9
H index
9
i10 index
493
Citations
Université Libre de Bruxelles (20% share) | 9 H index 9 i10 index 493 Citations RESEARCH PRODUCTION: 11 Articles 30 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marie Brière. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Bankers, Markets & Investors | 3 |
Working Papers Series with more than one paper published | # docs |
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Working Papers CEB / ULB -- Universite Libre de Bruxelles | 18 |
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles | 5 |
Post-Print / HAL | 2 |
NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
EconomiX Working Papers / University of Paris Nanterre, EconomiX | 2 |
Year | Title of citing document | |
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2023 | Sensitivity to measurement errors of the distance to the efficient frontier. (2023). Vanhems, Anne ; Szafarz, Ariane ; Simar, Leopold ; Briere, Marie. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023017. Full description at Econpapers || Download paper | |
2021 | When it rains, it pours: Multifactor asset management in good and bad times. (2021). Szafarz, Ariane ; Briere, Marie. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:641-669. Full description at Econpapers || Download paper | |
2022 | The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316. Full description at Econpapers || Download paper | |
2021 | The Determinants of the Volatility in Cryptocurrency Markets: The Bitcoin Case. (2021). Akkaya, Murat. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:35:y:2021:i:1:p:87-97. Full description at Econpapers || Download paper | |
2021 | Bitcoin and the South Sea Company: A comparative analysis. (2021). Fernandez, Amilcar Orlian ; Demmler, Michael . In: Revista Finanzas y Politica Economica. RePEc:col:000443:019660. Full description at Econpapers || Download paper | |
2021 | The impacts of cryptocurrencies in the performance of Brazilian stocks portfolios. (2021). Roquete, Raphael ; Campani, Carlos Heitor ; Portelinha, Mateus. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00355. Full description at Econpapers || Download paper | |
2023 | Analyzing the Connection between Energy Prices and Cryptocurrency throughout the Pandemic Period. (2023). Abdulhasanov, Tural ; Akbulaev, Nurkhodzha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-25. Full description at Econpapers || Download paper | |
2022 | The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419. Full description at Econpapers || Download paper | |
2021 | Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20. Full description at Econpapers || Download paper | |
2021 | Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34. Full description at Econpapers || Download paper | |
2021 | Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Sheu, Chwen ; Hsu, Shu-Han ; Yoon, Jiho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711. Full description at Econpapers || Download paper | |
2022 | Multi-player dynamic game model for Bitcoin transaction bidding prediction. (2022). Lu, Binwei ; Li, Shikui ; Wang, Shan ; Yan, Guanghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940821002230. Full description at Econpapers || Download paper | |
2022 | Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?. (2022). Zhang, Yaojie ; He, Mengxi ; Yi, Yongsheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200081x. Full description at Econpapers || Download paper | |
2021 | Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies. (2021). Xie, Tian ; Qiu, Yue ; Wang, Yifan. In: Economics Letters. RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003694. Full description at Econpapers || Download paper | |
2022 | Measuring the impact of digital exchange cyberattacks on Bitcoin Returns. (2022). Ah, Seung ; Milunovich, George. In: Economics Letters. RePEc:eee:ecolet:v:221:y:2022:i:c:s0165176522003676. Full description at Econpapers || Download paper | |
2021 | Diversification benefits in the cryptocurrency market under mild explosivity. (2021). Arvanitis, Stelios ; Anyfantaki, Sofia ; Topaloglou, Nikolas. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:1:p:378-393. Full description at Econpapers || Download paper | |
2021 | Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201. Full description at Econpapers || Download paper | |
2021 | Volatility cascades in cryptocurrency trading. (2021). Tsiakas, Ilias ; Gradojevic, Nikola. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:252-265. Full description at Econpapers || Download paper | |
2022 | Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition. (2022). Conlon, Thomas ; Bessler, Wolfgang ; Adcock, Christopher . In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:24-50. Full description at Econpapers || Download paper | |
