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The relationship between financial asset returns and the well-being of US households

Smales, Lee A. - In: Applied economics letters 21 (2014) 16/18, pp. 1184-1188

Persistent link: https://www.econbiz.de/10010465732

Bond futures and order imbalance : examining international linkages

Smales, Lee A. - In: Journal of international financial markets, … 26 (2013), pp. 113-132

Persistent link: https://www.econbiz.de/10010234953

News sentiment as an explanation for changes in the VIX futures basis

Smales, Lee A. - In: The journal of investing : JOI 29 (2020) 4, pp. 92-102

Persistent link: https://www.econbiz.de/10013177885

The influence of policy uncertainty on exchange rate forecasting

Smales, Lee A. - In: Journal of forecasting 41 (2022) 5, pp. 997-1016

Persistent link: https://www.econbiz.de/10013287895

Volatility spillovers among cryptocurrencies

Smales, Lee A. - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-12

The cryptocurrency market has experienced stunning growth, with market value exceeding USD 1.5 trillion. We use a DCC-MGARCH model to examine the return and volatility spillovers across three distinct classes of cryptocurrencies: coins, tokens, and stablecoins. Our results demonstrate that...

Persistent link: https://www.econbiz.de/10012792439