Andrew Meegan

Dublin City University Business School

Dublin 9

Ireland

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 23,889

SSRN RANKINGS

Top 23,889

in Total Papers Downloads

2,530

SSRN CITATIONS
Rank 12,544

SSRN RANKINGS

Top 12,544

in Total Papers Citations

80

CROSSREF CITATIONS

15

Scholarly Papers (6)

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 University of Southampton - Southampton Business School
Downloads 917 (30,968)
Citation 63

Abstract:

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

2.

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 University of Southampton - Southampton Business School
Downloads 698 (44,970)
Citation 8

Abstract:

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Cryptocurrencies; Macroeconomic News; Return volatility

3.

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 University of Southampton - Southampton Business School
Downloads 615 (53,147)
Citation 22

Abstract:

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

4.

The Impact of Macroeconomic News on Bitcoin Returns

Number of pages: 37 Posted: 02 Apr 2020
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 107 (304,801)
Citation 3

Abstract:

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Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

5.

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 101 (316,887)
Citation 7

Abstract:

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

6.

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 92 (336,390)
Citation 1

Abstract:

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