Andrew Meegan

Dublin City University Business School

Dublin 9

Ireland

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 24,136

SSRN RANKINGS

Top 24,136

in Total Papers Downloads

2,031

SSRN CITATIONS
Rank 20,320

SSRN RANKINGS

Top 20,320

in Total Papers Citations

27

CROSSREF CITATIONS

13

Scholarly Papers (5)

1.

Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets

Number of pages: 37 Posted: 16 Nov 2017
Dublin City University, 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 841 (28,926)
Citation 29

Abstract:

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

2.

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

Number of pages: 27 Posted: 21 Nov 2017 Last Revised: 05 Nov 2019
Dublin City University, 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 531 (53,733)
Citation 10

Abstract:

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

3.

The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Number of pages: 30 Posted: 20 Mar 2018
Dublin City University, 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 517 (55,425)
Citation 5

Abstract:

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Cryptocurrencies; Macroeconomic News; Return volatility

4.

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

Number of pages: 42 Posted: 13 Sep 2017
Shaen Corbet, Constantin Gurdgiev and Andrew Meegan
Dublin City University, Trinity College, Dublin and Dublin City University Business School
Downloads 94 (286,042)
Citation 3

Abstract:

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

5.

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 Queen's University Belfast
Downloads 48 (409,020)
Citation 1

Abstract:

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