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The Impacts of Climate Policy Uncertainty on Return, Volatility, Correlation and Tail Dependence of China's and Us Stock Markets
Xu, Xin; Huang, Shupei; Lucey, Brian M.; Haizhong, An - 2022
, volatility, correlation and tail dependence of China’s and US stock markets are investigated and compared by adopting GARCH (1 … increase the correlation between China’s and US stock markets’ volatilities …
Persistent link: https://www.econbiz.de/10013289708
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Robust global stock market interdependencies
Lucey, Brian M.; Muckley, Cal - 2011
Persistent link: https://www.econbiz.de/10009422171
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Robust global stock market interdependencies
Lucey, Brian M.; Muckley, Cal - In: International review of financial analysis 20 (2011) 4, pp. 215-224
Persistent link: https://www.econbiz.de/10009295706
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The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin; Huang, Shupei; Lucey, Brian M.; An, Haizhong - In: International review of financial analysis 88 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
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Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie; Lucey, Brian M.; Roubaud, David - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
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Basic statistical properties of the ISEQ - the Irish Stock Exchange Official Index
Lucey, Brian M. - 1994
Persistent link: https://www.econbiz.de/10000141414
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Russian equity market linkages before and after the 1998 crisis : evidence from stochastic and regime-switching cointegration tests
Lucey, Brian M.; Voronkova, Svitlana - In: Journal of international money and finance 27 (2008) 8, pp. 1303-1324
Persistent link: https://www.econbiz.de/10003804883
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Russian equity market linkages before and after the 1998 crisis : evidence from time-varying and stochastic cointegration tests
Lucey, Brian M.; Voronkova, Svitlana - 2005
Persistent link: https://www.econbiz.de/10003174040
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Correlation Behaviour of iShares Silver Trust During the 2010 Flash Crash
Lucey, Brian M. - 2013
market contagion during the 2010 Flash Crash. We use intra-day data to examine the correlation dynamics between SLV and nine …
Persistent link: https://www.econbiz.de/10013077436
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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