Joseph P. Byrne : Citation Profile


Are you Joseph P. Byrne?

University of Strathclyde

17

H index

23

i10 index

872

Citations

RESEARCH PRODUCTION:

40

Articles

61

Papers

1

Books

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 36
   Journals where Joseph P. Byrne has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 34 (3.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pby6
   Updated: 2024-01-16    RAS profile: 2023-08-02    
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Relations with other researchers


Works with:

Sakemoto, Ryuta (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Joseph P. Byrne.

Is cited by:

Talavera, Oleksandr (18)

Baum, Christopher (17)

Huber, Florian (12)

Héricourt, Jérôme (11)

GUPTA, RANGAN (10)

Stephan, Andreas (9)

Huang, Ho-Chuan (8)

Nagayasu, Jun (8)

Pupo, Valeria (8)

poncet, sandra (8)

Miller, Stephen (7)

Cites to:

Sarno, Lucio (52)

Campbell, John (42)

Ng, Serena (41)

Pesaran, Mohammad (40)

Rogoff, Kenneth (37)

Rossi, Barbara (36)

Kilian, Lutz (31)

Reinhart, Carmen (28)

Bai, Jushan (28)

Schrimpf, Andreas (26)

Watson, Mark (25)

Main data


Where Joseph P. Byrne has published?


Journals with more than one article published# docs
Journal of International Money and Finance5
Economic Modelling3
Journal of International Financial Markets, Institutions and Money3
National Institute Economic Review2
Journal of Money, Credit and Banking2
National Institute Economic Review2
Oxford Bulletin of Economics and Statistics2
Journal of Banking & Finance2
Review of World Economics (Weltwirtschaftliches Archiv)2
Journal of Money, Credit and Banking2
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Working Papers / Business School - Economics, University of Glasgow19
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)15
MPRA Paper / University Library of Munich, Germany13
Papers / arXiv.org2
Essex Finance Centre Working Papers / University of Essex, Essex Business School2
National Institute of Economic and Social Research (NIESR) Discussion Papers / National Institute of Economic and Social Research2
CEERP Working Paper Series / Centre for Energy Economics Research and Policy, Heriot-Watt University2

Recent works citing Joseph P. Byrne (2024 and 2023)


YearTitle of citing document
2023Long-Term Modeling of Financial Machine Learning for Active Portfolio Management. (2023). Suzuki, Tomoya ; Amagai, Kazuki. In: Papers. RePEc:arx:papers:2301.12346.

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2023The Impossible Love of Fossil Fuel Companies for Carbon Taxes. (2023). Wegner, Oriane ; Thubin, Camille ; Lisack, Noemie ; de Gaye, Annabelle ; Dees, Stephane ; Boullot, Mathieu ; Allen, Thomas. In: Working papers. RePEc:bfr:banfra:922.

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2023Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64.

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2023Bilateral capital flows: Gravity, push and pull. (2023). Mercado, Rogelio. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:36-63.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2023Regional growth convergence and EU policies: Empirical evidence and measuring problems. (2008). Esposti, Roberto. In: CESifo Forum. RePEc:ces:ifofor:v:9:y:2008:i:1:p:14-22.

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2023Portfolio capital flows before and after the Global Financial Crisis. (2023). Boonman, Tjeerd. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002523.

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2023Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651.

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2023Sources of Economic Policy Uncertainty in the euro area. (2023). Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik ; Azqueta-Gavaldon, Andres. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292123000028.

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2023Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274.

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2023Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework. (2023). Guo, Lili ; Huang, Xinya ; Li, Qingman. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000182.

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2023Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471.

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2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

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2023Commodity prices and global economic activity. (2023). Matsumoto, Akito ; Wang, Xueliang ; Pescatori, Andrea. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s0922142523000038.

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2023U.K. economic policy uncertainty and innovation activities: A firm-level analysis. (2023). Trinh, Vu Quang ; Nguyen, Minh Hong. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000492.

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2023The interplay between uncertainty, managerial decision making, and firm value: Evidence from Bangladesh. (2023). Quader, Syed Manzur. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000509.

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2023Commodity price effects on currencies. (2023). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001486.

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2023Price bubbles in the European natural gas market between 2011 and 2020. (2023). Kocaaslan, Ozge Kandemir ; Akcora, Begum. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006298.

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2023Dynamic comovement and extreme risk spillovers between international crude oil and Chinas non-ferrous metal futures market. (2023). Zeng, Song ; Zhang, Tianding. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007061.

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2023Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757.

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2023Unveiling commodities-financial markets intersections from a bibliometric perspective. (2023). lucey, brian ; Paltrinieri, Andrea ; Karim, Sitara ; Khan, Muhammad Arif ; Mbarki, Imen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300346x.

