Samuel Vigne

Trinity College (Dublin) - Trinity Business School

Aras an Phiarsaigh

College Green

Dublin, Leinster D2

Ireland

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 11,309

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Top 11,309

in Total Papers Downloads

5,935

SSRN CITATIONS
Rank 19,962

SSRN RANKINGS

Top 19,962

in Total Papers Citations

44

CROSSREF CITATIONS

7

Scholarly Papers (20)

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 885 (37,141)

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 655 (55,658)
Citation 1

Abstract:

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Cryprocurrencies, environmental impact, energy consumption, climate change

3.

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 516 (75,124)

Abstract:

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R Tutorial; Financial Econometrics

4.

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
The University of Edinburgh, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 467 (84,845)
Citation 2

Abstract:

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Initial Public Offering; Europe; Withdrawal; Probit

Bubbles All the Way Down? Detecting and Date-Stamping Bubble Behaviour in DeFi and NFT Markets

Number of pages: 21 Posted: 06 Apr 2022
Yizhi Wang, Brian M. Lucey and Samuel Vigne
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 243 (173,598)

Abstract:

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NFT, DeFi, Price bubbles, SADF and GSADF, Explosiveness

6.

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 431 (93,422)
Citation 3

Abstract:

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criminality, cryptocurrency, information share, volatility, price discovery

7.

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 421 (95,744)

Abstract:

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

8.

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 421 (95,744)
Citation 29

Abstract:

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

9.

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 403 (100,683)
Citation 2

Abstract:

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Silver, Platinum, Palladium, Review, Survey

10.

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 344 (120,263)
Citation 1

Abstract:

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Gold, portfolio formation, asset allocation

11.

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 331 (125,506)
Citation 4

Abstract:

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

12.

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 265 (157,958)
Citation 1

Abstract:

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

13.

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 116 (320,524)
Citation 1

Abstract:

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

14.

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 110 (332,769)
Citation 2

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

15.

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 (363,855)
Citation 4

Abstract:

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Financial Crisis, Networks, Sovereign Bonds, Connectedness

16.

The Effects of Central Bank Digital Currencies News on Financial Markets

Number of pages: 65 Posted: 16 Nov 2021 Last Revised: 20 Apr 2022
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and University of Southampton
Downloads 78 (412,268)

Abstract:

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

17.

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 63 (461,841)
Citation 2

Abstract:

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Gold, Silver, Platinum, Palladium, Bibliometrics

18.

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 60 (473,043)
Citation 2

Abstract:

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

19.

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
The University of Edinburgh, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 21 (677,354)
Citation 1

Abstract:

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Initial Public Offering; Europe; Withdrawal; Probit

20.

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 9 (776,075)

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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