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Article: The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19.

Kyriazis, Nikolaos / Papadamou, Stephanos / Tzeremes, Panayiotis / Corbet, Shaen

The Quarterly review of economics and finance : journal of the Midwest Economics Association

2022 Volume 89, Page(s) 307–317

Abstract: This research investigates the effects of several measures of Twitter-based sentiment on cryptocurrencies during the COVID-19 pandemic. Innovative economic, as well as market uncertainty measures based on Tweets, along the lines of Baker et al. (2021), ... ...

Abstract	This research investigates the effects of several measures of Twitter-based sentiment on cryptocurrencies during the COVID-19 pandemic. Innovative economic, as well as market uncertainty measures based on Tweets, along the lines of Baker et al. (2021), are employed in an attempt to measure how investor sentiment influences the returns and volatility of major cryptocurrencies, developing on non-linear Granger causality tests. Evidence suggests that Twitter-derived sentiment mainly influences Litecoin, Ethereum, Cardano and Ethereum Classic when considering mean estimates. Moreover, uncertainty measures non-linearly influence each cryptocurrency examined, at all quantiles except for Cardano at lower quantiles, and both Ripple and Stellar at both lower and higher quantiles. Cryptocurrencies with lower values are found to be unaffected by investor sentiment at extreme values, however, prove to be profitable due to more aligned investor behaviour.
Language	English
Publishing date	2022-09-30
Publishing country	United States
Document type	Journal Article
ISSN	1062-9769
ISSN	1062-9769
DOI	10.1016/j.qref.2022.09.004
Database	MEDical Literature Analysis and Retrieval System OnLINE

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Article ; Online: Did COVID-19 tourism sector supports alleviate investor fear?

Corbet, Shaen / Hou, Yang / Hu, Yang / Oxley, Les

Annals of tourism research

2022 Volume 95, Page(s) 103434

Abstract: The COVID-19 pandemic presented a dynamic black-swan event to which governments implemented support programmes to reduce sectoral probability of default. This research analyses investor response to such assistance, designed to mitigate the effects of the ...

Abstract	The COVID-19 pandemic presented a dynamic black-swan event to which governments implemented support programmes to reduce sectoral probability of default. This research analyses investor response to such assistance, designed to mitigate the effects of the pandemic upon international aviation and tourism. Investor confidence in such support schemes is estimated through short-term abnormal returns. Results indicate significant differential behaviour, with fiscal policy found to be a dominant and largely effective mechanism generating median abnormal returns of 2.17 %. Specific assistance programmes relating to COVID-19 loan facilities, and the provision of pandemic relief packages significantly alleviated short-term investor concerns with median abnormal returns estimated between 2.87 % and 3.89 % respectively. Our empirical results offer investors and policymakers an additional layer of information.
Language	English
Publishing date	2022-06-09
Publishing country	England
Document type	Journal Article
ISSN	1873-7722
ISSN (online)	1873-7722
DOI	10.1016/j.annals.2022.103434
Database	MEDical Literature Analysis and Retrieval System OnLINE

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Article ; Online: Creating universal health care in Ireland: A legal context.

Lau, Manfred / Larkin, Charles / Harty, Michael / Corbet, Shaen

Health policy (Amsterdam, Netherlands)

2021 Volume 125, Issue 6, Page(s) 777–785

Abstract: In this paper we establish a working definition of, and develop a legal rationale for, the insertion of a constitutional Right to Health (RTH) protection in the Constitution of Ireland. We propose that a legal framework exists for the judicial ... ...

Abstract	In this paper we establish a working definition of, and develop a legal rationale for, the insertion of a constitutional Right to Health (RTH) protection in the Constitution of Ireland. We propose that a legal framework exists for the judicial enforcement of a right to health in Ireland, as based on parallels drawn between Irish case law and that of RSA, a comparable common law constitutional democracy with a developed jurisprudential approach to its constitutional RTH. When modelled after precedential international provisions, this right strengthens and defends health policy goals (such as universal health care) through a common-law system of governmental accountability. Additionally, national rights to health have observable correlations with improved public health, and it stimulates institutional initiatives. The 1937 Constitution of Ireland includes several personal, social, and economic rights, and a RTH would complement the existing right to primary education as a socio-economic right. We note these considerations were discussed during the legislative proposal made in the 32
MeSH term(s)	Health Facilities ; Health Policy ; Humans ; Ireland ; Universal Health Care
Language	English
Publishing date	2021-04-20
Publishing country	Ireland
Document type	Journal Article
ZDB-ID	605805-x
ISSN	1872-6054 ; 0168-8510
ISSN (online)	1872-6054
ISSN	0168-8510
DOI	10.1016/j.healthpol.2021.04.003
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Article ; Online: The European Financial Market Stress Index

Shaen Corbet

International Journal of Economics and Financial Issues, Vol 4, Iss

2014 Volume 1

Abstract: This research constructs and develops a financial stress index based on European financial markets. The integration of numerous sovereign states has created difficulty identifying stress in any one single financial component, but incorporating twenty- ... ...

