Shaen Corbet : Citation Profile


Are you Shaen Corbet?

Dublin City University (80% share)
University of Waikato (20% share)

5

H index

4

i10 index

273

Citations

RESEARCH PRODUCTION:

37

Articles

2

Papers

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 45
   Journals where Shaen Corbet has often published
   Relations with other researchers
   Recent citing documents: 197.    Total self citations: 15 (5.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco725
   Updated: 2020-08-09    RAS profile: 2020-07-28    
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Relations with other researchers


Works with:

lucey, brian (13)

Larkin, Charles (10)

Sensoy, Ahmet (4)

Twomey, Cian (3)

Gurdgiev, Constantin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Shaen Corbet.

Is cited by:

Bouri, Elie (20)

GUPTA, RANGAN (19)

Fernandez Bariviera, Aurelio (9)

Lau, Chi Keung (7)

Tiwari, Aviral (6)

Gözgör, Giray (6)

Demir, Ender (5)

Baumohl, Eduard (4)

Roubaud, David (4)

Salisu, Afees (4)

Caporale, Guglielmo Maria (4)

Cites to:

lucey, brian (46)

Bollerslev, Tim (22)

Bouri, Elie (18)

Larkin, Charles (15)

Engle, Robert (15)

Fry, John (14)

Roubaud, David (12)

GUPTA, RANGAN (12)

Molnár, Peter (10)

Asongu, Simplice (9)

Spagnolo, Nicola (9)

Main data


Where Shaen Corbet has published?


Journals with more than one article published# docs
Finance Research Letters9
International Journal of Economics and Financial Issues4
International Review of Financial Analysis4
Research in International Business and Finance4
Economics Letters3
The Quarterly Review of Economics and Finance2
Journal of International Financial Markets, Institutions and Money2

Recent works citing Shaen Corbet (2020 and 2019)


YearTitle of citing document
2018Bitcoin Risk Modeling with Blockchain Graphs. (2018). Kantarcioglu, Murat ; Gel, Yulia ; Dixon, Matthew ; Akcora, Cuneyt. In: Papers. RePEc:arx:papers:1805.04698.

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2018Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness. (2018). Milunovich, George. In: Papers. RePEc:arx:papers:1809.03072.

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2019An analysis of cryptocurrencies conditional cross correlations. (2019). Fernandez Bariviera, Aurelio ; Martinez-Ibanez, Oscar ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:1811.08365.

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2019The Anatomy of a Cryptocurrency Pump-and-Dump Scheme. (2019). Livshits, Benjamin ; Xu, Jiahua. In: Papers. RePEc:arx:papers:1811.10109.

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2019A bibliometric analysis of Bitcoin scientific production. (2019). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:1906.08933.

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2020Allowance prices in the EU ETS -- fundamental price drivers and the recent upward trend. (2019). Pahle, Michael ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1906.10572.

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2019A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2019Deep convolutional autoencoder for cryptocurrency market analysis. (2019). Puzyrev, Vladimir. In: Papers. RePEc:arx:papers:1910.12281.

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2019A Gated Recurrent Unit Approach to Bitcoin Price Prediction. (2019). Basu, Meheli ; Kumar, Saket ; Dutta, Aniruddha . In: Papers. RePEc:arx:papers:1912.11166.

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2020One model does not fit all: a multi-scale analysis of eighty-four cryptocurrencies. (2020). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:2003.09720.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

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2019Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gomez-Gonzalez, Jose ; Gómez-Pineda, Javier ; Yanquen, Eduardo ; Suarez, Nicolas ; Rojas, Daniel ; Osorio, Daniel ; Machado, Clara ; Bernal, Joaquin ; Arango, Carlos . In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:y:2019:i:92:p:1-37.

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2018Modélisation de la prévision du stress financier du système bancaire des pays de lUEMOA: Evidence empirique du rôle des facteurs institutionnels. (2018). Anatole, Kpego Didier. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:3:p:264-277.

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2018Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness. (2018). Milunovich, George. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:551-563.

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2020One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns. (2020). Smales, Lee Alan. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:118-132.

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2019Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns. (2019). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7917.

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2020Cross-Country Co-Movement between Bitcoin Exchanges: A Cultural Analysis. (2020). Kang, Woo-Young ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8076.

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2020Cyber-Attacks and Cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8124.

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2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Kang, Woo-Young ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324.

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2020Comovement and Instability in Cryptocurrency Markets. (2020). De Pace, Pierangelo ; Rao, Jayant ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1012.

