Thomas Flavin : Citation Profile


Are you Thomas Flavin?

Maynooth University

8

H index

6

i10 index

221

Citations

RESEARCH PRODUCTION:

23

Articles

36

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1998 - 2020). See details.
   Cites by year: 10
   Journals where Thomas Flavin has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 29 (11.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfl45
   Updated: 2020-05-16    RAS profile: 2020-04-07    
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Relations with other researchers


Works with:

Sheenan, Lisa (5)

Connor, Gregory (4)

O'Connor, Thomas (3)

Cronin, David (3)

Morley, Ciara (2)

Panopoulou, Ekaterini (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Flavin.

Is cited by:

Bua, Giovanna (6)

Trecroci, Carmine (6)

Lane, Philip (5)

Beine, Michel (5)

Dungey, Mardi (4)

Wickens, Michael (4)

Garcia de Andoain Hidalgo, Carlos (4)

Bengui, Julien (4)

Szafarz, Ariane (4)

lucey, brian (4)

Luciani, Matteo (4)

Cites to:

Wickens, Michael (25)

Reinhart, Carmen (17)

Campbell, John (16)

Dungey, Mardi (15)

Bekaert, Geert (15)

Harvey, Campbell (14)

Martin, Vance (14)

French, Kenneth (14)

Engle, Robert (13)

Fry-McKibbin, Renee (13)

Panopoulou, Ekaterini (12)

Main data


Where Thomas Flavin has published?


Journals with more than one article published# docs
Emerging Markets Review2
Journal of International Financial Markets, Institutions and Money2
Journal of International Money and Finance2
Applied Financial Economics2

Working Papers Series with more than one paper published# docs
Economics, Finance and Accounting Department Working Paper Series / Department of Economics, Finance and Accounting, National University of Ireland - Maynooth26
The Institute for International Integration Studies Discussion Paper Series / IIIS3

Recent works citing Thomas Flavin (2020 and 2019)


YearTitle of citing document
2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2018Liquidity Pricing of Illiquid Assets. (2018). Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_215.

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2019Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132.

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2018The 2008 crisis: transpacific or transatlantic?. (2018). McCauley, Robert. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812f.

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2018Irish retail bank profitability 2003-20018. (2018). Nevin, Ciaran. In: Financial Stability Notes. RePEc:cbi:fsnote:10/18.

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2018Irish retail bank profitability 2003-20018. (2018). Nevin, Ciaran. In: Financial Stability Notes. RePEc:cbi:fsnote:10/fs/18.

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2018Beyond spreads: measuring sovereign market stress in the euro area. (2018). Kremer, Manfred ; Garcia-de-Andoain, Carlos ; Garcia de Andoain Hidalgo, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20182185.

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2019A way forward: The future of Irish and European union financial regulation. (2019). Larkin, Charles ; Corbet, Shaen ; Barrett, Sean ; Ahuja, Rishi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:346-360.

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2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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2018Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315.

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2019The influence of cultural distance on the volatility of the international stock market. (2019). Wang, Weiqing ; Wu, Shihwei ; Cui, Yadi ; Zhou, Xiaoguang. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:289-300.

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2019Network-based asset allocation strategies. (2019). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan ; Vrost, Tomas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:516-536.

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2017Beyond spreads: Measuring sovereign market stress in the euro area. (2017). Kremer, Manfred ; Garcia de Andoain Hidalgo, Carlos ; Garcia-de-Andoain, Carlos. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:153-156.

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2018Financial market activity under capital controls: Lessons from extreme events. (2018). Gkillas (Gillas), Konstantinos ; Longin, Franois . In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:10-13.

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2018Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

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2019Corporate life cycle research in accounting, finance and corporate governance: A survey, and directions for future research. (2019). Hasan, Mostafa Monzur ; Habib, Ahsan. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:188-201.

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2017Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Yang, Ann Shawing ; Uyan, Craig Alan . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

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2019Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:83-114.

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2018How can big data enhance the timeliness of official statistics?. (2018). Harchaoui, Tarek M ; Janssen, Robert V. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:225-234.

