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Analyst recommendations and volatility in a rising, falling, and crisis equity market

Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194

Persistent link: https://www.econbiz.de/10011553187

European equity market contagion : an empirical application to Ireland's sovereign debt crisis

Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...

Persistent link: https://www.econbiz.de/10011471074

How have contracts for difference affected Irish equity market volatility?

Corbet, Shaen; Twomey, Cian - In: The economic and social review 45 (2014) 4, pp. 559-577

Persistent link: https://www.econbiz.de/10010477345

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

Co-movements and spillovers of oil and renewable firms under extreme conditions : new evidence from negative WTI prices during COVID-19

Corbet, Shaen; Goodell, John W.; Günay, Samet - In: Energy economics 92 (2020), pp. 1-24

Persistent link: https://www.econbiz.de/10012520119

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

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

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