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2019Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gómez-Pineda, Javier ; suarez -Eduardo, Nicolas ; osorio -Daniel, Daniel ; leon -Clara, Carlos ; gomez -Javier, Jose E ; arango -Joaquin, Carlos. In: Revista ESPE - Ensayos Sobre Política Económica. RePEc:col:000107:017629.

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2019Do Fundamentals Drive Cryptocurrency Prices?. (2019). Korniotis, George ; Delikouras, Stefanos ; Bhambhwani, Siddharth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13724.

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2018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Azeez, Rasheed ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0051.

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2018Predicting the stock prices of G7 countries with Bitcoin prices. (2018). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0054.

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2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

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2019Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2019). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:660.

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2019Some economic consequences of the GDPR. (2019). , Darcy ; Potts, Jason ; Markey-Towler, Brendan ; Berg, Chris. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00834.

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2019Was there a bubble in the ICO market?. (2019). Stolbov, Mikhail. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00673.

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2019In search for stability in crypto-assets: are stablecoins the solution?. (2019). Pinna, Andrea ; Klemm, Jonas ; Bullmann, Dirk. In: Occasional Paper Series. RePEc:ecb:ecbops:2019230.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

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2020Common risk factors in the returns on cryptocurrencies. (2020). Cui, Guowei ; Liang, Xuan ; Liu, Weiyi. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:299-305.

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2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. (2020). Krištoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:212-224.

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2019Detecting exchange rate contagion using copula functions. (2019). Gomez-Gonzalez, Jose ; Cubillos-Rocha, Juan ; Melo-Velandia, Luis F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:13-22.

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2019Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867.

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2019Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120.

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2019Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56.

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2019Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises. (2019). Charfeddine, Lanouar ; al Refai, Hisham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300841.

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2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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2020A new method to verify Bitcoin bubbles: Based on the production cost. (2020). Zhao, Lei ; Liu, Qing ; Xiong, Jinwu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303602.

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2020Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

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2018Return, volatility and shock spillovers of Bitcoin with energy and technology companies. (2018). Symitsi, Efthymia ; Chalvatzis, Konstantinos J. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:127-130.

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2018Optimal vs naïve diversification in cryptocurrencies. (2018). Platanakis, Emmanouil ; Urquhart, Andrew ; Sutcliffe, Charles. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:93-96.

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2018Are generalized spillover indices overstating connectedness?. (2018). Beaumont, Paul ; Srivastava, Anuj ; Norrbin, Stefan C ; Thomas, . In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:131-134.

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2018Bitcoin risk modeling with blockchain graphs. (2018). Akcora, Cuneyt Gurcan ; Kantarcioglu, Murat ; Gel, Yulia R ; Dixon, Matthew F. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:138-142.

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2018Asymmetric volatility in cryptocurrencies. (2018). Baur, Dirk G ; Dimpfl, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:148-151.

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2019Does twitter predict Bitcoin?. (2019). Shen, Dehua ; Wang, Pengfei ; Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:118-122.

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2019Portfolio management with cryptocurrencies: The role of estimation risk. (2019). Urquhart, Andrew ; Platanakis, Emmanouil. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:76-80.

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2019Bitcoin price growth and Indonesias monetary system. (2019). Setiawan, Iwan ; Rahman, Eki R ; Narayan, Seema. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:364-376.

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2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2019The role of bitcoin in well diversified portfolios: A comparative global study. (2019). Moro, Andrea ; Kajtazi, Anton. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:143-157.

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2019Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?. (2019). GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:29-36.

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2019The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:21-34.

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2019Today I got a million, tomorrow, I dont know: On the predictability of cryptocurrencies by means of Google search volume. (2019). Dimpfl, Thomas ; Bleher, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:147-159.

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2019The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242.

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2019Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272.

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2019Is Bitcoin a better safe-haven investment than gold and commodities?. (2019). lucey, brian ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:322-330.

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2019Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. (2019). Zhang, Hanxiong ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:49-57.

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2019Giver and the receiver: Understanding spillover effects and predictive power in cross-market Bitcoin prices. (2019). Jayasekera, Ranadeva ; Gillaizeau, Marc ; Volokitina, Evgeniia ; Parhi, Mamata ; Mishra, Tapas ; Maaitah, Ahmad. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:86-104.

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2019Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?. (2019). Kokoszczyński, Ryszard ; Ziba, Damian ; Ledziewska, Katarzyna ; Kokoszczyski, Ryszard. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:102-125.

