BAUMÖHL, Eduard - VÝROST, Tomáš. Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects. In Finance a úvěr : Czech journal of economics and finance. - Praha : UK Praha, Fakulta sociálních věd, 2010. ISSN 0015-1920, 2010, roč. 60, č. 5, s. 414 - 425
Ohlasy:
[3] ONAY, Ceylan – ÜNAL, Gözde. Cointegration and extreme value analyses of BOVESPA and Istanbul stock exchanges [online]. In Social science research network. 2011. Dostupné na internete: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1636183
[3] DEEV, Oleg - KAJUROVÁ, Veronika. The relationship between Czech republic's stock market and stock markets of its major trading partners: the impact of the global financial crisis. In Lessons learned from the financial crisis : proceedings of 13th international conference on finance and banking, 12-13 October 2011, Ostrava, Czech Republic. Karviná : Silesian University, School of Business Administration, 2011. ISBN 978-80-7248-708-0. S. 109-120.
[1] ONAY, Ceylan - ÜNAL, Gözde. Cointegration and extreme value analyses of Bovespa and the Istanbul stock exchange. In Finance a úvěr : Czech journal of economics and finance. - Praha : UK Praha, Fakulta sociálních věd, 2012. ISSN 0015-1920, 2012, roč. 62, č. 1, s. 66-88. Dostupné na internete: http://journal.fsv.cuni.cz/storage/1240_onay.pdf.
[1] DAJCMAN, Silvo. The Dynamics of return comovement and spillovers between the czech and european stock markets in the period 1997-2010. In Finance a úvěr : Czech journal of economics and finance. - Praha : UK Praha, Fakulta sociálních věd, 2012. ISSN 0015-1920, 2012, roč. 62, č. 4, s. 368-390. Dostupné na internete: http://journal.fsv.cuni.cz/storage/1254_368-390---dajcman.pdf.
[3] KORHONEN, Iika - PERESETSKY, Anatoly. What determines stock market behavior in Russia and other emerging countries? In BOFIT discussion papers 4/2013. Helsinki : Suomen Pankki, 2013. ISSN 1456-5889. Dostupné na internete: http://www.suomenpankki.fi/bofit_en/tutkimus/tutkimusjulkaisut/dp/Documents/2013/dp0413.pdf.
[3] KUDRYAVTSEV, Andrey - COHEN, Gil - PAVLODSKY, Julia. Incorporating weekend information in stock prices: evidence from Israeli stock market. In Journal of finance and investment analysis. Herts [Veľká Británia] : Scienpress Ltd, 2012. ISSN 2241-0996. 2012, vol. 1, no. 4, p. 1-14. Dostupné na internete: http://www.scienpress.com/Upload/JFIA/Vol%201_4_1.pdf.
[1] OLBRYŚ, Joanna. Price and volatility spillovers in the case of stock markets located in different time zones. In Emerging markets finance and trade. ISSN 1510-496X. 2013, vol. 49, no. SUPPL. 2, p. 145-157.
[1] SUBHA, M.V. - NAMBI, T.S. Investigating causal relationship between Indian and American stock markets. In Life science journal. ISSN 1097-8135. 2013, vol. 10, no. 3 (july 2013), p. 97-101.