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2023The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index. (2023). Apergis, Nicholas ; Malik, Shafaq ; Mustafa, Ghulam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:27-35.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2023Innovation and labour productivity growth moderated by structural change: Analysis in a global perspective. (2023). Wang, Cong ; Naveed, Amjad. In: Technovation. RePEc:eee:techno:v:119:y:2023:i:c:s0166497222001018.

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2023The US, Economic News, and the Global Financial Cycle. (2023). Kroner, Niklas ; Boehm, Christoph E. In: International Finance Discussion Papers. RePEc:fip:fedgif:1371.

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2023TFP in the Manufacturing Sector: Long-Term Dynamics, Country and Regional Comparative Analysis. (2023). Bassil, Charbel ; Harb, Georges. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:2:p:34-:d:1039993.

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2023Oil Price—A Sensor for the Performance of Romanian Oil Manufacturing Companies. (2023). Ivan, Mihail Vincentiu ; Manta, Otilia ; Voica, Marian Catalin ; Muresan, Jianu Daniel ; Neacsa, Adrian. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2336-:d:1083622.

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2023Term Premia in Norwegian Interest Rate Swaps. (2023). Westgaard, Sjur ; Semmen, Kristian ; Risstad, Morten ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:188-:d:1093268.

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2023Drivers of cross-border bank claims: The role of foreign-owned banks in emerging countries. (2023). Lahet, Delphine ; Chenaf-Nicet, Dalila ; Brana, Sophie. In: Working Papers. RePEc:inf:wpaper:2023.06.

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2023Technological Convergence in Emerging Economies: An Investigation with Unit Root Tests. (2023). Zuhal, Mustafa. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:2:p:567-586.

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2023Emerging Market Economies’ Challenge: Managing the Yield Curve in a Financially Globalized World. (2023). Ito, Hiro ; Tran, Phuong. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-021-09661-3.

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2023What Drives Illicit Financial Flows? An Empirical Study of Trade Data Discrepancies. (2023). Stengos, Thanasis ; Liu, Renliang. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09669-3.

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2023Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience. (2023). Fernandez-Gamez, Manuel A ; Salas, Belen M ; Alaminos, David. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01836-2.

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2023Have drivers of portfolio capital flows changed since the Global Financial Crisis?. (2023). Boonman, Tjeerd. In: MPRA Paper. RePEc:pra:mprapa:116507.

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2023The words have power: the impact of news on exchange rates. (2023). Shugliashvili, Teona. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.006.

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2023Currencies of greater interest for central Asian economies: an analysis of exchange market pressure amid global and regional interdependence. (2023). Arora, Kapil ; Ganiev, Omonjon ; Ur-Rehman, Naqeeb ; Jain, Devendra Kumar. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00417-7.

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2023BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Korobilis, Dimitris ; Koop, Gary. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074.

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2023Foreign exchange market asymmetries in Pacific small island developing states: Evidence from Fiji. (2023). Singh, Rup ; Jain, Devendra Kumar ; Chand, Ronal ; Patel, Arvind. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4353-4364.

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2023Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time?varying factor loadings. (2023). Mikkelsen, Jakob Guldbak ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:857-877.

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2023Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216.

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2023Geopolitical Risk and Foreign Portfolio Investment: A Tale of Advanced and Emerging Markets. (2023). Choi, Sangyup ; Havel, Jiri. In: Working papers. RePEc:yon:wpaper:2023rwp-221.

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Works by Joseph P. Byrne:


