Details about John Beirne

Access statistics for papers by John Beirne.

Last updated 2013-05-14. Update your information in the RePEc Author Service.

Short-id: pbe319

Working Papers

2012

1. Interdependence and contagion in global asset markets
   Working Paper Series, European Central Bank
2. The Pricing of Sovereign Risk and Contagion during the European Sovereign Debt Crisis
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)

2011

3. The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets
   Occasional Paper Series, European Central Bank View citations (9)

2010

4. Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach
   CESifo Working Paper Series, CESifo Group Munich
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2010) View citations (1)

2009

5. Exchange Rate Pass-through in Central and Eastern European Member States
   Working Paper Series, European Central Bank View citations (4)
6. Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
   Also in CESifo Working Paper Series, CESifo Group Munich (2009) View citations (1)
   See also Journal Article in Emerging Markets Review (2010)
7. Volatility Spillovers and Contagion from Mature to Emerging Stock Markets
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (5)
   Also in Working Paper Series, European Central Bank (2009) View citations (4)
   CESifo Working Paper Series, CESifo Group Munich (2009) View citations (2)
   IMF Working Papers, International Monetary Fund (2008) View citations (3)

2007

8. Educational Inputs and Outcomes Before the Transition from Communism
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2006)
   See also Journal Article in The Economics of Transition (2007)

Journal Articles

2012

1. Electricity pricing in China and the role of the State
   Economics Bulletin, 2012, 32, (1), 466-474
2. Market Structure and Bank Profitability: Emerging versus Advanced Economies
   Economics Bulletin, 2012, 32, (4), 3166-3173
3. The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk
   Journal of International Money and Finance, 2012, 31, (3), 534-551 View citations (1)
4. The long-run convergence of exchange rates and prices in the European Union
   International Review of Applied Economics, 2012, 26, (3), 367-385

2011

5. Exchange rate pass-through in central and eastern European EU Member States
   Journal of Policy Modeling, 2011, 33, (2), 241-254 View citations (1)

2010

6. Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis
   Emerging Markets Review, 2010, 11, (3), 250-260 View citations (2)
   See also Working Paper (2009)

2009

7. Limitation of Panel Cointegration: Application to PPP in the EU
   International Advances in Economic Research, 2009, 15, (2), 261-262
8. Vulnerability of inflation in the new EU Member States to country-specific and global factors
   Economics Bulletin, 2009, 29, (2), 1420-1431

2008

9. The equity premium and inflation
   Applied Financial Economics Letters, 2008, 4, (6), 439-442

2007

10. Educational inputs and outcomes before the transition from communism *
    The Economics of Transition, 2007, 15, (1), 57-76 View citations (1)
    See also Working Paper (2007)