14
H index
17
i10 index
977
Citations
University College Dublin | 14 H index 17 i10 index 977 Citations RESEARCH PRODUCTION: 31 Articles 21 Papers 1 Chapters RESEARCH ACTIVITY: 16 years (2007 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pco913 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Conlon. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Geary Institute, University College Dublin | 12 |
Papers / arXiv.org | 6 |
Year | Title of citing document | |
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2023 | Adaptive hedging horizon and hedging performance estimation. (2023). Han, Qing ; Di, Junpeng ; Haoyu, Wang. In: Papers. RePEc:arx:papers:2302.00251. Full description at Econpapers || Download paper | |
2023 | Age and market capitalization drive large price variations of cryptocurrencies. (2023). Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:2302.12319. Full description at Econpapers || Download paper | |
2023 | Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495. Full description at Econpapers || Download paper | |
2023 | Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2304.08902. Full description at Econpapers || Download paper | |
2023 | Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2307.06400. Full description at Econpapers || Download paper | |
2023 | The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137. Full description at Econpapers || Download paper | |
2023 | Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57. Full description at Econpapers || Download paper | |
2023 | Monetary policy, ownership structure, and risk?taking at financial intermediaries. (2023). Figueira, Catarina ; Caselli, Giorgio. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:167-191. Full description at Econpapers || Download paper | |
2023 | Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573. Full description at Econpapers || Download paper | |
2023 | Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27. Full description at Econpapers || Download paper | |
2023 | Competition and Risk Taking in Local Bank Markets: Evidence from the Business Loans Segment. (2023). Ulsaker, Simen ; Nilsen, Oivind Anti ; Canta, Chiara. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10448. Full description at Econpapers || Download paper | |
2023 | Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:768. Full description at Econpapers || Download paper | |
2023 | An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria. (2023). Gbolahan, Kolawole Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-11. Full description at Econpapers || Download paper | |
2023 | Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613. Full description at Econpapers || Download paper | |
2023 | Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092. Full description at Econpapers || Download paper | |
2023 | Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735. Full description at Econpapers || Download paper | |
2023 | How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005. Full description at Econpapers || Download paper | |
2023 | Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165. Full description at Econpapers || Download paper | |
2023 | Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475. Full description at Econpapers || Download paper | |
2023 | A deep analysis of the economics and finance research on cryptocurrencies. (2023). Marthinsen, John ; Li, Zhi ; Gordon, Steven. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001611. Full description at Econpapers || Download paper | |
2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. Full description at Econpapers || Download paper | |
2023 | Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020. (2023). Hj, Aina Nazurah ; Muhd, Ayu Nadhirah ; Wasiuzzaman, Shaista. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000371. Full description at Econpapers || Download paper | |
2023 | Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553. Full description at Econpapers || Download paper | |
2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper | |
2023 | Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385. Full description at Econpapers || Download paper | |
2023 | Competition and risk taking in local bank markets: Evidence from the business loans segment. (2023). Ulsaker, Simen ; Nilsen, Øivind ; Canta, Chiara. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:153-169. Full description at Econpapers || Download paper | |
2023 | Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x. Full description at Econpapers || Download paper | |
2023 | Interdependence of clean energy and green markets with cryptocurrencies. (2023). Karim, Sitara ; Mirza, Nawazish ; Boubaker, Sabri ; Naeem, Muhammad Abubakr ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000828. Full description at Econpapers || Download paper | |
2023 | Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274. Full description at Econpapers || Download paper | |
2023 | The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers || Download paper | |
2023 | Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis. (2023). Ghosh, Sudeshna ; Dogan, Buhari ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000121. Full description at Econpapers || Download paper | |
2023 | The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Arkorful, Gideon Bruce ; Ma, Huan ; Zhang, Chuanhai. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133. Full description at Econpapers || Download paper | |
2023 | On the drivers of technical analysis profits in cryptocurrency markets: A Distributed Lag approach. (2023). Svogun, Daniel ; Bazan-Palomino, Walter. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000327. Full description at Econpapers || Download paper | |
2023 | Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679. Full description at Econpapers || Download paper | |
2023 | Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193. Full description at Econpapers || Download paper | |
