Samuel A. Vigne

Did long-memory of liquidity signal the European sovereign debt crisis?

Youwei Li, Z. Sun, Philip Hamill, 2019, Ann. Oper. Res..

Bayesian Value-at-Risk backtesting: The case of annuity pricing

Athanasios A. Pantelous, Melvern Leung, Samuel A. Vigne, 2021, Eur. J. Oper. Res..

The cryptocurrency uncertainty index

Yizhi Wang, Samuel A. Vigne, Brian M. Lucey, 2021 .

Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation

Samuel A. Vigne, Giray Gozgor, Chi Keung Marco Lau, 2018, Finance Research Letters.

Future directions in international financial integration research - A crowdsourced perspective

Frank McGroarty, Richard J. McGee, Xin Sheng, 2018 .