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Volatility spillover effects in leading cryptocurrencies : a BEKK-MGARCH analysis
Katsiampa, Paraskevi; Corbet, Shaen; Lucey, Brian M. - In: Finance research letters 29 (2019), pp. 68-74
Persistent link: https://www.econbiz.de/10012417734
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The effectiveness of technical trading rules in cryptocurrency markets
Corbet, Shaen; Eraslan, Veysel; Lucey, Brian M.; … - In: Finance research letters 31 (2019), pp. 32-37
Persistent link: https://www.econbiz.de/10012421035
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Aye corona! : the contagion effects of being named corona during the COVID-19 pandemic
Corbet, Shaen; Hou, Yang; Hu, Yang; Lucey, Brian M.; … - 2020
Persistent link: https://www.econbiz.de/10012428518
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The relationship between implied volatility and cryptocurrency returns
Akyildirim, Erdinc; Corbet, Shaen; Lucey, Brian M.; … - In: Finance research letters 33 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012430938
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The contagion effects of the COVID-19 pandemic : evidence from gold and cryptocurrencies
Corbet, Shaen; Larkin, Charles; Lucey, Brian M. - In: Finance research letters 35 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012439090
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The destabilising effects of cryptocurrency cybercriminality
Corbet, Shaen; Cumming, Douglas J.; Lucey, Brian M.; … - In: Economics letters 191 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012507992
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Aye Corona! : the contagion effects of being named Corona during the COVID-19 pandemic
Corbet, Shaen; Hou, Yang; Hu, Yang; Lucey, Brian M.; … - In: Finance research letters 38 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012490606
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Riding the wave of crypto-exuberance : the potential misusage of corporate blockchain announcements
Akyildirim, Erdinç; Corbet, Shaen; Cumming, Douglas J.; … - In: Technological forecasting & social change : an … 159 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012519604
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High frequency volatility co-movements in cryptocurrency markets
Katsiampa, Paraskevi; Corbet, Shaen; Lucey, Brian M. - In: Journal of international financial markets, … 62 (2019), pp. 35-52
Persistent link: https://www.econbiz.de/10012262439
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KODAKCoin : a blockchain revolution or exploiting a potential cryptocurrency bubble?
Corbet, Shaen; Larkin, Charles; Lucey, Brian M.; … - In: Applied economics letters 27 (2020) 7, pp. 518-524
Persistent link: https://www.econbiz.de/10012205716