[3] BASHIR, Beenish - ZEB, Shumaila. Holiday effect of east asian markets reciprocally. In Journal of economics, business and management. Singapore : International association of computer science and information technology press, 2015 [publikované online 2013]. ISSN 2301-3567. 2015, vol. 3, no. 2, p. 257-262. Dostupné na: http://www.joebm.com/papers/190-W10005.pdf
[3] OLBRYŚ, Joanna. Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach. In Dynamic econometric models. Toruń : Nicolaus Copernicus University, 2013. ISSN 1234-3862. 2013, vol. 13, s. 33-50. Dostupné na: http://wydawnictwoumk.pl/czasopisma/index.php/DEM/article/view/DEM.2013.002/2911
[3] AKPAN, Sunday Brownson - VINCENT PATRICK, Ini-mfon - EDET, Glory Emmanuel - JOHN, Daniel Etim. Analysis of price transmission of fresh tomato and pineapple in the rural and urban markets of Akwa Ibom State, Nigeria. In American journal of agriculture and forestry. New York : Science Publishing Group, 2014. ISSN 2330-8583. 2014, vol. 2, no. 3, p. 66-78. Dostupné na. http://article.sciencepublishinggroup.com/pdf/10.11648.j.ajaf.20140203.13.pdf
[3] AKPAN, Sunday Brownson - UDOH, Edet Joshua - UDO, Udoro Jacob. Monthly price analysis of cowpea (beans) and maize in Akwa Ibom State, Southern Nigeria. In International journal of food and agricultural economics (IJFAEC). Muğla : Muğla Sıtkı Koçman University, 2014. ISSN 2147-8988. 2014, vol. 2, no. 2, p. 65-86. Dostupné na: http://www.foodandagriculturejournal.com/vol2.no2.pp65.pdf
[3] BROWNSON, Sunday - VINCENT, Ini-mfon - JAMES, Samuel - UDO, Udoro J. Monthly price analysis of cassava derivatives in rural and urban markets of Akwa Ibom State, Southern Nigeria. In Agricultural science. Toronto : Science and education centre of North America, 2014. ISSN 2291-4471. 2014, vol. 2, no. 1, p. 48-68. Dostupné na: http://www.todayscience.org/AS/article/as.v2i1p48.pdf
[1] OLBRYŚ, Joanna - MAJEWSKA, Elżbieta. Granger causality analysis of the CEE stock markets including nonsynchronous trading effects. In Argumenta oeconomica. Wrocław : Wrocław University of Economics, 2013. ISSN 1233-5835. 2013, vol. 31, no. 2, p. 151-172.
[3] KOČENDA, Evžen - ČERNÝ, Alexandr. Elements of time series econometrics : an applied approach. 2nd ed. Prague : KAROLINUM, 2014. 220 s. ISBN 978-80-246-2315-3.
[3] OLBRYŚ, Joanna - MAJEWSKA, Elżbieta. On some empirical problems in financial databases. In Pensee journal. 2014, vol. 76, no. 9, p. 2-9 (online). Dostupné na: http://www.jolbrys.republika.pl/Olbrys_Majewska_Pensee%5B2%5D.pdf
[3] OLBRYŚ, Joanna - MAJEWSKA, Elżbieta. Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe. In Operations research and decisions. ISSN 2081-8858. 2014, no. 1, p. 56-70. Dostupné na: http://orduser.pwr.wroc.pl/DownloadFile.aspx?aid=1075
[3] MUNTEANU, Anca - FILIP, Angela - PECE, Andreea. Stock market globalization: the case of emerging european countries and the US. In Procedia Economics and Finance : Emerging markets queries in finance and business (EMQ 2013). ISSN 2212-5671. 2014, vol. 15, p. 91-99. Dostupné na: http://www.sciencedirect.com/science/article/pii/S2212567114004523
[3] EDET, Glory E. - AKPAN, Sunday B. - PATRICK, Ini-mfon V. Assessment of price transmission and market integration of pawpaw and leafy telfairia in Akwa Ibom State, Nigeria. In American journal of experimental agriculture. ISSN 2231-0606. 2014, vol. 4, no. 11, p. 1367-1384. Dostupné na: http://www.sciencedomain.org/download.php?f=Edet4112014AJEA10839_1.pdf&aid=5003&type=a
[3] DAVNIS, Valerij Vladimirovič - KUBYŠKINA, Marija Aleksandrovna. Obzor literatury na temu vzaimovlijanija mirovogo i nacionaľnogo fondovych rynkov. In Apriori : elektronnyj naučnyj žurnal : serija Gumanitarnye nauki. ISSN 2309-9208. 2014, no. 4, 10 p. (online). Dostupné na: http://apriori-journal.ru/seria1/4-2014/Davnis-Kubyshkina.pdf
[1] ADAM, Michal - BANBULA, Piotr - MARKUN, Michal. International Dependence and Contagion across Asset Classes: The Case of Poland. In FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE. ISSN 0015-1920, 2015, vol. 65, no. 3, pp. 254-270., Registrované v: WOS
[3] WU, Congsheng - CHEN, Ke. Return transmissions between ADRs and A-shares of dual-listed chinese firms. In Managerial finance. ISSN 0307-4358. 2015, vol. 41, no. 5, p. 465-479.
