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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
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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
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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
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News sentiment and bank credit risk
Smales, Lee A. - In: Journal of empirical finance 38 (2016), pp. 37-61
Persistent link: https://www.econbiz.de/10011663222
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The role of political uncertainty in Australian financial markets
Smales, Lee A. - In: Accounting and finance : journal of the Accounting … 56 (2016) 2, pp. 545-575
Persistent link: https://www.econbiz.de/10011585993
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Trading behavior and monetary policy news
Smales, Lee A. - In: The journal of behavioral finance : a publication of … 19 (2018) 4, pp. 365-380
Persistent link: https://www.econbiz.de/10012009728
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"Brexit" : a case study in the relationship between political and financial market uncertainty
Smales, Lee A. - In: International review of finance 17 (2017) 3, pp. 451-459
Persistent link: https://www.econbiz.de/10011807166
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Effect of investor fear on Australian financial markets
Smales, Lee A. - In: Applied economics letters 24 (2017) 16, pp. 1148-1153
Persistent link: https://www.econbiz.de/10011852359
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Time-varying relationship of news sentiment, implied volatility and stock returns
Smales, Lee A. - In: Applied economics 48 (2016) 49/51, pp. 4942-4960
Persistent link: https://www.econbiz.de/10011641401
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Policy uncertainty in Australian financial markets
Smales, Lee A. - In: Australian journal of management 46 (2021) 3, pp. 523-547
Persistent link: https://www.econbiz.de/10012592736