Roman B. Matkovskyy : Citation Profile

Are you Roman B. Matkovskyy?

École Supérieure de Commerce de Rennes

9

H index

9

i10 index

237

Citations

RESEARCH PRODUCTION:

27

Articles

29

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 18
   Journals where Roman B. Matkovskyy has often published
   Relations with other researchers
   Recent citing documents: 104.    Total self citations: 19 (7.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma1598
   Updated: 2024-12-03    RAS profile: 2024-05-08    
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Relations with other researchers

Works with:

Yarovaya, Larisa (8)

BOURAOUI, Taoufik (5)

Potì, Valerio (4)

Urquhart, Andrew (3)

Bredin, Don (2)

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 (13)

Yousaf, Imran (7)

Bouri, Elie (5)

Mokni, Khaled (5)

Demir, Ender (4)

Goutte, Stéphane (4)

lucey, brian (4)

Ahmed, Walid (4)

Naderi, Esmaeil (4)

Ajmi, Ahdi Noomen (4)

Colombo, Jéfferson (3)

Cites to:

Yarovaya, Larisa (29)

lucey, brian (25)

Corbet, Shaen (24)

Roubaud, David (21)

Bouri, Elie (21)

GUPTA, RANGAN (13)

Walther, Thomas (9)

Gil-Alana, Luis (8)

Koopman, Siem Jan (8)

Larkin, Charles (8)

Bai, Jushan (7)

Main data

Where Roman B. Matkovskyy has published?

Journals with more than one article published# docs
Finance Research Letters4
Applied Economics3
Journal of International Financial Markets, Institutions and Money2
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 / HAL23
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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2023A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Correa, Luis Enrique ; Jing, Ruixue. In: Papers. RePEc:arx:papers:2304.02362.

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2023Systemic risk indicator based on implied and realized volatility. (2023). Ślepaczuk, Robert ; Sieradzki, Rafal ; Sakowski, Pawel. In: Papers. RePEc:arx:papers:2307.05719.

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2024Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024.

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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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2023The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets. (2023). Bazan-Palomino, Walter. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1080-1095.

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2023The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China. (2023). Qi, Jiayin ; Xu, Kunpeng ; Zhang, Pengcheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:222-246.

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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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2023Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

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2024Pricing cryptocurrency options with machine learning regression for handling market volatility. (2024). Lenz, Jimmie ; Brini, Alessio. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001081.

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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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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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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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2023Bitcoin vs. fiat currencies: Insights from extreme dependence and risk spillover analysis with financial markets. (2023). Galariotis, Emilios ; Bouri, Elie ; Abid, Ilyes ; Mzoughi, Hela ; Guesmi, Khaled. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003228.

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2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x.

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2024Understanding 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.

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2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Escribano, Ana ; Esparcia, Carlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199.

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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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2023FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies. (2023). Kinateder, Harald ; Kamal, Elham ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004713.

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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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2023How connected is the crypto market risk to investor sentiment?. (2023). Zhu, Hao ; Meng, Yiqun ; Lin, Xudong. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005494.

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2023Directional predictability between interest rates and the Stoxx 600 Banks index: A quantile approach. (2023). Manotas-Duque, Diego F ; Oviedo-Gomez, Andres ; Joaqui-Barandica, Orlando. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007006.

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2023A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Rocha, Luis ; Jing, Ruixue. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008759.

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2023Quantifying systemic risk in the cryptocurrency market: A sectoral analysis. (2023). Evik, Emrah Ismail ; Altinkeski, Buket Kirci ; Gunay, Samet ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009583.

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2023ESG greenwashing and equity mispricing: Evidence from China. (2023). Meng, Yiqun ; Zhu, Hao ; Lin, Xudong. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009789.

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2024Bitcoin 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.

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2024Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055.

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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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2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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2023Did cryptomarket chaos unleash Silvergates bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse. (2023). Esparcia, Carlos ; Escribano, Ana ; Jareo, Francisco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001191.

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2023Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?. (2023). Yarovaya, Larisa ; Abrar, Afsheen ; Yousaf, Imran. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s104244312300149x.

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2024Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders. (2024). Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001968.

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2024The relevance of media sentiment for small and large scale bitcoin investors. (2024). Beckmann, Joscha ; Wustenfeld, Jan ; Geldner, Teo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000295.

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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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2024Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). Bouzouita, Nesrine ; Chaabane, Najeh ; Gaies, Brahim. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:43-70.

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2023Attention allocation and cryptocurrency return co-movement: Evidence from the stock market. (2023). Urquhart, Andrew ; Shen, Dehua ; Hu, Yitong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:1173-1185.