[1] KORHONEN, Iikka - PERESETSKY, Anatoly. What Influences Stock Market Behavior in Russia and Other Emerging Countries? In EMERGING MARKETS FINANCE AND TRADE. ISSN 1540-496X, 2016, vol. 52, no. 5, pp. 1210-1225., Registrované v: WOS
[1] STOLBOV, Mikhail. Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR. In International Economics and Economic Policy. ISSN 1612-4804, 2017, 14, 1, pp. 119-152., Registrované v: SCOPUS
[3] HASNI. Causality analysis of tin price in BKDI and LME and export policy on the Indonesian tin export performance. In Buletin Ilmiah Litbang Perdagangan, ISSN 1979-9187, 2015, vol. 9, no. 2, pp. 201-220.
[3] BERK, Cem. Managing real estate exposure: an empirical analysis on interest rate risk. In Economic and social development : book of proceedings : 17th International scientific conference on Economic and social development - Managerial issues in modern business : Warsaw, 20-21 October 2016. - Varazdin : Development and entrepreneurship agency, 2016. ISSN 1849-7535, pp. 217-228.
[1] HAYAT, Farah - PIRZADA, Muhammad Daniel Saeed - KHAN, Abid Ali. The validation of Granger causality through formulation and use of finance-growth-energy indexes. In RENEWABLE & SUSTAINABLE ENERGY REVIEWS. 2018, vol. 81, no., pp. 1859-1867. ISSN 1364-0321., Registrované v: WOS, SCOPUS
[3] BERK, Cem. Managing Real Estate Exposure: An Empirical Analysis on Interest Rate Risk. In: Journal of Financial Risk Management. 2017, vol. 6, no. 3, pp. 256-268. ISSN 2167-9533.
[3] PASKALEVA, Mariya - STOITSOVA-STOYKOVA, Ani. Linkages and Efficiency Between iTraxx Europe and Financial Market Dynamics in South-East Europe Capital Markets in Post-crisis Period. In: International Journal of Economics and Financial Issues. 2017, vol. 7, no. 3, pp. 172-179. ISSN 2146-4138.
[3] KATHPALIA, Aditi - NAGARAJ, Nithin. Causality Testing: A Data Compression Framework [online]. In ArXiv working paper no. 1710-04538 [cit. 2018-05-14]. Dostupné na: https://arxiv.org/pdf/1710.04538.pdf
[1] OLBRYS, Joanna - MAJEWSKA, Elzbieta. Asymmetry Effects in Volatility on the Major European Stock Markets: the EGARCH Based Approach. In QUANTITATIVE FINANCE AND ECONOMICS. 2017, vol. 1, no. 4, pp. 411-427. ISSN 2573-0134., Registrované v: WOS
[1] KATHPALIA, Aditi - NAGARAJ, Nithin. Data-based intervention approach for Complexity-Causality measure. In PEERJ COMPUTER SCIENCE. ISSN 2376-5992, 2019., Registrované v: WOS, SCOPUS
[3] GRIGORYEV, R. A. Non-synchronous time series is the main reason of US stock exchanges leadership in classic econometric models. In Actual Problems of Economics and Law , 2018, vol. 12, no. 2, pp. 241–255. DOI: http:// dx.doi.org/10.21202/1993-047X.12.2018.2.241-255. Dostupné na: http://www.apel.ieml.ru/storage/archive_articles/9851.pdf
[3] SEKULA, Paweł. Causality Analysis Between Stock Market Indices. In Financial Sciences. Nauki o Finansach, 2019, vol. 24, no. 1, pp. 74-93. Dostuné na: https://web.a.ebscohost.com/abstract?direct=true&profile=ehost&scope=site&authtype=crawler&jrnl=20805993&AN=135192820&h=66DZtGY7eFhBN8ozhlkfBN