2022 | Risk-adjusted investment performance of green and black portfolios and impact of toxic divestments in emerging markets. (2022). Nguyen, Pascal ; Rahat, Birjees. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005527. Full description at Econpapers || Download paper | |
2021 | Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878. Full description at Econpapers || Download paper | |
2021 | Provisioning over the business cycle: Some insights from the microfinance industry. (2021). Tchuigoua, Hubert Tchakoute ; TchakouteTchuigoua, Hubert ; Soumare, Issouf ; Lensink, Robert. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001599. Full description at Econpapers || Download paper | |
2021 | How cryptocurrency affects economy? A network analysis using bibliometric methods. (2021). Wang, Shouyang ; Zhang, Dingxuan ; Li, Xuerong ; Yue, Yao . In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001976. Full description at Econpapers || Download paper | |
2022 | Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?. (2022). Ren, Xiaohang ; Tong, XI ; Wen, Fenghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000898. Full description at Econpapers || Download paper | |
2021 | From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks. (2021). Matkovskyy, Roman ; Bouraoui, Taoufik ; Dowling, Michael ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309894. Full description at Econpapers || Download paper | |
2021 | Bitcoin and liquidity risk diversification. (2021). Zantour, Ahlem ; Guesmi, Khaled ; Ghabri, Yosra. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030012x. Full description at Econpapers || Download paper | |
2021 | The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies. (2021). Klotzle, Marcelo Cabus ; de Souza, Gerson ; Palazzi, Rafael Baptista. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317074. Full description at Econpapers || Download paper | |
2021 | Is Bitcoin really more than a diversifier? A pre- and post-COVID-19 analysis. (2021). Mishra, Tapas ; Duan, Kun ; Huang, Yingying. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000970. Full description at Econpapers || Download paper | |
2022 | COVID-19 pandemic improves market signals of cryptocurrencies–evidence from Bitcoin, Bitcoin Cash, Ethereum, and Litecoin. (2022). Owusu, Phebe Asantewaa ; Ahmed, Maruf Yakubu ; Sarkodie, Samuel Asumadu. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001306. Full description at Econpapers || Download paper | |
2022 | Is it worth to hold bitcoin?. (2022). Kim, Thomas S. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001719. Full description at Econpapers || Download paper | |
2022 | Interest in cryptocurrencies predicts conditional correlation dynamics. (2022). Chuffart, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002956. Full description at Econpapers || Download paper | |
2022 | Bitcoin investments and climate change: A financial and carbon intensity perspective. (2022). Oll, Josua ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005262. Full description at Econpapers || Download paper | |
2022 | Is Bitcoin a hedge? How extreme volatility can destroy the hedge property. (2022). Hossain, Md Zakir ; Hoang, Lai T ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612321005857. Full description at Econpapers || Download paper | |
2022 | Business cycle and cash holdings: Empirical evidence from microfinance institutions. (2022). Durrieu, Franois ; Simo, Christelle ; Tchuigoua, Hubert Tchakoute. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004305. Full description at Econpapers || Download paper | |
2022 | Gender discrimination and lending to women: The moderating effect of an international founder. (2022). Nyarko, Samuel Anokye. In: International Business Review. RePEc:eee:iburev:v:31:y:2022:i:4:s0969593122000014. Full description at Econpapers || Download paper | |
2021 | Does blockchain patent-development influence Bitcoin risk?. (2021). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Hu, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301475. Full description at Econpapers || Download paper | |
2021 | Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture?. (2021). Corbet, Shaen ; Larkin, Charles ; Meegan, Andrew ; Lucey, Brian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301645. Full description at Econpapers || Download paper | |
2021 | The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049. Full description at Econpapers || Download paper | |
2021 | Emerging stock market exuberance and international short-term flows. (2021). Gözgör, Giray ; Gozgor, Giray ; Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001323. Full description at Econpapers || Download paper | |
