11
H index
11
i10 index
741
Citations
Universitat Rovira I Virgili Tarragona | 11 H index 11 i10 index 741 Citations RESEARCH PRODUCTION: 39 Articles 26 Papers RESEARCH ACTIVITY: 17 years (2007 - 2024). See details. EXPERT IN: Information and Market Efficiency; Event Studies; Insider Trading MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfe210 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Aurelio F. Bariviera. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 23 |
Working Papers / Universitat Rovira i Virgili, Department of Economics | 3 |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2023 | An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881. Full description at Econpapers || Download paper |
2024 | On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges. (2021). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2112.07386. Full description at Econpapers || Download paper |
2023 | Age and market capitalization drive large price variations of cryptocurrencies. (2023). Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:2302.12319. Full description at Econpapers || Download paper |
2023 | Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495. Full description at Econpapers || Download paper |
2023 | Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148. Full description at Econpapers || Download paper |
2023 | Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper |
2023 | Collective infectivity of the pandemic over time and association with vaccine coverage and economic development. (2023). Menzies, Max ; James, Nick. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010408. Full description at Econpapers || Download paper |
2024 | Fractal properties, information theory, and market efficiency. (2024). Garcin, Matthieu ; Brouty, Xavier. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000948. Full description at Econpapers || Download paper |
2023 | Do foreign investors have a positive impact on the domestic government bonds market? A panel pooled mean group approach. (2023). Roca, Eduardo ; Su, Jen-Je ; Akimov, Alexandr ; Conterius, Simeon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:863-875. Full description at Econpapers || Download paper |
2024 | Nonlinear dynamics of Kimchi premium. (2024). Yang, Yangzhuoran Fin ; Koo, Bonsoo ; Seo, Myung Hwan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000828. Full description at Econpapers || Download paper |
2024 | Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Ma, Shiqun ; Xiang, Lijin ; Wang, Shuhan ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147. Full description at Econpapers || Download paper |
2023 | Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380. Full description at Econpapers || Download paper |
2023 | Multivariate 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. Full description at Econpapers || Download paper |
2024 | The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Ye, Jing ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646. Full description at Econpapers || Download paper |
2023 | The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731. Full description at Econpapers || Download paper |
2023 | Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness. (2023). Pontines, Victor ; Mohammed, Yassier ; Goswami, Mangal. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002703. Full description at Econpapers || Download paper |
2023 | On the topology of cryptocurrency markets. (2023). Dotko, Pawe ; Rudkin, Wanling. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002752. Full description at Econpapers || Download paper |
2023 | State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880. Full description at Econpapers || Download paper |
2023 | Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks. (2023). Tiwari, Aviral ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004647. 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 | Reflections of public perception of Russia-Ukraine conflict and Metaverse on the financial outlook of Metaverse coins: Fresh evidence from Reddit sentiment analysis. (2024). Garcia-Rubio, Noelia ; Gamez, Matias ; Alfaro-Cortes, Esteban ; Ghosh, Indranil. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001479. Full description at Econpapers || Download paper |
2023 | Anatomy of a Stablecoin’s failure: The Terra-Luna case. (2023). Aste, Tomaso ; Wang, Yuanrong ; Vidal-Tomas, David ; Briola, Antonio. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005359. Full description at Econpapers || Download paper |
2023 | Safe havens for Bitcoin. (2023). Krištoufek, Ladislav ; Nedved, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006134. Full description at Econpapers || Download paper |
2023 | Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523. Full description at Econpapers || Download paper |
2023 | Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. (2023). Gözgör, Giray ; Goodell, John W ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005426. Full description at Econpapers || Download paper |
2023 | Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow. (2023). Lee, Yunyoung. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007668. Full description at Econpapers || Download paper |
2023 | Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551. Full description at Econpapers || Download paper |