Abstract	This research constructs and develops a financial stress index based on European financial markets. The integration of numerous sovereign states has created difficulty identifying stress in any one single financial component, but incorporating twenty-three headline European stress indicators across equities, bonds and currencies, in terms of both spreads and levels offer substantial explanatory benefits. The incorporation of a logistical framework specifically analysing the levels, volatility and co-movement of the included standardised series enables the creation of an index that adequately represents financial market stress in European. Using periods of pre-defined crisis in a logistic regression framework also aids the development of the index. The results provide evidence that the European-specific sovereign crises from 2010 to present, with particular emphasis on the mid-2011 period, have significantly over-shadowed any event that the financially-integrated Europe has previously experienced. Keywords: European financial crisis; financial market stress indicator; liquidity; stock markets. JEL Classifications: G01; G15
Keywords	Business ; HF5001-6182 ; Economics as a science ; HB71-74
Subject code	332
Language	English
Publishing date	2014-01-01T00:00:00Z
Publisher	EconJournals
Document type	Article ; Online
Database	BASE - Bielefeld Academic Search Engine (life sciences selection)

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Article ; Online: The European Financial Market Stress Index

Shaen Corbet

International Journal of Economics and Financial Issues, Vol 4, Iss 1, Pp 217-

2014 Volume 230

Abstract	This research constructs and develops a financial stress index based on European financial markets. The integration of numerous sovereign states has created difficulty identifying stress in any one single financial component, but incorporating twenty-three headline European stress indicators across equities, bonds and currencies, in terms of both spreads and levels offer substantial explanatory benefits. The incorporation of a logistical framework specifically analysing the levels, volatility and co-movement of the included standardised series enables the creation of an index that adequately represents financial market stress in European. Using periods of pre-defined crisis in a logistic regression framework also aids the development of the index. The results provide evidence that the European-specific sovereign crises from 2010 to present, with particular emphasis on the mid-2011 period, have significantly over-shadowed any event that the financially-integrated Europe has previously experienced.
Keywords	european financial crisis ; financial market stress indicator ; liquidity ; stock markets ; Business ; HF5001-6182 ; Economics as a science ; HB71-74
Subject code	332
Language	English
Publishing date	2014-03-01T00:00:00Z
Publisher	EconJournals
Document type	Article ; Online
Database	BASE - Bielefeld Academic Search Engine (life sciences selection)

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Article ; Online: The European Financial Market Stress Index

Shaen Corbet

International Journal of Economics and Financial Issues, Vol 4, Iss

2014 Volume 1

Abstract	This research constructs and develops a financial stress index based on European financial markets. The integration of numerous sovereign states has created difficulty identifying stress in any one single financial component, but incorporating twenty-three headline European stress indicators across equities, bonds and currencies, in terms of both spreads and levels offer substantial explanatory benefits. The incorporation of a logistical framework specifically analysing the levels, volatility and co-movement of the included standardised series enables the creation of an index that adequately represents financial market stress in European. Using periods of pre-defined crisis in a logistic regression framework also aids the development of the index. The results provide evidence that the European-specific sovereign crises from 2010 to present, with particular emphasis on the mid-2011 period, have significantly over-shadowed any event that the financially-integrated Europe has previously experienced. Keywords: European financial crisis; financial market stress indicator; liquidity; stock markets. JEL Classifications: G01; G15
Keywords	Business ; HF5001-6182 ; Economics as a science ; HB71-74
Subject code	332
Language	English
Publishing date	2014-01-01T00:00:00Z
Publisher	EconJournals
Document type	Article ; Online
Database	BASE - Bielefeld Academic Search Engine (life sciences selection)

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Article ; Online: The Contagion Effects of Sovereign Downgrades

Shaen Corbet

International Journal of Economics and Financial Issues, Vol 4, Iss 1, Pp 83-

Evidence from the European Financial Crisis

2014 Volume 92

Abstract: This research examines the effects of sovereign downgrades on European financial markets between 2005 and 2012. Vector Autoregression (VAR) techniques are used to investigate the presence of contagion effects after a sovereign downgrade across equity ... ...