2022 | Does the world smile together? A network analysis of global index option implied volatilities. (2022). Tang, Jing ; Ryu, Doojin ; Han, Qian ; Chen, Jing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002018. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency price discrepancies under uncertainty: Evidence from COVID-19 and lockdown nexus. (2022). Zhang, Xiaoyu ; Qin, Cong ; Chen, Meichen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000365. Full description at Econpapers || Download paper | |
2022 | Asymmetric, time and frequency-based spillover transmission in financial and commodity markets. (2022). Dar, Arif Billah ; Shah, Adil Ahmad. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494922000020. Full description at Econpapers || Download paper | |
2022 | Extremity in bitcoin market activity. (2022). Pantos, Themis D ; Barkoulas, John T ; Ouandlous, Arav. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000305. Full description at Econpapers || Download paper | |
2021 | The relationship between Bitcoin and resource commodity futures: Evidence from NARDL approach. (2021). An, Che-Lun ; Lin, Mei-Yin . In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003925. Full description at Econpapers || Download paper | |
2021 | Chaotic behavior in gold, silver, copper and bitcoin prices. (2021). Bildirici, Melike ; Sonustun, Bahri. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003950. Full description at Econpapers || Download paper | |
2021 | Exploring the dynamic relationship between Bitcoin and commodities: New insights through STECM model. (2021). Regaieg, Rym ; Bejaoui, Azza ; Mgadmi, Nidhal ; Moussa, Wajdi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004256. Full description at Econpapers || Download paper | |
2022 | Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches. (2022). Ghate, Kshitish ; Mishra, Aswini Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200023x. Full description at Econpapers || Download paper | |
2022 | How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test. (2022). Hong, Yanran ; Ma, Feng ; Wang, LU ; Liang, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003051. Full description at Econpapers || Download paper | |
2022 | Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003075. Full description at Econpapers || Download paper | |
2023 | Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency. (2023). Dar, Arif ; Shah, Adil Ahmad ; Bhanja, Niyati. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005888. Full description at Econpapers || Download paper | |
2022 | Foreign investment in times of COVID-19: How strong is the flight to advanced economies?. (2022). Giofre', Maela. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:64:y:2022:i:c:s1042444x22000068. Full description at Econpapers || Download paper | |
2022 | Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets. (2022). Yoon, Seong-Min ; Kang, Sanghoon ; Troster, Victor ; Hernandez, Jose Areola ; Hanif, Waqas. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001172. Full description at Econpapers || Download paper | |
2021 | Bitcoin versus high-performance technology stocks in diversifying against global stock market indices. (2021). Chan, Stephen ; Chu, Jeffrey ; Zhang, Yuanyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004349. Full description at Econpapers || Download paper | |
2022 | The financial repercussions of military escalation. (2022). Morone, Andrea ; Caferra, Rocco ; Santorsola, Marco. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005210. Full description at Econpapers || Download paper | |
2021 | Microfinance institutions, banking, growth and transmission channel: A GMM panel data analysis from developing countries. (2021). Monsia, Atoke Fredia ; Banto, Jean Michel. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:126-150. Full description at Econpapers || Download paper | |
2021 | Estimating the effect of active management and private equity for defined benefit pension funds. (2021). Marshall, Brooks ; Eades, Kenneth ; Doyle, Joanne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:161-169. Full description at Econpapers || Download paper | |
2021 | Are Cryptocurrencies and African stock markets integrated?. (2021). Odei-Mensah, Jones ; Kumah, Seyram Pearl. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:330-341. Full description at Econpapers || Download paper | |
2021 | Are impact and financial returns mutually exclusive? Evidence from publicly-listed impact investments. (2021). Ledru, Franois-Xavier ; Hudon, Marek ; Bernal, Oscar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:93-112. Full description at Econpapers || Download paper | |
2022 | The determinants of the lending interest rate in a cost-based approach: Theoretical model and empirical analysis. (2022). Amvella, Serge Patrick. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:36-51. Full description at Econpapers || Download paper | |
