Samuel Vigne

Trinity College (Dublin) - Trinity Business School

Aras an Phiarsaigh

College Green

Dublin, Leinster D2

Ireland

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 13,064

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Top 13,064

in Total Papers Downloads

4,946

SSRN CITATIONS
Rank 20,142

SSRN RANKINGS

Top 20,142

in Total Papers Citations

44

CROSSREF CITATIONS

7

Scholarly Papers (19)

1.

The Cryptocurrency Uncertainty Index

Number of pages: 24 Posted: 18 Mar 2021
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School, University of Southampton - Southampton Business School and Trinity College (Dublin) - Trinity Business School
Downloads 817 (39,180)

Abstract:

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Cryprocurrencies, policy and price uncertainty,uncertainty index, Cryptocurrency Uncertainty Index,

2.

An Index of Cryptocurrency Environmental Attention (ICEA)

Number of pages: 44 Posted: 16 Jun 2021 Last Revised: 29 Dec 2021
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and University of Southampton - Southampton Business School
Downloads 466 (81,403)

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Cryprocurrencies, environmental impact, energy consumption, climate change

3.

The Determinants of IPO Withdrawal - Evidence from Europe

Number of pages: 49 Posted: 30 Jan 2018 Last Revised: 19 Feb 2019
Pia Helbing, Brian M. Lucey and Samuel Vigne
University of Leeds - Faculty of Business, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 451 (83,772)
Citation 2

Abstract:

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Initial Public Offering; Europe; Withdrawal; Probit

4.

Financial Econometrics - R Tutorial Guidance

Number of pages: 521 Posted: 10 Jun 2021
Yizhi Wang and Samuel Vigne
Trinity College (Dublin) - Trinity Business School and Trinity College (Dublin) - Trinity Business School
Downloads 408 (94,091)

Abstract:

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R Tutorial; Financial Econometrics

5.

Bitcoin Futures - What Use are They?

Number of pages: 12 Posted: 27 Jun 2018
Dublin City University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 405 (94,927)
Citation 29

Abstract:

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

6.

The Financial Economics of White Precious Metals - A Survey

Number of pages: 69 Posted: 12 Apr 2017
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, University College Cork and University of Southampton - Southampton Business School
Downloads 395 (97,643)
Citation 2

Abstract:

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Silver, Platinum, Palladium, Review, Survey

7.

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

Number of pages: 57 Posted: 31 May 2019
Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 380 (102,129)
Citation 3

Abstract:

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criminality, cryptocurrency, information share, volatility, price discovery

8.

What Is the Optimal Weight for Gold in a Portfolio?

Number of pages: 16 Posted: 18 Dec 2018
Brian M. Lucey, Maurice Peat and Samuel Vigne
Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 327 (120,662)
Citation 1

Abstract:

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Gold, portfolio formation, asset allocation

9.

Gold and Inflation(s) – A Time-Varying Relationship

Number of pages: 23 Posted: 19 Nov 2015
Samuel Vigne and Brian M. Lucey
Trinity College (Dublin) - Trinity Business School and Trinity Business School, Trinity College Dublin
Downloads 305 (129,974)
Citation 4

Abstract:

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Gold, Inflation, Money Supply, Cointegration, Time-Varying Cointegration

10.

Low Liquidity Beta Anomaly in China

Number of pages: 40 Posted: 11 Dec 2014 Last Revised: 14 Jun 2021
Michael Frömmel, Xing Han, Youwei Li and Samuel Vigne
Ghent University - Department of Financial Economics, University of Auckland Business School, Hull University Business School and Trinity College (Dublin) - Trinity Business School
Downloads 256 (155,696)
Citation 1

Abstract:

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Liquidity, Liquidity Beta, Investor Sentiment, Asset Pricing, China

11.

