Roman B. Matkovskyy
Names
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Roman |
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B. |
| last: |
Matkovskyy |
Identifer
Contact
Affiliations
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École Supérieure de Commerce de Rennes
Research profile
author of:
- A measurement of affluence and poverty interdependence across countries: Evidence from the application of tail copula (RePEc:bla:buecrs:v:72:y:2020:i:4:p:404-416)
by Roman Matkovskyy - Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model (RePEc:cai:recosp:reco_pr2_0173)
by Roman Matkovskyy & Akanksha Jalan - Arbitrary temporal heterogeneity in time of European countries panel model (RePEc:ebl:ecbull:eb-15-00234)
by Roman Matkovskyy - Demand elasticities of Bitcoin and Ethereum (RePEc:eee:ecolet:v:220:y:2022:i:c:s0165176522003512)
by Jalan, Akanksha & Matkovskyy, Roman & Urquhart, Andrew - “Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic (RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002787)
by Jalan, Akanksha & Matkovskyy, Roman & Yarovaya, Larisa - From financial markets to Bitcoin markets: A fresh look at the contagion effect (RePEc:eee:finlet:v:31:y:2019:i:c:p:93-97)
by Matkovskyy, Roman & Jalan, Akanksha - From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309894)
by Matkovskyy, Roman & Jalan, Akanksha & Dowling, Michael & Bouraoui, Taoufik - Shall the winning last? A study of recent bubbles and persistence (RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002415)
by Jalan, Akanksha & Matkovskyy, Roman & Potì, Valerio - Systemic risks in the cryptocurrency market: Evidence from the FTX collapse (RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442)
by Jalan, Akanksha & Matkovskyy, Roman - The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets (RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000408)
by Yarovaya, Larisa & Matkovskyy, Roman & Jalan, Akanksha - The role of interpersonal trust in cryptocurrency adoption (RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871)
by Jalan, Akanksha & Matkovskyy, Roman & Urquhart, Andrew & Yarovaya, Larisa - Pre-launch Prediction of Market Performance for Short Lifecycle Products Using Online Community Data (RePEc:eee:joinma:v:38:y:2017:i:c:p:12-28)
by Divakaran, Pradeep Kumar Ponnamma & Palmer, Adrian & Søndergaard, Helle Alsted & Matkovskyy, Roman - Centralized and decentralized bitcoin markets: Euro vs USD vs GBP (RePEc:eee:quaeco:v:71:y:2019:i:c:p:270-279)
by Matkovskyy, Roman - Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets (RePEc:eee:quaeco:v:77:y:2020:i:c:p:150-155)
by Matkovskyy, Roman & Jalan, Akanksha & Dowling, Michael - Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety (RePEc:eee:riibaf:v:38:y:2016:i:c:p:485-493)
by Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi - The COVID-19 black swan crisis: Reaction and recovery of various financial markets (RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001422)
by Yarovaya, Larisa & Matkovskyy, Roman & Jalan, Akanksha - Theoretical foundations of the analysis of mezzo-economic systems (RePEc:eip:journl:y:2010:i:4:p:9-21)
by R. Matkovs'kyy - An American-Style Transfer Union in Europe, A First Glance at How Much It Might Cost (RePEc:hal:journl:hal-01989554)
by Casimir Dadak & Roman Matkovskyy - Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety (RePEc:hal:journl:hal-02008005)
by Roman Matkovskyy & Taoufik Bouraoui & Helmi Hammami - Arbitrary temporal heterogeneity in time of European countries panel model (RePEc:hal:journl:hal-02010689)
by Roman Matkovskyy - Centralized and decentralized bitcoin markets: Euro vs USD vs GBP (RePEc:hal:journl:hal-02127175)
by Roman Matkovskyy - From financial markets to Bitcoin markets: A fresh look at the contagion effect (RePEc:hal:journl:hal-02131637)
by Roman Matkovskyy & Akanksha Jalan - Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model (RePEc:hal:journl:hal-02155402)
by Roman Matkovskyy & Taoufik Bouraoui - Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries (RePEc:hal:journl:hal-02332090)
by Roman Matkovskyy - Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets (RePEc:hal:journl:hal-03004707)
by Roman Matkovskyy & Akanksha Jalan & Michael Dowling - A measurement of affluence and poverty interdependence across countries: Evidence from the application of tail copula (RePEc:hal:journl:hal-03163619)
by Roman Matkovskyy - The Bitcoin options market: A first look at pricing and risk (RePEc:hal:journl:hal-03328938)
by Akanksha Jalan & Roman Matkovskyy & Saqib Aziz - Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model (RePEc:hal:journl:hal-03334215)
by Roman Matkovskyy & Akanksha Jalan - What effect did the introduction of Bitcoin futures have on the Bitcoin spot market? (RePEc:hal:journl:hal-03417218)
