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Dynamics of bond market integration between established and accession European Union countries

Kim, Suk-Joong; Lucey, Brian M.; Wu, Eliza - In: Journal of international financial markets, … 16 (2006) 1, pp. 41-56

Persistent link: https://www.econbiz.de/10003285774

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

Apower GARCH examination of the gold market

Tully, Edel; Lucey, Brian M. - In: Research in international business and finance 21 (2007) 2, pp. 316-325

Persistent link: https://www.econbiz.de/10003479265

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

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

This paper measures China’s daily and monthly climate policy uncertainty (CPU) from Jan 2000 to Mar 2022 based on Chinese news data for the first time. Then, the nonlinear and lag impacts of the US CPU and China’s CPU on the return, volatility, correlation and tail dependence of China’s...

Persistent link: https://www.econbiz.de/10013289708

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

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

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

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

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