2022 | Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin. (2022). GUPTA, RANGAN ; Roubaud, David ; Bouri, Elie ; Gkillas, Konstantinos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:398-406. Full description at Econpapers || Download paper | |
2022 | Credit booms and crisis-emergent asset comovement: The problem of latent correlation. (2022). Gimenez, Gabriel A ; Chibane, Messaoud ; Gabriel, Amadeus. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:270-279. Full description at Econpapers || Download paper | |
2022 | Time-varying dependence of Bitcoin. (2022). le Fur, Eric ; Haffar, Adlane. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:211-220. Full description at Econpapers || Download paper | |
2022 | Investors sentiments and the dynamic connectedness between cryptocurrency and precious metals markets. (2022). Oliyide, Johnson A ; Oyewole, Oluwatomisin J ; Fasanya, Ismail O. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:347-364. Full description at Econpapers || Download paper | |
2021 | Connectedness between cryptocurrency and technology sectors: International evidence. (2021). Alqahtani, Faisal ; Trabelsi, Nader ; Umar, Zaghum. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:910-922. Full description at Econpapers || Download paper | |
2021 | International equity U.S. mutual funds and diversification benefits. (2021). Fletcher, Jonathan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:246-257. Full description at Econpapers || Download paper | |
2021 | Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Wanas, Idries Mohammad ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:96-113. Full description at Econpapers || Download paper | |
2022 | A cryptocurrency empirical study focused on evaluating their distribution functions. (2022). Muela, Sonia Benito ; Arguedas-Sanz, Raquel ; Lopez-Martin, Carmen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:387-407. Full description at Econpapers || Download paper | |
2022 | Active or passive portfolio: A tracking error analysis under uncertainty theory. (2022). Huang, Xiaoxia ; Yang, Tingting. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:309-326. Full description at Econpapers || Download paper | |
2021 | Estimating the reaction of Bitcoin prices to the uncertainty of fiat currency. (2021). Wang, Shouyang ; Yang, Xiaolan ; Zhu, Keer ; Jin, Xuejun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000726. Full description at Econpapers || Download paper | |
2022 | Benefits of sectoral cryptocurrency portfolio optimization. (2022). Tomić, Bojan ; Žiković, Saša ; Uljak, Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000034. Full description at Econpapers || Download paper | |
2022 | Benefits of investing in cryptocurrencies when liquidity is a factor. (2022). Quintana, David ; Antoli, Marcos ; Moreno, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001386. Full description at Econpapers || Download paper | |
2022 | Correlation between geopolitical risk, economic policy uncertainty, and Bitcoin using partial and multiple wavelet coherence in P5 + 1 nations. (2022). Bhardwaj, Nav ; Bansal, Pooja ; Singh, Sanjeet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001428. Full description at Econpapers || Download paper | |
2021 | Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution. (2021). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Le, Tn-Lan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312087. Full description at Econpapers || Download paper | |
2021 | Bitcoin: The biggest financial innovation of fourth industrial revolution and a portfolios efficiency booster. (2021). Chang, Hsu-Ling ; Abbas, Syed Kumail ; Naqvi, Bushra ; Li, Jing-Ping. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312099. Full description at Econpapers || Download paper | |
2021 | How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period. (2021). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004212. Full description at Econpapers || Download paper | |
2023 | One Asset Does Not Fit All: Inflation Hedging by Index and Horizon. (2023). King, Thomas B ; D'Amico, Stefania. In: Working Paper Series. RePEc:fip:fedhwp:96038. Full description at Econpapers || Download paper | |
2021 | Liquidity Spill-Overs in Sovereign Bond Market: An Intra-Day Study of Trade Shocks in Calm and Stressful Market Conditions. (2021). TERESIENE, DEIMANTE ; Kanapickiene, Rasa ; Jurksas, Linas. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:35-:d:514849. Full description at Econpapers || Download paper | |
2021 | Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101. Full description at Econpapers || Download paper | |
2022 | Forecasting Bitcoin Spikes: A GARCH-SVM Approach. (2022). Athanasiou, Athanasios Fotios ; Gogas, Periklis ; Papadimitriou, Theophilos. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:4:p:41-766:d:922336. Full description at Econpapers || Download paper | |
