Roman B. Matkovskyy : Citation Profile

Are you Roman B. Matkovskyy?

École Supérieure de Commerce de Rennes

8

H index

6

i10 index

174

Citations

RESEARCH PRODUCTION:

24

Articles

24

Papers

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 14
   Journals where Roman B. Matkovskyy has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 16 (8.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma1598
   Updated: 2024-04-18    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Yarovaya, Larisa (6)

BOURAOUI, Taoufik (5)

Potì, Valerio (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roman B. Matkovskyy.

Is cited by:

Yarovaya, Larisa (11)

Yousaf, Imran (6)

Bouri, Elie (5)

Mokni, Khaled (5)

Goutte, Stéphane (4)

Naderi, Esmaeil (4)

Demir, Ender (4)

Ajmi, Ahdi Noomen (4)

lucey, brian (4)

Ahmed, Walid (4)

gandali alikhani, nadiya (3)

Cites to:

Yarovaya, Larisa (24)

lucey, brian (24)

Corbet, Shaen (23)

Roubaud, David (17)

Bouri, Elie (17)

GUPTA, RANGAN (10)

Larkin, Charles (8)

Gil-Alana, Luis (8)

Bai, Jushan (7)

Forni, Mario (6)

Hallin, Marc (6)

Main data

Where Roman B. Matkovskyy has published?

Journals with more than one article published# docs
Applied Economics3
Finance Research Letters3
Research in International Business and Finance2
The Quarterly Review of Economics and Finance2
Journal of Quantitative Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL18
MPRA Paper / University Library of Munich, Germany5

Recent works citing Roman B. Matkovskyy (2024 and 2023)

YearTitle of citing document
2023Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure. (2022). Mizrach, Bruce. In: Papers. RePEc:arx:papers:2201.01392.

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2023The economics of movies (revisited): A survey of recent literature. (2023). McKenzie, Jordi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:480-525.

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2023An 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.

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2023Breaking 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.

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2023How 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.

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2023Analysis 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.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2023Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596.

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2023The 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.

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2023Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649.

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2023Diversification 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.

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2023The domino effect: Analyzing the impact of Silicon Valley Banks fall on top equity indices around the world. (2023). lucey, brian ; Tabassum, Sabia ; Abedin, Mohammad Zoynul ; Rao, Amar ; Yadav, Miklesh Prasad. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003240.

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2023How did major global asset classes respond to Silicon Valley Bank failure?. (2023). Nobanee, Haitham ; Azmi, Shujaat Naeem ; Anwer, Zaheer. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004956.

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2023Once upon a time in a foreign market: The role of cultural distance in the economic performance of multilateral non-equity partnerships. (2023). Yeniyurt, Sengun ; Cicek, Mesut ; Kutlubay, Omer Cem ; Yayla, Serdar. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:4:s0969593123000392.

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2023Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287.

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2023The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871.

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2023EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions. (2023). Gubareva, Mariya ; Bossman, Ahmed ; Teplova, Tamara. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002234.

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2023Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war. (2023). Sana, Moniba ; Khalid, Ali Awais ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004865.

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2023Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

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2023COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets. (2023). Zhang, Weiping ; Yi, Shangkun ; Shi, Yongdong ; Li, Yanshuang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000707.

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2023Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis. (2023). Fernandez Bariviera, Aurelio ; Bejaoui, Azza ; Jeribi, Ahmed ; Frikha, Wajdi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:619:y:2023:i:c:s0378437123002753.

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2023Long 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.

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2023Re-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.

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2023The impact of central bank digital currency variation on firms implied volatility. (2023). Chen, Wen-Ling ; Hsieh, Hsin-Yi ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000041.

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2023Machine learning sentiment analysis, COVID-19 news and stock market reactions. (2023). Pelizzon, Loriana ; Nofer, Michael ; Hinz, Oliver ; Costola, Michele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000077.

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2023BeFi 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.

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2023Impact of fiscal stimulus on volatility: A cross-country analysis. (2023). Erath, Marc ; Venkateswaran, Anand ; Gu, Tiantian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000818.

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2023Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum. (2023). Chevallier, Julien ; Sanhaji, Bilel. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:3:p:19-:d:1214066.

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2023COVID-19 Pandemic and Stock Performance: Evidence from the Sub-Saharan African Stock Markets. (2023). Matenda, Frank Ranganai ; Sibanda, Mabutho ; Ncube, Mbongiseni. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:3:p:95-:d:1100206.

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2023.

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2023The Eligibility of Green Bonds as Safe Haven Assets: A Systematic Review. (2023). Aassouli, Dalal ; Khamis, Munir. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6841-:d:1126691.

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2023Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US. (2023). Bouri, Elie ; Sarker, Provash Kumer ; Wang, Lei. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10247-5.

