15
H index
23
i10 index
1388
Citations
University College Dublin | 15 H index 23 i10 index 1388 Citations RESEARCH PRODUCTION: 54 Articles 22 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 |
|---|---|
| Working Papers / Geary Institute, University College Dublin | 12 |
| Papers / arXiv.org | 7 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency. (2025). Wang, Wei. In: Papers. RePEc:arx:papers:2406.07641. Full description at Econpapers || Download paper | |
| 2025 | Information Flow in the FTX Bankruptcy: A Network Approach. (2024). Galati, Luca ; Grassi, Rosanna ; de Blasis, Riccardo ; Rizzini, Giorgio. In: Papers. RePEc:arx:papers:2407.12683. Full description at Econpapers || Download paper | |
| 2025 | Covariance Matrix Estimation for Positively Correlated Assets. (2025). Liu, Weilong. In: Papers. RePEc:arx:papers:2507.01545. Full description at Econpapers || Download paper | |
| 2026 | Community-level Contagion among Diverse Financial Assets. (2025). Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2509.15232. Full description at Econpapers || Download paper | |
| 2025 | An Examination of Bitcoins Structural Shortcomings as Money: A Synthesis of Economic and Technical Critiques. (2025). Soleimani, Hamoon. In: Papers. RePEc:arx:papers:2512.07840. Full description at Econpapers || Download paper | |
| 2026 | Modewise Additive Factor Model for Matrix Time Series. (2026). Han, Yuefeng ; Xu, KE ; Li, Jiayu ; Chen, Elynn. In: Papers. RePEc:arx:papers:2512.25025. Full description at Econpapers || Download paper | |
| 2026 | A Novel approach to portfolio construction. (2026). Zoia, M G ; Riso, L ; di Matteo, T. In: Papers. RePEc:arx:papers:2602.03325. Full description at Econpapers || Download paper | |
| 2025 | Financial stability considerations on bail-in. (2025). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_968_25. Full description at Econpapers || Download paper | |
| 2025 | Commonality under pressure: banks and funds. (2025). Cornelli, Giulio ; Aquilina, Matteo ; Tarashev, Nikola. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503e. Full description at Econpapers || Download paper | |
| 2025 | A Study on the Capital Requirement to Asset Ratio (CRAR) calculation of On Balance Sheet items of banks in India. (2025). Sinha, Avinash. In: International Journal of Research and Innovation in Applied Science. RePEc:bjf:journl:v:10:y:2025:i:10:p:528-539. Full description at Econpapers || Download paper | |
| 2026 | Out-of-Sample Density Prediction of the End-of-Month Price of Crude Oil and the U.S. Economic Policy Uncertainty Index. (2026). Nima, Nonejad. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:18:y:2026:i:1:p:1-47:n:1002. Full description at Econpapers || Download paper | |
| 2025 | Reprint of: Mimicking crypto portfolios in sustainable investment. (2025). Zheng, Xinwei ; Xu, KE ; Yu, Mengxia. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000150. Full description at Econpapers || Download paper | |
| 2025 | Do green assets enhance portfolio optimization? A multi-horizon investing perspective. (2025). Dai, Xingyu ; Wang, Qunwei ; Zhang, Dongna. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:5:s0890838925000629. Full description at Econpapers || Download paper | |
| 2025 | Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies. (2025). Dimitriadis, Konstantinos A ; Koursaros, Demetris ; Savva, Christos S. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001907. Full description at Econpapers || Download paper | |
| 2025 | Forecasting energy commodity returns: Can weak factors and nonlinearity help?. (2025). Ma, Yong ; Liu, Xiaojun. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325002901. Full description at Econpapers || Download paper | |
| 2025 | Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments. (2025). Kumar, Sanjeev ; Patel, Ritesh ; Agnihotri, Shalini. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002146. Full description at Econpapers || Download paper | |
| 2025 | Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States. (2025). Corbet, Shaen ; Akyildirim, Erdinc ; Ercan, Metin ; Coskun, Ali. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002699. Full description at Econpapers || Download paper | |
| 2025 | Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729. Full description at Econpapers || Download paper | |
| 2025 | Creditable bonds’ multifunctional roles during the COVID-19 pandemic. (2025). CHONG, Terence Tai Leung ; Yang, Junhong ; Wang, Qiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002730. Full description at Econpapers || Download paper | |
| 2025 | Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452. Full description at Econpapers || Download paper | |
| 2025 | Hedging downside risk for REITs. (2025). Zhou, Jian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825001032. Full description at Econpapers || Download paper | |
