Samuel A. Vigne
Samuel A. Vigne
Verified email at tcd.ie
TitleCited byYear
Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation
E Demir, G Gozgor, CKM Lau, SA Vigne
Finance Research Letters 26, 145-149, 2018
932018
Bitcoin Futures—What use are they?
S Corbet, B Lucey, M Peat, S Vigne
Economics Letters 172, 23-27, 2018
592018
Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity
MCK Lau, SA Vigne, S Wang, L Yarovaya
International Review of Financial Analysis 52, 316-332, 2017
392017
The financial economics of white precious metals—A survey
SA Vigne, BM Lucey, FA O’Connor, L Yarovaya
International Review of Financial Analysis 52, 292-308, 2017
302017
Future directions in international financial integration research-A crowdsourced perspective
BM Lucey, SA Vigne, L Ballester, L Barbopoulos, J Brzeszczynski, ...
International Review of Financial Analysis 55, 35-49, 2018
252018
Gold and inflation (s)–A time-varying relationship
BM Lucey, SS Sharma, SA Vigne
Economic Modelling, 2016
252016
Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets
W Wu, MCK Lau, SA Vigne
Research in International Business and Finance 42, 1137-1149, 2017
82017
The determinants of IPO withdrawal–Evidence from Europe
P Helbing, BM Lucey, SA Vigne
Journal of Corporate Finance 56, 415-436, 2019
62019
Time-variation in the relationship between white precious metals and inflation: A cross-country analysis
MH Bilgin, F Gogolin, MCK Lau, SA Vigne
Journal of International Financial Markets, Institutions and Money 56, 55-70, 2018
62018
The causes and consequences of household financial strain: A systematic review
D French, S Vigne
International Review of Financial Analysis 62, 150-156, 2019
42019
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis
F Gogolin, F Kearney, BM Lucey, M Peat, SA Vigne
Energy Economics 76, 584-593, 2018
42018
A new attention proxy and order imbalance: Evidence from China
Y Gao, X Xiong, X Feng, Y Li, SA Vigne
Finance Research Letters 29, 411-417, 2019
32019
The destabilising effects of cryptocurrency cybercriminality
S Corbet, DJ Cumming, BM Lucey, M Peat, SA Vigne
Economics Letters, 108741, 2019
22019
Investigating the Dynamics between Price Volatility, Price Discovery, and Criminality in Cryptocurrency Markets
S Corbet, DJ Cumming, BM Lucey, M Peat, S Vigne
Price Discovery, and Criminality in Cryptocurrency Markets (May 3, 2019), 2019
22019
An analysis of liquidity skewness for European sovereign bond markets
W Yan, P Hamill, Y Li, SA Vigne, J Waterworth
Finance Research Letters 26, 274-280, 2018
22018
Did long-memory of liquidity signal the European sovereign debt crisis?
Z Sun, PA Hamill, Y Li, YC Yang, SA Vigne
Annals of Operations Research 282 (1-2), 355-377, 2019
12019
What is the optimal weight for gold in a portfolio?
BM Lucey, M Peat, A Šević, SA Vigne
Annals of Operations Research, 1-15, 2019
2019
Bayesian Value-at-Risk backtesting: The case of annuity pricing
M Leung, Y Li, AA Pantelous, S Vigne
Available at SSRN 3487386, 2019
2019
An analysis of the intellectual structure of research on the financial economics of precious metals
S Corbet, M Dowling, X Gao, S Huang, B Lucey, SA Vigne
Resources Policy 63, 101416, 2019
2019
Cryptocurrency Architecture and Interaction With Market Shocks
S Corbet, CJ Larkin, BM Lucey, A Meegan, S Vigne
Available at SSRN 3369527, 2019
2019
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