Brian M. Lucey

Research interests

Publications

• ChatGPT for (Finance) research: The Bananarama Conjecture

  Finance research letters · 2023 · 10.1016/j.frl.2023.103662

• Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies

  Finance research letters · 2022 · 10.1016/j.frl.2022.102696

• Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests

  Renewable and Sustainable Energy Reviews · 2022 · 10.1016/j.rser.2022.113058

• A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies

  Energy Economics · 2022 · 10.1016/j.eneco.2022.105951

• Is gold a hedge or a safe-haven asset in the COVID–19 crisis?

  Economic Modelling · 2021 · 10.1016/j.econmod.2021.105588

• The cryptocurrency uncertainty index

  Finance research letters · 2021 · 10.1016/j.frl.2021.102147

• Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis

  The Quarterly Review of Economics and Finance · 2020 · 10.1016/j.qref.2020.03.004

• The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies

  Finance research letters · 2020 · https://doi.org/10.1016/j.frl.2020.101554

• High frequency volatility co-movements in cryptocurrency markets

  Journal of International Financial Markets Institutions and Money · 2019 · 10.1016/j.intfin.2019.05.003

• RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?

  International Review of Financial Analysis · 2019 · 10.1016/j.irfa.2019.01.002

• Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis

  Finance research letters · 2019 · 10.1016/j.frl.2019.03.009

• Bitcoin Futures—What use are they?

  Economics Letters · 2018 · 10.1016/j.econlet.2018.07.031

• Exploring the dynamic relationships between cryptocurrencies and other financial assets

  Economics Letters · 2018 · https://doi.org/10.1016/j.econlet.2018.01.004

• RETRACTED: Cryptocurrencies as a financial asset: A systematic analysis

  International Review of Financial Analysis · 2018 · https://doi.org/10.1016/j.irfa.2018.09.003

• RETRACTED: Datestamping the Bitcoin and Ethereum bubbles

  Finance research letters · 2017 · 10.1016/j.frl.2017.12.006

• The financial economics of gold — A survey

  International Review of Financial Analysis · 2015 · 10.1016/j.irfa.2015.07.005

• What precious metals act as safe havens, and when? Some US evidence

  Applied Economics Letters · 2014 · 10.1080/13504851.2014.920471

• Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates

  International Review of Financial Analysis · 2012 · 10.1016/j.irfa.2012.12.001

• Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

  Financial Review · 2010 · https://doi.org/10.1111/j.1540-6288.2010.00244.x

• Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold

  SSRN Electronic Journal · 2009 · 10.2139/ssrn.952289

• Determinants of capital structure in Irish SMEs

  Small Business Economics · 2009 · 10.1007/s11187-008-9162-6

• Flights and contagion—An empirical analysis of stock–bond correlations

  Journal of Financial Stability · 2008 · 10.1016/j.jfs.2008.08.001

• A power GARCH examination of the gold market

  Research in International Business and Finance · 2006 · 10.1016/j.ribaf.2006.07.001

• The Role of Feelings in Investor Decision-Making

  Journal of Economic Surveys · 2005 · 10.1111/j.0950-0804.2005.00245.x

• International equity market integration: Theory, evidence and implications

  International Review of Financial Analysis · 2004 · 10.1016/j.irfa.2004.02.013

Current projects

No projects listed.