| 2025 | Understanding the connectedness between US traditional assets and green cryptocurrencies during crises. (2025). Corbet, Shaen ; Kyriazis, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001147. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical risk, herd behavior, and cryptocurrency market. (2025). Wanidwaranan, Phasin ; Wongkantarakorn, Jutamas ; Padungsaksawasdi, Chaiyuth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001275. Full description at Econpapers || Download paper | |
| 2025 | Real estate as an inflation hedge: new evidence from an international analysis. (2025). Hoesli, Martin ; Muckenhaupt, Jan ; Zhu, Bing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001287. Full description at Econpapers || Download paper | |
| 2025 | The diminishing marginal effect of the capital adequacy ratio on the control of bank risk-taking. (2025). Ma, Yuxian ; Miao, Wenlong ; Xu, Haoran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001354. Full description at Econpapers || Download paper | |
| 2025 | Enhanced index tracking: A relative downside risk approach. (2025). Huang, Zeyu ; Liu, Yangyi ; Luo, Ronghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s106294082500141x. Full description at Econpapers || Download paper | |
| 2025 | Bitcoin’s fundamental value and speculative behavior: A new framework for price dynamics. (2025). Li, Xiaogang ; Zhang, Ting ; Singh, Rajesh ; Wu, Qiong ; Guo, GE. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001494. Full description at Econpapers || Download paper | |
| 2025 | Risk spillover and hedging effects between stock markets and cryptocurrency markets depending upon network analysis. (2025). Guo, Long ; Zhong, Li-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001640. Full description at Econpapers || Download paper | |
| 2025 | How Bitcoin’s ups and downs are changing the way you bet. (2025). Sndor, Mt Csaba ; Bak, Barna. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s016517652500401x. Full description at Econpapers || Download paper | |
| 2025 | Hard forks, hard questions: Unraveling the microstructure effects on Bitcoin’s return, volume, and volatility. (2025). Schadner, Wolfgang ; Jenni, Matthew ; Angerer, Martin. In: Economics Letters. RePEc:eee:ecolet:v:257:y:2025:i:c:s0165176525005099. Full description at Econpapers || Download paper | |
| 2025 | Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111. Full description at Econpapers || Download paper | |
| 2025 | Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172. Full description at Econpapers || Download paper | |
| 2025 | Oil price expectations in explosive phases. (2025). Kruse-Becher, Robinson ; Letixerant, Philip. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325007339. Full description at Econpapers || Download paper | |
| 2025 | Forecasting gasoline prices using oil prices: New evidence based on the rocket and feather hypothesis. (2025). Wang, Yudong ; Wen, Danyan ; Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225037570. Full description at Econpapers || Download paper | |
| 2025 | Capital regulation, regulatory avoidance, and bank systemic risk. (2025). Xu, Haoran ; Ma, Yuxian ; Miao, Wenlong. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000894. Full description at Econpapers || Download paper | |
| 2025 | AI culture ‘profiling’ and anti-money laundering: Efficacy vs ethics. (2025). Yu, Pei-Shan ; Ryan, Darragh ; Neelakantan, Parvati ; Muckley, Cal B ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000675. Full description at Econpapers || Download paper | |
| 2025 | Undiversified shareholders, socioemotional wealth, and corporate hedging: Evidence from family firms. (2025). Salas, Jesus M ; Fernando, Chitru S ; Brockman, Paul ; Abeysekera, Amal P. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001796. Full description at Econpapers || Download paper | |
| 2025 | What determines Bitcoins price over the past decade?. (2025). Zhang, Xinyu ; Wei, Yunjie ; Wang, Shouyang ; Chen, Muying. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002613. Full description at Econpapers || Download paper | |
| 2025 | Analysing art as a safe-haven asset in times of crisis. (2025). Dimitriou, Dimitrios ; Corbet, Shaen ; Tsioutsios, Alexandros. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002819. Full description at Econpapers || Download paper | |
| 2025 | Can cryptocurrency or gold rescue BRICS stocks amid the Russia-Ukraine conflict?. (2025). Stankov, Petar ; Enilov, Martin ; Wang, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004089. Full description at Econpapers || Download paper | |
| 2025 | Tail risk contagion and connectedness between clean cryptocurrency, green assets and commodity markets. (2025). Kang, Sang Hoon ; Al-Kharusi, Sami ; Belghouthi, Houssem Eddine ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004570. Full description at Econpapers || Download paper | |
| 2025 | Driving effects of U.S. monetary policy and geopolitical risks on gold reserve share. (2025). He, Shouchao ; Hu, Qizheng ; Gu, Ran ; Zhang, Jiahui ; Liu, Ziheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004788. Full description at Econpapers || Download paper | |
