| Publications: |
Assaf, A. & Kristoufek, L & Demir, E. & Mitra, S.K..: Market Efficiency in the Art Markets Using a Combination of Long Memory, Fractal Dimension, and Approximate Entropy Measures
Avdulaj, K. & Kristoufek, L.: On tail dependence and multifractality
Bank-sourced credit transition matrices: Estimation and characteristics
Bank-Sourced Transition Matrices: Are Banks’ InternalCredit Risk Estimates Markovian?
Bouri, E. & Shahzad, S.J.H. & Roubaud, D. & Kristoufek, L. & Lucey, B.: Bitcoin, gold, and commodities as safe-havens for stock indices: New insight through wavelet analysis
Consistency of Banks’ Internal Probability of Default Estimates: Empirical Evidence from the COVID-19 Crisis
Corporate social responsibility and stock prices after the financial crisis: The role of strategic CSR activities
Credit Rating Downgrade Risk on Equity Returns
Do 'complex' financial models really lead to complex dynamics? Agent-based models and multifractality
Does parameterization affect the complexity of agent-based models?
Estimation of heuristic switching in behavioral macroeconomic models
Estimation of heuristic switching in behavioral macroeconomic models
Ferreira, P. & Kristoufek, L. & Pereira, E.: DCCA and DMCA correlations of cryptocurrency markets
Fil, M. & Kristoufek, L.: Pairs Trading in Cryptocurrency Markets
Fundamental and speculative components of the cryptocurrency pricing dynamics
Is the Hamilton Regression Filter Really Superior to Hodrick-Prescott Detrending?
Ji, Q. & Bouri, E. & Kristoufek, L. & Lucey, B.: Realised volatility connectedness among Bitcoin exchange markets
Ji, Q. & Bouri, E. & Roubaud, D. & Kristoufek, L.: Information interdependence among energy, cryptocurrencies and major commodity markets
Kristoufek, L.: Bitcoin and its mining on the equilibrium path
Kristoufek, L.: Grandpa, Grandpa, Tell Me the One About Bitcoin Being a Safe Haven: New Evidence From the COVID-19 Pandemic
Kristoufek, L.: Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws
Kristoufek, L.: On the role of stablecoins in cryptoasset pricing dynamics
Kristoufek, L.: Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets
Nash Q-learning agents in Hotelling's model: Reestablishing equilibrium
Notes on the Neglected Premisses of the Hodrick-Prescott Detrending and the Hamilton Regression Filter
Quantifying Endogeneity of Cryptocurrency Markets
Quantifying Endogeneity of Cryptocurrency Markets
Reconsidering Hodrick-Prescott Detrending and Its Smoothing Parameter
Shahzad, S.J.H. & Bouri, E. & Kristoufek, L. & Saeed, T.: Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers
Shahzad, S.J.H. & Bouri, E. & Roubaud, D. & Kristoufek, L. & Lucey, B.: Is Bitcoin a better safe-haven investment than gold and commodities?
Shahzad, S.J.H. & Bouri, E. & Roubaud, D. & Kristoufek, L.: Hedging assets for G7 stock markets: Gold versus Bitcoin
Simulated maximum likelihood estimation of agent-based models in economics and finance
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