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2019Integration and risk contagion in financial crises: Evidence from international stock markets. (2019). Vortelinos, Dimitrios I ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Journal of Business Research. RePEc:eee:jbrese:v:104:y:2019:i:c:p:350-365.

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2018Asset pledgeability and endogenously leveraged bubbles. (2018). Bengui, Julien ; Phan, Toan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:280-314.

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2017European equity market integration and joint relationship of conditional volatility and correlations. (2017). Virk, Nader ; Javed, Farrukh . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:53-77.

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2019What drives European Union stock market co-movements?. (2019). Pochea, Maria Miruna ; NIOI, Mihai . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:57-69.

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2019Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. (2019). Idume, Gabriel ; Yuni, Denis ; Anochiwa, Lasbrey ; Urom, Christian. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300246.

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2019U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility. (2019). el Ghini, Ahmed ; Belcaid, Karim. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300672.

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2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

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2017Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses. (2017). Chen, Mei-Ping ; Tseng, Tseng-Chan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:484-498.

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2017Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil. (2017). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1021-1029.

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2020Corporate governance and life cycles in emerging markets. (2020). Oconnor, Thomas ; Esqueda, Omar A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919306968.

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2018Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018.

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2019Have Irish sovereign bonds decoupled from the euro area periphery, and why?. (2019). McQuinn, Kieran ; Dunne, Peter ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp625.

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2020Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods. (2020). Slaymaker, Rachel ; O'Toole, Conor. In: Papers. RePEc:esr:wpaper:wp652.

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2017Housing and Financial Stability : a speech at the DNB-Riksbank Macroprudential Conference Series, Amsterdam, Netherlands, June 20, 2017.. (2017). Fischer, Stanley. In: Speech. RePEc:fip:fedgsq:956.

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2018Asset Pledgeability and Endogenously Leveraged Bubbles. (2018). Phan, Toan ; Bengui, Julien. In: Working Paper. RePEc:fip:fedrwp:18-11.

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2019The Influence of Domestic and Foreign Shocks on Portfolio Diversification Gains and the Associated Risks. (2019). Narayan, Seema. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:160-:d:274897.

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2018Sovereign Bond Yields Spreads Spillovers in the EMU. (2018). Afonso, Antonio ; Kazemi, Mina. In: Working Papers REM. RePEc:ise:remwps:wp0522018.

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2017International Trade Finance and Exports: Evidence from Korean Bank-Intermediated Trade Finance Instruments. (2017). Hwang, Sangyeon ; Im, Hyejoon . In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-016-9423-y.

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2019Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin. In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:2:d:10.1007_s11147-018-9148-8.

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2019Debt repayment problems: short-term and long-term implications for spending. (2019). Kukk, Merike. In: Review of Economics of the Household. RePEc:kap:reveho:v:17:y:2019:i:2:d:10.1007_s11150-018-9424-2.

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2018Asset pledgeability and endogenously leveraged bubbles. (2018). Phan, Toan ; Bengui, Julien. In: Cahiers de recherche. RePEc:mtl:montde:2018-04.

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2018Asset Pledgeability and Endogenously Leveraged Bubbles. (2018). Phan, Toan ; Bengui, Julien. In: Cahiers de recherche. RePEc:mtl:montec:07-2018.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong. In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH.. (2017). Masih, Abul ; Adekunle, Salami Saheed . In: MPRA Paper. RePEc:pra:mprapa:79443.

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2017Stock Market Linkage, Financial Contagion and Assets Price Movements: Evidence from Nigerian Stock Exchange. (2017). ABDULLAHI, SHAFIU. In: MPRA Paper. RePEc:pra:mprapa:83455.

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2018Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors. (2018). Masih, Abul ; Yildirim, Ramazan. In: MPRA Paper. RePEc:pra:mprapa:90281.

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2018Economic regimes and stock market performance in Nigeria: Evidence from regime switching model. (2018). Rano, Shehu Usman ; Aminu, Abubakar Wambai. In: MPRA Paper. RePEc:pra:mprapa:91430.