| 2025 | Predicting European banks distress events: Do financial information producers matter?. (2025). de Comres, Quentin Bro. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005046. Full description at Econpapers || Download paper | |
| 2025 | Leverage effects, volatility innovation spillovers, and inter- and intra-market asymmetric dependencies in cryptocurrencies and CFDs on equity indices: Evidence from high-frequency around-the-clock data. (2025). Ali, Fahad ; Khurram, Muhammad Usman. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925007239. Full description at Econpapers || Download paper | |
| 2025 | Challenges to corporate supply chain stability under the trend of expert power concentration. (2025). Jin, Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s105752192400752x. Full description at Econpapers || Download paper | |
| 2025 | Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944. Full description at Econpapers || Download paper | |
| 2025 | The spillover effects of the Binance Incident on financial markets: A study based on machine learning approach. (2025). Qi, Jiajun ; Feng, Lingbing ; Wang, Wei ; Liu, YE. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014120. Full description at Econpapers || Download paper | |
| 2025 | Time-frequency volatility spillovers between CBDC uncertainty and cryptocurrencies. (2025). Wu, You ; Han, Liyan ; Wan, Jieru. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000285. Full description at Econpapers || Download paper | |
| 2025 | Putting VAR forecasts of the real price of crude oil to the test. (2025). Snudden, Stephen ; Ellwanger, Reinhard. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002041. Full description at Econpapers || Download paper | |
| 2025 | Gold and cryptocurrencies as safe-havens: Lessons from wartime. (2025). Pastn-Henrquez, Boris ; Tapia-Grien, Pablo ; Seplveda-Velsquez, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004933. Full description at Econpapers || Download paper | |
| 2025 | Active style drift and mutual fund performance. (2025). Kim, Daehwan ; Shin, Jungcheol. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007573. Full description at Econpapers || Download paper | |
| 2025 | Can CSR in banking reduce corruption?. (2025). Bitar, Mohammad ; Peillex, Jonathan ; el Ouadghiri, Imane ; Obeid, Hassan. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s1544612325011973. Full description at Econpapers || Download paper | |
| 2025 | The Moby Dick effect: Contagious Bitcoin whales in the crypto market. (2025). Magner, Nicols ; Sanhueza, Aliro. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pb:s154461232501164x. Full description at Econpapers || Download paper | |
| 2025 | A Safe Haven Index. (2025). Dimpfl, Thomas ; Pena, Javier ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pb:s1544612325011808. 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 | |
| 2025 | The diminishing lustre: Golds market volatility and the fading safe haven effect. (2025). Faraj, Hussain ; Al-Sabah, Mariam ; McMillan, David. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000729. Full description at Econpapers || Download paper | |
| 2025 | Exchange rate regime changes and market efficiency: An event study. (2025). Portela, Jose ; Martin-Bujack, Karin ; Corzo, Teresa ; Rodrguez-Gallego, Alejandro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000228. Full description at Econpapers || Download paper | |
| 2025 | Functional distance and US global banks’ foreign branch lending. (2025). Vanwalleghem, Dieter ; Davino, Carmela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s1042443125000708. Full description at Econpapers || Download paper | |
| 2025 | Centralized exchanges & proof-of-solvency: The guardians of trust. (2025). Vidal-Tomás, David ; Vidal-Toms, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s1042443125000733. Full description at Econpapers || Download paper | |
| 2025 | How do emotions drive market dynamics? A tale of spillovers in cryptocurrency markets. (2025). Huang, Yingying ; Liang, Weizhong ; Ye, Qiang ; Duan, Kun ; Urquhart, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s1042443125000927. Full description at Econpapers || Download paper | |
| 2025 | The crypto collapse chronicles: Decoding cryptocurrency exchange defaults. (2025). Sapkota, Niranjan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001598. Full description at Econpapers || Download paper | |
| 2025 | Stablecoins as anchors? Unraveling information flow dynamics between pegged and unpegged crypto-assets and fiat currencies. (2025). Schich, Sebastian ; de Genaro, Alan ; Palazzi, Rafael Baptista. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001744. Full description at Econpapers || Download paper | |
| 2025 | Tech titans and crypto giants: Mutual returns predictability and trading strategy implications. (2025). Bouri, Elie ; Sokhanvar, Amin ; Kinateder, Harald ; Iftiolu, Serhan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001756. Full description at Econpapers || Download paper | |