2023 | The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis. (2023). Saggu, Aman ; Ante, Lennart. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003653. Full description at Econpapers || Download paper |
2023 | SFDR, investor attention, and European financial markets. (2023). Nabeel-Ud, Raja ; Chiappini, Helen ; Birindelli, Giuliana. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s154461232300507x. Full description at Econpapers || Download paper |
2023 | Correlation impulse response functions. (2023). Herwartz, Helmut ; Hafner, Christian M. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005482. Full description at Econpapers || Download paper |
2023 | Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war. (2023). Ruan, Junhu ; Yadav, Miklesh Prasad ; Goodell, John W ; Malhotra, Nidhi ; Abedin, Mohammad Zoynul. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006955. Full description at Econpapers || Download paper |
2023 | Unveiling the diversification capabilities of carbon markets in NFT portfolios. (2023). Esparcia, Carlos ; Diaz, Antonio ; Huelamo, Diego. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010048. Full description at Econpapers || Download paper |
2024 | A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies. (2024). Hsu, Yuan-Teng ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011352. 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 | The impact of the war in Ukraine on the idiosyncratic risk and the market risk. (2024). le Saout, Erwan ; Soliman, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012679. Full description at Econpapers || Download paper |
2024 | Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Liu, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013223. Full description at Econpapers || Download paper |
2024 | Investor attention and GameFi returns: A transfer entropy analysis. (2024). Shen, Dehua ; Goodell, John W ; Shi, Guiqiang. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000771. 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 |
2023 | Can the tone of central bankers’ speeches discourage potential bank borrowers in the Eurozone?. (2023). Tsouknidis, Dimitris ; Anastasiou, Dimitris ; Drakos, Konstantinos ; Krokida, Styliani-Iris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001511. Full description at Econpapers || Download paper |
2023 | Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Dauda, Mariam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300260x. Full description at Econpapers || Download paper |
2023 | On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854. Full description at Econpapers || Download paper |
2023 | Exploring the vital role of geopolitics in the oil market: The case of Russia. (2023). Qin, Meng ; Wu, Shuang ; Lee, Zhengzheng ; Wang, Xinghua. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006207. 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 |
2023 | Volatility and returns connectedness in cryptocurrency markets: Insights from graph-based methods. (2023). Bezbradica, Marija ; Mai, Tai Tan ; Ngoc, An Pham ; Crane, Martin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s0378437123009044. Full description at Econpapers || Download paper |
2024 | Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations. (2024). Bouri, Elie ; Nekhili, Ramzi ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000979. Full description at Econpapers || Download paper |
2023 | Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:1-13. Full description at Econpapers || Download paper |
2024 | NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151. Full description at Econpapers || Download paper |
2024 | Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques. (2024). Gorjon, Sergio ; Carbo, Jose Manuel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:123-140. Full description at Econpapers || Download paper |
2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. Full description at Econpapers || Download paper |
2023 | A random forest-based model for crypto asset forecasts in futures markets with out-of-sample prediction. (2023). Solana, Pablo ; Sanchez, Maria Jesus ; Mira, Jose ; Orte, Francisco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200215x. Full description at Econpapers || Download paper |
2023 | Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs. (2023). Zulfiqar, Noshaba ; Wee, Jung Bum ; Bouri, Elie ; Ghosh, Bikramaditya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000715. Full description at Econpapers || Download paper |
2023 | A hybrid approach for forecasting bitcoin series. (2023). Belkacem, Lotfi ; Boubaker, Heni ; Mtiraoui, Amine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s027553192300137x. Full description at Econpapers || Download paper |
2024 | Hidden effects of Brexit. (2024). Pisera, Stefano. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002842. 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 |
2023 | What drives the popularity of stablecoins? Measuring the frequency dynamics of connectedness between volatile and stable cryptocurrencies. (2023). Wosik, Katarzyna ; Wider, Wojciech ; Sobaski, Konrad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000033. Full description at Econpapers || Download paper |
