15
H index
21
i10 index
1161
Citations
University College Dublin | 15 H index 21 i10 index 1161 Citations RESEARCH PRODUCTION: 44 Articles 22 Papers 1 Chapters RESEARCH ACTIVITY:
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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 | 7 |
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2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Extended multivariate EGARCH model: A model for zero€ return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24. Full description at Econpapers || Download paper | |
2024 | Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042. Full description at Econpapers || Download paper | |
2024 | Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824. Full description at Econpapers || Download paper | |
2024 | Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219. Full description at Econpapers || Download paper | |
2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper | |
2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper | |
2024 | Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172. Full description at Econpapers || Download paper | |
2024 | Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524. Full description at Econpapers || Download paper | |
2024 | Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676. Full description at Econpapers || Download paper | |
2024 | Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models. (2024). Altman, Edward ; Barboza, Flavio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000834. Full description at Econpapers || Download paper | |
2024 | The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852. Full description at Econpapers || Download paper | |
2024 | COVID-19 literature in Elsevier finance journal ecosystem. (2024). Pandey, Dharen ; Hunjra, Ahmed ; Lal, Madan ; Bruna, Maria Giuseppina ; Rai, Varun Kumar. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003896. Full description at Econpapers || Download paper | |
2024 | Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Rue, Hvard ; Marin, Miguel J ; de Zea, P ; Veiga, Helena. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35. Full description at Econpapers || Download paper | |
2024 | Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Mazouz, Khelifa ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136. Full description at Econpapers || Download paper | |
2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584. Full description at Econpapers || Download paper | |
2024 | Modern developments and analysis of household electricity utilization by applying smart meter and its findings. (2024). Zhu, Chungeng ; Mao, Yanfei. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224018905. Full description at Econpapers || Download paper | |
2024 | Is downside risk priced in cryptocurrency market?. (2024). Dobrynskaya, Victoria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004635. Full description at Econpapers || Download paper | |
2024 | The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Hanif, Hasan ; Naveed, Muhammad ; Ali, Shoaib ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616. Full description at Econpapers || Download paper | |
2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. Full description at Econpapers || Download paper | |
2024 | Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Gubareva, Mariya ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133. Full description at Econpapers || Download paper | |
2024 | Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Park, Hail ; Zhao, Mingguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303. Full description at Econpapers || Download paper | |
2024 | Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431. Full description at Econpapers || Download paper | |
2024 | Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). Lucey, Brian ; Qi, Jiajun ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716. Full description at Econpapers || Download paper | |
2024 | Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Escribano, Ana ; Esparcia, Carlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199. Full description at Econpapers || Download paper | |
2024 | To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242. Full description at Econpapers || Download paper | |
2024 | Unveiling the drivers of banks misconduct: Sanctions, signals, and the extent of unethical behaviour. (2024). Tselika, Maria ; D'Avino, Carmela. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005489. Full description at Econpapers || Download paper | |
2024 | Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jin E ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696. Full description at Econpapers || Download paper | |
2024 | Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets. (2024). Yuan, Ying ; Liu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005957. Full description at Econpapers || Download paper | |
2024 | Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse. (2024). Tian, Xiujuan ; Jin, Changlun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010619. Full description at Econpapers || Download paper | |
2024 | Bitcoin attention and economic policy uncertainty. (2024). Ordoez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Gill-De, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012114. Full description at Econpapers || Download paper | |