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2018On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics. (2018). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:201864.

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2018Dynamic Connectedness in Emerging Asian Equity Markets. (2018). Sethapramote, Yuthana ; Prukumpai, Suthawan ; Manopimoke, Pym. In: PIER Discussion Papers. RePEc:pui:dpaper:82.

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2019Business Cycle Synchronisation with the Euro Area Countries at Times of Crisis: Differences Between SEE and CEE Countries. (2019). Broz, Tanja ; Botric, Valerija ; Jaksic, Sasa . In: South-Eastern Europe Journal of Economics. RePEc:seb:journl:v:17:y:2019:i:2:p:175-191.

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2019Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification. (2019). Czudaj, Robert ; Thi-Hong-Van Hoang, ; Berger, Theo ; Beckmann, Joscha. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:3:d:10.1007_s00181-017-1381-8.

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2019Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit. (2019). Bekiros, Stelios ; Raza, Naveed ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Roubaud, David. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00163-1.

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2017Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication. (2017). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep012.

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2018Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0011.

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2018THE DETERMINANTS OF A SIMULTANEOUS CRASH IN GOLD AND STOCK MARKETS: AN ORDERED LOGIT APPROACH. (2018). Hamori, Shigeyuki ; Miyazaki, Takashi. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500045.

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2017The European sovereign debt crisis: What have we learned?. (2017). Stefanova, Denitsa ; Lehnert, Thorsten ; Kräussl, Roman ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:567.

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2018Network-based asset allocation strategies. (2018). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Tomas. In: EconStor Preprints. RePEc:zbw:esprep:180063.

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Works by Thomas Flavin:


