LYÓCSA, Štefan, prof. Ing., PhD.

LS 2023/24:

Pondelok: 08:45 - 09:30

(po dohode e-mailom)

2005 - 2013 Statistics

2010 - 2015 Microeconomics

2010 - 2011 Quantitative methods in Economics I, II

2014 - 2015 Quantitative methods in Economics I, II

2010 - 2011 Measuring efficiency of production units I, II

2014 - 2015 Measuring efficiency of production units I, II

2006 Informatics

2005, 2007 Business Statistics

2009 Finance and money

2009 Statistical methods

2009 Strategy of financial investments

2013 Financial markets

2013 Microeconomics for post-graduate studies

2014 - Applied Statistics

1. TKÁC, M. - LYÓCSA, Š. 2010. On the evaluation of Six Sigma projects. In: Quality and Reliability Engineering International, 2010, vol. 26, no. 1, s. 115-124.
2. SCHWARTZOVÁ, Z. - LYÓCSA, Š. - BAUMÖHL, E. 2010. Efekt precenenia položiek súvahy na výsledok hospodárenia podnikov. Ekonomický casopis, 2010, roc. 58, c. 4, s. 360-374.
3. BAUMÖHL, E. - LYÓCSA, Š. - VÝROST, T. 2011. Shift Contagion with Endogenously Detected Volatility Breaks: The Case of CEE Stock Markets. Applied Economics Letters, 2011, vol. 18, no. 12, p. 1103-1109.
4. LYÓCSA, Š. - BAUMÖHL, E. - VÝROST, T. 2011. The Stock Markets and Real Economic Activity: New Evidence from CEE. Eastern European Economics, 2011, vol. 49, no. 4, p. 6-23.
5. LYÓCSA, Š. - BAUMÖHL, E. - VÝROST, T. 2011. Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group. Finance a úver - Czech Journal of Economics and Finance, 2011, vol. 61, no. 6, p. 530-544.
6. LYÓCSA, Š. - VÝROST, T. - BAUMÖHL, E. 2012. Stock market networks: the dynamic conditional correlation approach. Physica A: Statistical Mechanics and its Application, 2012, vol. 391, no. 16, p. 4147-4158.
7. ZÁREMBOVÁ, A. - LYÓCSA, Š. - BAUMÖHL, E. 2012. The Real Convergence of CEECountries: A Study of Real GDP per capita. Ekonomický casopis, 2012, roc. 60, c. 6, s. 642-656.
8. PANCUROVÁ, D. - LYÓCSA, Š. 2013. Determinants of commercial banks’ efficiency: Evidence from 11 Central and Eastern European countries. In: Finance a úver – Czech Journal of Economics and Finance, vol. 63, no. 2, p. 152-179.
9. LYÓCSA, I. - LYÓCSA, Š. 2013. Confirmatory Factor Analysis of the Abbreviated Conformity to Feminine Norms Inventory. In: Social Work Research, 2013, vol. 37, no. 4, p.414-422.
10. VÝROST, T. - BAUMÖHL, E. - LYÓCSA, Š. 2013. What Drives the Stock Market Integration in the CEE-3? Ekonomický casopis, 2013, roc. 61, c. 1, s. 67-81.
11. LYÓCSA, Š. 2014. Growth-returns nexus: Evidence from three Central and Eastern European countries. In: Economic Modelling, vol. 42, Október, p. 343-355.
12. BAUMÖHL, E. - LYÓCSA, Š. 2014.Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. Economic Modelling, 2014, vol. 38, p. 175-183.
13. LYÓCSA, Š. - BAUMÖHL, E. 2014. Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility. Finance a úver - Czech Journal of Economics and Finance, 2014, vol. 64, no. 5, p. 352-373.
14. VÝROST, T. - LYÓCSA, Š. - BAUMÖHL, E. 2015. Granger causality stock market networks: Temporal proximity and preferential attachment. Physica A: Statistical Mechanics and its Application, 2015, vol. 427, p. 262-276.
15. LYÓCSA, I. - BAŠISTOVÁ, A. - LYÓCSA, Š. 2015. Conformity to Feminine Norms and Religiousness: A Study of Helping Professionals in Slovakia. In: The British Journal of Social Work, 2015, vol. 45, p. 1172-1189.
16. 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, 2015, vol. 39, 253-268.
17. LYÓCSA, Š. - FEDORKO, I. 2016. What drives intermediation costs? A case of tennis betting market. Applied Economics, 2016, vol. 48 p. 2037-2053.
18. LYÓCSA, Š. - MOLNÁR, P - FEDORKO, I. 2016. Forecasting exchange rate volatility: The Case of the Czech Republic, Hungary and Poland. Czech Journal of Economics and Finance, 2016, 66 p. 453-475.
19. LYÓCSA, Š. - MOLNÁR, P. 2016. Volatility forecasting of strategically linked commodity ETFs: gold-silver. Quantitative Finance, 2016, vol. 12 p. 1809-1822.
20. BAUMÖHL, E. - LYÓCSA, Š. 2017. Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. Finance Research Letters, 2017, accepted.
21. HORVÁTH, R. - LYÓCSA, Š - BAUMÖHL, E. 2017. Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance. European Journal of Finance, in press

• Modeling market volatility, stock markets, modeling relationships via network theory, market spillovers, forecasting market volatility, stock market integration, and financial contagion.

Awards and recognitions:                                                   

• Received two awards of the Slovak Science Grant Agency for excellent research grant
• Chancellor’s price for the best current content paper on the University of Economics in Bratislava, 2010, 2014.
• VÚB Foundation’s price for young economist, 2012
• Price of the Slovak literary fund, 2015
• VÚB Foundation’s price for young economist, 2016