Details about Roman B. Matkovskyy

Access statistics for papers by Roman B. Matkovskyy.

Last updated 2024-05-08. Update your information in the RePEc Author Service.

Short-id: pma1598

Working Papers

2023

1. Systemic risks in the cryptocurrency market: Evidence from the FTX collapse
   Post-Print, HAL View citations (22)
   See also Journal Article Systemic risks in the cryptocurrency market: Evidence from the FTX collapse, Finance Research Letters, Elsevier (2023) View citations (24) (2023)
2. The role of interpersonal trust in cryptocurrency adoption
   Post-Print, HAL
   See also Journal Article The role of interpersonal trust in cryptocurrency adoption, Journal of International Financial Markets, Institutions and Money, Elsevier (2023) View citations (10) (2023)

2022

3. COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic
   Post-Print, HAL View citations (3)
   See also Journal Article COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic, Digital Finance, Springer (2022) View citations (4) (2022)
4. Demand elasticities of Bitcoin and Ethereum
   Post-Print, HAL
   See also Journal Article Demand elasticities of Bitcoin and Ethereum, Economics Letters, Elsevier (2022) (2022)
5. Does Shariah compliance affect investor behaviour in the COVID-19 times: evidence from herding in the global energy market
   Post-Print, HAL View citations (1)
   See also Journal Article Does Shariah compliance affect investor behaviour in the COVID-19 times: evidence from herding in the global energy market, Applied Economics, Taylor & Francis Journals (2022) View citations (1) (2022)
6. Price transmission in European fish markets
   Post-Print, HAL
   See also Journal Article Price transmission in European fish markets, Applied Economics, Taylor & Francis Journals (2022) (2022)
7. Shall the winning last? A study of recent bubbles and persistence
   Post-Print, HAL View citations (2)
   See also Journal Article Shall the winning last? A study of recent bubbles and persistence, Finance Research Letters, Elsevier (2022) View citations (2) (2022)
8. The COVID-19 black swan crisis: Reaction and recovery of various financial markets
   Post-Print, HAL View citations (24)
   See also Journal Article The COVID-19 black swan crisis: Reaction and recovery of various financial markets, Research in International Business and Finance, Elsevier (2022) View citations (22) (2022)

2021

9. Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model
   Post-Print, HAL View citations (5)
   See also Journal Article Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model, Revue économique, Presses de Sciences-Po (2021) View citations (5) (2021)
10. From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks
    Post-Print, HAL View citations (3)
    See also Journal Article From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks, Finance Research Letters, Elsevier (2021) View citations (11) (2021)
11. The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets
    Post-Print, HAL View citations (22)
    See also Journal Article The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets, Journal of International Financial Markets, Institutions and Money, Elsevier (2021) View citations (29) (2021)
12. What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
    Post-Print, HAL View citations (17)
    See also Journal Article What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?, The European Journal of Finance, Taylor & Francis Journals (2021) View citations (17) (2021)
13. “Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic
    Post-Print, HAL View citations (11)
    See also Journal Article “Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic, International Review of Financial Analysis, Elsevier (2021) View citations (9) (2021)

2020

14. A measurement of affluence and poverty interdependence across countries: Evidence from the application of tail copula
    Post-Print, HAL View citations (2)
    See also Journal Article A measurement of affluence and poverty interdependence across countries: Evidence from the application of tail copula, Bulletin of Economic Research, Wiley Blackwell (2020) View citations (3) (2020)
15. Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets
    Post-Print, HAL View citations (23)
    See also Journal Article Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets, The Quarterly Review of Economics and Finance, Elsevier (2020) View citations (36) (2020)
16. The Bitcoin options market: A first look at pricing and risk
    Post-Print, HAL View citations (2)
    See also Journal Article The Bitcoin options market: A first look at pricing and risk, Applied Economics, Taylor & Francis Journals (2021) View citations (8) (2021)

2019

17. Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model
    Post-Print, HAL View citations (1)
    See also Journal Article Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model, Journal of Quantitative Economics, Springer (2019) View citations (1) (2019)
18. Centralized and decentralized bitcoin markets: Euro vs USD vs GBP
    Post-Print, HAL View citations (18)
    See also Journal Article Centralized and decentralized bitcoin markets: Euro vs USD vs GBP, The Quarterly Review of Economics and Finance, Elsevier (2019) View citations (17) (2019)
19. Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries
    Post-Print, HAL View citations (4)
    See also Journal Article Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries, Journal of Quantitative Economics, Springer (2019) View citations (3) (2019)
20. From financial markets to Bitcoin markets: A fresh look at the contagion effect
    Post-Print, HAL View citations (43)
    See also Journal Article From financial markets to Bitcoin markets: A fresh look at the contagion effect, Finance Research Letters, Elsevier (2019) View citations (46) (2019)

