Matúš Horváth

Masaryk University, Faculty of Economics and Administration - Department of Finance

PhD Student

Lipova 41a

Brno, 60200

Czech Republic

  • Masaryk University, Faculty of Economics and Administration - Department of Finance

    • Email
    • Tel: +421918588885
SCHOLARLY PAPERS

3

DOWNLOADS

312

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

Crypto Havens During War Times? Evidence from the Russian Invasion of Ukraine

Number of pages: 34 Posted: 26 Oct 2022
Filip Hampl, Dagmar Vágnerová Linnertová and Matúš Horváth
Masaryk University, Faculty of Economics and Administration - Department of Finance, Masaryk University, Department Finance, Faculty of Economics and Administration and Masaryk University, Faculty of Economics and Administration - Department of Finance
Downloads 204 (284,966)

Abstract:

Loading...

Bitcoin, Cross-quantilogram, Crypto assets, Invasion of Ukraine, Safe haven

2.

Spectral Risk for Digital Assets

Number of pages: 47 Posted: 22 Apr 2023 Last Revised: 03 May 2023
Meng-Jou Lu, Matúš Horváth, Xingjia Wang and Wolfgang Karl Härdle
Asia University, Masaryk University, Faculty of Economics and Administration - Department of Finance, Humboldt University of Berlin - BRC Blockchain Research Center and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 103 (496,372)

Abstract:

Loading...

Spectral Risk Measure, Value-at-Risk, Expected Shortfall, Digital Assets, CRIX, Portfolio

3.

The Role of ESG Factor in Stock Clustering Based on Risk-Return-Liquidity Dimensions

Number of pages: 51 Posted: 22 Aug 2024
Lucie Staněk Gyönyör, Martin Stachoň, Daniel Stašek and Matúš Horváth
Masaryk University - Department of finance, Masaryk University - Department of finance, Masaryk University - Department of finance and Masaryk University, Faculty of Economics and Administration - Department of Finance
Downloads 5 (1,143,037)

Abstract:

Loading...

ESG, Classification, cluster analysis, SRI, sustainability