by Akanksha Jalan & Roman Matkovskyy & Andrew Urquhart - The COVID-19 black swan crisis: Reaction and recovery of various financial markets (RePEc:hal:journl:hal-03417247)
by Larisa Yarovaya & Roman Matkovskyy & Akanksha Jalan - “Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic (RePEc:hal:journl:hal-03512893)
by Akanksha Jalan & Roman Matkovskyy & Larisa Yarovaya - The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets (RePEc:hal:journl:hal-03512931)
by Larisa Yarovaya & Roman Matkovskyy & Akanksha Jalan - Price transmission in European fish markets (RePEc:hal:journl:hal-03603013)
by Suikai Gao & Guillaume Bagnarosa & Michael Dowling & Roman Matkovskyy & Dima Tawil - Shall the winning last? A study of recent bubbles and persistence (RePEc:hal:journl:hal-03603161)
by Akanksha Jalan & Roman Matkovskyy & Valerio Potì - Does Shariah compliance affect investor behaviour in the COVID-19 times: evidence from herding in the global energy market (RePEc:hal:journl:hal-03696688)
by Saqib Aziz & Akanksha Jalan & Roman Matkovskyy & Taoufik Bouraoui - Demand elasticities of Bitcoin and Ethereum (RePEc:hal:journl:hal-03888337)
by Akanksha Jalan & Roman Matkovskyy & Andrew Urquhart - The role of interpersonal trust in cryptocurrency adoption (RePEc:hal:journl:hal-03946536)
by Akanksha Jalan & Roman Matkovskyy & Andrew Urquhart & Larisa Yarovaya - COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic (RePEc:hal:journl:hal-04021587)
by Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy - Systemic risks in the cryptocurrency market: Evidence from the FTX collapse (RePEc:hal:journl:hal-04047924)
by Akanksha Jalan & Roman Matkovskyy - From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks (RePEc:hal:journl:hal-04273124)
by Roman Matkovskyy & Akanksha Jalan & Michael Dowling & Taoufik Bouraoui - A comparison of pre- and post-crisis efficiency of OECD countries: evidence from a model with temporal heterogeneity in time and unobservable individual effect (RePEc:liu:liucej:v:13:y:2016:i:2:p:135-167)
by Roman Matkovskyy - An American-Style Transfer Union in Europe, A First Glance at How Much It Might Cost (RePEc:mes:jeciss:v:52:y:2018:i:3:p:749-769)
by Casimir Dadak & Roman Matkovskyy - Теоретичні Засади Розвитку Мезоекономічних Систем
[Theoretical principles of messo-economic systems development] (RePEc:pra:mprapa:36458)
by Matkovskyy, Roman - Forecasting the Index of Financial Safety (IFS) of South Africa using neural networks (RePEc:pra:mprapa:42153)
by Matkovskyy, Roman - The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model (RePEc:pra:mprapa:42173)
by Matkovskyy, Roman - A meso-level representation of economic systems: a theoretical approach (RePEc:pra:mprapa:44093)
by Matkovskyy, Roman - 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 (RePEc:pra:mprapa:44717)
by Matkovskyy, Roman - Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors
[Forecasting Economic Development of Ukraine based on BVAR models with different prior (RePEc:pra:mprapa:44725)
by Matkovskyy, Roman - To the Problem of Financial Safety Estimation: the Index of Financial Safety of Turkey (RePEc:pra:mprapa:47673)
by Matkovskyy, Roman - Estimation and prediction of an Index of Financial Safety of Tunisia (RePEc:pra:mprapa:74573)
by Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi - COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic (RePEc:spr:digfin:v:4:y:2022:i:1:d:10.1007_s42521-021-00045-3)
by Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy - Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model (RePEc:spr:jqecon:v:17:y:2019:i:2:d:10.1007_s40953-018-0133-8)
by Roman Matkovskyy & Taoufik Bouraoui - Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries (RePEc:spr:jqecon:v:17:y:2019:i:3:d:10.1007_s40953-018-0151-6)
by Roman Matkovskyy - Unknown item RePEc:taf:apfiec:v:24:y:2014:i:4:p:235-240 (article)
- The Bitcoin options market: A first look at pricing and risk (RePEc:taf:applec:v:53:y:2021:i:17:p:2026-2041)
by Akanksha Jalan & Roman Matkovskyy & Saqib Aziz - Price transmission in European fish markets (RePEc:taf:applec:v:54:y:2022:i:19:p:2194-2213)
by Suikai Gao & Guillaume Bagnarosa & Michael Dowling & Roman Matkovskyy & Dima Tawil - Does Shariah compliance affect investor behaviour in the COVID-19 times: evidence from herding in the global energy market (RePEc:taf:applec:v:54:y:2022:i:24:p:2825-2836)
by Saqib Aziz & Akanksha Jalan & Roman Matkovskyy & Taoufik Bouraoui - What effect did the introduction of Bitcoin futures have on the Bitcoin spot market? (RePEc:taf:eurjfi:v:27:y:2021:i:13:p:1251-1281)
by Akanksha Jalan & Roman Matkovskyy & Andrew Urquhart - Is the market held by institutional investors? The disposition effect revisited (RePEc:zbw:euvwdp:338)
by Croonenbroeck, Carsten & Matkovskyy, Roman