Shaen Corbet

Dublin City University Business School

Lecturer (Finance)

Dublin 9

Ireland

SCHOLARLY PAPERS

38

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Scholarly Papers (38)

1.

Datestamping the Bitcoin and Ethereum Bubbles

Number of pages: 17 Posted: 05 Dec 2017
Shaen Corbet, Brian M. Lucey and Larisa Yarovaya
Dublin City University Business School, Trinity Business School, Trinity College Dublin and affiliation not provided to SSRN
Downloads 1,023 (20,447)

Abstract:

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Digital Assets, Bitcoin, Ethereum, Bubbles

2.

Cryptocurrencies as a Financial Asset: A Systematic Analysis

Number of pages: 49 Posted: 19 Mar 2018
Dublin City University Business School, Trinity Business School, Trinity College Dublin, ICMA Centre, Henley Business School and affiliation not provided to SSRN
Downloads 911 (24,309)

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Cryptocurrencies, Pricing Bubbles, Regulation, Cyber Criminality, Systematic Literature Review

3.

Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets

Number of pages: 37 Posted: 16 Nov 2017
Dublin City University Business School, Dublin City University Business School, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and affiliation not provided to SSRN
Downloads 813 (28,545)

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cryptocurrencies, bitcoin, litecoin, time varying, GARCH, spillovers

4.

Financial Digital Disruptors and Cyber-Security Risks: Paired and Systemic

Forthcoming in Journal of Terrorism & Cyber Insurance, Volume 1 Issue 2, 2017
Number of pages: 20 Posted: 05 Jan 2017
Shaen Corbet and Constantin Gurdgiev
Dublin City University Business School and Trinity College, Dublin
Downloads 621 (41,069)

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Cyber security, Cyber insurance, risk, financial risk, banking, monetary and financial institutions, FinTech, blockchain, digital security, cyber crime, systemic risk, contagion, financial markets

5.

Kodakcoin: A Blockchain Revolution or Exploiting a Potential Cryptocurrency Bubble?

Number of pages: 12 Posted: 14 Mar 2018
Dublin City University Business School, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and affiliation not provided to SSRN
Downloads 472 (58,438)

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Cryptocurrencies, Digital Assets, GARCH, Kodak, KODAKCoin

6.

Cryptocurrency Reaction to FOMC Announcements: Evidence of Heterogeneity Based on Blockchain Stack Position

Number of pages: 39 Posted: 21 Nov 2017
Dublin City University Business School, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and affiliation not provided to SSRN
Downloads 452 (61,621)

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Cryptocurrencies; Digital Assets; Bitcoin; Litecoin; GARCH; Volatility Spillovers; Volatility Feedback; Monetary Policy

7.

The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Number of pages: 30 Posted: 20 Mar 2018
Dublin City University Business School, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and affiliation not provided to SSRN
Downloads 431 (65,261)

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Cryptocurrencies; Macroeconomic News; Return volatility

8.

The Contagion Effects of Sovereign Downgrades: Evidence from the European Financial Crisis

International Journal of Economics and Financial Issues, 4(1), pp. 83-92, 2014.
Number of pages: 10 Posted: 14 Feb 2014
Shaen Corbet
Dublin City University Business School
Downloads 243 (123,508)

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Sovereign ratings; VAR; contagion; financial crisis; stock markets

9.

The European Financial Market Stress Index

International Journal of Economics and Financial Issues, 4(1), pp. 217-230, 2014.
Number of pages: 14 Posted: 14 Feb 2014 Last Revised: 05 May 2014
Shaen Corbet
Dublin City University Business School
Downloads 238 (126,122)

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European financial crisis; financial market stress indicator; liquidity; stock markets.

10.

Bitcoin Futures - What Use are They?

Number of pages: 12 Posted: 27 Jun 2018
Dublin City University Business School, Trinity Business School, Trinity College Dublin, The University of Sydney and Queen's University Belfast
Downloads 235 (128,354)

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Cryptocurrencies, Futures markets, Volatility, Speculative Assets, Currencies, information shares

11.

Have Exchange Traded Funds Influenced Commodity Market Volatility?

International Journal of Economics and Financial Issues, vol. 4(2), 2014, pages 323-335
Number of pages: 13 Posted: 05 May 2014
Shaen Corbet and Cian Twomey
Dublin City University Business School and National University of Ireland, Galway (NUIG)
Downloads 233 (128,892)

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Exchange Traded Funds (ETFs), commodity markets, volatility

12.

How Have Contracts for Difference Affected Irish Equity Market Volatility?

The Economic and Social Review, Vol.45, No.4, Winter 2014, pp.559-577.
Number of pages: 15 Posted: 14 Feb 2014 Last Revised: 14 Jan 2015
Shaen Corbet and Cian Twomey
Dublin City University Business School and National University of Ireland, Galway (NUIG)
Downloads 226 (132,808)

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Contracts for Difference, EGARCH, Equity Markets, Volatility

13.

