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20142022
most citedGranger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment

110 citations · 120 across the 2 of their papers we have counts for

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Showing 2022 · q-fin.GNShow all

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q-fin.GN2022★ 10 cited

Russia's Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention

Štefan Lyócsa, Tomáš Plíhal

The onset of the Russo-Ukrainian crisis has led to the rapid depreciation of the Russian ruble. In this study, we model intraday price fluctuations of the USD/RUB and the EUR/RUB e…