2023 | Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique. (2023). Hassan, M. Kabir ; Devji, Shridev ; Tiwari, Aviral ; Dsouza, Arun ; Pattnaik, Debidutta. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000240. Full description at Econpapers || Download paper |
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 | Are crypto and non-crypto investors alike? Evidence from a comprehensive survey in Brazil. (2024). Colombo, Jéfferson ; Yarovaya, Larisa. In: Technology in Society. RePEc:eee:teinso:v:76:y:2024:i:c:s0160791x24000162. Full description at Econpapers || Download paper |
2023 | Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Short- 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. Full description at Econpapers || Download paper |
2024 | Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Kassamany, Talie ; Bassil, Charbel ; Harb, Etienne ; Baz, Roland. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7. Full description at Econpapers || Download paper |
2023 | ECB unconventional monetary policy and SME access to finance. (2023). Kapoor, Supriya ; Finnegan, Marie. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:3:d:10.1007_s11187-023-00730-0. Full description at Econpapers || Download paper |
2023 | Bayesian nonlinear expectation for time series modelling and its application to Bitcoin. (2023). Siu, Tak Kuen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02255-z. Full description at Econpapers || Download paper |
2023 | Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. (2023). Cheng, Jie. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02360-7. Full description at Econpapers || Download paper |
2023 | Weighted-indexed semi-Markov model: calibration and application to financial modeling. (2023). de Blasis, Riccardo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00418-6. Full description at Econpapers || Download paper |
2023 | Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w. Full description at Econpapers || Download paper |
2023 | Bibliometric network analysis of thirty years of islamic banking and finance scholarly research. (2023). Mostafa, Mohamed M ; Hassanein, Ahmed. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01453-2. Full description at Econpapers || Download paper |
2024 | Cryptocurrencies value?at?risk and expected shortfall: Do regime?switching volatility models improve forecasting?. (2021). MacIel, Leandro. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4840-4855. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Data manipulation detection via permutation information theory quantifiers In: Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Thermodynamics of firms growth In: Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | LIBOR troubles: anomalous movements detection based on Maximum Entropy In: Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | LIBOR troubles: Anomalous movements detection based on maximum entropy.(2016) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2015 | The (in)visible hand in the Libor market: an Information Theory approach In: Papers. [Full Text][Citation analysis] | paper | 8 |
2015 | The (in)visible hand in the Libor market: an information theory approach.(2015) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2015 | A permutation Information Theory tour through different interest rate maturities: the Libor case In: Papers. [Full Text][Citation analysis] | paper | 9 |
2015 | Efficiency and credit ratings: a permutation-information-theory analysis In: Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Libor at crossroads: stochastic switching detection using information theory quantifiers In: Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Libor at crossroads: Stochastic switching detection using information theory quantifiers.(2016) In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2016 | The impact of the financial crisis on the long-range memory of European corporate bond and stock markets In: Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | The impact of the financial crisis on the long-range memory of European corporate bond and stock markets.(2018) In: Empirica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2017 | Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers In: Papers. [Full Text][Citation analysis] | paper | 9 |
2016 | CRUDE OIL MARKET AND GEOPOLITICAL EVENTS: AN ANALYSIS BASED ON INFORMATION-THEORY-BASED QUANTIFIERS.(2016) In: Fuzzy Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2017 | Simplifying credit scoring rules using LVQ+PSO In: Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Some stylized facts of the Bitcoin market In: Papers. [Full Text][Citation analysis] | paper | 220 |
2017 | Some stylized facts of the Bitcoin market.(2017) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 220 | article | |
2017 | The inefficiency of Bitcoin revisited: a dynamic approach In: Papers. [Full Text][Citation analysis] | paper | 197 |
2017 | The inefficiency of Bitcoin revisited: A dynamic approach.(2017) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | article | |
2018 | Spurious seasonality detection: a non-parametric test proposal In: Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Spurious Seasonality Detection: A Non-Parametric Test Proposal.(2018) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2018 | Stock returns forecast: an examination by means of Artificial Neural Networks In: Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers In: Papers. [Full Text][Citation analysis] | paper | 25 |
