11
H index
11
i10 index
371
Citations
Maynooth University | 11 H index 11 i10 index 371 Citations RESEARCH PRODUCTION: 28 Articles 39 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Flavin. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Money and Finance | 2 |
Journal of International Financial Markets, Institutions and Money | 2 |
Emerging Markets Review | 2 |
Applied Financial Economics | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | The capital market consequences of stock market liberalisation: Evidence from Mainland‐Hong Kong Stock Connect Programs in China. (2024). Gao, Fang ; Fu, Renhui ; Zhao, YI. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3275-3299. Full description at Econpapers || Download paper |
2024 | The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
2024 | The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785. Full description at Econpapers || Download paper |
2024 | Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870. Full description at Econpapers || Download paper |
2024 | Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172. Full description at Econpapers || Download paper |
2024 | Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810. Full description at Econpapers || Download paper |
2024 | Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177. Full description at Econpapers || Download paper |
2024 | Stock market extreme risk prediction based on machine learning: Evidence from the American market. (2024). Ren, Tingting ; Zhang, Siying ; Li, Shaofang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001669. Full description at Econpapers || Download paper |
2024 | Fintech development and corporate credit risk: Evidence from an emerging market. (2024). Zhou, Peng ; Wu, Xiaomeng ; Mo, Lingyu ; Tan, Changchun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000164. Full description at Econpapers || Download paper |
2024 | Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462. Full description at Econpapers || Download paper |
2024 | Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796. Full description at Econpapers || Download paper |
2024 | Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777. Full description at Econpapers || Download paper |
2024 | Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501. Full description at Econpapers || Download paper |
2024 | Impact of economic policy uncertainty on systemic risk of real enterprises: Evidence from China. (2024). Meng, Wanshan ; Lan, Sushan. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012728. Full description at Econpapers || Download paper |
2024 | Climate policy uncertainty and bank systemic risk: A creative destruction perspective. (2024). Liu, Yulin ; Wang, Junbo ; Wen, Fenghua ; Wu, Chunchi. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000743. Full description at Econpapers || Download paper |
2024 | International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052. Full description at Econpapers || Download paper |
2024 | Stress testing climate risk: A network-based analysis of the Chinese banking system. (2024). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Dai, Peng-Fei ; Li, Tai-Min ; Xu, Hai-Chuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001943. Full description at Econpapers || Download paper |
2024 | Corporate responses to systemic risk: Talk and action. (2024). Wu, Chunchi ; Wen, Fenghua ; Wang, Junbo ; Liu, Yulin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002452. Full description at Econpapers || Download paper |
2024 | Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gemici, Eray ; Gok, Remzi ; Bouri, Elie ; Kara, Erkan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154. Full description at Econpapers || Download paper |
2024 | Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?. (2024). Jahmane, Abderrahmane ; Bennajma, Amel ; Riahi, Rabeb ; Hammami, Helmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002283. Full description at Econpapers || Download paper |
2025 | Share pledging and non-financial corporations’ systemic risk contribution: Evidence from China. (2025). Gu, Qinen ; Tian, Sihua ; Li, Shaofang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003970. Full description at Econpapers || Download paper |
2024 | Research note: An investigation of the relation between pre-IPO dividends and vendor sales. (2024). McGuinness, Paul B. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01225-5. Full description at Econpapers || Download paper |
2024 | The Time Dependence and Interconnectedness of Developed Stock Markets. (2024). Dima, Bogdan ; Saraolu, Anca-Adriana. In: The Review of Finance and Banking. RePEc:rfb:journl:v:16:y:2024:i:2:p:273-293. Full description at Econpapers || Download paper |
2024 | Financial contagion in the US, European and Chinese stock markets during global shocks. (2024). Yu, Marina. In: Journal of New Economy. RePEc:url:izvest:v:25:y:2024:i:4:p:47-67. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2013 | The Effects of Ownership Structure on Corporate Financing Decisions: Evidence from Stock Market Liberalization In: International Review of Finance. [Full Text][Citation analysis] | article | 3 |
2013 | The effects of ownership structure on corporate financing decisions: Evidence from stock market liberalization.(2013) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Corporate governance, life cycle, and payout precommitment: An emerging market study In: Journal of Financial Research. [Full Text][Citation analysis] | article | 3 |
2002 | Explaining Stock Market Correlation: A Gravity Model Approach In: Manchester School. [Full Text][Citation analysis] | article | 65 |
2010 | DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH In: Pacific Economic Review. [Full Text][Citation analysis] | article | 6 |
2007 | Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach.(2007) In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2008 | Detecting shift and pure contagion in East Asian equity markets: A Unified Approach..(2008) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2006 | OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME‐VARYING RISK In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 6 |
2016 | Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly In: Research Technical Papers. [Full Text][Citation analysis] | paper | 18 |
