What is he best known for?
The fields of study he is best known for:
- Statistics
- Finance
- Econometrics
Brian M. Lucey mainly focuses on Econometrics, Cryptocurrency, Volatility, Equity and Monetary economics.
In general Econometrics, his work in Autoregressive conditional heteroskedasticity is often linked to Uncertainty avoidance linking many areas of study.
His work deals with themes such as Feeling, Microeconomics, Market integration and Econophysics, which intersect with Equity.
His studies in Monetary economics integrate themes in fields like Financial market and Commodity.
His research in Financial market intersects with topics in Bond and Diversification.
His Diversification research integrates issues from Emerging markets and International economics.
His most cited work include:
- Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (783 citations)
- Exploring the dynamic relationships between cryptocurrencies and other financial assets (347 citations)
- Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (289 citations)
What are the main themes of his work throughout his whole career to date?
Monetary economics, Financial economics, Econometrics, Volatility and Equity are his primary areas of study.
The study incorporates disciplines such as Financial market and Emerging markets in addition to Monetary economics.
His Financial economics research is multidisciplinary, relying on both Stock exchange, Cointegration and Stock market.
As part of the same scientific family, Brian M. Lucey usually focuses on Econometrics, concentrating on Futures contract and intersecting with Cash.
His work on Implied volatility as part of general Volatility research is often related to Cryptocurrency, thus linking different fields of science.
His Equity research is multidisciplinary, incorporating perspectives in Debt, Market integration and Mood.
He most often published in these fields:
- Monetary economics (47.00%)
- Financial economics (45.38%)
- Econometrics (43.27%)
What were the highlights of his more recent work (between 2018-2021)?
- Monetary economics (47.00%)
- Cryptocurrency (25.45%)
- Volatility (35.98%)
In recent papers he was focusing on the following fields of study:
The scientist’s investigation covers issues in Monetary economics, Cryptocurrency, Volatility, Econometrics and Financial market.
His work is dedicated to discovering how Monetary economics, Emerging markets are connected with Yield curve and other disciplines.
His Volatility study incorporates themes from Price discovery and Interest rate.
The various areas that he examines in his Econometrics study include Bond, Social connectedness, Portfolio allocation and Asset allocation.
His work in Financial market addresses subjects such as Stock market, which are connected to disciplines such as Asset.
His Diversification study is concerned with the field of Financial economics as a whole.
Between 2018 and 2021, his most popular works were:
- Cryptocurrencies as a financial asset: A systematic analysis (228 citations)
- The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (140 citations)
- The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (140 citations)
In his most recent research, the most cited papers focused on:
- Statistics
- Finance
- Social science
Brian M. Lucey spends much of his time researching Cryptocurrency, Volatility, Financial market, Monetary economics and Stock market.
Cryptocurrency is integrated with Econometrics, Diversification, Portfolio, High-frequency trading and Bubble in his study.
His Diversification study integrates concerns from other disciplines, such as Downside risk and Equity.
Many of his studies involve connections with topics such as Granger causality and Volatility.
The Financial contagion research Brian M. Lucey does as part of his general Financial market study is frequently linked to other disciplines of science, such as Pandemic, therefore creating a link between diverse domains of science.
His Monetary economics study combines topics in areas such as Social connectedness, Surprise and SAFER.
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