2023 | Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727. Full description at Econpapers || Download paper | |
2023 | Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010. Full description at Econpapers || Download paper | |
2023 | Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745. Full description at Econpapers || Download paper | |
2023 | Commodity market exposure to energy-firm distress: Evidence from the Colonial Pipeline ransomware attack. (2023). Corbet, Shaen ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005086. Full description at Econpapers || Download paper | |
2023 | Safe havens for Bitcoin. (2023). Krištoufek, Ladislav ; Nedved, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006134. Full description at Econpapers || Download paper | |
2023 | The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213. Full description at Econpapers || Download paper | |
2023 | Can altcoins act as hedges or safe-havens for Bitcoin?. (2023). Urquhart, Andrew ; Lucey, Brian ; Li, YI. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005372. Full description at Econpapers || Download paper | |
2023 | Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. (2023). Gözgör, Giray ; Goodell, John W ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005426. Full description at Econpapers || Download paper | |
2023 | The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371. Full description at Econpapers || Download paper | |
2023 | Connectedness between travel & tourism tokens, tourism equity, and other assets. (2023). Goodell, John W ; Abrar, Afsheen ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007711. Full description at Econpapers || Download paper | |
2023 | Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442. Full description at Econpapers || Download paper | |
2023 | Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000788. Full description at Econpapers || Download paper | |
2023 | Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001381. Full description at Econpapers || Download paper | |
2023 | Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications. (2023). Lee, Chi-Chuan ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004348. Full description at Econpapers || Download paper | |
2023 | FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies. (2023). Kinateder, Harald ; Kamal, Elham ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004713. Full description at Econpapers || Download paper | |
2023 | CEO power, bank risk-taking and national culture: International evidence. (2023). Amini, Shima ; Murinde, Victor ; Uddin, Moshfique ; Pour, Eilnaz Kashefi. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000335. Full description at Econpapers || Download paper | |
2023 | Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597. Full description at Econpapers || Download paper | |
2023 | Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Satchell, Stephen ; Gao, Yang ; Duan, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100. Full description at Econpapers || Download paper | |
2023 | Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252. Full description at Econpapers || Download paper | |
2023 | Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318. Full description at Econpapers || Download paper | |
2023 | Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets. (2023). Kinkyo, Takuji ; Xu, Lei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300032x. Full description at Econpapers || Download paper | |
2023 | Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619. Full description at Econpapers || Download paper | |
2023 | Impact of social metrics in decentralized finance. (2023). Gonzalez-Lopez, Isaac ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000310. Full description at Econpapers || Download paper | |
2023 | Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers || Download paper | |
2023 | Commodity futures hedge ratios: A meta-analysis. (2023). Perera, Devmali ; Bohl, Martin T ; Biakowski, Jdrzej. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000332. Full description at Econpapers || Download paper | |
2023 | Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460. Full description at Econpapers || Download paper | |
2023 | Asymmetric impact of economic policy uncertainty on cryptocurrency market: Evidence from NARDL approach. (2023). Sharma, Anil Kumar ; Imran, S. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000105. Full description at Econpapers || Download paper | |
2023 | Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761. Full description at Econpapers || Download paper | |
2023 | Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets. (2023). Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006390. Full description at Econpapers || Download paper | |
2023 | Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis. (2023). Andraz, Jorge Miguel ; Alomari, Mohammad ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000582. Full description at Econpapers || Download paper | |
2023 | Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates. (2023). Fareed, Zeeshan ; Farooq, Muhammad Umar ; Zhou, Jianhua ; Tiwari, Sunil ; Jia, Zhenzhen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001137. Full description at Econpapers || Download paper | |
2023 | Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war. (2023). Szafarz, Ariane ; OOSTERLINCK, Kim ; Reyns, Ariane. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300421x. Full description at Econpapers || Download paper | |
2023 | Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?. (2023). Ogbonna, Ahamuefula ; Abolade, Onomeabure C ; Olaniran, Abeeb O ; Ayinde, Taofeek O. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004828. Full description at Econpapers || Download paper | |
2023 | Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020. Full description at Econpapers || Download paper | |
2023 | Capital expenditures, corporate hedging and firm value. (2023). Ullah, Farid ; Kim, Ja Ryong ; Irfan, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:360-366. Full description at Econpapers || Download paper | |