2021 | Portfolio Optimalization on Digital Currency Market. (2021). Mazanec, Jaroslav. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:160-:d:529944. Full description at Econpapers || Download paper | |
2021 | Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management. (2021). Bouzgarrou, Houssam ; Dhaoui, Abderrazak ; Yousfi, Mohamed. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:222-:d:554950. Full description at Econpapers || Download paper | |
2021 | Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach. (2021). Al-Mohamad, Somar ; Rashid, Audil ; Bakry, Walid ; El-Kanj, Nasser. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:282-:d:579498. Full description at Econpapers || Download paper | |
2022 | Cryptocurrencies, Diversification and the COVID-19 Pandemic. (2022). Allen, David. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:103-:d:758104. Full description at Econpapers || Download paper | |
2023 | Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375. Full description at Econpapers || Download paper | |
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2022 | Cryptocurrency as an Investment: The Malaysian Context. (2022). Wasiuzzaman, Shaista ; Bee, Thai Siew ; Sukumaran, Shangeetha. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:86-:d:794219. Full description at Econpapers || Download paper | |
2023 | On the Determinants of Bitcoin Returns and Volatility: What We Get from Gets?. (2023). el Montasser, Ghassen ; Messai, Ahlem Selma ; Benhamed, Adel. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1761-:d:1038511. Full description at Econpapers || Download paper | |
2022 | The larger compensation for miners, the higher positive effect on the financial performance of cryptocurrencies. (2022). Ferrat, Yann ; Alfieri, Elise. In: Post-Print. RePEc:hal:journl:hal-03670074. Full description at Econpapers || Download paper | |
2022 | The Shrinkage After the Enlargement? The Effect of Financial Crises and Enlargement on Stock Market Integration in the Euro Area. (2022). Sokolenko, Oleksandra ; Giofr, Maela. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:14:y:2022:i:3:p:33. Full description at Econpapers || Download paper | |
2021 | The Determinants of Bitcoin’s Price: Utilization of GARCH and Machine Learning Approaches. (2021). Du, Guan-Ting ; Chen, Mu-Yen. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10057-7. Full description at Econpapers || Download paper | |
2021 | Measuring Social Performance in Social Enterprises: A Global Study of Microfinance Institutions. (2021). Mersland, Roy ; Randoy, Trond ; Djan, Kwame Ohene ; Beisland, Leif Atle. In: Journal of Business Ethics. RePEc:kap:jbuset:v:171:y:2021:i:1:d:10.1007_s10551-019-04417-z. Full description at Econpapers || Download paper | |
2022 | Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components. (2022). Theodossiou, Panayiotis ; Savva, Christos S ; Ellina, Polina. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01055-x. Full description at Econpapers || Download paper | |
2022 | The Characteristics and Portfolio Behavior of Bitcoin Investors: Evidence from Indirect Cryptocurrency Investments*. (2022). Rink, Kevin ; Lammer, Dominique M ; Hanspal, Tobin ; Hackethal, Andreas. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:4:p:855-898.. Full description at Econpapers || Download paper | |
2021 | Inflación y rendimientos en mercados emergentes: el caso de Argentina || Inflation and returns in emerging markets: the case of Argentina. (2021). Pedroni, Florencia Veronica ; Pesce, Gabriela. In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:32:y:2021:i:1:p:341-375. Full description at Econpapers || Download paper | |
2021 | Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7. Full description at Econpapers || Download paper | |
2022 | Bitcoin: like a satellite or always hardcore? A core–satellite identification in the cryptocurrency market. (2022). Schmitz, Tim ; Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00267-z. Full description at Econpapers || Download paper | |
2021 | Economic Evaluation of Cryptocurrency Investment. (2021). Sakemoto, Ryuta. In: MPRA Paper. RePEc:pra:mprapa:108283. Full description at Econpapers || Download paper | |
2022 | Bitcoin: Future or Fad?. (2022). Tut, Daniel. In: MPRA Paper. RePEc:pra:mprapa:112376. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2011 | Inflation hedging portfolios in different regimes In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 6 |
2009 | Inflation-hedging portfolios in Different Regimes.(2009) In: Working Papers CEB. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2009 | Do Inflation?Linked Bonds Still Diversify? In: European Financial Management. [Full Text][Citation analysis] | article | 21 |