Abstract	This research examines the effects of sovereign downgrades on European financial markets between 2005 and 2012. Vector Autoregression (VAR) techniques are used to investigate the presence of contagion effects after a sovereign downgrade across equity indices, five year Credit Default Swaps (CDS) and ten year government bonds of the investigated European states. Sovereign downgrades are found to be associated with an increase in equity returns, and cause significant increases in the cost of insuring debt through CDS and the yield of government debt. The Greek and Irish downgrades are to found to have significant reverberations throughout European financial markets. German CDS spreads are found to increase when a European state is downgraded, signalling their use by investors as a barometer of European-wide defaults. Though credit rating agencies clearly missed the European sovereign crisis prior to 2007, their rating downgrades are still found to cause significant effects within European financial markets.
Keywords	sovereign ratings ; var ; contagion ; financial crisis ; stock markets ; Business ; HF5001-6182 ; Economics as a science ; HB71-74
Subject code	332
Language	English
Publishing date	2014-03-01T00:00:00Z
Publisher	EconJournals
Document type	Article ; Online
Database	BASE - Bielefeld Academic Search Engine (life sciences selection)

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Article ; Online: The European Financial Market Stress Index

Shaen Corbet

International Journal of Economics and Financial Issues, Vol 4, Iss

2014 Volume 1

Abstract	This research constructs and develops a financial stress index based on European financial markets. The integration of numerous sovereign states has created difficulty identifying stress in any one single financial component, but incorporating twenty-three headline European stress indicators across equities, bonds and currencies, in terms of both spreads and levels offer substantial explanatory benefits. The incorporation of a logistical framework specifically analysing the levels, volatility and co-movement of the included standardised series enables the creation of an index that adequately represents financial market stress in European. Using periods of pre-defined crisis in a logistic regression framework also aids the development of the index. The results provide evidence that the European-specific sovereign crises from 2010 to present, with particular emphasis on the mid-2011 period, have significantly over-shadowed any event that the financially-integrated Europe has previously experienced. Keywords: European financial crisis; financial market stress indicator; liquidity; stock markets. JEL Classifications: G01; G15
Keywords	Business ; HF5001-6182 ; Economics as a science ; HB71-74
Subject code	332
Language	English
Publishing date	2014-01-01T00:00:00Z
Publisher	EconJournals
Document type	Article ; Online
Database	BASE - Bielefeld Academic Search Engine (life sciences selection)

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Article ; Online: The Contagion Effects of Sovereign Downgrades

Shaen Corbet

International Journal of Economics and Financial Issues, Vol 4, Iss

Evidence from the European Financial Crisis

2013 Volume 1

Abstract	This research examines the effects of sovereign downgrades on European financial markets between 2005 and 2012. Vector Autoregression (VAR) techniques are used to investigate the presence of contagion effects after a sovereign downgrade across equity indices, five year Credit Default Swaps (CDS) and ten year government bonds of the investigated European states. Sovereign downgrades are found to be associated with an increase in equity returns, and cause significant increases in the cost of insuring debt through CDS and the yield of government debt. The Greek and Irish downgrades are to found to have significant reverberations throughout European financial markets. German CDS spreads are found to increase when a European state is downgraded, signalling their use by investors as a barometer of European-wide defaults. Though credit rating agencies clearly missed the European sovereign crisis prior to 2007, their rating downgrades are still found to cause significant effects within European financial markets. Keywords: Sovereign ratings; VAR; contagion; financial crisis; stock markets. JEL Classifications: G01; G15
Keywords	Business ; HF5001-6182 ; Economics as a science ; HB71-74
Subject code	332
Language	English
Publishing date	2013-11-01T00:00:00Z
Publisher	EconJournals
Document type	Article ; Online
Database	BASE - Bielefeld Academic Search Engine (life sciences selection)

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Article ; Online: The Contagion Effects of Sovereign Downgrades

Shaen Corbet

International Journal of Economics and Financial Issues, Vol 4, Iss

Evidence from the European Financial Crisis

2013 Volume 1

Abstract	This research examines the effects of sovereign downgrades on European financial markets between 2005 and 2012. Vector Autoregression (VAR) techniques are used to investigate the presence of contagion effects after a sovereign downgrade across equity indices, five year Credit Default Swaps (CDS) and ten year government bonds of the investigated European states. Sovereign downgrades are found to be associated with an increase in equity returns, and cause significant increases in the cost of insuring debt through CDS and the yield of government debt. The Greek and Irish downgrades are to found to have significant reverberations throughout European financial markets. German CDS spreads are found to increase when a European state is downgraded, signalling their use by investors as a barometer of European-wide defaults. Though credit rating agencies clearly missed the European sovereign crisis prior to 2007, their rating downgrades are still found to cause significant effects within European financial markets. Keywords: Sovereign ratings; VAR; contagion; financial crisis; stock markets. JEL Classifications: G01; G15
Keywords	Business ; HF5001-6182 ; Economics as a science ; HB71-74
Subject code	332
Language	English
Publishing date	2013-11-01T00:00:00Z
Publisher	EconJournals
Document type	Article ; Online
Database	BASE - Bielefeld Academic Search Engine (life sciences selection)

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