L. Yarovaya
Economics and Econometrics · 2016–2021
A researcher in the Science corpus: 15 papers; trusts 60 researchers and is trusted by 16 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 335 citations into it; #6,692 of 23,481 by trust here, #1,304 by citations
- Finance — 224 citations into it
- Information Systems — 129 citations into it; #1,692 of 8,771 by trust here, #272 by citations
- Sociology and Political Science — 21 citations into it; #10,427 of 22,756 by trust here, #4,823 by citations
- Management Science and Operations Research — 17 citations into it
- Strategy and Management — 14 citations into it
- Modeling and Simulation — 10 citations into it
- Statistics and Probability — 9 citations into it
Whom L. Yarovaya trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Francis X. Diebold
- Robert F. Engle
- John W. Goodell
- Scott R. Baker
- Christopher A. Sims
- Andrew S. Harvey
- Badar Nadeem Ashraf
- Shaen Corbet
- J. Lewellen
- Nicholas Bloom
Who trusts L. Yarovaya overall
- Shaen Corbet
- Paraskevi Katsiampa
- Andrew Urquhart
- Elie Bouri
- Brian M. Lucey
- Badar Nadeem Ashraf
- Dehua Shen
- Nikolaos Antonakakis
- Aviral Kumar Tiwari
- Emmanouil Platanakis
Papers from L. Yarovaya's perspective
Ordered by how strongly the researchers L. Yarovaya trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Dynamic Conditional Correlation
- Measuring Economic Policy Uncertainty
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time (Social Science Research Network)
- MACROECONOMICS AND REALITY
- On the Estimation of Security Price Volatilities from Historical Data
- Bitcoin: Economics, Technology, and Governance
- Comparing Predictive Accuracy
- Some stylized facts of the Bitcoin market
Their papers
- Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures (2016) — 231 citations
- Exploring the dynamic relationships between cryptocurrencies and other financial assets (2018) — 1,226 citations
- Datestamping the Bitcoin and Ethereum bubbles (2017) — 628 citations
- Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods (2017) — 123 citations
- COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020) — 1,291 citations
- The impact of macroeconomic news on Bitcoin returns (2020) — 134 citations
- Cryptocurrencies as a financial asset: A systematic analysis (2019) — 1,049 citations
- Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2020) — 239 citations
- Determinants of Spillovers between Islamic and Conventional Financial Markets: Exploring the Safe Haven Assets during the COVID-19 Pandemic (2021) — 177 citations
- Fintech-based Financial Inclusion and Risk-taking of Microfinance Institutions (MFIs): Evidence from Sub-Saharan Africa (2021) — 140 citations
- The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets (2021) — 260 citations
- The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing (2020) — 126 citations
- The relationship between implied volatility and cryptocurrency returns (2020) — 124 citations
- Human Capital efficiency and equity funds’ performance during the COVID-19 pandemic (2020) — 176 citations
- Bitcoin-energy markets interrelationships - New evidence (2020) — 172 citations