2023 | The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:307-317. Full description at Econpapers || Download paper | |
2023 | COVID-19 and information flow between cryptocurrencies, and conventional financial assets. (2023). Youssef, Manel ; Mokni, Khaled ; Assaf, Ata. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:73-81. Full description at Econpapers || Download paper | |
2023 | In search of hedges and safe havens during the COVID?19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Makram, Beljid ; Chaibi, Anis ; Boubaker, Sabri ; Al-Nassar, Nassar S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:318-332. Full description at Econpapers || Download paper | |
2023 | On the predictive ability of conditional market skewness. (2023). Serna, Gregorio. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:186-191. Full description at Econpapers || Download paper | |
2023 | Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts. (2023). Ha, Thanh. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:613-625. Full description at Econpapers || Download paper | |
2023 | Safe-haven properties of green bonds for industrial sectors (GICS) in the United States: Evidence from Covid-19 pandemic and Global Financial Crisis. (2023). Ahad, Muhammad ; Imran, Zulfiqar Ali. In: Renewable Energy. RePEc:eee:renene:v:210:y:2023:i:c:p:408-423. Full description at Econpapers || Download paper | |
2023 | Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?. (2023). Benlagha, Noureddine ; Khan, Ashraf ; Farid, Saqib ; Anwer, Zaheer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:418-431. Full description at Econpapers || Download paper | |
2023 | Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation. (2023). Sensoy, Ahmet ; Goodell, John W ; Ali, Fahad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:744-792. Full description at Econpapers || Download paper | |
2023 | COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?. (2023). Hassan, M. Kabir ; Hanifa, Abu ; Pervin, Sajeda ; Khan, Muhammad Asif ; Karim, Muhammad Mahmudul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:14-30. Full description at Econpapers || Download paper | |
2023 | Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730. Full description at Econpapers || Download paper | |
2023 | Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model. (2023). Hailemariam, Abebe ; Ivanovski, Kris. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:97-111. Full description at Econpapers || Download paper | |
2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. Full description at Econpapers || Download paper | |
2023 | Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094. Full description at Econpapers || Download paper | |
2023 | Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002100. Full description at Econpapers || Download paper | |
2023 | Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185. Full description at Econpapers || Download paper | |
2023 | Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x. Full description at Econpapers || Download paper | |
2023 | Nonlinearity in forecasting energy commodity prices: Evidence from a focused time-delayed neural network. (2023). Abedin, Mohammad Zoynul ; Fisher, Ben ; Hajek, Petr ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002495. Full description at Econpapers || Download paper | |
2023 | Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?. (2023). Kurosaki, Tetsuo ; Sakurai, Yuji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000417. Full description at Econpapers || Download paper | |
2023 | Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mahmood, Syed Riaz ; el Khoury, Rim ; Mensi, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000557. Full description at Econpapers || Download paper | |
2023 | BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing. (2023). Williams, T H ; Mekelburg, Erik ; Bennett, Donyetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300065x. Full description at Econpapers || Download paper | |
2023 | Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators. (2023). Cui, Can ; Zhang, Yueyan ; Bai, Jiancheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000752. Full description at Econpapers || Download paper | |
2023 | Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Rice, John ; Choi, Sun-Yong ; Usman, Muhammad ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831. Full description at Econpapers || Download paper | |
2023 | The moderating role of market turbulence beyond the Covid-19 pandemic and Russia-Ukraine crisis on the relationship between intellectual capital and business sustainability. (2023). Bin, Mohd Rosli ; Ismail, Noor Azizi ; Ahmad, Roselina Binti ; Alqershi, Nagwan ; Hakimin, Mohd Nor ; Nik, Nik Maheran ; Ramayah, T. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pb:s0040162522006023. Full description at Econpapers || Download paper | |
2023 | Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique. (2023). Hassan, M. Kabir ; Devji, Shridev ; Tiwari, Aviral ; Dsouza, Arun ; Pattnaik, Debidutta. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000240. Full description at Econpapers || Download paper | |
2023 | Cryptocurrency return predictability: What is the role of the environment?. (2023). Mefteh-Wali, Salma ; Lahiani, Amine ; Clark, Ephraim. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000355. Full description at Econpapers || Download paper | |
2023 | Factors of Ethereum Profitability as a Platform for Creating Decentrilized Applications. (2023). Zubarev, Andrei V ; Shilov, Kirill D. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:230106:p:95-115. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility: A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:25-:d:1022549. Full description at Econpapers || Download paper | |
