Andrew Meegan

Dublin City University Business School

Dublin 9

Ireland

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 24,129

SSRN RANKINGS

Top 24,129

in Total Papers Downloads

2,413

SSRN CITATIONS
Rank 12,534

SSRN RANKINGS

Top 12,534

in Total Papers Citations

79

CROSSREF CITATIONS

14

Scholarly Papers (6)

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 University of Southampton - Southampton Business School
Downloads 904 (30,710)
Citation 61

Abstract:

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cryptocurrencies, bitcoin, litecoin, time varying, GARCH, spillovers

2.

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 University of Southampton - Southampton Business School
Downloads 649 (48,108)
Citation 8

Abstract:

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Cryptocurrencies; Macroeconomic News; Return volatility

3.

Cryptocurrency Reaction to FOMC Announcements: Evidence of Heterogeneity Based on Blockchain Stack Position

Number of pages: 27 Posted: 21 Nov 2017 Last Revised: 05 Nov 2019
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 594 (53,967)
Citation 22

Abstract:

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Cryptocurrencies; Digital Assets; Bitcoin; Litecoin; GARCH; Volatility Spillovers; Volatility Feedback; Monetary Policy

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 101 (310,064)
Citation 6

Abstract:

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Stock market volatility, Europe, Terrorist attacks, Systemic Risk, Contagion, Terrorism risk, Terrorism

5.

The Impact of Macroeconomic News on Bitcoin Returns

Number of pages: 37 Posted: 02 Apr 2020
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 84 (348,225)
Citation 3

Abstract:

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Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

6.

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 (358,365)
Citation 1

Abstract:

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