YearTitleTypeCited
2013The Effects of Ownership Structure on Corporate Financing Decisions: Evidence from Stock Market Liberalization In: International Review of Finance.
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2013The effects of ownership structure on corporate financing decisions: Evidence from stock market liberalization.(2013) In: Economics, Finance and Accounting Department Working Paper Series.
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2002Explaining Stock Market Correlation: A Gravity Model Approach. In: Manchester School.
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article54
2010DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH In: Pacific Economic Review.
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article4
2007Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach.(2007) In: The Institute for International Integration Studies Discussion Paper Series.
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2008Detecting shift and pure contagion in East Asian equity markets: A Unified Approach..(2008) In: Economics, Finance and Accounting Department Working Paper Series.
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2006OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME‐VARYING RISK In: Scottish Journal of Political Economy.
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2016Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly In: Research Technical Papers.
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2016Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly.(2016) In: Economics Letters.
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2016Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly.(2016) In: Economics, Finance and Accounting Department Working Paper Series.
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2002Macroeconomic Influences on Optimal Asset Allocation In: CEPR Discussion Papers.
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2003Macroeconomic influences on optimal asset allocation.(2003) In: Review of Financial Economics.
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2015The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence? In: The North American Journal of Economics and Finance.
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2015The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?.(2015) In: Economics, Finance and Accounting Department Working Paper Series.
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2010The sequencing of stock market liberalization events and corporate financing decisions In: Emerging Markets Review.
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2009The sequencing of stock market liberalization events and corporate financing decisions.(2009) In: Economics, Finance and Accounting Department Working Paper Series.
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2008On the stability of domestic financial market linkages in the presence of time-varying volatility In: Emerging Markets Review.
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2008On the stability of domestic financial market linkages in the presence of time-varying volatility.(2008) In: Economics, Finance and Accounting Department Working Paper Series.
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2008On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility.(2008) In: Working Papers.
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2009On the robustness of international portfolio diversification benefits to regime-switching volatility In: Journal of International Financial Markets, Institutions and Money.
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2007On the robustness of international portfolio diversification benefits to regime-switching volatility.(2007) In: Economics, Finance and Accounting Department Working Paper Series.
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2014Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission In: Journal of International Financial Markets, Institutions and Money.
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2014Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission..(2014) In: Economics, Finance and Accounting Department Working Paper Series.
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2015Strategic, unaffordability and dual-trigger default in the Irish mortgage market In: Journal of Housing Economics.
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2004The effect of the Euro on country versus industry portfolio diversification In: Journal of International Money and Finance.
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2004The effect of the Euro on country versus industry portfolio diversification.(2004) In: Economics, Finance and Accounting Department Working Paper Series.
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2012The U.S. and Irish credit crises: Their distinctive differences and common features In: Journal of International Money and Finance.
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2010The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features.(2010) In: Economics, Finance and Accounting Department Working Paper Series.
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2009Financial vs. Non-financial Stocks: Time-varying Correlations and Risks In: The Journal of Economic Asymmetries.
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2017Reputation building and the lifecycle model of dividends In: Pacific-Basin Finance Journal.
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2017Reputation building and the lifecycle model of dividends.(2017) In: Economics, Finance and Accounting Department Working Paper Series.
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2006Real and financial aspects of financial integration In: The Quarterly Review of Economics and Finance.
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2007Fiscal, monetary policy and the conditional risk premium in short-term interest rate differentials: an application of Tobins portfolio theory In: International Review of Economics & Finance.
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2011Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities In: CAMA Working Papers.
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2011Systematic and liquidity risk in subprime-mortgage backed securities.(2011) In: FRB Atlanta Working Paper.
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2013Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities.(2013) In: Open Economies Review.
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2011Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM.(2011) In: Economics, Finance and Accounting Department Working Paper Series.
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2011Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities.(2011) In: Working Papers.
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2009Vintage and credit rating: what matters in the ABX data during the credit crunch? In: Proceedings.
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2006International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility In: The Institute for International Integration Studies Discussion Paper Series.
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2007International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2006Shift versus traditional contagion in Asian markets In: The Institute for International Integration Studies Discussion Paper Series.
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2009Forecasting growth and inflation in an enlarged euro area In: Journal of Forecasting.
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2000Explaining European Short-term Interest Rate Differentials: An Application of Tobins Portfolio Theory In: Economics, Finance and Accounting Department Working Paper Series.
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2000Global Asset Allocation with Time-varying Risk In: Economics, Finance and Accounting Department Working Paper Series.
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2001A Risk Management Approach to Optimal Asset Allocation In: Economics, Finance and Accounting Department Working Paper Series.
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2006How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds In: Economics, Finance and Accounting Department Working Paper Series.
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2006How risk averse are fund managers? Evidence from Irish mutual funds.(2006) In: Applied Financial Economics.
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2013Irish Mortgage Default Optionality In: Economics, Finance and Accounting Department Working Paper Series.
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2014Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults In: Economics, Finance and Accounting Department Working Paper Series.
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2015Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 In: Economics, Finance and Accounting Department Working Paper Series.
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2016Are Banking Shocks Contagious? Evidence from the Eurozone In: Economics, Finance and Accounting Department Working Paper Series.
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2016Do long-term bonds hedge equity risk? Evidence from Spain In: Economics, Finance and Accounting Department Working Paper Series.
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2019On the stability of Stock-bond comovements across market conditions in the Eurozone periphery In: Economics, Finance and Accounting Department Working Paper Series.
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2020Role of corporate governance and lifecycle in determining payout precommitment in an emerging economy In: Economics, Finance and Accounting Department Working Paper Series.
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2020Industrial firms and systemic risk In: Economics, Finance and Accounting Department Working Paper Series.
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1998Fiscal Policy and the Term Premium in Real Interest Rate Differentials In: Economics, Finance and Accounting Department Working Paper Series.
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2000Fiscal policy and the term premium in real interest rate differentials.(2000) In: Applied Financial Economics.
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1998Optimal International Asset Allocation and Home Bias In: Economics, Finance and Accounting Department Working Paper Series.
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2019From Bulls to Bears: Stock–Bond Comovements in European Markets In: World Scientific Book Chapters.
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