[3] TREGUB, I. V. - DAUTOVA, A. A. Strategies of decision-making in financial markets." In Inclusive Development of Society: Proceedings of the 6th International Conference on Management and Technology in Knowledge, Service, Tourism & Hospitality (SERVE 2018). London: CRC Press, 2020, ISBN 978-1-138-33476-2, pp. 285-292. Dostupné na: https://books.google.sk/books?hl=en&lr=&id=JgPpDwAAQBAJ&oi=fnd&pg=PA285&ots=oLfnITI0ZH&sig=CNFqPTuP9jpfrvx6tZUlvWg-Mk8&redir_esc=y#v=onepage&q=baum&f=false
[1] ZHU, Pengfei - TANG, Yong - WEI, Yu - LU, Tuantuan. Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. In ENERGY. ISSN 0360-5442, 2021, vol. 231. Dostupné na: https://doi.org/10.1016/j.energy.2021.120949., Registrované v: WOS, SCOPUS
[1] AKHTARUZZAMAN, Md - BOUBAKER, Sabri - UMAR, Zaghum. COVID–19 media coverage and ESG leader indices. In Finance Research Letters. ISSN 15446123, 2022-03-01, 45. Dostupné na: https://doi.org/10.1016/j.frl.2021.102170., Registrované v: SCOPUS, WOS, CCC
[3] JOSHI, Nisarg A et al. CAUSALITY AND COINTEGRATION AMONG STOCK MARKET INDICES: A STUDY OF DEVELOPED MARKETS WITH SENSEX. In International Journal of Accounting & Finance Review, 2021, ISSN 2576-1293, vol. 7, no. 1, pp. 31-52. Dostupné na: https://www.cribfb.com/journal/index.php/ijafr/article/view/1172
[3] ATICI USTALAR, Sinem - ŞANLISOY, Selim. COVID-19 Krizi’nin Türkiye ve G7 Ülkelerinin Borsa Oynaklıkları Üzerindeki Etkisi. In Eskişehir Osmangazi Üniversitesi İktisadi ve İdari Bilimler Dergisi, 2021, ISSN 1306-6293, vol. 16, no. 2, pp. 446-462. Dostupné na: https://dergipark.org.tr/en/pub/oguiibf/issue/62600/884895
[3] JOSHI, Nisarg A. - JOSHI, Mruga. Co-Integration and Causality Among Stock Market Indices: A Study of 35 Indices Across 5 Continents. In SCMS Journal of Indian Management, 2021, ISSN 0973-3167‎, vol. 18, no. 1, pp. 131-153. Dostupné na: https://www.proquest.com/docview/2542753590?pq-origsite=gscholar&fromopenview=true
[3] CHAKRABARTI, Arnab - SEN, Rituparna. Limiting Spectral Distribution of High-dimensional Hayashi-Yoshida Estimator of Integrated Covariance Matrix. In arXiv:2201.00119, 2022, pp. 1-27. Dostupné na: https://arxiv.org/abs/2201.00119
IGBAIFUA, Eghieobomhe Wilson - ADENIYI, Olawamiwa Reuben. Price Transmission and Market Integration of Cassava Root and Yam Tuber in Oyo State, Nigeria. In International Journal of Scientific & Engineering Research, 2020, ISSN 2229-5518, vol. 11, no. 7, pp. 1378-1389. Dostupné na: https://www.ijser.org/onlineResearchPaperViewer.aspx?Price-Transmission-and-Market-Integration-of-Cassava-Root-and-Yam-Tuber-in-Oyo-State-Nigeria.pdf
BARI, Kamrul. Causality among Stock Returns of Major South Asian Markets. In International Journal of Management and Accounting, 2022, ISSN 2707-4641, vol.4, no. 5, pp. 89-96.
LU, Yixiao et al. Interpretability Meets Generalizability: A Hybrid Machine Learning System to Identify Nonlinear Granger Causality in Global Stock Indices. In Advances in Knowledge Discovery and Data Mining. PAKDD 2023. Lecture Notes in Computer Science, vol 13936. Cham: Springer, ISBN 978-3-031-33376-7, 2023, pp. 322-334. Dostupné na: https://doi.org/10.1007/978-3-031-33377-4_25