2024 | Exploiting the potential of a directional changes-based trading algorithm in the stock market. (2024). Li, Munan ; Ao, Han. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013089. Full description at Econpapers || Download paper | |
2024 | The interdependence structure of cryptocurrencies and Chinese financial assets. (2024). Du, Dongying ; Wang, Huaiming ; Gao, Ting. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001168. Full description at Econpapers || Download paper | |
2024 | Does bitcoin still enhance an investment portfolio in a post Covid-19 world?. (2024). Hughen, Keener W ; Gorman, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002009. Full description at Econpapers || Download paper | |
2024 | Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502. Full description at Econpapers || Download paper | |
2024 | Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis. (2024). Demir, Ender ; Mokni, Khaled ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002903. Full description at Econpapers || Download paper | |
2024 | Does the carbon market signal the market efficiency of clean and dirty cryptocurrencies? An analysis of quantile directional dependence. (2024). Wei, YU ; Hu, Rui ; Wang, Qian ; Zhang, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009437. Full description at Econpapers || Download paper | |
2024 | Wavelet quantile correlation between DeFi assets and banking stocks. (2024). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Sulong, Zunaidah ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013011. Full description at Econpapers || Download paper | |
2024 | Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016. Full description at Econpapers || Download paper | |
2024 | Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055. Full description at Econpapers || Download paper | |
2024 | Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147. Full description at Econpapers || Download paper | |
2024 | Bank capital regulation and risk after the Global Financial Crisis. (2024). Demirguc-Kunt, Asli ; Bertay, Ata ; Mare, Davide S ; Demirgu-Kunt, Asli ; Cull, Robert ; Anginer, Deniz. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000516. Full description at Econpapers || Download paper | |
2024 | Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x. Full description at Econpapers || Download paper | |
2024 | Oil shocks and currency behavior: A dual approach to digital and traditional currencies. (2024). Mishra, Sibanjan ; ben Zaied, Younes ; Yaqoob, Tanzeela ; Afshan, Sahar. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000747. Full description at Econpapers || Download paper | |
2024 | Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905. Full description at Econpapers || Download paper | |
2024 | Financial integration and hedging and safe haven properties of metals for sovereign bonds. (2024). Schertler, Andrea ; Hfler, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001827. Full description at Econpapers || Download paper | |
2024 | Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047. Full description at Econpapers || Download paper | |
2024 | Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals. (2024). Raza, Syed Ali ; Zhang, Xiangyu ; Guo, Changrong ; Masood, Amna. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011819. Full description at Econpapers || Download paper | |
2024 | Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). Vigne, Samuel A ; Lucey, Brian M ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898. Full description at Econpapers || Download paper | |
2024 | Information spillover among cryptocurrency and traditional financial assets: Evidence from complex networks. (2024). Yu, Xiaoling ; Cifuentes-Faura, Javier. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:646:y:2024:i:c:s0378437124004126. Full description at Econpapers || Download paper | |
2024 | Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic. (2024). Belanes, Amel ; Rabbouch, Hana ; Saadaoui, Foued ; Amirat, Amina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:651:y:2024:i:c:s0378437124005223. Full description at Econpapers || Download paper | |
2024 | A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling. (2024). David, S A ; Kristoufek, L ; Queiroz, R. G. S., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:652:y:2024:i:c:s0378437124005557. Full description at Econpapers || Download paper | |
2024 | Impact of Black Swan Events on Ethereum blockchain ERC20 token transaction networks. (2024). Reddy, Uday Kumar ; Pradeep, Moturi ; Pradhan, Priodyuti ; Jalan, Sarika. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006381. Full description at Econpapers || Download paper | |
2024 | Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). Bouzouita, Nesrine ; Chaabane, Najeh ; Gaies, Brahim. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:43-70. Full description at Econpapers || Download paper | |
2024 | The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Bilgin, Mehmet Huseyin ; Rashid, Mamunur ; Hassan, Kabir M ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70. Full description at Econpapers || Download paper | |
2024 | The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179. Full description at Econpapers || Download paper | |
2024 | Green cryptocurrencies and portfolio diversification in the era of greener paths. (2024). Sensoy, Ahmet ; Khurram, Muhammad Usman ; Ali, Fahad ; Vo, Xuan Vinh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009954. Full description at Econpapers || Download paper | |
