Scientific-pedagogical characteristics of the person
Second degree of higher education
Study field and programme: Economics and management, 2006, Faculty of Business Economy of the University of Economics in Bratislava with seat in Košice
Third degree of higher education
Study field and programme: Economics and management, 2009, Faculty of Business Economy of the University of Economics in Bratislava with seat in Košice
Associate professor
Study field and programme: Economics and management, 2014, Faculty of Business Economy of the University of Economics in Bratislava with seat in Košice
Current and previous employment
Assistant professor
Faculty of Business Economy of the University of Economics in Bratislava with seat in Košice
2009-2013
Associate professor
Faculty of Business Economy of the University of Economics in Bratislava with seat in Košice
2014-2015
researcher
Institute of Economics and Management, University of Economics in Bratislava
2015-2019
researcher
Faculty of Commerce, University of Economics in Bratislava
2019-2021
Associate professor
Faculty of Commerce, University of Economics in Bratislava
2021-current
Overview of activities within the teaching career at the university
Number of defended theses
Overview of the research/artistic/other outputs
The most significant research/artistic/other outputs
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.
Lyócsa, Š., Výrost, T., Baumöhl, E. (2012). Stock market networks: The dynamic conditional correlation approach. Physica A: Statistical Mechanics and its Applications, 391(16), 4147-4158.
Baumöhl, E., Lyócsa, Š. (2014). Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. Economic Modelling, 38, 175-183.
Výrost, T., Lyócsa, Š., Baumöhl, E. (2015). Granger causality stock market networks: Temporal proximity and preferential attachment. Physica A: Statistical Mechanics and its Applications, 427, 262-276.
Výrost, T., Lyócsa, Š., Baumöhl, E. (2019). Network-based asset allocation strategies. The North American Journal of Economics and Finance, 47, 516-536.
The most significant research/artistic/other outputs over the last six years
Lyócsa, Š., Baumöhl, E., Výrost, T., & Molnár, P. (2020). Fear of the coronavirus and the stock markets. Finance research letters, 36, 101735.
Baumöhl, E., Bouri, E., Shahzad, S. J. H., & Výrost, T. (2022). Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. Economic Modelling, 109, 105775.
Lyócsa, Š., Baumöhl, E., & Výrost, T. (2022). YOLO trading: Riding with the herd during the GameStop episode. Finance Research Letters, 46, 102359.
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, 103416.
Baumöhl, E., & Lyócsa, Š. (2025). α-threshold networks in credit risk models. Quantitative Finance, 1-23.
The most significant citations corresponding to the research/artistic/other outputs
APVV-14-0357. Nákaza na medzinárodných trhoch: revidovanie modelov a analýza sietí (CIMRMAN – Contagion among International Markets: Revisiting Models and Analyzing Networks). Vedúci projektu: doc. Ing. Eduard Baumöhl, PhD. (doba riešenia: 2015-2018). Rozpočet: 224 405 EUR
APVV-18-0310. Efektívnost, finančná tieseň a rizikové správanie Európskych podnikov. Vedúci projektu: doc. Ing. Tomáš Výrost, PhD. (doba riešenia: 2019-2022). Rozpočet: 196 000 EUR
VEGA č. 1/0182/20. Meranie podnikovej efektívnosti a jej determinanty. Vedúci projektu: doc. Ing. Eduard Baumöhl, PhD. (doba riešenia: 2020-2022). Rozpočet: 15 489 EUR (prvý rok riešenia)
APVV-18-0335. Systémové riziko na finančných trhoch: prepojenia medzi finančnými inštitúciami. Vedúci projektu: doc. Ing. Štefan Lyócsa, PhD. (doba riešenia: 2019-2022). Rozpočet: 200 000 EUR
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.
Participation in conducting (leading) the most important research projects or art projects over the last six years
APVV-14-0357. Nákaza na medzinárodných trhoch: revidovanie modelov a analýza sietí (CIMRMAN – Contagion among International Markets: Revisiting Models and Analyzing Networks). Vedúci projektu: doc. Ing. Eduard Baumöhl, PhD. (doba riešenia: 2015-2018). Rozpočet: 224 405 EUR
APVV-18-0310. Efektívnost, finančná tieseň a rizikové správanie Európskych podnikov. Vedúci projektu: doc. Ing. Tomáš Výrost, PhD. (doba riešenia: 2019-2022). Rozpočet: 196 000 EUR
VEGA č. 1/0182/20. Meranie podnikovej efektívnosti a jej determinanty. Vedúci projektu: doc. Ing. Eduard Baumöhl, PhD. (doba riešenia: 2020-2022). Rozpočet: 15 489 EUR (prvý rok riešenia)
APVV-18-0335. Systémové riziko na finančných trhoch: prepojenia medzi finančnými inštitúciami. Vedúci projektu: doc. Ing. Štefan Lyócsa, PhD. (doba riešenia: 2019-2022). Rozpočet: 200 000 EUR
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.
Overview of organizational experience related to higher education and research/artistic/other activities
Board member and fellows
Slovak Economic Association
2014-current
President
Slovak Economic Association
2021-2022
Evaluation panel member for Economics and Management
Acreditation committee
2016-2017
Editorial board member
Finance a uver - Czech Journal of Economics and Finance
2020-current
evaluation panel member
GAČR - Czech grant agency + NCN - Polish grant agency
2021-current
