Andrew Meegan

Dublin City University Business School

Dublin 9

Ireland

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 24,874

SSRN RANKINGS

Top 24,874

in Total Papers Downloads

1,880

SSRN CITATIONS
Rank 26,451

SSRN RANKINGS

Top 26,451

in Total Papers Citations

0

CROSSREF CITATIONS

0

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 824 (28,582)
Citation 15

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: 39 Posted: 21 Nov 2017
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 469 (60,052)
Citation 9

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 462 (61,237)
Citation 3

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 92 (279,924)
Citation 2

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 33 (453,886)

Abstract:

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