2018

21. An American-Style Transfer Union in Europe, A First Glance at How Much It Might Cost
    Post-Print, HAL
    See also Journal Article An American-Style Transfer Union in Europe, A First Glance at How Much It Might Cost, Journal of Economic Issues, Taylor & Francis Journals (2018) (2018)

2016

22. Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety
    Post-Print, HAL View citations (4)
    See also Journal Article Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety, Research in International Business and Finance, Elsevier (2016) View citations (6) (2016)
23. Arbitrary temporal heterogeneity in time of European countries panel model
    Post-Print, HAL
    See also Journal Article Arbitrary temporal heterogeneity in time of European countries panel model, Economics Bulletin, AccessEcon (2016) View citations (1) (2016)
24. Estimation and prediction of an Index of Financial Safety of Tunisia
    MPRA Paper, University Library of Munich, Germany

2013

25. A meso-level representation of economic systems: a theoretical approach
    MPRA Paper, University Library of Munich, Germany
26. Is the market held by institutional investors? The disposition effect revisited
    Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
27. To the Problem of Financial Safety Estimation: the Index of Financial Safety of Turkey
    MPRA Paper, University Library of Munich, Germany View citations (1)

2012

28. Forecasting the Index of Financial Safety (IFS) of South Africa using neural networks
    MPRA Paper, University Library of Munich, Germany View citations (4)
29. The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model
    MPRA Paper, University Library of Munich, Germany View citations (4)
30. Прогнозування реакції економіки України на економічні шоки в сусідніх державах: глобальна векторна авторегресійна модель «Україна-сусіди»
    (Forecasting the Responses of Ukraine to Economic Shocks in the Neighbour-Countries: Global Vector Autoregressive Model “Ukraine-Neighbours”)
    MPRA Paper, University Library of Munich, Germany
31. Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors
    (Forecasting Economic Development of Ukraine based on BVAR models with different priors)
    MPRA Paper, University Library of Munich, Germany

2010

32. Теоретичні засади розвитку мезоекономічних систем
    (Theoretical principles of messo-economic systems development)
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2023

1. Systemic risks in the cryptocurrency market: Evidence from the FTX collapse
   Finance Research Letters, 2023, 53, (C) View citations (24)
   See also Working Paper Systemic risks in the cryptocurrency market: Evidence from the FTX collapse, Post-Print (2023) View citations (22) (2023)
2. The role of interpersonal trust in cryptocurrency adoption
   Journal of International Financial Markets, Institutions and Money, 2023, 83, (C) View citations (10)
   See also Working Paper The role of interpersonal trust in cryptocurrency adoption, Post-Print (2023) (2023)

2022

3. COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic
   Digital Finance, 2022, 4, (1), 17-61 View citations (4)
   See also Working Paper COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic, Post-Print (2022) View citations (3) (2022)
4. Demand elasticities of Bitcoin and Ethereum
   Economics Letters, 2022, 220, (C)
   See also Working Paper Demand elasticities of Bitcoin and Ethereum, Post-Print (2022) (2022)
5. Does Shariah compliance affect investor behaviour in the COVID-19 times: evidence from herding in the global energy market
   Applied Economics, 2022, 54, (24), 2825-2836 View citations (1)
   See also Working Paper Does Shariah compliance affect investor behaviour in the COVID-19 times: evidence from herding in the global energy market, Post-Print (2022) View citations (1) (2022)
6. Price transmission in European fish markets
   Applied Economics, 2022, 54, (19), 2194-2213
   See also Working Paper Price transmission in European fish markets, Post-Print (2022) (2022)
7. Shall the winning last? A study of recent bubbles and persistence
   Finance Research Letters, 2022, 45, (C) View citations (2)
   See also Working Paper Shall the winning last? A study of recent bubbles and persistence, Post-Print (2022) View citations (2) (2022)
8. The COVID-19 black swan crisis: Reaction and recovery of various financial markets
   Research in International Business and Finance, 2022, 59, (C) View citations (22)
   See also Working Paper The COVID-19 black swan crisis: Reaction and recovery of various financial markets, Post-Print (2022) View citations (24) (2022)

