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Details about Larisa Yarovaya

Workplace:Southampton Business School, University of Southampton, (more information at EDIRC)

Access statistics for papers by Larisa Yarovaya.

Last updated 2021-03-23. Update your information in the RePEc Author Service.

Short-id: pya634

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Journal Articles


  1. Human Capital efficiency and equity funds’ performance during the COVID-19 pandemic
    International Review of Economics & Finance, 2021, 71, (C), 584-591 Downloads View citations (5)


  1. COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach
    International Review of Financial Analysis, 2020, 70, (C) Downloads View citations (159)
  2. Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position
    Journal of Financial Stability, 2020, 46, (C) Downloads View citations (32)
  3. Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies: Evidence from three Nordic Kingdoms
    International Review of Financial Analysis, 2020, 72, (C) Downloads View citations (4)
  4. KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble?
    Applied Economics Letters, 2020, 27, (7), 518-524 Downloads View citations (6)
  5. Spillovers, integration and causality in LME non-ferrous metal markets
    Journal of Commodity Markets, 2020, 17, (C) Downloads View citations (7)
  6. The impact of blockchain related name changes on corporate performance
    Journal of Corporate Finance, 2020, 65, (C) Downloads View citations (7)
  7. The impact of macroeconomic news on Bitcoin returns
    The European Journal of Finance, 2020, 26, (14), 1396-1416 Downloads View citations (11)
  8. The relationship between implied volatility and cryptocurrency returns
    Finance Research Letters, 2020, 33, (C) Downloads View citations (17)


  1. Cryptocurrencies as a financial asset: A systematic analysis
    International Review of Financial Analysis, 2019, 62, (C), 182-199 Downloads View citations (198)
  2. Financial stress dynamics in the MENA region: Evidence from the Arab Spring
    Journal of International Financial Markets, Institutions and Money, 2019, 62, (C), 20-34 Downloads View citations (12)
  3. Price and volatility spillovers across the international steam coal market
    Energy Economics, 2019, 77, (C), 119-138 Downloads View citations (13)
  4. The role of uncertainty measures on the returns of gold
    Economics Letters, 2019, 185, (C) Downloads View citations (17)


  1. Datestamping the Bitcoin and Ethereum bubbles
    Finance Research Letters, 2018, 26, (C), 81-88 Downloads View citations (189)
  2. Exploring the dynamic relationships between cryptocurrencies and other financial assets
    Economics Letters, 2018, 165, (C), 28-34 Downloads View citations (329)
  3. Future directions in international financial integration research - A crowdsourced perspective
    International Review of Financial Analysis, 2018, 55, (C), 35-49 Downloads View citations (16)
  4. Information transmission across stock indices and stock index futures: International evidence using wavelet framework
    Research in International Business and Finance, 2018, 44, (C), 411-421 Downloads View citations (5)


  1. 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
    Pacific-Basin Finance Journal, 2017, 43, (C), 124-150 Downloads View citations (31)
  2. Asymmetry in spillover effects: Evidence for international stock index futures markets
    International Review of Financial Analysis, 2017, 53, (C), 94-111 Downloads View citations (5)
  3. Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity
    International Review of Financial Analysis, 2017, 52, (C), 316-332 Downloads View citations (61)
  4. The financial economics of white precious metals — A survey
    International Review of Financial Analysis, 2017, 52, (C), 292-308 Downloads View citations (33)


  1. Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures
    International Review of Financial Analysis, 2016, 43, (C), 96-114 Downloads View citations (79)
  2. Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis
    Finance Research Letters, 2016, 19, (C), 54-59 Downloads View citations (20)
  3. Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries
    International Review of Financial Analysis, 2016, 47, (C), 50-59 Downloads View citations (8)
  4. Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets
    Research in International Business and Finance, 2016, 37, (C), 605-619 Downloads View citations (18)
  5. Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators
    Finance Research Letters, 2016, 17, (C), 158-166 Downloads View citations (14)
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