Roman Matkovskyy

Rennes School of Business

Rue Robert d'arbrissel, 2

Rennes, 35000

France

SCHOLARLY PAPERS

8

DOWNLOADS
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SSRN RANKINGS

Top 24,362

in Total Papers Downloads

2,474

SSRN CITATIONS
Rank 38,080

SSRN RANKINGS

Top 38,080

in Total Papers Citations

8

CROSSREF CITATIONS

12

Scholarly Papers (8)

1.

The Effects of a 'Black Swan' Event (COVID-19) on Herding Behavior in Cryptocurrency Markets: Evidence from Cryptocurrency USD, EUR, JPY and KRW Markets

Number of pages: 57 Posted: 29 Apr 2020
Larisa Yarovaya, Roman Matkovskyy and Akanksha Jalan
University of Southampton - Southampton Business School, Rennes School of Business and ESC Rennes School of Business
Downloads 1,625 (13,073)
Citation 23

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COVID-19, black swan effect, herding, cryptocurrency, Bitcoin

2.

The COVID-19 Black Swan Crisis: Reaction and Recovery of Various Financial Markets

Number of pages: 54 Posted: 27 May 2020
Larisa Yarovaya, Roman Matkovskyy and Akanksha Jalan
University of Southampton - Southampton Business School, Rennes School of Business and ESC Rennes School of Business
Downloads 447 (78,896)
Citation 5

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COVID-19 reaction and recovery, quantile unit root test, cryptocurrencies, precious metals

3.

What If Bitcoin Futures Had Never Been Introduced?

Number of pages: 46 Posted: 08 Dec 2019
Akanksha Jalan, Roman Matkovskyy and Andrew Urquhart
ESC Rennes School of Business, Rennes School of Business and ICMA Centre, Henley Business School
Downloads 122 (277,860)
Citation 2

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Bitcoin Futures, Returns, Volatility, Liquidity

4.

'Shiny' Crypto Assets: A Systemic Look at Gold-Backed Cryptocurrencies during the COVID-19 Pandemic

Number of pages: 41 Posted: 03 Mar 2021
Akanksha Jalan, Roman Matkovskyy and Larisa Yarovaya
ESC Rennes School of Business, Rennes School of Business and University of Southampton - Southampton Business School
Downloads 100 (318,859)
Citation 1

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stablecoins, cryptocurrencies, gold-backed cryptocurrencies, COVID-19; gold

5.

Bitcoin vs Inflation: Can Bitcoin Be a Macro Hedge? Evidence From a Quantile-on-Quantile Model.

Matkovskyy, R., Jalan, A., “Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model”, Revue économique (Economic Review) https://www.cairn.info/revue-economique-2020-7-page-1021.htm
Number of pages: 18 Posted: 25 Feb 2021
Roman Matkovskyy and Akanksha Jalan
Rennes School of Business and ESC Rennes School of Business
Downloads 96 (327,301)

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Bitcoin, Hedge, Inflation

6.

Shall the winning last? A Study of Recent Bubbles and Persistence

Number of pages: 34 Posted: 12 Mar 2021
Akanksha Jalan, Roman Matkovskyy and Valerio Potì
ESC Rennes School of Business, Rennes School of Business and University College Dublin
Downloads 54 (448,878)

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COVID19, bubble, persistence

7.

Does Religious Philosophy Affect Investor Behaviour in the COVID-19 Times: Evidence from Herding in (Non-)Shariah Compliant Energy Firms

Number of pages: 31 Posted: 02 Nov 2020 Last Revised: 14 Nov 2020
Saqib Aziz, Akanksha Jalan, Roman Matkovskyy and Taoufik Bouraoui
Rennes School of Business, ESC Rennes School of Business, Rennes School of Business and Rennes School of Business
Downloads 30 (558,063)
Citation 2

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COVID-19, herding; shariah compliance; religious philosophy, energy firms

8.

A Measurement of Affluence and Poverty Interdependence Across Countries: Evidence from the Application of Tail Copula

Bulletin of Economic Research, Vol. 72, Issue 4, pp. 404-416, 2020
Number of pages: 13 Posted: 30 Oct 2020
Roman Matkovskyy
Rennes School of Business
Downloads 0 (787,713)
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affluence, inequality, interdependence, poverty, tail copula