2024 | The changing dynamics of crypto mining and environmental impact. (2024). Chavali, Kavita ; Mamidala, Vasanthi ; Kumari, Pooja ; Behl, Abhishek. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:940-953. Full description at Econpapers || Download paper | |
2024 | What is going on with studies on financial speculation? Evidence from a bibliometric analysis. (2024). Vizuete-Luciano, Emili ; Guillen-Pujadas, Miguel ; Alaminos, David ; Merigo, Jose Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:429-445. Full description at Econpapers || Download paper | |
2024 | Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic. (2024). Jiang, Mingxuan ; Yuan, Ying ; Feng, Jingyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:275-301. Full description at Econpapers || Download paper | |
2024 | Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502. Full description at Econpapers || Download paper | |
2024 | Measuring risk transmission between international oil and islamic stock markets: A comparative analysis with the gold markets. (2024). Sharif, Arshian ; Kumar, Satish ; Ghallabi, Fahmi ; Ghorbel, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s105905602400457x. Full description at Econpapers || Download paper | |
2024 | COVID-19 and US females’ portfolio decisions. (2024). Apergis, Nicholas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004830. Full description at Econpapers || Download paper | |
2024 | Fintech, bank diversification and liquidity: Evidence from China. (2024). Corbet, Shaen ; Hu, Yang ; Tang, Mengxuan ; Oxley, Les ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002088. Full description at Econpapers || Download paper | |
2024 | Cryptocurrencies against stock market risk: New insights into hedging effectiveness. (2024). Echaust, Krzysztof ; Just, Magorzata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s027553192300260x. Full description at Econpapers || Download paper | |
2024 | International capital flow in a period of high inflation: The case of China. (2024). Moussa, Faten ; Liu, Zhenya ; Mu, Yuhao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923001964. Full description at Econpapers || Download paper | |
2024 | Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?. (2024). Jahmane, Abderrahmane ; Bennajma, Amel ; Riahi, Rabeb ; Hammami, Helmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002283. Full description at Econpapers || Download paper | |
2024 | The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Khalfaoui, Rabeh ; Tarchella, Salma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519. Full description at Econpapers || Download paper | |
2024 | Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility. (2024). Xu, Kunpeng ; Kong, Deli ; Zhang, Pengcheng ; Qi, Jiayin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300291x. Full description at Econpapers || Download paper | |
2024 | The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector. (2024). Corbet, Shaen ; Lang, Chunlin ; Hu, Yang ; Wang, Junchuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003185. Full description at Econpapers || Download paper | |
2024 | Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096. Full description at Econpapers || Download paper | |
2024 | Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Wang, Chen ; Wu, Ruoxi ; Li, Xiao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291. Full description at Econpapers || Download paper | |
2024 | Interconnectedness in the FOREX market during the high inflation regime: A network analysis. (2024). Akhtaruzzaman, Md ; Le, Van ; Nath, Tamal ; Ahmed, Shamima ; Rahman, Molla Ramizur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002605. Full description at Econpapers || Download paper | |
2024 | The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897. Full description at Econpapers || Download paper | |
2025 | Comparing the resilience of socially responsible and SIN investment during the COVID-19 pandemic. (2025). Corbet, Shaen ; Meehan, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003301. Full description at Econpapers || Download paper | |
2025 | Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum. (2025). Ngoc, Dung Thi ; Quoc, Bao Khac. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003921. Full description at Econpapers || Download paper | |
2024 | Exploring the nexus between ESG risk variations and investment preferences: Insights from sustainable ETFs during the COVID-19 era. (2024). Ricciardi, Irene ; Muto, Valerio ; Turriziani, Lorenzo ; Landi, Giovanni Catello. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002386. Full description at Econpapers || Download paper | |
2024 | Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Khaled, Djebbouri ; Tiwari, Sunil ; Cheng, Jiyang ; Shahzad, Umer ; Mahendru, Mandeep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236. Full description at Econpapers || Download paper | |
2024 | Crypto market relationships with bric countries uncertainty – A wavelet-based approach. (2024). Gonçalves, Tiago ; Gaio, Cristina ; Almeida, Jose ; Gonalves, Tiago Cruz. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007631. Full description at Econpapers || Download paper | |
2024 | Exaptationary Industry 4.0: Graphene as pathfinder?. (2024). Kovacs, Oliver. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008685. Full description at Econpapers || Download paper | |
2024 | Analyzing the interplay between eco-friendly and Islamic digital currencies and green investments. (2024). ben Zaied, Younes ; ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005134. Full description at Econpapers || Download paper | |
