Publications
Articles in journals JCR
-
Arouxet, M.B.
,
Bariviera, Aurelio F.
,
Pastor, V.E.
and
Vampa, V.
(2024):
"Time-frequency co-movements between commodities and global economic policy uncertainty across different crises",
Heliyon,
10(14),
e34231
-
Aslanidis, Nektarios
,
Bariviera, Aurelio F.
and
Savva, C.
(2024):
"How do online attention and sentiment affect cryptocurrencies’ correlations?,",
Research in International Business and Finance,
forthcoming,
-
Fakhfekh, M.
,
Bejaoui, A.
,
Bariviera, Aurelio F.
and
Jeribi, A.
(2024):
"Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach",
North American Journal of economics and finance,
70,
102079
-
Fernandes, L.H.
,
Silva, J.W.
,
Araujo, F.
and
Bariviera, Aurelio F.
(2024):
"Quantifying the COVID-19 shock in cryptocurrencies",
Fractals,
32, 1,
2450019
-
Bariviera, Aurelio F.
,
Fabregat-Aibar, L.
and
Sorrosal-Forradellas, M.T.
(2023):
"Disentangling the impact of economic and health crises on financial markets",
Research in International Business and Finance,
65,
101928
-
Bejaoui, A.
,
Wajdi, F.
,
Ahmed, J.
and
Bariviera, Aurelio F.
(2023):
"Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis",
Physica A: Statistical Mechanics and its Applications,
619,
128720
-
Vásquez Sáenz, J.
,
Quiroga, F.M.
and
Bariviera, Aurelio F.
(2023):
"Data vs. information: Using clustering techniques to enhance stock returns forecasting",
International Review of Financial Analysis,
88,
102657
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Department of Economics
