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Larisa Yarovaya
Larisa Yarovaya
Centre for Digital Finance
Verified email at soton.ac.uk - Homepage
Title
Cited by
Cited by
Year
COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach
A Sharif, C Aloui, L Yarovaya
International review of financial analysis 70, 101496, 2020
13592020
Exploring the dynamic relationships between cryptocurrencies and other financial assets
S Corbet, A Meegan, C Larkin, B Lucey, L Yarovaya
Economics letters 165, 28-34, 2018
12902018
Cryptocurrencies as a financial asset: A systematic analysis
S Corbet, B Lucey, A Urquhart, L Yarovaya
International Review of Financial Analysis 62, 182-199, 2019
10472019
Datestamping the Bitcoin and Ethereum bubbles
S Corbet, B Lucey, L Yarovaya
Finance Research Letters 26, 81-88, 2018
7032018
The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets
L Yarovaya, R Matkovskyy, A Jalan
Journal of International Financial Markets, Institutions and Money 75, 101321, 2021
3112021
Intra-and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures
L Yarovaya, J Brzeszczyński, CKM Lau
International Review of Financial Analysis 43, 96-114, 2016
2582016
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
L Yarovaya, J Brzeszczyński, JW Goodell, B Lucey, CKM Lau
Journal of International Financial Markets, Institutions and Money 79, 101589, 2022
2292022
The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach
I Yousaf, R Patel, L Yarovaya
Journal of Behavioral and Experimental Finance 35, 100723, 2022
2262022
The cryptocurrency uncertainty index
BM Lucey, SA Vigne, L Yarovaya, Y Wang
Finance Research Letters 45, 102147, 2022
2212022
Does green financing help to improve environmental & social responsibility? Designing SDG framework through advanced quantile modelling
A Sinha, S Mishra, A Sharif, L Yarovaya
Journal of Environmental Management 292, 112751, 2021
2012021
Cryptocurrency reaction to fomc announcements: Evidence of heterogeneity based on blockchain stack position
S Corbet, C Larkin, B Lucey, A Meegan, L Yarovaya
Journal of Financial Stability 46, 100706, 2020
1822020
Human capital efficiency and equity funds’ performance during the COVID-19 pandemic
L Yarovaya, N Mirza, J Abaidi, A Hasnaoui
International Review of Economics & Finance 71, 584-591, 2021
1772021
Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication
I Yousaf, L Yarovaya
Global Finance Journal 53, 100719, 2022
1632022
The relationship between implied volatility and cryptocurrency returns
E Akyildirim, S Corbet, B Lucey, A Sensoy, L Yarovaya
Finance Research Letters 33, 101212, 2020
1332020
Determinants of spillovers between Islamic and conventional financial markets: exploring the safe haven assets during the COVID-19 pandemic
L Yarovaya, AH Elsayed, S Hammoudeh
Finance Research Letters 43, 101979, 2021
1302021
Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of …
B Hkiri, S Hammoudeh, C Aloui, L Yarovaya
Pacific-Basin Finance Journal 43, 124-150, 2017
1272017
The impact of macroeconomic news on Bitcoin returns
S Corbet, C Larkin, BM Lucey, A Meegan, L Yarovaya
The European Journal of Finance 26 (14), 1396-1416, 2020
1242020
Bitcoin-energy markets interrelationships-New evidence
S Corbet, B Lucey, L Yarovaya
Resources Policy 70, 101916, 2021
1232021
The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing
N Mirza, SKA Rizvi, I Saba, B Naqvi, L Yarovaya
International Review of Economics & Finance 77, 276-295, 2022
1192022
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
1092017
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