2016 | Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly.(2016) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2016 | Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly.(2016) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2002 | Macroeconomic Influences on Optimal Asset Allocation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2003 | Macroeconomic influences on optimal asset allocation.(2003) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2003 | Macroeconomic influences on optimal asset allocation.(2003) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2022 | Non-financial corporations and systemic risk In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 13 |
2015 | The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 12 |
2015 | The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?.(2015) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2010 | The sequencing of stock market liberalization events and corporate financing decisions In: Emerging Markets Review. [Full Text][Citation analysis] | article | 12 |
2009 | The sequencing of stock market liberalization events and corporate financing decisions.(2009) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2008 | On the stability of domestic financial market linkages in the presence of time-varying volatility In: Emerging Markets Review. [Full Text][Citation analysis] | article | 24 |
2008 | On the stability of domestic financial market linkages in the presence of time-varying volatility.(2008) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2008 | On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2021 | On the stability of stock-bond comovements across market conditions in the Eurozone periphery In: Global Finance Journal. [Full Text][Citation analysis] | article | 2 |
2019 | On the stability of Stock-bond comovements across market conditions in the Eurozone periphery.(2019) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2009 | On the robustness of international portfolio diversification benefits to regime-switching volatility In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 12 |
2007 | On the robustness of international portfolio diversification benefits to regime-switching volatility.(2007) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2014 | Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 49 |
2014 | Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission..(2014) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2020 | Are banking shocks contagious? Evidence from the eurozone In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
2016 | Are Banking Shocks Contagious? Evidence from the Eurozone.(2016) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2015 | Strategic, unaffordability and dual-trigger default in the Irish mortgage market In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 9 |
2004 | The effect of the Euro on country versus industry portfolio diversification In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 42 |
2004 | The effect of the Euro on country versus industry portfolio diversification.(2004) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2012 | The U.S. and Irish credit crises: Their distinctive differences and common features In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 24 |
2010 | The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features.(2010) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2009 | Financial vs. Non-financial Stocks: Time-varying Correlations and Risks In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 2 |
2017 | Reputation building and the lifecycle model of dividends In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 7 |
2017 | Reputation building and the lifecycle model of dividends.(2017) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2006 | Real and financial aspects of financial integration In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2007 | Fiscal, 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. [Full Text][Citation analysis] | article | 3 |
2011 | Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 8 |
2011 | Systematic and liquidity risk in subprime-mortgage backed securities.(2011) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2013 | Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities.(2013) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2011 | Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM.(2011) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2011 | Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2009 | Vintage and credit rating: what matters in the ABX data during the credit crunch? In: Proceedings. [Full Text][Citation analysis] | article | 3 |
2006 | International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2007 | International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2006 | Shift versus traditional contagion in Asian markets In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Forecasting growth and inflation in an enlarged euro area In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2000 | Explaining European Short-term Interest Rate Differentials: An Application of Tobins Portfolio Theory In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2000 | Global Asset Allocation with Time-varying Risk In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2001 | A Risk Management Approach to Optimal Asset Allocation In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2006 | How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2006 | How risk averse are fund managers? Evidence from Irish mutual funds.(2006) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2013 | Irish Mortgage Default Optionality In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2014 | Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2016 | Do long-term bonds hedge equity risk? Evidence from Spain In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Role of corporate governance and lifecycle in determining payout precommitment in an emerging economy In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Industrial firms and systemic risk In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2020 | Banks and Sovereigns: Did adversity bring them closer? In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
1998 | Fiscal Policy and the Term Premium in Real Interest Rate Differentials In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2000 | Fiscal policy and the term premium in real interest rate differentials.(2000) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
1998 | Optimal International Asset Allocation and Home Bias In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | From Bulls to Bears: Stock–Bond Comovements in European Markets In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
In: . [Full Text][Citation analysis] | paper | 0 |
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