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2019The adaptive market hypothesis in the high frequency cryptocurrency market. (2019). Zhang, Yuanyuan ; Chu, Jeffrey ; Chan, Stephen. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:221-231.

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2020Sovereign wealth funds: Past, present and future. (2020). Bahoo, Salman ; Paltrinieri, Andrea ; Alon, Ilan. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918308068.

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2018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets. (2018). Al-Yahyaee, Khamis Hamed ; Yoon, Seong-Min ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:228-234.

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2018Semi-strong efficiency of Bitcoin. (2018). Ibáñez, Ana ; Ibaez, Ana ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:259-265.

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2019The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test. (2019). Gözgör, Giray ; Demir, Ender ; Downing, Gareth ; Dastgir, Shabbir ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:160-164.

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2019Cryptocurrency-portfolios in a mean-variance framework. (2019). Mestel, Roland ; Brauneis, Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:259-264.

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2019What determines bitcoin exchange prices? A network VAR approach. (2019). Abu-Hashish, Iman ; Giudici, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:309-318.

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2019Are shocks on the returns and volatility of cryptocurrencies really persistent?. (2019). Maouchi, Youcef ; Charfeddine, Lanouar. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:423-430.

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2019The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies. (2019). Sensoy, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:68-73.

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2019Price clustering and sentiment in bitcoin. (2019). Sabah, Nasim ; Blau, Benjamin M ; Baig, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:111-116.

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2019Portfolio diversification across cryptocurrencies. (2019). Liu, Weiyi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:200-205.

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2019Herding behaviour in cryptocurrencies. (2019). GUPTA, RANGAN ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:216-221.

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2019Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum. (2019). Kang, Sanghoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:222-230.

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2019What can explain the price, volatility and trading volume of Bitcoin?. (2019). Molnár, Peter ; Molnar, Peter ; Aalborg, Halvor Aarhus ; de Vries, Jon Erik. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:255-265.

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2019Regime changes in Bitcoin GARCH volatility dynamics. (2019). Ardia, David ; Ruede, Maxime ; Bluteau, Keven. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:266-271.

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2019Trading volume and the predictability of return and volatility in the cryptocurrency market. (2019). lucey, brian ; Lau, Chi Keung ; Bouri, Elie ; Roubaud, David ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:340-346.

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2019Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2019). Baumohl, Eduard. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:363-372.

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2019Explosive behavior in the prices of Bitcoin and altcoins. (2019). Cagli, Efe Caglar. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:398-403.

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2019The relationship between Bitcoin returns and trade policy uncertainty. (2019). Tiwari, Aviral ; Gözgör, Giray ; Demir, Ender ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:75-82.

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2019Herding in the cryptocurrency market: CSSD and CSAD approaches. (2019). Farinos, Jose E ; Ibaez, Ana M ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:181-186.

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2019Bitcoin returns and risk: A general GARCH and GAS analysis. (2019). Troster, Victor ; Tiwari, Aviral ; Shahbaz, Muhammad ; Macedo, Demian Nicolas. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:187-193.

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2019Volatility co-movement between Bitcoin and Ether. (2019). Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:221-227.

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2019Detecting overreaction in the Bitcoin market: A quantile autoregression approach. (2019). Mascia, Danilo V ; Chevapatrakul, Thanaset. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:371-377.

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2019Bitcoin as a safe haven: Is it even worth considering?. (2019). Smales, L A. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:385-393.

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2019Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective. (2019). Shen, Dehua ; Li, Xiao ; Zhang, Wei ; Wang, Pengfei. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:1-18.

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2019The asymmetric high-frequency volatility transmission across international stock markets. (2019). Wang, Shengquan ; Luo, Jiawen. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:104-109.

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2019An analysis of cryptocurrencies conditional cross correlations. (2019). Fernandez Bariviera, Aurelio ; Martinez-Ibaez, Oscar ; Aslanidis, Nektarios. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:130-137.

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2019Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Oxley, Les ; Glenn, Harold ; Hu, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145.

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2019Do cryptocurrencies and traditional asset classes influence each other?. (2019). Kurka, Josef. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:38-46.

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2019From financial markets to Bitcoin markets: A fresh look at the contagion effect. (2019). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:93-97.

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2019Seasonality in cryptocurrencies. (2019). Kaiser, Lars. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318304513.

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2019When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin. (2019). Wang, Gang-Jin ; Zhao, Longfeng ; Wen, Danyan ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305749.

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2019Bitcoin price–volume: A multifractal cross-correlation approach. (2019). Roubaud, David ; Bouri, Elie ; el Alaoui, Marwane . In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306251.

