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Gold markets around the world - who spills over what, to whom, when?

Lucey, Brian M.; Larkin, Charles; O'Connor, Fergal - In: Applied economics letters 21 (2014) 13/15, pp. 887-892

Persistent link: https://www.econbiz.de/10010418325

Return and volatility spillovers in industrial metals

Lucey, Brian M. - 2014

Persistent link: https://www.econbiz.de/10010441322

Asymmetric linkages among the fear index and emerging market volatility indices

Badshah, Ihsan Ullah; Bekiros, Stelios; Lucey, Brian M.; … - In: Emerging markets review 37 (2018), pp. 17-31

Persistent link: https://www.econbiz.de/10012114974

Exploring the dynamic relationships between cryptocurrencies and other financial assets

Corbet, Shaen; Meegan, Andrew; Larkin, Charles; Lucey, … - In: Economics letters 165 (2018), pp. 28-34

Persistent link: https://www.econbiz.de/10011973810

Contagion and interdependence : measuring CEE banking sector co-movements

Jokipii, Terhi (contributor); Lucey, Brian M. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003337863

Contagion and interdependence : measuring CEE banking sector co-movements

Jokipii, Terhi; Lucey, Brian M. - In: Economic systems 31 (2007) 1, pp. 71-96

Persistent link: https://www.econbiz.de/10003429298

COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs

Naeem, Muhammad Abubakr; Sitara Karim; Yarovaya, Larisa; … - In: Energy economics 122 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014440746

Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets

Wang, Yong; Liu, Shimiao; Abedin, Mohammad Zoynul; … - In: Journal of international financial markets, … 91 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014494792

The realized volatility of commodity futures : interconnectedness and determinants#

Bouri, Elie; Lucey, Brian M.; Saeed, Tareq; Xuan Vinh Vo - In: International review of economics & finance : IREF 73 (2021), pp. 139-151

Persistent link: https://www.econbiz.de/10012692211

Volatility Spillover Effects in Leading Cryptocurrencies : A BEKK-MGARCH Analysis

Katsiampa, Paraskevi - 2018

Through the application of three pair-wise bivariate BEKK models, this paper examines the conditional volatility dynamics along with interlinkages and conditional correlations between three pairs of cryptocurrencies, namely Bitcoin, Ether and Litecoin. While cryptocurrency price volatility is...

Persistent link: https://www.econbiz.de/10012912874