Items where authors include "Lucey, B."

Article

Katsiampa, P. orcid.org/0000-0003-0477-6503, Corbet, S. and Lucey, B. (2019) High frequency volatility co-movements in cryptocurrency markets. Journal of International Financial Markets, Institutions and Money, 62. pp. 35-52. ISSN 1042-4431

Katsiampa, P. orcid.org/0000-0003-0477-6503, Corbet, S. and Lucey, B. (2019) Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis. Finance Research Letters, 29. pp. 68-74. ISSN 1544-6123