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Quantitative Easing Announcements and High-Frequency Stock Market Volatility : Evidence From the United States

Corbet, Shaen - 2018

In November 2008, the United States (US) Federal Reserve began purchasing mortgage-backed security obligations, in an attempt to support the failing housing market and improve financial market conditions. This paper provides an investigation of the volatility effects associated with regularly...

Persistent link: https://www.econbiz.de/10012913007

The impact of industrial incidents on stock market volatility

Corbet, Shaen; Larkin, Charles; McMullan, Caroline - In: Research in international business and finance 52 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012548203

The impact of macroeconomic news on Bitcoin returns

Corbet, Shaen; Larkin, Charles; Lucey, Brian M.; … - In: The European journal of finance 26 (2020) 14, pp. 1396-1416

Persistent link: https://www.econbiz.de/10012264974

Cryptocurrency reaction to FOMC Announcements : evidence of heterogeneity based on blockchain stack position

Corbet, Shaen; Larkin, Charles; Lucey, Brian M.; … - In: Journal of financial stability 46 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012391445

The differential impact of corporate blockchain-development as conditioned by sentiment and financial desperation

Cioroianu, Iulia; Corbet, Shaen; Larkin, Charles - In: The journal of corporate finance : contracting, … 66 (2021), pp. 1-29

Persistent link: https://www.econbiz.de/10012514660

The effects of negative reputational contagion on international airlines : the case of the Boeing 737-MAX disasters

Collings, David G.; Corbet, Shaen; Hou, Yang; Hu, Yang; … - In: International review of financial analysis 80 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013366324

Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic

Corbet, Shaen; Hou, Yang; Hu, Yang; Larkin, Charles; … - In: Finance research letters 45 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014575516

Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007-2009) and the European debt crisis

Meegan, Andrew; Corbet, Shaen; Larkin, Charles - In: Journal of international financial markets, … 56 (2018), pp. 128-148

Persistent link: https://www.econbiz.de/10015123051

Volatility spillover between stock prices and exchange rates : new evidence across the recent financial crisis period

Mozumder, Nurul; De Vita, Glauco; Kyaw, Khine S.; … - In: Economic issues 20 (2015) 1, pp. 43-64

Persistent link: https://www.econbiz.de/10011378993

How Have Contracts for Difference Affected Irish Equity Market Volatility?

Corbet, Shaen - 2015

Contracts for Difference (CFDs) have existed for less than twenty years and the market has grown significantly up to the period before the recent international crises. This paper presents an analysis of how CFDs have affected equity market volatility in Ireland. EGARCH models are used to uncover...

Persistent link: https://www.econbiz.de/10013034194