Shaen Corbet

Research interests

Publications

• Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic

  Finance research letters · 2021 · https://doi.org/10.1016/j.frl.2021.102137

• Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic

  Finance research letters · 2020 · https://doi.org/10.1016/j.frl.2020.101591

• A systematic review of the bubble dynamics of cryptocurrency prices

  Research in International Business and Finance · 2020 · 10.1016/j.ribaf.2020.101254

• 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

• Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic

  Research in International Business and Finance · 2020 · https://doi.org/10.1016/j.ribaf.2020.101248

• Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19

  Energy Economics · 2020 · 10.1016/j.eneco.2020.104978

• Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic

  Economics Letters · 2020 · 10.1016/j.econlet.2020.109377

• The impact of macroeconomic news on Bitcoin returns

  European Journal of Finance · 2020 · 10.1080/1351847x.2020.1737168

• Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre

  International Review of Economics & Finance · 2020 · 10.1016/j.iref.2020.06.022

• Bitcoin-energy markets interrelationships - New evidence

  Resources Policy · 2020 · 10.1016/j.resourpol.2020.101916

• The relationship between implied volatility and cryptocurrency returns

  Finance research letters · 2019 · 10.1016/j.frl.2019.06.010

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

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

• High frequency volatility co-movements in cryptocurrency markets

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

• Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position

  Journal of Financial Stability · 2019 · 10.1016/j.jfs.2019.100706

• The influence of Bitcoin on portfolio diversification and design

  Finance research letters · 2019 · 10.1016/j.frl.2019.101344

• 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

• Exploring the dynamic relationships between cryptocurrencies and other financial assets

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

• Bitcoin Futures—What use are they?

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

• RETRACTED: Datestamping the Bitcoin and Ethereum bubbles

  Finance research letters · 2017 · https://doi.org/10.1016/j.frl.2017.12.006

Current projects

No projects listed.