| 2025 | Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data. (2025). Leong, Minhao ; Kwok, Simon ; Alexeev, Vitali. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000137. Full description at Econpapers || Download paper | |
| 2025 | Modeling and predicting failure in US credit unions. (2025). Quinn, Barry ; Peng, Qiao ; Liu, Kailong ; McKillop, Donal. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1237-1259. Full description at Econpapers || Download paper | |
| 2025 | Real-time monitoring procedures for early detection of bubbles. (2025). Whitehouse, Emily ; Harvey, D I ; Leybourne, S J. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1260-1277. Full description at Econpapers || Download paper | |
| 2025 | Alternative investment behavior of households during crises: The effects of the COVID-19 shock on gold purchases in India. (2025). Gopalakrishnan, Balagopal ; Baur, Dirk G ; Mohapatra, Sanket. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004645. Full description at Econpapers || Download paper | |
| 2025 | Is bitcoin an inflation hedge?. (2025). Colombo, Jéfferson ; Rodriguez, Harold. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s0148619524000602. Full description at Econpapers || Download paper | |
| 2025 | The influence of maritime freight cost tail risk on publicly traded industrial and transport companies. (2025). Corbet, Shaen ; Mukherjee, Abhishek ; Ryan, Michael ; Akyildirim, Erdinc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625000932. Full description at Econpapers || Download paper | |
| 2025 | Investigating the impact of global events on cryptocurrency performance: a big data event study approach. (2025). Polyzos, Efstathios ; Youssef, Layal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s026156062500110x. Full description at Econpapers || Download paper | |
| 2025 | Global and local drivers of Bitcoin trading vis-à-vis fiat currencies. (2025). di Casola, Paola ; Habib, Maurizio Michael ; Tercero-Lucas, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:158:y:2025:i:c:s0261560625001408. Full description at Econpapers || Download paper | |
| 2025 | Portfolio implications based on quantile connectedness among cryptocurrency, stock, energy, and safe-haven assets. (2025). Hamori, Shigeyuki ; Zhang, Yulian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000388. Full description at Econpapers || Download paper | |
| 2025 | Hedging shipping freight rates using conditional Value-at-Risk and Buffered Probability of Exceedance. (2025). Sun, Xiaolin ; Pouliasis, Panos K ; Alizadeh, Amir H. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000595. Full description at Econpapers || Download paper | |
| 2025 | Gold and Bitcoin as hedgers and safe havens: Perspective from nonlinear dynamics. (2025). Acikgoz, Turker. In: Resources Policy. RePEc:eee:jrpoli:v:102:y:2025:i:c:s0301420725000315. Full description at Econpapers || Download paper | |
| 2025 | Adding precious metals to a risk avert Investors portfolio – Is gold alone?. (2025). Chakrabarti, Gagari ; Saha, Madhurima ; Chattopadhyay, Dhriti. In: Resources Policy. RePEc:eee:jrpoli:v:106:y:2025:i:c:s0301420725001692. Full description at Econpapers || Download paper | |
| 2025 | Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?. (2025). Hadhri, Sinda ; Hanif, Waqas ; el Khoury, Rim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000258. Full description at Econpapers || Download paper | |
| 2025 | Explaining the diversity in findings on derivatives uses and firm value: Insights from firms commodity futures use. (2025). Chu, Yiyun ; Yang, LI ; Shao, Lili. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003470. Full description at Econpapers || Download paper | |
| 2025 | Novel symbolic detection for flight-to-safety in Bitcoin and investigation of information flow dynamics alongside multiple markets. (2025). Xiao, DI ; Wang, Yuhan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s037843712500010x. Full description at Econpapers || Download paper | |
| 2025 | The battle of informational efficiency: Cryptocurrencies vs. classical assets. (2025). , Jos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:664:y:2025:i:c:s0378437125000792. Full description at Econpapers || Download paper | |
| 2025 | Risk spillover between cryptocurrencies and traditional currencies: An analysis based on neural network quantile regression. (2025). Han, Kefei ; Ding, Xuerou ; Xu, Qiuhua ; Zhang, Shunqi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:667:y:2025:i:c:s0378437125002122. Full description at Econpapers || Download paper | |
| 2025 | Hawks and Doves: Financial market perception of Western support for Ukraine. (2025). Neuenkirch, Matthias ; Repko, Maria ; Weber, Enzo. In: European Journal of Political Economy. RePEc:eee:poleco:v:89:y:2025:i:c:s0176268025001041. Full description at Econpapers || Download paper | |
| 2025 | Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158. Full description at Econpapers || Download paper | |
| 2025 | On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks. (2025). SAADAOUI, Zied ; Boufateh, Talel ; Jiao, Zhilun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976924001571. Full description at Econpapers || Download paper | |
