Author
Shaen Corbet
Other affiliations: Maynooth University, Trinity College, Dublin, University of Waikato
Bio: Shaen Corbet is an academic researcher from Dublin City University. The author has contributed to research in topics: Cryptocurrency & Volatility (finance). The author has an hindex of 25, co-authored 132 publications receiving 3397 citations. Previous affiliations of Shaen Corbet include Maynooth University & Trinity College, Dublin.
Papers
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TL;DR: In this article, the authors analyse the relationship between three popular cryptocurrencies and a variety of other financial assets and find evidence of the relative isolation of these assets from the financial and economic assets.
813 citations
TL;DR: A systematic review of the empirical literature based on the major topics that have been associated with the market for cryptocurrencies since their development as a financial asset in 2009 is presented in this article, where the authors provide a systematic analysis of the main topics that influence the perception of cryptocurrencies as a credible investment asset class and legitimate of value.
623 citations
TL;DR: In this article, the volatility relationship between the main Chinese stock markets and Bitcoin evolved significantly during this period of enormous financial stress, and the authors provided a number of observations as to why this situation occurred.
591 citations
TL;DR: This paper examined the existence and dates of pricing bubbles in Bitcoin and Ethereum, two popular cryptocurrencies using the (Phillips et al., 2011) methodology and concluded that Bitcoin is almost certainly in a bubble phase.
386 citations
TL;DR: The authors examined the existence and dates of pricing bubbles in Bitcoin and Ethereum, two popular cryptocurrencies using the Phillips et al. (2011) methodology and concluded that Bitcoin is almost certainly in a bubble phase.
Abstract: We examine the existence and dates of pricing bubbles in Bitcoin and Ethereum, two popular cryptocurrencies using the Phillips et al. (2011) methodology. In contrast to previous papers, we examine the fundamental drivers of the price. Having derived ratios that are economically and computationally sensible, we use these variables to detect and datestamp bubbles. Our conclusion is that there are periods of clear bubble behaviour, with Bitcoin now almost certainly in a bubble phase.
347 citations
Cited by
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Journal Article•
TL;DR: Prospect Theory led cognitive psychology in a new direction that began to uncover other human biases in thinking that are probably not learned but are part of the authors' brain’s wiring.
Abstract: In 1974 an article appeared in Science magazine with the dry-sounding title “Judgment Under Uncertainty: Heuristics and Biases” by a pair of psychologists who were not well known outside their discipline of decision theory. In it Amos Tversky and Daniel Kahneman introduced the world to Prospect Theory, which mapped out how humans actually behave when faced with decisions about gains and losses, in contrast to how economists assumed that people behave. Prospect Theory turned Economics on its head by demonstrating through a series of ingenious experiments that people are much more concerned with losses than they are with gains, and that framing a choice from one perspective or the other will result in decisions that are exactly the opposite of each other, even if the outcomes are monetarily the same. Prospect Theory led cognitive psychology in a new direction that began to uncover other human biases in thinking that are probably not learned but are part of our brain’s wiring.
4,351 citations
TL;DR: The enormous economic and social impact of COVID-19 is highlighted with respect to articles that have either prognosticated such a large-scale event, and its economic consequences, or have assessed the impacts of other epidemics and pandemics.
983 citations
TL;DR: In this article, the authors analyzed the connectedness between the recent spread of COVID-19, oil price volatility shock, the stock market, geopolitical risk and economic policy uncertainty in the US within a time-frequency framework.
792 citations
TL;DR: A systematic review of the empirical literature based on the major topics that have been associated with the market for cryptocurrencies since their development as a financial asset in 2009 is presented in this article, where the authors provide a systematic analysis of the main topics that influence the perception of cryptocurrencies as a credible investment asset class and legitimate of value.
623 citations
TL;DR: In this article, the volatility relationship between the main Chinese stock markets and Bitcoin evolved significantly during this period of enormous financial stress, and the authors provided a number of observations as to why this situation occurred.
591 citations