Roman B. Matkovskyy : Citation Profile


Are you Roman B. Matkovskyy?

École Supérieure de Commerce de Rennes

4

H index

0

i10 index

25

Citations

RESEARCH PRODUCTION:

14

Articles

18

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 2
   Journals where Roman B. Matkovskyy has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 8 (24.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1598
   Updated: 2021-03-27    RAS profile: 2021-03-24    
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Relations with other researchers


Works with:

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

Is cited by:

Naderi, Esmaeil (4)

Ajmi, Ahdi Noomen (3)

gandali alikhani, nadiya (3)

Vo, Xuan Vinh (2)

Amiri, Ashkan (2)

Sebastião, Helder (1)

Mansour Ichrakieh, Layal (1)

Musiałkowska, Ida (1)

Zhang, Yue-Jun (1)

Goutte, Stéphane (1)

GUPTA, RANGAN (1)

Cites to:

Bouri, Elie (15)

Roubaud, David (14)

lucey, brian (11)

Pesaran, M (9)

Corbet, Shaen (8)

GUPTA, RANGAN (7)

Razafindrabe, Tovonony (6)

Kaminsky, Graciela (6)

Hallin, Marc (6)

Reinhart, Carmen (6)

Forni, Mario (6)

Main data


Where Roman B. Matkovskyy has published?


Journals with more than one article published# docs
Finance Research Letters2
Journal of Quantitative Economics2
The Quarterly Review of Economics and Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL9
MPRA Paper / University Library of Munich, Germany8

Recent works citing Roman B. Matkovskyy (2021 and 2020)


YearTitle of citing document
2021Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach. (2021). Ma, Shu-Jiao ; Gupta, Rangan ; Bouri, Elie ; Zhang, Yue-Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301868.

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2021Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market. (2021). Shahzad, Farrukh ; Wan, Guangcai ; Fareed, Zeeshan ; Iqbal, Najaf. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302568.

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2020Bitcoin futures: An effective tool for hedging cryptocurrencies. (2020). Sebastião, Helder ; Godinho, Pedro ; Sebastio, Helder. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301849.

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2021From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks. (2021). Bouraoui, Taoufik ; Dowling, Michael ; Jalan, Akanksha ; Matkovskyy, Roman. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309894.

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2021Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis. (2021). Goutte, Stephane ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320306978.

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2021Does blockchain patent-development influence Bitcoin risk?. (2021). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Hu, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301475.

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2020Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Ajmi, Ahdi Noomen ; Youssef, Manel ; Hammoudeh, Shawkat ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308515.

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2020Economic policy uncertainty and the Bitcoin-US stock nexus. (2020). Vo, Xuan Vinh ; Ajmi, Ahdi Noomen ; Bouri, Elie ; Mokni, Khaled. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300451.

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2020Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822.

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2020Attention allocation and international stock return comovement: Evidence from the Bitcoin market. (2020). Li, Xiao ; Hu, Yitong ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304992.

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2020Can Bitcoin hedge the risks of geopolitical events?. (2020). Albu, Lucian ; Umar, Muhammad ; Shao, Xue-Feng ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310088.

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2021Blockchain technology and crypto-assets market analysis: vulnerabilities and risk assessment. (2021). Oiman, Florentina ; Dumas, Jean-Guillaume ; Jimenez-Garces, Sonia. In: Post-Print. RePEc:hal:journl:hal-03112920.

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2020Diversifying with cryptocurrencies during COVID-19. (2020). Goutte, Stephane ; Goodell, John. In: Working Papers. RePEc:hal:wpaper:halshs-02876529.

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2021Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm. (2021). Hachicha, F. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:2:d:10.1007_s11156-020-00905-w.

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2020Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach. (2020). GUPTA, RANGAN ; Bouri, Elie ; Zhang, Yue-Jun. In: Working Papers. RePEc:pre:wpaper:202027.

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2021Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Youssef, Manel. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00227-3.

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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.
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2020A measurement of affluence and poverty interdependence across countries: Evidence from the application of tail copula.(2020) In: Post-Print.
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2016Arbitrary temporal heterogeneity in time of European countries panel model In: Economics Bulletin.
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2016Arbitrary temporal heterogeneity in time of European countries panel model.(2016) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2019From financial markets to Bitcoin markets: A fresh look at the contagion effect In: Finance Research Letters.
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2019From financial markets to Bitcoin markets: A fresh look at the contagion effect.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
2021From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks In: Finance Research Letters.
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article0
2017Pre-launch Prediction of Market Performance for Short Lifecycle Products Using Online Community Data In: Journal of Interactive Marketing.
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article1
2019Centralized and decentralized bitcoin markets: Euro vs USD vs GBP In: The Quarterly Review of Economics and Finance.
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article4
2019Centralized and decentralized bitcoin markets: Euro vs USD vs GBP.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2020Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets In: The Quarterly Review of Economics and Finance.
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article5
2020Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets.(2020) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
2016Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety In: Research in International Business and Finance.
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article1
2016Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety.(2016) In: Post-Print.
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This paper has another version. Agregated cites: 1
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2010Theoretical foundations of the analysis of mezzo-economic systems In: Economy and Forecasting.
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article0
2018An American-Style Transfer Union in Europe, A First Glance at How Much It Might Cost In: Post-Print.
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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 another version. Agregated cites: 0
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2019Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model In: Post-Print.
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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.
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This paper has another version. Agregated cites: 1
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2019Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries In: Post-Print.
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paper0
2019Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries.(2019) In: Journal of Quantitative Economics.
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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.
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2010?????????? ?????? ???????? ??????????????? ?????? In: MPRA Paper.
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2012Forecasting the Index of Financial Safety (IFS) of South Africa using neural networks In: MPRA Paper.
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2012The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model In: MPRA Paper.
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2013A meso-level representation of economic systems: a theoretical approach In: MPRA Paper.
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2012????????????? ??????? ????????? ??????? ?? ?????????? ???? ? ???????? ????????: ????????? ???????? ?????????????? ?????? «???????-??????» In: MPRA Paper.
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2012????????????? ???????? ????????? ??????? ?? ?????? ??????????? ??????????????? (BVAR) ??????? ? ??????? priors In: MPRA Paper.
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2013To the Problem of Financial Safety Estimation: the Index of Financial Safety of Turkey In: MPRA Paper.
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2016Estimation and prediction of an Index of Financial Safety of Tunisia In: MPRA Paper.
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2014Demand for investment advice over time: the disposition effect revisited In: Applied Financial Economics.
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2013Is the market held by institutional investors? The disposition effect revisited In: Discussion Papers.
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