| 2025 | Hedging uncertainty: Bitcoins asymmetric diversification benefits in factor-based portfolios. (2025). Belascu, Lucian ; Horobet, Alexandra ; Mirza, Nawazish ; Marinescu, Ion-Iulian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s1062976925000560. Full description at Econpapers || Download paper | |
| 2025 | A tale of two risks: Differential diversification roles of clean energy sector stocks in physical and transition climate risk management. (2025). Kuang, Wei. In: Renewable Energy. RePEc:eee:renene:v:249:y:2025:i:c:s0960148125008031. Full description at Econpapers || Download paper | |
| 2025 | Private equity market dynamics: Beyond the surface. (2025). Daz, Antonio ; Esparcia, Carlos ; Tegtmeier, Lars. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002503. Full description at Econpapers || Download paper | |
| 2025 | The impact of financial stress and equity market uncertainty on cryptocurrencies under structural breaks. (2025). Patra, Saswat ; Singh, Abhay Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003752. Full description at Econpapers || Download paper | |
| 2025 | Spillover dynamics between green and non-green cryptocurrencies: Unrevealing the role of geopolitical risk. (2025). Leccadito, Arturo ; Mejri, Sami ; Jareo, Francisco ; Khan, Nasir. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003879. Full description at Econpapers || Download paper | |
| 2025 | The impact of corporate governance on firm value: Understanding the role of strategic change. (2025). Hunjra, Ahmed ; Corbet, Shaen ; Bagh, Tanveer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006355. Full description at Econpapers || Download paper | |
| 2025 | Cryptocurrency dynamics during global crises: Insights from Bitcoin’s interplay with traditional markets. (2025). Kallandranis, Christos ; Anastasiou, Dimitrios ; Karagiorgis, Ariston ; Ballis, Antonis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006756. Full description at Econpapers || Download paper | |
| 2025 | Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies. (2025). Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Sharif, Taimur ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001017. Full description at Econpapers || Download paper | |
| 2024 | Network centrality, style drift, and mutual fund performance. (2024). Liao, Yinkai ; Yi, LI ; Xiao, LI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001417. 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 | |
| 2025 | Dynamic risk and hedging strategies in post-COVID digital asset sectors. (2025). Han, Seungoh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s027553192400535x. Full description at Econpapers || Download paper | |
| 2025 | The dynamic impact of cryptocurrency implied exchange rates on stock market returns: An empirical study of G7 countries. (2025). Xiao, Zumian ; Feng, Chao ; Ma, Shiqun ; Xiang, Lijin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000595. Full description at Econpapers || Download paper | |
| 2025 | Exploring the nexus between sustainable energy tokens, electric vehicles, and the hydrogen economy. (2025). Mbarek, Marouene. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002557. Full description at Econpapers || Download paper | |
| 2025 | The return and volatility spillovers among decentralized finance (DeFi) assets. (2025). Hussain, Sabbor ; Chen, Jo-Hui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003277. Full description at Econpapers || Download paper | |
| 2025 | Risk spillover effect and portfolio strategy between Chinese commodity futures market and international green finance market. (2025). Mao, Xiaodan ; Liu, Jian ; Chen, Chaoqiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003320. Full description at Econpapers || Download paper | |
| 2026 | Climate laws and financial stability. (2026). Kampouris, Ilias ; Alkatheeri, Hanan ; Mertzanis, Charilaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004076. Full description at Econpapers || Download paper | |
| 2026 | Bitcoin wild moves: Evidence from order flow toxicity and price jumps. (2026). Likitapiwat, Tanakorn ; Treepongkaruna, Sirimon ; Kyaw, Khine ; Kitvanitphasu, Atiwat. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004192. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 24 |
| 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: 24 | article | |
| 2010 | Random Matrix Theory and Fund of Funds Portfolio Optimisation In: Papers. [Full Text][Citation analysis] | paper | 19 |
| 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: 19 | article | |
| 2011 | An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition In: Papers. [Full Text][Citation analysis] | paper | 31 |
| 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: 31 | 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: 31 | article | |
| 2014 | Anatomy of a Bail-In In: Papers. [Full Text][Citation analysis] | paper | 24 |