Regulatory Cybercrime: A Hacking-Based Mechanism to Regulate and Supervise Corporate Cyber Governance?

Number of pages: 43 Posted: 25 Jan 2017
Shaen Corbet and Constantin Gurdgiev
Dublin City University Business School and Trinity College, Dublin
Downloads 209 (143,138)

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Cyber security, risk, financial risk, banking, monetary and financial institutions, FinTech, digital security, cyber crime, systemic risk, contagion, financial markets, regulation, white knights, white hats, financial supervision, ESG risk

14.

Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets

National University of Ireland, Galway (NUIG), Working Paper Series, Forthcoming.
Number of pages: 19 Posted: 14 Feb 2014
Shaen Corbet and Cian Twomey
Dublin City University Business School and National University of Ireland, Galway (NUIG)
Downloads 205 (145,689)

Abstract:

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Contracts for Difference, EGARCH, equity markets, volatility

15.

Millennials’ Support for Liberal Democracy Is Failing: A Deep Uncertainty Perspective

Number of pages: 37 Posted: 11 Sep 2017
Shaen Corbet and Constantin Gurdgiev
Dublin City University Business School and Trinity College, Dublin
Downloads 193 (154,168)

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Knightian Uncertainty; Geopolitical Risks; Liberal Democracy; Demographics; Millennials; Generation X; Baby Boomers

16.

European Equity Market Contagion: An Empirical Application to Ireland's Sovereign Debt Crisis

Number of pages: 10 Posted: 18 Jun 2014
Shaen Corbet and Cian Twomey
Dublin City University Business School and National University of Ireland, Galway (NUIG)
Downloads 160 (181,881)

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Dynamic correlation, DCC-GARCH, contagion, financial crises, bailouts, equity markets

17.

An Index of Financial Market Stress for the United Kingdom

Number of pages: 3 Posted: 06 Jun 2014
Shaen Corbet and Cian Twomey
Dublin City University Business School and National University of Ireland, Galway (NUIG)
Downloads 157 (184,810)

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Financial crises, financial markets, financial stress indicator, Bank of England policy action.

18.

Quantifying the Effects of New Derivative Introduction on Exchange Volatility, Efficiency and Liquidity

Number of pages: 132 Posted: 14 Feb 2014
Shaen Corbet
Dublin City University Business School
Downloads 145 (197,426)

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Contracts for Difference, Exchange Traded Funds, European Stress Index

19.

Do Industrial Incidents in the Chemical Sector Create Equity Market Contagion?

Number of pages: 9 Posted: 10 Jun 2014
Dublin City University Business School, Dublin City University Business School, Dublin City University Business School and Dublin City University Business School
Downloads 143 (199,668)

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Chemical incidents, Stock markets, Contagion effects, Risk management, Event study.

20.

What the Hack: Systematic Risk Contagion from Cyber Events

Number of pages: 48 Posted: 11 Sep 2017
Shaen Corbet and Constantin Gurdgiev
Dublin City University Business School and Trinity College, Dublin
Downloads 134 (210,340)

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EGARCH, Financial Markets, Cybercrime, Regulation, Cybersecurity, Contagion, Systemic Risk

21.

Populism and Extremism: The Immediate Political Challenges to Europeanism

Number of pages: 10 Posted: 08 Apr 2017
Shaen Corbet and Charles James Larkin
Dublin City University Business School and Institute for Policy Research (IPR), University of Bath
Downloads 107 (248,723)

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Populism, Anti-Austerity, Europe Union, Crisis, Discourse, Financial Crisis

22.

Financing Higher Education in a Constrained Economic Environment: The Argument Against Income Contingent Loans in Ireland

Number of pages: 30 Posted: 08 Apr 2017
Shaen Corbet and Charles James Larkin
Dublin City University Business School and Institute for Policy Research (IPR), University of Bath
Downloads 103 (255,368)

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University Funding, Income Contingent Loans, Stress Test, Ireland

23.

Ripples in the Crypto World: Systemic Risks in Crypto-Currency Markets

International Banker, June 2018
Number of pages: 6 Posted: 29 Jun 2018
Constantin Gurdgiev and Shaen Corbet
Trinity College, Dublin and Dublin City University Business School
Downloads 94 (271,193)

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Bitcoin, Ethereum, Ripple, Crypto-currencies, Cryptocurrencies, Blockchain, Hurst Process, Fractal Markets Hypothesis, Efficient Markets Hypothesis

24.

Asymmetric Mean Reversion of Bitcoin Price Returns

Number of pages: 29 Posted: 24 Aug 2018
Shaen Corbet and Paraskevi Katsiampa
Dublin City University Business School and Sheffield University Management School
Downloads 91 (280,819)

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25.

How Do United States Equity Markets Respond to Industrial Injury and Fatality?

