Similar Search Results

Cryptocurrency Uncertainty and Volatility Forecasting of Precious Metal Futures Markets

Wei, Yu; Wang, Yizhi; Lucey, Brian M.; Vigne, Samuel A. - 2022

Several common properties shared by cryptocurrencies and precious metals, such as safe haven, hedge and diversification for risk assets, have been wildly discussed since the day Bitcoin was created in 2008. However, no studies have explored whether cryptocurrency market uncertainties can help to...

Persistent link: https://www.econbiz.de/10013404670

Fair deposit insurance premia for two Irish banks

Lucey, Brian M. - 1993

Persistent link: https://www.econbiz.de/10000905217

Efficiency in the forward exchange market : an application of cointegration

Lucey, Brian M. - In: The economic and social review 20 (1988) 1, pp. 25-36

Persistent link: https://www.econbiz.de/10001059794

Special section on the INFINITI 2013 Conference on international finance

Lucey, Brian M. (contributor) - In: Journal of banking & finance 47 (2014), pp. 243-342

Persistent link: https://www.econbiz.de/10010506970

Psychological barriers in oil futures markets

Dowling, Michael; Cummins, Mark; Lucey, Brian M. - In: Energy economics 53 (2016), pp. 293-304

Persistent link: https://www.econbiz.de/10011660561

Behavioral influences in non-ferrous metals prices

Cummins, Mark; Dowling, Michael; Lucey, Brian M. - 2014

Persistent link: https://www.econbiz.de/10010441344

The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach

Avdoulas, Christos; Bekiros, Stelios; Lucey, Brian M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10012299596

Herding behavior, market sentiment and volatility : will the bubble resume?

Bekiros, Stelios; Jlassi, Mouna; Lucey, Brian M.; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 107-131

Persistent link: https://www.econbiz.de/10011938084

Commonality in FX liquidity : high-frequency evidence

Sensoy, Ahmet; Uzun, Sevcan; Lucey, Brian M. - In: Finance research letters 39 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805184

Commonality in FX Liquidity : High-Frequency Evidence

Sensoy, Ahmet - 2020

We test the existence and reveal the main properties of commonality in liquidity for the foreign exchange (FX) markets at the high-frequency level. Accordingly, commonality in FX liquidity exists even at the high-frequency level and it has been gradually increasing over the last few years....

Persistent link: https://www.econbiz.de/10012838964