YearTitleTypeCited
2014Exchange Rate Predictability in a Changing World In: Papers.
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2014Exchange Rate Predictability in a Changing World.(2014) In: SIRE Discussion Papers.
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2016Exchange rate predictability in a changing world.(2016) In: Journal of International Money and Finance.
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2014Exchange Rate Predictability in a Changing World.(2014) In: Working Papers.
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2014Exchange Rate Predictability in a Changing World.(2014) In: MPRA Paper.
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2014Exchange Rate Predictability in a Changing World.(2014) In: Working Paper series.
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paper
2020Asset Prices and Capital Share Risks: Theory and Evidence In: Papers.
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paper0
2020Asset Prices and Capital Share Risks: Theory and Evidence.(2020) In: MPRA Paper.
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2012COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS In: Bulletin of Economic Research.
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article6
2011Common factors of the exchange risk premium in emerging European markets.(2011) In: MPRA Paper.
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2016FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? In: Economic Inquiry.
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article24
2014Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2014) In: SIRE Discussion Papers.
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2015Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2015) In: SIRE Discussion Papers.
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2015Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2015) In: Working Papers.
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2015Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator?.(2015) In: Heriot-Watt University Economics Discussion Papers.
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2003Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7 In: Oxford Bulletin of Economics and Statistics.
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article40
2005The Impact of Short? and Long?run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries In: Oxford Bulletin of Economics and Statistics.
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article36
2010THE TIME?SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA In: Scottish Journal of Political Economy.
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2003Financial Structure In: Cambridge Books.
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In: .
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2002A Comparison of Balance Sheet Structures in Major EU Countries.(2002) In: National Institute Economic Review.
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2002Sterling, the Euro and the Dollar.(2002) In: National Institute Economic Review.
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2010Domestic vs. International Correlations of Interest Rate Maturities In: Economics Bulletin.
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2003Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries In: Royal Economic Society Annual Conference 2003.
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2010IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility In: SIRE Discussion Papers.
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2010Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility.(2010) In: Working Papers.
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2010Interest Rate Co-movements, Global Factors and the Long End of the Term Spread In: SIRE Discussion Papers.
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2012Interest rate co-movements, global factors and the long end of the term spread.(2012) In: Journal of Banking & Finance.
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2010Interest Rate Co-movements, Global Factors and the Long End of the Term Spread.(2010) In: Working Papers.
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2010Exchange rate pass through to import prices: panel evidence from emerging market economies. In: SIRE Discussion Papers.
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2010Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies.(2010) In: Working Papers.
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2010International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data In: SIRE Discussion Papers.
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2010International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data.(2010) In: Working Papers.
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2013International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking.
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2013International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking.
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2011International Capital Flows to Emerging and Developing Countries: National and Global Determinants In: SIRE Discussion Papers.
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2011International capital flows to emerging and developing countries: national and global determinants.(2011) In: Working Papers.
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2008The Global Dimension to Fiscal Sustainability In: SIRE Discussion Papers.
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2011The global dimension to fiscal sustainability.(2011) In: Journal of Macroeconomics.
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2008The Global Dimension to Fiscal Sustainability.(2008) In: Working Papers.
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2008The Global Side of the Investment-Savings Puzzle In: SIRE Discussion Papers.
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2008The Global Side of the Investments-Savings Puzzle.(2008) In: Working Papers.
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2009The Global Side of the Investment-Saving Puzzle.(2009) In: Journal of Money, Credit and Banking.
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2009The Global Side of the Investment?Saving Puzzle.(2009) In: Journal of Money, Credit and Banking.
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2014On the Sources of Uncertainty in Exchange Rate Predictability In: SIRE Discussion Papers.
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2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: Working Papers.
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2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: MPRA Paper.
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2018ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY.(2018) In: International Economic Review.
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2008Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets In: SIRE Discussion Papers.
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2008Common and idiosyncratic factors of the exchange risk premium in emerging European markets.(2008) In: Working Papers.
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2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship In: SIRE Discussion Papers.
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2010Structural breaks in the real exchange rate and real interest rate relationship.(2010) In: Global Finance Journal.
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2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship.(2008) In: Working Papers.
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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty In: SIRE Discussion Papers.
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2016Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2016) In: Essex Finance Centre Working Papers.
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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: Working Papers.
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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: MPRA Paper.
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2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets In: SIRE Discussion Papers.
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2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets?.(2015) In: Working Papers.
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2013Primary commodity prices: Co-movements, common factors and fundamentals In: Journal of Development Economics.
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2010Primary commodity prices: co-movements, common factors and fundamentals.(2010) In: Working Papers.
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2011Primary commodity prices : co-movements, common factors and fundamentals.(2011) In: Policy Research Working Paper Series.
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2003The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe In: Economic Modelling.
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2003Some international evidence on price determination: a non-stationary panel approach In: Economic Modelling.
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2004Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses In: Economic Modelling.
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2004Permanent and temporary inflation uncertainty and investment in the United States In: Economics Letters.
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2017Forecasting the term structure of government bond yields in unstable environments In: Journal of Empirical Finance.
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2019Oil prices, fundamentals and expectations In: Energy Economics.
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2015Foreign exchange market pressure and capital controls In: Journal of International Financial Markets, Institutions and Money.
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2018Common information in carry trade risk factors In: Journal of International Financial Markets, Institutions and Money.
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2016Common Information in Carry Trade Risk Factors.(2016) In: MPRA Paper.
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2021The conditional volatility premium on currency portfolios In: Journal of International Financial Markets, Institutions and Money.
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2019Decomposing global yield curve co-movement In: Journal of Banking & Finance.
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2016Decomposing Global Yield Curve Co-Movement.(2016) In: Essex Finance Centre Working Papers.
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2022The time-varying risk price of currency portfolios In: Journal of International Money and Finance.
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2013A new approach to tests of pricing-to-market In: Journal of International Money and Finance.
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2016International capital flows to emerging markets: National and global determinants In: Journal of International Money and Finance.
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2019Carry trades and commodity risk factors In: Journal of International Money and Finance.
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2017Carry Trades and Commodity Risk Factors.(2017) In: MPRA Paper.
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2008US trade and exchange rate volatility: A real sectoral bilateral analysis In: Journal of Macroeconomics.
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2006US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis.(2006) In: Working Papers.
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