| 2014 | Anatomy of a bail-in.(2014) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 2014 | Anatomy of a Bail-In.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2021 | Machine Learning and Factor-Based Portfolio Optimization In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Machine Learning and Factor-Based Portfolio Optimization.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2024 | Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs.(2025) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
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| 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 | 7 |
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| 2020 | Operational Risk Capital.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Understanding sentiment shifts in central bank digital currencies In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 2 |
| 2026 | Drivers of firm-level tail dependence: A machine learning approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2019 | Measuring excess-predictability of asset returns and market efficiency over time In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 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 | 6 |
| 2021 | Inflation and cryptocurrencies revisited: A time-scale analysis In: Economics Letters. [Full Text][Citation analysis] | article | 39 |
| 2017 | Asset allocation with correlation: A composite trade-off In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 21 |
| 2018 | Long-run wavelet-based correlation for financial time series In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 10 |
| 2025 | Asset allocation with factor-based covariance matrices In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 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 | 24 |
| 2012 | Downside risk and the energy hedgers horizon.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | 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 | 184 |
| 2017 | The price of shelter - Downside risk reduction with precious metals In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 52 |
| 2019 | Does corporate hedging enhance shareholder value? A meta-analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 13 |
| 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 | 5 |
| 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 | 406 |
| 2023 | Understanding the FTX exchange collapse: A dynamic connectedness approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 22 |
| 2025 | Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Beyond common equity: The influence of secondary capital on bank insolvency risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 14 |
| 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: 14 | 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 | 5 |
| 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 | 6 |
| 2024 | HACKED: Understanding the stock market response to cyberattacks In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2022 | The illusion of oil return predictability: The choice of data matters! In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 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: 12 | 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 | 5 |
| 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 |
| 2025 | Trends and key determinants of firm-level integration In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Credit default swaps as indicators of bank financial distress In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 18 |
| 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: 18 | paper | |
| 2023 | Composite jet fuel cross-hedging In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 1 |
| 2024 | Forecasting the price of oil: A cautionary note In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 3 |
| 2025 | Corporate reputational dynamics and their impact on global commodity markets In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 1 |
| 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 | 10 |
| 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 | 289 |
| 2024 | Bitcoin forks: What drives the branches? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2018 | Is gold a hedge against inflation? A wavelet time-scale perspective In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 31 |
| 2023 | Co-Skewness across Return Horizons* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Co-skewness across Return Horizons.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | Co-skewness across Return Horizons.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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 | 1 |
| 2025 | Navigating the green transition: the influence of energy volatility on green and sustainable ETFs In: Applied Economics Letters. [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 | 38 |
| 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: 38 | paper | |
| 2024 | Climate risk and financial stability: evidence from syndicated lending In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
| 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 |
| 2025 | Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team