2021

9. Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model
   Revue économique, 2021, 72, (5), 785-797 View citations (5)
   See also Working Paper Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model, Post-Print (2021) View citations (5) (2021)
10. From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks
    Finance Research Letters, 2021, 38, (C) View citations (11)
    See also Working Paper From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks, Post-Print (2021) View citations (3) (2021)
11. The Bitcoin options market: A first look at pricing and risk
    Applied Economics, 2021, 53, (17), 2026-2041 View citations (8)
    See also Working Paper The Bitcoin options market: A first look at pricing and risk, Post-Print (2020) View citations (2) (2020)
12. The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets
    Journal of International Financial Markets, Institutions and Money, 2021, 75, (C) View citations (29)
    See also Working Paper The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets, Post-Print (2021) View citations (22) (2021)
13. What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
    The European Journal of Finance, 2021, 27, (13), 1251-1281 View citations (17)
    See also Working Paper What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?, Post-Print (2021) View citations (17) (2021)
14. “Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic
    International Review of Financial Analysis, 2021, 78, (C) View citations (9)
    See also Working Paper “Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic, Post-Print (2021) View citations (11) (2021)

2020

15. A measurement of affluence and poverty interdependence across countries: Evidence from the application of tail copula
    Bulletin of Economic Research, 2020, 72, (4), 404-416 View citations (3)
    See also Working Paper A measurement of affluence and poverty interdependence across countries: Evidence from the application of tail copula, Post-Print (2020) View citations (2) (2020)
16. Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets
    The Quarterly Review of Economics and Finance, 2020, 77, (C), 150-155 View citations (36)
    See also Working Paper Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets, Post-Print (2020) View citations (23) (2020)

2019

17. Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model
    Journal of Quantitative Economics, 2019, 17, (2), 433-446 View citations (1)
    See also Working Paper Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model, Post-Print (2019) View citations (1) (2019)
18. Centralized and decentralized bitcoin markets: Euro vs USD vs GBP
    The Quarterly Review of Economics and Finance, 2019, 71, (C), 270-279 View citations (17)
    See also Working Paper Centralized and decentralized bitcoin markets: Euro vs USD vs GBP, Post-Print (2019) View citations (18) (2019)
19. Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries
    Journal of Quantitative Economics, 2019, 17, (3), 667-698 View citations (3)
    See also Working Paper Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries, Post-Print (2019) View citations (4) (2019)
20. From financial markets to Bitcoin markets: A fresh look at the contagion effect
    Finance Research Letters, 2019, 31, (C), 93-97 View citations (46)
    See also Working Paper From financial markets to Bitcoin markets: A fresh look at the contagion effect, Post-Print (2019) View citations (43) (2019)

2018

21. An American-Style Transfer Union in Europe, A First Glance at How Much It Might Cost
    Journal of Economic Issues, 2018, 52, (3), 749-769
    See also Working Paper An American-Style Transfer Union in Europe, A First Glance at How Much It Might Cost, Post-Print (2018) (2018)

2017

22. Pre-launch Prediction of Market Performance for Short Lifecycle Products Using Online Community Data
    Journal of Interactive Marketing, 2017, 38, (C), 12-28 View citations (10)

2016

23. A comparison of pre- and post-crisis efficiency of OECD countries: evidence from a model with temporal heterogeneity in time and unobservable individual effect
    European Journal of Comparative Economics, 2016, 13, (2), 135-167
24. Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety
    Research in International Business and Finance, 2016, 38, (C), 485-493 View citations (6)
    See also Working Paper Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety, Post-Print (2016) View citations (4) (2016)
25. Arbitrary temporal heterogeneity in time of European countries panel model
    Economics Bulletin, 2016, 36, (1), 576-587 View citations (1)
    See also Working Paper Arbitrary temporal heterogeneity in time of European countries panel model, Post-Print (2016) (2016)

2014

26. Demand for investment advice over time: the disposition effect revisited
    Applied Financial Economics, 2014, 24, (4), 235-240

2010

27. Theoretical foundations of the analysis of mezzo-economic systems
    Economy and Forecasting, 2010, (4), 9-21