Details about Thomas Flavin

Access statistics for papers by Thomas Flavin.

Last updated 2021-12-22. Update your information in the RePEc Author Service.

Short-id: pfl45

Working Papers

2020

1. Banks and Sovereigns: Did adversity bring them closer?
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
2. Industrial firms and systemic risk
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (6)
3. Role of corporate governance and lifecycle in determining payout precommitment in an emerging economy
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth

2019

4. On the stability of Stock-bond comovements across market conditions in the Eurozone periphery
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
   See also Journal Article in Global Finance Journal (2021)

2017

5. Reputation building and the lifecycle model of dividends
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (4)
   See also Journal Article in Pacific-Basin Finance Journal (2017)

2016

6. Are Banking Shocks Contagious? Evidence from the Eurozone
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
   See also Journal Article in Journal of Banking & Finance (2020)
7. Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (14)
   Also in Research Technical Papers, Central Bank of Ireland (2016) View citations (14)
   See also Journal Article in Economics Letters (2016)
8. Do long-term bonds hedge equity risk? Evidence from Spain
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth

2015

9. Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (3)
10. The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (9)
    See also Journal Article in The North American Journal of Economics and Finance (2015)

2014

11. Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (31)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2014)
12. Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)

2013

13. Irish Mortgage Default Optionality
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
14. The effects of ownership structure on corporate financing decisions: Evidence from stock market liberalization
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)
    See also Journal Article in International Review of Finance (2013)

2011

15. Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2011)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2011) View citations (1)
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2011)
    See also Journal Article in Open Economies Review (2013)

2010

16. The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (5)
    See also Journal Article in Journal of International Money and Finance (2012)

2009

17. The sequencing of stock market liberalization events and corporate financing decisions
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)
    See also Journal Article in Emerging Markets Review (2010)

2008

18. Detecting shift and pure contagion in East Asian equity markets: A Unified Approach
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (3)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2007)
    See also Journal Article in Pacific Economic Review (2010)
19. On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (19)
    Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2008) View citations (21)
    See also Journal Article in Emerging Markets Review (2008)

2007

20. International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group View citations (1)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006) View citations (2)
21. On the robustness of international portfolio diversification benefits to regime-switching volatility
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (5)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2009)

2006

22. How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)
    See also Journal Article in Applied Financial Economics (2006)
23. Shift versus traditional contagion in Asian markets
    The Institute for International Integration Studies Discussion Paper Series, IIIS

2004

24. The effect of the Euro on country versus industry portfolio diversification
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (38)
    See also Journal Article in Journal of International Money and Finance (2004)

2002

25. Macroeconomic Influences on Optimal Asset Allocation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    See also Journal Article in Review of Financial Economics (2003)

2001

26. A Risk Management Approach to Optimal Asset Allocation
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (8)

2000

27. Explaining European Short-term Interest Rate Differentials: An Application of Tobin's Portfolio Theory
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
28. Global Asset Allocation with Time-varying Risk
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (2)

1998

29. Fiscal Policy and the Term Premium in Real Interest Rate Differentials
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
    See also Journal Article in Applied Financial Economics (2000)
30. Optimal International Asset Allocation and Home Bias
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)

Journal Articles

2021

1. Corporate governance, life cycle, and payout precommitment: An emerging market study
   Journal of Financial Research, 2021, 44, (1), 179-209
2. On the stability of stock-bond comovements across market conditions in the Eurozone periphery
   Global Finance Journal, 2021, 49, (C)
   See also Working Paper (2019)

2020

3. Are banking shocks contagious? Evidence from the eurozone
   Journal of Banking & Finance, 2020, 112, (C) View citations (7)
   See also Working Paper (2016)

2017

4. Reputation building and the lifecycle model of dividends
   Pacific-Basin Finance Journal, 2017, 46, (PA), 177-190 View citations (4)
   See also Working Paper (2017)

2016

5. Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly
   Economics Letters, 2016, 143, (C), 5-8 View citations (16)
   See also Working Paper (2016)

2015

6. Strategic, unaffordability and dual-trigger default in the Irish mortgage market
   Journal of Housing Economics, 2015, 28, (C), 59-75 View citations (5)
7. The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?
   The North American Journal of Economics and Finance, 2015, 34, (C), 167-186 View citations (9)
   See also Working Paper (2015)

2014

8. Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission
   Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 137-154 View citations (31)
   See also Working Paper (2014)

2013

9. Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities
   Open Economies Review, 2013, 24, (1), 5-32 View citations (9)
   See also Working Paper (2011)
10. The Effects of Ownership Structure on Corporate Financing Decisions: Evidence from Stock Market Liberalization
    International Review of Finance, 2013, 13, (3), 383-405 View citations (1)
    See also Working Paper (2013)

2012

11. The U.S. and Irish credit crises: Their distinctive differences and common features
    Journal of International Money and Finance, 2012, 31, (1), 60-79 View citations (23)
    See also Working Paper (2010)

2010

12. DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH
    Pacific Economic Review, 2010, 15, (3), 401-421 View citations (6)
    See also Working Paper (2008)
13. The sequencing of stock market liberalization events and corporate financing decisions
    Emerging Markets Review, 2010, 11, (3), 183-204 View citations (10)
    See also Working Paper (2009)

2009

14. Financial vs. Non-financial Stocks: Time-varying Correlations and Risks
    The Journal of Economic Asymmetries, 2009, 6, (3), 71-92 View citations (2)
15. Forecasting growth and inflation in an enlarged euro area
    Journal of Forecasting, 2009, 28, (5), 405-425 View citations (3)
16. On the robustness of international portfolio diversification benefits to regime-switching volatility
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (1), 140-156 View citations (13)
    See also Working Paper (2007)
17. Vintage and credit rating: what matters in the ABX data during the credit crunch?
    Proceedings, 2009, (Jan) View citations (3)

2008

18. On the stability of domestic financial market linkages in the presence of time-varying volatility
    Emerging Markets Review, 2008, 9, (4), 280-301 View citations (21)
    See also Working Paper (2008)

2007

19. Fiscal, monetary policy and the conditional risk premium in short-term interest rate differentials: an application of Tobin's portfolio theory
    International Review of Economics & Finance, 2007, 16, (1), 101-112 View citations (3)

2006

20. How risk averse are fund managers? Evidence from Irish mutual funds
    Applied Financial Economics, 2006, 16, (18), 1355-1363 View citations (1)
    See also Working Paper (2006)
21. OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME‐VARYING RISK
    Scottish Journal of Political Economy, 2006, 53, (5), 543-564 View citations (5)
22. Real and financial aspects of financial integration
    The Quarterly Review of Economics and Finance, 2006, 46, (3), 315-316 View citations (1)

2004

23. The effect of the Euro on country versus industry portfolio diversification
    Journal of International Money and Finance, 2004, 23, (7-8), 1137-1158 View citations (34)
    See also Working Paper (2004)

2003

24. Macroeconomic influences on optimal asset allocation
    Review of Financial Economics, 2003, 12, (2), 207-231 View citations (6)
    Also in Review of Financial Economics, 2003, 12, (2), 207-231 (2003)
    See also Working Paper (2002)

2002

25. Explaining Stock Market Correlation: A Gravity Model Approach
    Manchester School, 2002, 70, (S1), 87-106 View citations (7)

2000

26. Fiscal policy and the term premium in real interest rate differentials
    Applied Financial Economics, 2000, 10, (4), 413-417 View citations (3)
    See also Working Paper (1998)

Chapters

2019

1. From Bulls to Bears: Stock–Bond Comovements in European Markets
   Chapter 2 in HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, 2019, pp 39-55