2024 | Analyzing the Correlation between Central Bank Interest Rates and Inflation on the Example of Poland within the European Union. (2024). Rokicki, Tomasz ; Marks-Bielska, Renata ; Holden, Lisa ; Parzonko, Andrzej ; Zuchowski, Ireneusz ; Beldycka-Borawska, Aneta ; Borawski, Piotr. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:1:p:82-95. Full description at Econpapers || Download paper | |
2024 | The Importance of Bitcoin and Commodities as Investment Diversifiers in OPEC and Non-OPEC Countries. (2024). ben Brayek, Angham ; Alharbi, Farea Mohammed ; ben Ameur, Hanen. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:12:p:351-:d:1547835. Full description at Econpapers || Download paper | |
2025 | . Full description at Econpapers || Download paper | |
2024 | Bank Crisis Boosts Bitcoin Price. (2024). Sergio, Ivan ; Petti, Danilo. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:134-:d:1362213. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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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 | 18 |
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: 18 | 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 | 23 |
2014 | Anatomy of a bail-in.(2014) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2014 | Anatomy of a Bail-In.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | 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 | |
2024 | Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs In: Papers. [Full Text][Citation analysis] | paper | 0 |
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 | 4 |
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 | 10 |
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 | 31 |
2017 | Asset allocation with correlation: A composite trade-off In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 19 |
2018 | Long-run wavelet-based correlation for financial time series In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 10 |
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 | 22 |
2012 | Downside risk and the energy hedgers horizon.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | 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 | 165 |
2017 | The price of shelter - Downside risk reduction with precious metals In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 44 |
2019 | Does corporate hedging enhance shareholder value? A meta-analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
2024 | The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2024 | Seeking a shock haven: Hedging extreme upward oil price changes In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2020 | Safe haven or risky hazard? Bitcoin during the Covid-19 bear market In: Finance Research Letters. [Full Text][Citation analysis] | article | 352 |
2023 | Understanding the FTX exchange collapse: A dynamic connectedness approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 16 |
2020 | Beyond common equity: The influence of secondary capital on bank insolvency risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 11 |
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: 11 | paper | |
2024 | The influence of European MiCa regulation on cryptocurrencies In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
2024 | Does national culture influence malfeasance in banks around the world? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2024 | Diversification with globally integrated US stocks In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2024 | Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2024 | HACKED: Understanding the stock market response to cyberattacks In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2022 | The illusion of oil return predictability: The choice of data matters! In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
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: 7 | paper | |
2024 | Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
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 | 15 |
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: 15 | paper | |
2023 | Composite jet fuel cross-hedging In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
2024 | Forecasting the price of oil: A cautionary note 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 | 6 |
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 | 231 |
2024 | Bitcoin forks: What drives the branches? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
2018 | Is gold a hedge against inflation? A wavelet time-scale perspective In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 29 |
2023 | Co-Skewness across Return Horizons* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
2019 | Co-skewness across Return Horizons.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | Co-skewness across Return Horizons.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2016 | Commodity futures hedging, risk aversion and the hedging horizon In: The European Journal of Finance. [Full Text][Citation analysis] | article | 37 |
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: 37 | paper | |
2024 | Climate risk and financial stability: evidence from syndicated lending In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
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 |
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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team