2023 | COVID-19 Pandemic & Financial Market Volatility; Evidence from GARCH Models. (2023). Haseeb, Mohammad ; Mughal, Khurrum Shahzad ; Khan, Mrestyal ; Kayani, Umar Nawaz. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:50-:d:1034318. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2010 | Multiscaled Cross-Correlation Dynamics in Financial Time-Series In: Papers. [Full Text][Citation analysis] | paper | 14 |
2009 | MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES.(2009) In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2010 | Cross-Correlation Dynamics in Financial Time Series In: Papers. [Full Text][Citation analysis] | paper | 23 |
2009 | Cross-correlation dynamics in financial time series.(2009) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2010 | Random Matrix Theory and Fund of Funds Portfolio Optimisation In: Papers. [Full Text][Citation analysis] | paper | 17 |
2007 | Random matrix theory and fund of funds portfolio optimisation.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2011 | An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition In: Papers. [Full Text][Citation analysis] | paper | 30 |
2011 | An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2012 | An empirical analysis of dynamic multiscale hedging using wavelet decomposition.(2012) In: Journal of Futures Markets. [Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2014 | Anatomy of a Bail-In In: Papers. [Full Text][Citation analysis] | paper | 22 |
2014 | Anatomy of a bail-in.(2014) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2014 | Anatomy of a Bail-In.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2021 | Machine Learning and Factor-Based Portfolio Optimization In: Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Machine Learning and Factor-Based Portfolio Optimization.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | Subordinate Resolution ?? An Empirical Analysis of European Union Subsidiary Banks In: Journal of Common Market Studies. [Full Text][Citation analysis] | article | 6 |
2015 | Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2022 | Mutual fund performance and changes in factor exposure In: Journal of Financial Research. [Full Text][Citation analysis] | article | 3 |
2020 | Operational Risk Capital In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Operational Risk Capital.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | Measuring excess-predictability of asset returns and market efficiency over time In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
2019 | Scaling the twin peaks: Systemic risk and dual regulation In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2020 | Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
2021 | Inflation and cryptocurrencies revisited: A time-scale analysis In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
2017 | Asset allocation with correlation: A composite trade-off In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 17 |
2018 | Long-run wavelet-based correlation for financial time series In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 9 |
2022 | Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
2023 | A financial modeling approach to industry exchange-traded funds selection In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
2013 | Downside risk and the energy hedgers horizon In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
2012 | Downside risk and the energy hedgers horizon.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2015 | Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 147 |
2017 | The price of shelter - Downside risk reduction with precious metals In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 40 |
2019 | Does corporate hedging enhance shareholder value? A meta-analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
2020 | Safe haven or risky hazard? Bitcoin during the Covid-19 bear market In: Finance Research Letters. [Full Text][Citation analysis] | article | 290 |
2023 | Understanding the FTX exchange collapse: A dynamic connectedness approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
2020 | Beyond common equity: The influence of secondary capital on bank insolvency risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 9 |
2018 | Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2022 | The illusion of oil return predictability: The choice of data matters! In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2022 | The illusion of oil return predictability: The choice of data matters!.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2020 | Predictability and pricing efficiency in forward and spot, developed and emerging currency markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
2019 | Credit default swaps as indicators of bank financial distress In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 14 |
2016 | Credit Default Swaps as Indicators of Bank financial Distress.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2023 | Composite jet fuel cross-hedging In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
2018 | Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 4 |
2008 | Wavelet multiscale analysis for Hedge Funds: Scaling and strategies In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 10 |
2020 | Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 189 |
2018 | Is gold a hedge against inflation? A wavelet time-scale perspective In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 25 |
2016 | Commodity futures hedging, risk aversion and the hedging horizon In: The European Journal of Finance. [Full Text][Citation analysis] | article | 36 |
2012 | Commodity futures hedging, risk aversion and the hedging horizon.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2015 | Long-run international diversification In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | The Intervaling Effect on Higher-Order Co-Moments In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Co-skewness across Return Horizons In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Co-skewness across Return Horizons.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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