2007 | Do Inflation-Linked Bonds Still Diversify?.(2007) In: Working Papers CEB. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2009 | Do inflation-linked bonds still diversify?.(2009) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2013 | Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky In: Finance. [Full Text][Citation analysis] | article | 14 |
2012 | Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky..(2012) In: Working Papers CEB. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2004 | Perception des risques sur les marchés, construction dun indice élaboré à partir des smiles doptions et test de stratégies In: Revue d'économie politique. [Full Text][Citation analysis] | article | 0 |
2011 | Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Towards Greater Diversification in Central Bank Reserves In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Towards Greater Diversification in Central Bank Reserves.(2015) In: Working Papers CEB. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2008 | No contagion, only globalization and flight to quality In: DULBEA Working Papers. [Full Text][Citation analysis] | paper | 72 |
2012 | No contagion, only globalization and flight to quality.(2012) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | article | |
2012 | No contagion, only globalization and flight to quality.(2012) In: Working Papers CEB. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2012 | No Contagion, only Globalization and Flight to Quality.(2012) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2012 | Rehabilitating the role of active management for pension funds In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
2012 | Rehabilitating the Role of Active Management for Pension Funds.(2012) In: Working Papers CEB. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2013 | Hedging inflation risk in a developing economy: The case of Brazil In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
2013 | Hedging inflation risk in a developing economy: The case of Brazil.(2013) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2015 | Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market In: World Development. [Full Text][Citation analysis] | article | 27 |
2014 | Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market.(2014) In: Working Papers CEB. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2013 | Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based In: Post-Print. [Citation analysis] | paper | 0 |
2014 | Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | Inflation and Individual Equities In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
2021 | Choice Overload? Participation and Asset Allocation in French Employer-Sponsored Saving Plans In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Financing Future Growth: The Need for Financial Innovations In: OECD Journal: Financial Market Trends. [Full Text][Citation analysis] | article | 0 |
2014 | Editors letter In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 0 |
2014 | Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 0 |
2015 | Edito In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 0 |
2006 | A quoi réagit le marchés des obligations privées? In: Working Papers CEB. [Full Text][Citation analysis] | paper | 0 |
2006 | Market Reactions to Central Bank Communication Policies :Reading Interest Rate Options Smiles. In: Working Papers CEB. [Full Text][Citation analysis] | paper | 3 |
2007 | Crisis-Robust Bond Portfolios In: Working Papers CEB. [Full Text][Citation analysis] | paper | 8 |
2008 | Crisis-Robust Bond Portfolios.(2008) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2007 | Yield curve reaction to macroeconomic news in Europe :disentangling the US influence In: Working Papers CEB. [Full Text][Citation analysis] | paper | 3 |
2008 | Do Leveraged Credit Derivatives Modify Credit Allocation? In: Working Papers CEB. [Full Text][Citation analysis] | paper | 0 |
2008 | Volatility Exposure for Strategic Asset Allocation In: Working Papers CEB. [Full Text][Citation analysis] | paper | 36 |
2010 | Volatility exposure for strategic asset allocation.(2010) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2009 | The Revenge of Purchasing Power Parity on Carry Trades during Crises In: Working Papers CEB. [Full Text][Citation analysis] | paper | 10 |
2011 | Investment in Microfinance Equity: Risk, Return, and Diversification Benefits In: Working Papers CEB. [Full Text][Citation analysis] | paper | 2 |
2013 | Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin In: Working Papers CEB. [Full Text][Citation analysis] | paper | 250 |
2015 | Factor-Based v. Industry-Based Asset Allocation: The Contest In: Working Papers CEB. [Full Text][Citation analysis] | paper | 0 |
2010 | Managing Commodity Risk: Can Sovereign Funds Help? In: Working Papers CEB. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team