda Prague Economic Papers 14 (2), 163-170, 2005 | 25 | 2005 |
| Gold, oil, and stocks J Barunik, E Kocenda, L Vacha arXiv preprint arXiv:1308.0210, 2013 | 24 | 2013 |
| Tail Behavior of the Central European Stock Markets during the Financial Crisis. J Barunik, L Vácha, M Vošvrda AUCO Czech Economic Review 4 (3), 2010 | 21 | 2010 |
| Growth cycle synchronization of the Visegrad Four and the European Union L Hanus, L Vácha Empirical Economics, 1-17, 2020 | 18 | 2020 |
| Smart predictors in the heterogeneous agent model J Barunik, L Vacha, M Vosvrda Journal of Economic Interaction and Coordination 4, 163-172, 2009 | 18 | 2009 |
| Heterogeneous agent model with memory and asset price behaviour M Vošvrda, L Vácha Prague Economic Papers 12 (2), 155-168, 2003 | 15 | 2003 |
| How do skilled traders change the structure of the market L Vacha, J Barunik, M Vosvrda International Review of Financial Analysis 23, 66-71, 2012 | 14 | 2012 |
| Heterogeneous agent model and numerical analysis of learning M Vošvrda, L Vácha Bulletin of the Czech Econometric Society 9, 2002 | 12 | 2002 |
| Comovement and disintegration of EU sovereign bond markets during the crisis L Vácha, F Šmolík, J Baxa International Review of Economics & Finance 64, 541-556, 2019 | 10 | 2019 |
Evzen KocendaProfessor of Economics, Charles UniversityVerified email at fsv.cuni.cz
