Samuel Vigne

Trinity College (Dublin) - Trinity Business School

Aras an Phiarsaigh

College Green

Dublin, Leinster D2

Ireland

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 21,017

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Top 21,017

in Total Papers Downloads

2,803

SSRN CITATIONS
Rank 21,706

SSRN RANKINGS

Top 21,706

in Total Papers Citations

38

CROSSREF CITATIONS

7

Scholarly Papers (13)

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 486 (70,017)

Abstract:

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Cryprocurrencies, policy and price uncertainty,uncertainty index, Cryptocurrency Uncertainty Index,

2.

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
University of Leeds - Leeds University Business School (LUBS), Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 426 (81,436)
Citation 2

Abstract:

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Initial Public Offering; Europe; Withdrawal; Probit

3.

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 364 (97,667)
Citation 2

Abstract:

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Silver, Platinum, Palladium, Review, Survey

4.

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 357 (99,886)
Citation 29

Abstract:

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

5.

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 300 (120,886)
Citation 1

Abstract:

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Gold, portfolio formation, asset allocation

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 246 (148,237)
Citation 3

Abstract:

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criminality, cryptocurrency, information share, volatility, price discovery

7.

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 230 (158,143)
Citation 4

Abstract:

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

8.

Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing

Number of pages: 111 Posted: 27 Nov 2019 Last Revised: 15 Dec 2020
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 95 (322,783)
Citation 1

Abstract:

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

9.

Was a Deterioration in ‘Connectedness’ a Leading Indicator of the European Sovereign Debt Crisis?

Number of pages: 35 Posted: 11 May 2016 Last Revised: 04 Jan 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 93 (327,203)
Citation 3

Abstract:

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Financial Crisis, Networks, Sovereign Bonds, Connectedness

10.

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 81 (356,044)
Citation 1

Abstract:

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

11.

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 57 (429,135)
Citation 2

Abstract:

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Gold, Silver, Platinum, Palladium, Bibliometrics

12.

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 - Leeds University Business School (LUBS), Queen's Management School, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 54 (439,929)
Citation 2

Abstract:

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

13.

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
University of Leeds - Leeds University Business School (LUBS), Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 14 (651,119)
Citation 1

Abstract:

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Initial Public Offering; Europe; Withdrawal; Probit

Other Papers (1)

Total Downloads: 75
1.

Distance Matters for Portfolio Investment - But What Kind of Distance?

Number of pages: 33 Posted: 17 Jan 2016 Last Revised: 06 Mar 2016
University of Akron, Monash University - Monash Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 75 (342,851)

Abstract:

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distance, foreign portfolio investment, extreme bounds, Gravity Model