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Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold
Is gold a hedge, defined as a security that is uncorrelated with stocks or bonds on average, or is it a safe haven, defined as a security that is uncorrelated with stocks and bonds in a market crash?…
Flights and Contagion - an Empirical Analysis of Stock-Bond Correlations
This paper analyzes the existence of flights from stocks to bonds and vice versa. We propose a definition and a test for flight-to-quality, flight-from-quality and cross-asset contagion and examine…
The Macroeconomic Determinants of Volatility in Precious Metals Markets
- J. Batten, Cetin Ciner, B. Lucey
- Economics
- 20 June 2008
This paper models the monthly price volatilities of four precious metals (gold, silver, platinum and palladium prices) and investigates the macroeconomic determinants (business cycle, monetary…
Determinants of capital structure in Irish SMEs
- C. Mac an Bhaird, B. Lucey
- Economics
- 1 October 2010
This paper presents an empirical examination of determinants of the capital structure of a sample of 299 Irish small and medium-sized enterprises (SMEs). Results suggest that age, size, level of…
Psychological Barriers in Gold Prices?
- R. Aggarwal, B. Lucey
- Economics
- 1 January 2005
This paper examines for the first time the existence of psychological barriers in a variety of daily and intra-day gold price series. This paper uses a number of statistical procedures and presents…
Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets
- S. Corbet, Andrew Meegan, C. Larkin, B. Lucey, L. Yarovaya
- Economics
- 13 November 2017
We analyse, in the time and frequency domains, the relationships between three popular cryptocurrencies and a variety of other financial assets. We find evidence of the relative isolation of these…
Cryptocurrencies as a Financial Asset: A Systematic Analysis
- S. Corbet, B. Lucey, Andrew Urquhart, L. Yarovaya
- EconomicsInternational Review of Financial Analysis
- 18 March 2018
This paper provides a systematic review of the empirical literature based on the major topics that have been associated with the market for cryptocurrencies since their development as a financial…
Robust global mood influences in equity pricing
- M. Dowling, B. Lucey
- Environmental Science
- 1 April 2008
Datestamping the Bitcoin and Ethereum Bubbles
- S. Corbet, B. Lucey, L. Yarovaya
- MathematicsFinance Research Letters
- 1 December 2017
We examine the existence and dates of pricing bubbles in Bitcoin and Ethereum, two popular cryptocurrencies using the (Phillips et al., 2011) methodology. In contrast to previous papers, we examine…
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