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2019Cryptocurrencies as financial bubbles: The case of Bitcoin. (2019). Wagner, Niklas ; Kinateder, Harald ; Geuder, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306846.

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2020A novel cryptocurrency price trend forecasting model based on LightGBM. (2020). Sima, Zeqian ; Liu, Mingxi ; Sun, Xiaolei. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307918.

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2020The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country. (2020). Gözgör, Giray ; Marco, Chi Keung ; Semeyutin, Artur ; Li, Haiping. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319301424.

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2020Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x.

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2020Technical trading rules in the cryptocurrency market. (2020). Sapkota, Niranjan ; Ahmed, Shaker ; Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319308852.

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More than 100 citations found, this list is not complete...

Works by Shaen Corbet:


YearTitleTypeCited
2014The European Financial Market Stress Index In: International Journal of Economics and Financial Issues.
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2014The Contagion Effects of Sovereign Downgrades: Evidence from the European Financial Crisis In: International Journal of Economics and Financial Issues.
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2014Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets In: International Journal of Economics and Financial Issues.
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2014Have Exchange Traded Funds Influenced Commodity Market Volatility? In: International Journal of Economics and Financial Issues.
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2019The impact of terrorism on European tourism In: Annals of Tourism Research.
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2019An economic index for measuring firm’s circularity: The case of water industry In: Journal of Behavioral and Experimental Finance.
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2019A way forward: The future of Irish and European union financial regulation In: Economic Analysis and Policy.
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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets In: Economics Letters.
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2018Bitcoin Futures—What use are they? In: Economics Letters.
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2020The destabilising effects of cryptocurrency cybercriminality In: Economics Letters.
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2017Has the uniformity of banking regulation within the European Union restricted rather than encouraged sectoral development? In: International Review of Financial Analysis.
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article0
2019Cryptocurrencies as a financial asset: A systematic analysis In: International Review of Financial Analysis.
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2019What the hack: Systematic risk contagion from cyber events In: International Review of Financial Analysis.
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article0
2020The financial market effects of international aviation disasters In: International Review of Financial Analysis.
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2015Analyst recommendations and volatility in a rising, falling, and crisis equity market In: Finance Research Letters.
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article0
2018Datestamping the Bitcoin and Ethereum bubbles In: Finance Research Letters.
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article69
2019Sustainability, accountability and democracy: Ireland’s Troika experience In: Finance Research Letters.
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article0
2019Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis In: Finance Research Letters.
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article5
2019Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets In: Finance Research Letters.
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article0
2019The effectiveness of technical trading rules in cryptocurrency markets In: Finance Research Letters.
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article4
2020The relationship between implied volatility and cryptocurrency returns In: Finance Research Letters.
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article0
2020The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives In: Finance Research Letters.
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2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies In: Finance Research Letters.
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article2
2020Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position In: Journal of Financial Stability.
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2018Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis In: Journal of International Financial Markets, Institutions and Money.
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article3
2019High frequency volatility co-movements in cryptocurrency markets In: Journal of International Financial Markets, Institutions and Money.
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article0
2018Stock market reaction to irregular supermarket chain behaviour: An investigation in the retail sectors of Ireland and the United Kingdom In: Journal of Retailing and Consumer Services.
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article1
2019An analysis of the intellectual structure of research on the financial economics of precious metals In: Resources Policy.
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article1
2019An analysis of the intellectual structure of research on the financial economics of precious metals.(2019) In: Post-Print.
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2018Long-term stock market volatility and the influence of terrorist attacks in Europe In: The Quarterly Review of Economics and Finance.
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2020Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple In: The Quarterly Review of Economics and Finance.
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2018Chemical industry disasters and the sectoral transmission of financial market contagion In: Research in International Business and Finance.
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2019Quantitative easing announcements and high-frequency stock market volatility: Evidence from the United States In: Research in International Business and Finance.
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article1
2020An international analysis of the economic cost for countries located in crisis zones In: Research in International Business and Finance.
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article0
2020The impact of industrial incidents on stock market volatility In: Research in International Business and Finance.
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article0
2014How Have Contracts for Difference Affected Irish Equity Market Volatility? In: The Economic and Social Review.
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article0
2014An index of financial market stress for the United Kingdom In: Economics and Business Letters.
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article2
2015European Equity Market Contagion: An Empirical Application to Irelands Sovereign Debt Crisis In: European Financial and Accounting Journal.
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article0
2020Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic In: Working Papers in Economics.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team