The Effect of Central Bank Digital Currencies News on Financial Markets

Number of pages: 63 Posted: 18 Nov 2021
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and University of Southampton - Southampton Business School
Downloads 241 (169,899)

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CBDC, Uncertainty and attention index, Market effect, SVAR, DCC-GJR-GARCH

12.

Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing

European Journal of Operational Research, Volume 293, Issue 2, pp. 786-801, 1 September 2021, DOI 10.1016/j.ejor.2020.12.051
Number of pages: 111 Posted: 27 Nov 2019 Last Revised: 18 Apr 2021
Monash University - Department of Econometrics & Business Statistics, Hull University Business School, Monash University - Department of Econometrics & Business Statistics and Trinity College (Dublin) - Trinity Business School
Downloads 111 (316,043)
Citation 1

Abstract:

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Decision analysis; Value-at-Risk; Backtesting; Bayesian framework; Longevity risk

13.

Cryptocurrency Architecture and Interaction With Market Shocks

Number of pages: 46 Posted: 08 May 2019
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and Trinity College (Dublin) - Trinity Business School
Downloads 102 (334,626)
Citation 1

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

14.

Was a Deterioration in ‘Connectedness’ a Leading Indicator of the European Sovereign Debt Crisis?

Journal of International Financial Markets, Institutions and Money, Volume 74, September 2021, 101300 DOI: 10.1016/j.intfin.2021.101300
Number of pages: 35 Posted: 11 May 2016 Last Revised: 23 Nov 2021
Ulster University at Jordanstown, Hull University Business School, Monash University - Department of Econometrics & Business Statistics, Trinity College (Dublin) - Trinity Business School and Queen's University Belfast, Students
Downloads 96 (348,211)
Citation 4

Abstract:

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Financial Crisis, Networks, Sovereign Bonds, Connectedness

15.

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, Beijing, China University of Geosciences (CUG), Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and Dublin City University
Downloads 61 (450,034)
Citation 2

Abstract:

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Gold, Silver, Platinum, Palladium, Bibliometrics

16.

Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis

Leeds University Business School Working Paper No. 18-14, QMS Research Paper 2018/04
Number of pages: 29 Posted: 21 Sep 2018
University of Leeds - Faculty of Business, Queen's University Belfast - Queen's Management School, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 59 (457,379)
Citation 2

Abstract:

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Marcoeconomy, oil prices ,WTI Oil , Brent Oil, long-run

17.

The Effects of Central Bank Digital Currencies News on Financial Markets

Number of pages: 65 Posted: 16 Nov 2021 Last Revised: 24 Nov 2021
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and University of Southampton
Downloads 39 (543,269)

Abstract:

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CBDC, Uncertainty and attention index, Market effect, SVAR, DCC-GJR-GARCH

18.

Online Appendix: The Determinants of IPO Withdrawal - Evidence from Europe

Number of pages: 21 Posted: 25 Feb 2019
Pia Helbing, Brian M. Lucey and Samuel Vigne
University of Leeds - Faculty of Business, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 19 (665,902)
Citation 1

Abstract:

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Initial Public Offering; Europe; Withdrawal; Probit

19.

The influence pathways of financial development on environmental quality: New evidence from smooth transition regression models

Number of pages: 46 Posted: 25 Oct 2021
China University of Geosciences (CUG) - School of Economics and Management, China University of Geosciences (CUG), China University of Geosciences, Beijing, Trinity College (Dublin) - Trinity Business School and Trinity Business School, Trinity College Dublin
Downloads 8 (751,185)

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Financial development, Environmental quality, Indirect impact, Panel smooth transition regression models

Other Papers (1)

Total Downloads: 79
1.

Distance Matters for Portfolio Investment - But What Kind of Distance?

Number of pages: 33 Posted: 17 Jan 2016 Last Revised: 06 Mar 2016
Federal Reserve Banks - Federal Reserve Bank of ClevelandUniversity of Akron, Monash University - Monash Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 79 (342,851)

Abstract:

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distance, foreign portfolio investment, extreme bounds, Gravity Model