2019 | An analysis of cryptocurrencies conditional cross correlations In: Papers. [Full Text][Citation analysis] | paper | 56 |
2019 | An analysis of cryptocurrencies conditional cross correlations.(2019) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
2019 | A bibliometric analysis of Bitcoin scientific production In: Papers. [Full Text][Citation analysis] | paper | 26 |
2019 | A bibliometric analysis of bitcoin scientific production.(2019) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2020 | One model is not enough: heterogeneity in cryptocurrencies multifractal profiles In: Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles.(2021) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis In: Papers. [Full Text][Citation analysis] | paper | 8 |
2021 | WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS.(2021) In: Journal of Economic Surveys. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2020 | Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent In: Papers. [Full Text][Citation analysis] | paper | 8 |
2022 | Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent.(2022) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2020 | Are cryptocurrencies becoming more interconnected? In: Papers. [Full Text][Citation analysis] | paper | 26 |
2021 | Are cryptocurrencies becoming more interconnected?.(2021) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2020 | Are cryptocurrencies becoming more interconnected?.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2021 | The link between Bitcoin and Google Trends attention In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Time-frequency co-movements between commodities and economic policy uncertainty across different crises In: Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | An information theory perspective on the informational efficiency of gold price In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 11 |
2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2012 | A comparative analysis of the informational efficiency of the fixed income market in seven European countries In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
2023 | Data vs. information: Using clustering techniques to enhance stock returns forecasting In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2022 | The link between cryptocurrencies and Google Trends attention In: Finance Research Letters. [Full Text][Citation analysis] | article | 18 |
2021 | The link between cryptocurrencies and Google Trends attention.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2011 | The influence of liquidity on informational efficiency: The case of the Thai Stock Market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
2012 | On the efficiency of sovereign bond markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 35 |
2016 | Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
2023 | Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
2023 | Disentangling the impact of economic and health crises on financial markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
2024 | Do online attention and sentiment affect cryptocurrencies’ correlations? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2014 | Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds In: The Economic and Social Review. [Full Text][Citation analysis] | article | 9 |
2020 | Credit Crunch or Loan Demand Shortage: What Is the Problem with the SMEs’ Financing? In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 1 |
2007 | IMMUNIZATION STRATEGY IN A FUZZY ENVIRONMENT In: Fuzzy Economic Review. [Citation analysis] | article | 0 |
2012 | VARIABLE POPULATION MOPSO APPLIED TO MEDICAL VISITS In: Fuzzy Economic Review. [Citation analysis] | article | 0 |
2012 | ADVANTAGES OF USING SELF-ORGANIZING MAPS TO ANALYSE STUDENT EVALUATIONS OF TEACHING In: Fuzzy Economic Review. [Citation analysis] | article | 1 |
2019 | SME Steeplechase: When Obtaining Money Is Harder Than Innovating In: IJFS. [Full Text][Citation analysis] | article | 2 |
2024 | What Matters for Comovements among Gold, Bitcoin, CO 2 , Commodities, VIX and International Stock Markets during the Health, Political and Bank Crises? In: Risks. [Full Text][Citation analysis] | article | 0 |
2019 | Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador In: Risks. [Full Text][Citation analysis] | article | 1 |
2023 | Methodology for the Identification of Vehicle Congestion Based on Dynamic Clustering In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2022 | Forecasting high-frequency stock returns: a comparison of alternative methods In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
2013 | Revisiting the European sovereign bonds with a permutation-information-theory approach In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 1 |
2020 | Weekly dynamic conditional correlations among cryptocurrencies and traditional assets In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | A meta‐analysis of SMEs literature based on the survey on access to finance of enterprises of the European central bank In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
In: . [Full Text][Citation analysis] | article | 0 | |
2022 | Dynamic grouping of vehicle trajectories In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] | article | 0 |
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