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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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2024When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets. (2024). OMRI, Anis ; Gubareva, Mariya ; Ali, Shoaib ; Naveed, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002866.

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2024Global 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.

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2024The impact of ECB’s Quantitative Easing on cryptocurrency markets during times of crisis. (2024). Yarovaya, Larisa ; Guesmi, Khaled ; Rachdi, Houssem ; Zouaoui, Riadh ; Aloui, Donia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192300329x.

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2024Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Khaled, Djebbouri ; Tiwari, Sunil ; Cheng, Jiyang ; Shahzad, Umer ; Mahendru, Mandeep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

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2024On the prediction of systemic risk tolerance of cryptocurrencies. (2024). Boubaker, Sabri ; Karim, Sitara ; Rahman, Molla Ramizur ; Naeem, Muhammad Abubakr. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006480.

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2024Crypto 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.

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2024Are 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.

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2024Blockchain for sustainability: A systematic literature review for policy impact. (2024). Cheikosman, Evin ; Morsfield, Suzanne ; Mulligan, Catherine. In: Telecommunications Policy. RePEc:eee:telpol:v:48:y:2024:i:2:s0308596123001878.

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2023.

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2023.

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2023Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum. (2023). Sanhaji, Bilel ; Chevallier, Julien. 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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2023Relations 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.

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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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2024Does Short-and-Distort Scheme Really Exist? A Bitcoin Futures Audit Scheme through BIRCH & BPNN Approach. (2024). Cai, Shaokang ; Weng, Tien-Hsiung ; Li, Kuan-Ching ; Han, Dezhi ; Zheng, Zibin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10378-3.

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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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2024Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?. (2024). GUPTA, RANGAN ; Bouri, Elie ; Babalos, Vassilios. In: Working Papers. RePEc:pre:wpaper:202416.

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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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2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

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More than 100 citations found, this list is not complete...

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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2021Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model In: Revue économique.
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2021Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 3		paper
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 nother version. Agregated cites: 0		paper
2022Demand elasticities of Bitcoin and Ethereum In: Economics Letters.
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2022Demand elasticities of Bitcoin and Ethereum.(2022) In: Post-Print.
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2021“Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic In: International Review of Financial Analysis.
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2021“Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic.(2021) In: Post-Print.
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2019From financial markets to Bitcoin markets: A fresh look at the contagion effect In: Finance Research Letters.
[Full Text][Citation analysis]		article39
2019From financial markets to Bitcoin markets: A fresh look at the contagion effect.(2019) In: Post-Print.
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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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2021From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks.(2021) In: Post-Print.
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2022Shall the winning last? A study of recent bubbles and persistence In: Finance Research Letters.
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2022Shall the winning last? A study of recent bubbles and persistence.(2022) In: Post-Print.
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2023Systemic risks in the cryptocurrency market: Evidence from the FTX collapse In: Finance Research Letters.
[Full Text][Citation analysis]		article18
2023Systemic risks in the cryptocurrency market: Evidence from the FTX collapse.(2023) In: Post-Print.
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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]		article34
2021The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 34		paper
2023The role of interpersonal trust in cryptocurrency adoption In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
2023The role of interpersonal trust in cryptocurrency adoption.(2023) In: Post-Print.
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This paper has nother version. Agregated cites: 9		paper
2017Pre-launch Prediction of Market Performance for Short Lifecycle Products Using Online Community Data In: Journal of Interactive Marketing.
[Full Text][Citation analysis]		article10
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.
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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]		article31
2020Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets.(2020) In: Post-Print.
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This paper has nother version. Agregated cites: 31		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.
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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]		article22
2022The COVID-19 black swan crisis: Reaction and recovery of various financial markets.(2022) In: Post-Print.
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This paper has nother version. Agregated cites: 22		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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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.
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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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2020The Bitcoin options market: A first look at pricing and risk In: Post-Print.
[Citation analysis]		paper7
2021The Bitcoin options market: A first look at pricing and risk.(2021) In: Applied Economics.
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2021What effect did the introduction of Bitcoin futures have on the Bitcoin spot market? In: Post-Print.
[Citation analysis]		paper14
2021What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?.(2021) In: The European Journal of Finance.
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This paper has nother version. Agregated cites: 14		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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2022Does Shariah compliance affect investor behaviour in the COVID-19 times: evidence from herding in the global energy market In: Post-Print.
[Citation analysis]		paper1
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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2022COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic In: Post-Print.
[Citation analysis]		paper3
2022COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic.(2022) In: Digital Finance.
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This paper has nother version. Agregated cites: 3		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
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.
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