Browsing by Author Brian Lucey

Showing results 1 to 18 of 18
Issue DateTitleAuthor(s)
2023Can altcoins act as hedges or safe-havens for Bitcoin?Yi Li
2023ChatGPT for (finance) research: The Bananarama conjectureMichael Dowling
2023Climate impacts on the loan quality of Chinese regional commercial banksDayong Zhang
2022Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemicShaen Corbet 
2020Cryptocurrency reaction to FOMC announcements: evidence of heterogeneity based on blockchain stack positionShaen Corbet
2022Determinants of cryptocurrency returns: A LASSO quantile regression approachCetin Ciner
2023An examination of green bonds as a hedge and safe haven for international equity marketsBoru Ren
2023Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive modelBoru Ren
2019High frequency volatility co-movements in cryptocurrency marketsKatsiampa
2023"I just like the stock": The role of Reddit sentiment in the GameStop share rallySuwan (Cheng) Long
2019The impact of terrorism on European tourismShaen Corbet
2024Interconnectedness and risk profile of hydrogen against major asset classesBrian Lucey
2023Negative elements of cryptocurrencies: Exploring the drivers of Bitcoin carbon footprintsSuwan(Cheng) Long
2023Predictors of clean energy stock returns: An analysis with best subset regressionsCetin Ciner
2019Price and volatility spillovers across the international steam coal marketJonathan A.Batten
2024Quantile coherency across bonds, commodities, currencies, and equitiesGazi Salah Uddin
2022UK Vice Chancellor compensation: Do they get what they deserve?Brian Lucey
2019Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysisParaskevi Katsiampa