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2023Evaluating economic recovery by measuring the COVID-19 spillover impact on business practices: evidence from Asian markets intermediaries. (2023). Chang, Lei ; Cui, Mengxing ; Wang, Jianhe. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09482-z.

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2023CSR and firm value: is CSR valuable during the COVID 19 crisis in the French market?. (2023). Gargoury, Rym ; Lassoued, Naima ; Khanchel, Imen. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:2:d:10.1007_s10997-022-09662-5.

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2023Consumer, bank, and stock market reaction to CFPB’s complaint data disclosure. (2023). Bhattacharya, Abhi. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:28:y:2023:i:1:d:10.1057_s41264-022-00143-2.

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2023Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231151652.

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2023What people talk about online and what they intend to do: related perspectives from text mining and path analysis. (2023). Bodolica, Virginia ; Chang, Sheng-Yen ; Lu, Hsi-Peng ; Hsu, Huei-Hsia. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:4:d:10.1007_s40821-022-00221-4.

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Works by Roman B. Matkovskyy:

YearTitleTypeCited
2020A measurement of affluence and poverty interdependence across countries: Evidence from the application of tail copula In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article1
2020A measurement of affluence and poverty interdependence across countries: Evidence from the application of tail copula.(2020) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2021Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model In: Revue économique.
[Full Text][Citation analysis]		article3
2021Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2016Arbitrary temporal heterogeneity in time of European countries panel model In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2016Arbitrary temporal heterogeneity in time of European countries panel model.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021“Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2021“Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 8		paper
2019From financial markets to Bitcoin markets: A fresh look at the contagion effect In: Finance Research Letters.
[Full Text][Citation analysis]		article31
2019From financial markets to Bitcoin markets: A fresh look at the contagion effect.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2021From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2022Shall the winning last? A study of recent bubbles and persistence In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2022Shall the winning last? A study of recent bubbles and persistence.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article32
2021The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2017Pre-launch Prediction of Market Performance for Short Lifecycle Products Using Online Community Data In: Journal of Interactive Marketing.
[Full Text][Citation analysis]		article9
2019Centralized and decentralized bitcoin markets: Euro vs USD vs GBP In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article14
2019Centralized and decentralized bitcoin markets: Euro vs USD vs GBP.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article24
2020Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets.(2020) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2016Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
2016Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2022The COVID-19 black swan crisis: Reaction and recovery of various financial markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article16
2022The COVID-19 black swan crisis: Reaction and recovery of various financial markets.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2010Theoretical foundations of the analysis of mezzo-economic systems In: Economy and Forecasting.
[Full Text][Citation analysis]		article0
2018An American-Style Transfer Union in Europe, A First Glance at How Much It Might Cost In: Post-Print.
[Citation analysis]		paper0
2018An American-Style Transfer Union in Europe, A First Glance at How Much It Might Cost.(2018) In: Journal of Economic Issues.
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This paper has nother version. Agregated cites: 0		article
2019Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model In: Post-Print.
[Citation analysis]		paper1
2019Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model.(2019) In: Journal of Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2019Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries In: Post-Print.
[Citation analysis]		paper0
2019Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries.(2019) In: Journal of Quantitative Economics.
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This paper has nother version. Agregated cites: 0		article
2020The Bitcoin options market: A first look at pricing and risk In: Post-Print.
[Citation analysis]		paper3
2021The Bitcoin options market: A first look at pricing and risk.(2021) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2021What effect did the introduction of Bitcoin futures have on the Bitcoin spot market? In: Post-Print.
[Citation analysis]		paper10
2021What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?.(2021) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2022Price transmission in European fish markets In: Post-Print.
[Citation analysis]		paper0
2022Price transmission in European fish markets.(2022) In: Applied Economics.
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This paper has nother version. Agregated cites: 0		article
2022Does Shariah compliance affect investor behaviour in the COVID-19 times: evidence from herding in the global energy market In: Post-Print.
[Citation analysis]		paper0
2022Does Shariah compliance affect investor behaviour in the COVID-19 times: evidence from herding in the global energy market.(2022) In: Applied Economics.
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This paper has nother version. Agregated cites: 0		article
2016A comparison of pre- and post-crisis efficiency of OECD countries: evidence from a model with temporal heterogeneity in time and unobservable individual effect In: European Journal of Comparative Economics.
[Full Text][Citation analysis]		article0
2012Forecasting the Index of Financial Safety (IFS) of South Africa using neural networks In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2012The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2013A meso-level representation of economic systems: a theoretical approach In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2013To the Problem of Financial Safety Estimation: the Index of Financial Safety of Turkey In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2016Estimation and prediction of an Index of Financial Safety of Tunisia In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2022COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic In: Digital Finance.
[Full Text][Citation analysis]		article1
2014Demand for investment advice over time: the disposition effect revisited In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2013Is the market held by institutional investors? The disposition effect revisited In: Discussion Papers.
[Full Text][Citation analysis]		paper0

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