Do co-jumps impact correlations in currency markets? Jozef Baruník; Lukáš Vácha Journal of Financial Markets 2018 37, 97-119 open access
Measurement of common risks in tails: A panel quantile regression model for financial returns Jozef Baruník; František Čech Journal of Financial Markets 2021 52, 100562
Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers Jozef Baruník; Evžen Kočenda; Lukáš Vácha Journal of Financial Markets 2016 27, 55-78