This map shows the geographic impact of Tomáš Výrost's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Tomáš Výrost with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Tomáš Výrost more than expected).
This network shows the impact of papers produced by Tomáš Výrost. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Tomáš Výrost. The network helps show where Tomáš Výrost may publish in the future.
Co-authorship network of co-authors of Tomáš Výrost
This figure shows the co-authorship network connecting the top 25 collaborators of Tomáš Výrost.
A scholar is included among the top collaborators of Tomáš Výrost based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Tomáš Výrost. Tomáš Výrost is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Baumöhl, Eduard, et al.. (2020). From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks. Econstor (Econstor).8 indexed citations
7.
Baumöhl, Eduard & Tomáš Výrost. (2020). Stablecoins as a crypto safe haven? Not all of them!. Econstor (Econstor).10 indexed citations
8.
Lyócsa, Štefan, Eduard Baumöhl, Tomáš Výrost, & Péter Molnár. (2020). Fear of the coronavirus and the stock markets. Finance research letters. 36. 101735–101735.175 indexed citations
9.
Baumöhl, Eduard, et al.. (2020). Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. Econstor (Econstor).3 indexed citations
Baumöhl, Eduard, Evžen Kočenda, Štefan Lyócsa, & Tomáš Výrost. (2017). Networks of volatility spillovers among stock markets. Physica A Statistical Mechanics and its Applications. 490. 1555–1574.70 indexed citations
Lyócsa, Štefan, Eduard Baumöhl, & Tomáš Výrost. (2012). Stock returns and real activity: the dynamic conditional lagged correlation approach. MPRA Paper.
15.
Gazda, Vladimír, et al.. (2011). TRUST AND TRUSTWORTHINESS AS A BEHAVIOURAL SOCIAL NORM. 43(43). 242–265.1 indexed citations
16.
Baumöhl, Eduard, Tomáš Výrost, & Štefan Lyócsa. (2011). Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework. MPRA Paper.
Baumöhl, Eduard, Štefan Lyócsa, & Tomáš Výrost. (2011). Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group. Czech Journal of Economics and Finance. 61(6). 530–544.3 indexed citations
19.
Baumöhl, Eduard & Tomáš Výrost. (2010). Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects. Czech Journal of Economics and Finance. 60(5). 414–425.28 indexed citations
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.