Number of pages: 22 Posted: 17 Sep 2014
Dublin City University Business School, Dublin City University Business School, Dublin City University Business School and Dublin City University Business School
Downloads 91 (276,902)

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Chemical incidents, Stock markets, Crisis Management, Risk management, Event study.

26.

Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe

Number of pages: 42 Posted: 13 Sep 2017
Dublin City University Business School, Trinity College, Dublin and Dublin City University Business School
Downloads 90 (278,829)

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Stock market volatility, Europe, Terrorist attacks, Systemic Risk, Contagion, Terrorism risk, Terrorism

27.

Public Education & Civic Responsibility in a Constrained Financial Environment. The Argument Against Income Contingent Loans in Ireland for Higher Education Financing

Number of pages: 30 Posted: 28 Mar 2017
Charles James Larkin and Shaen Corbet
Institute for Policy Research (IPR), University of Bath and Dublin City University Business School
Downloads 89 (280,819)

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Income Contingent Loans, University Funding, Ireland, Europe

28.

Turning Tigers into PIIGS: The Role of Leverage in the Irish Economic Collapse

Lessons from the Great Recession: At the Crossroads of Sustainability and Recovery, Advances in Sustainability and Environmental Justice, 3(1), pp.21-55
Number of pages: 20 Posted: 29 Mar 2017
Shaen Corbet
Dublin City University Business School
Downloads 67 (331,203)

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Financial crisis, banking crisis, housing markets, bubbles, contracts for difference, leverage

29.

Volatility Spillover Effects in Leading Cryptocurrencies: A BEKK-MGARCH Analysis

Number of pages: 12 Posted: 03 Sep 2018
Sheffield University Management School, Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 59 (353,214)

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Bitcoin; Ether; Litecoin; Volatility Spillovers; BEKK-MGARCH

30.

Fractal Dynamics and Wavelet Analysis: Deep Volatility Properties of Bitcoin, Ethereum and Ripple

Number of pages: 36 Posted: 26 Aug 2018
Trinity College (Dublin), Dublin City University Business School and Trinity College, Dublin
Downloads 52 (374,791)

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Efficient Market Hypothesis; Fractal Market Hypothesis; Cryptocurrencies; Wavelet Coherence; Continuous Wavelet Transform; Hurst Exponent

31.

Generating Stable University Funding Mechanisms: Income Contingent Loan Structure Choice within the Irish Higher Education System

Number of pages: 15 Posted: 28 Mar 2017
Shaen Corbet and Charles James Larkin
Dublin City University Business School and Institute for Policy Research (IPR), University of Bath
Downloads 46 (394,867)

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University Funding, Income Contingent Loans, Cluster Analysis, Ireland, Europe

32.

An Analysis of the Intellectual Structure of Research on the Financial Economics of Precious Metals

Number of pages: 32 Posted: 19 Dec 2018
China University of Geosciences (CUG), China University of Geosciences (CUG), Trinity Business School, Trinity College Dublin, Queen's University Belfast and Dublin City University Business School
Downloads 29 (463,509)

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Gold, Silver, Platinum, Palladium, Bibliometrics

33.

Investigating the Dynamics Between Price Volatility, Price Discovery, and Criminality in Cryptocurrency Markets

Number of pages: 57 Posted: 31 May 2019
Dublin City University Business School, Florida Atlantic University, Trinity Business School, Trinity College Dublin, The University of Sydney and Queen's University Belfast
Downloads 28 (468,424)

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criminality, cryptocurrency, information share, volatility, price discovery

34.

Has the Uniformity of Banking Regulation within the European Union Restricted Rather than Encouraged Sectoral Development?

International Review of Financial Analysis, Forthcoming
Number of pages: 38 Posted: 25 Aug 2017
Shaen Corbet and Charles James Larkin
Dublin City University Business School and Institute for Policy Research (IPR), University of Bath
Downloads 27 (473,469)

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Banking; regulation; financial markets; cultural distance; European Union

35.

Cryptocurrency Architecture and Interaction With Market Shocks

Number of pages: 46 Posted: 08 May 2019
Dublin City University Business School, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and Queen's University Belfast
Downloads 25 (484,102)

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Digital Currencies; Cryptocurrency; Blockchain; Directed Acyclic Graphs; GARCH

36.

Quantitative Easing Announcements and High-Frequency Stock Market Volatility: Evidence From the United States

Number of pages: 31 Posted: 24 Aug 2018
Dublin City University Business School, Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 18 (523,548)

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37.

Sustainability, Accountability and Democracy: Ireland's Troika Experience

Number of pages: 15 Posted: 24 Aug 2018
Trinity College (Dublin), Dublin City University Business School and Institute for Policy Research (IPR), University of Bath
Downloads 8 (582,734)

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38.

Chemical Industry Disasters and the Sectoral Transmission of Financial Market Contagion

Number of pages: 29 Posted: 24 Aug 2018
Dublin City University Business School, Institute for Policy Research (IPR), University of Bath and Dublin City University Business School
Downloads 4 (608,274)

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