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Details about Thomas Flavin

Homepage:https://www.maynoothuniversity.ie/people/thomas-flavin
Workplace:School of Business, Maynooth University, (more information at EDIRC)

Access statistics for papers by Thomas Flavin.

Last updated 2023-10-08. Update your information in the RePEc Author Service.

Short-id: pfl45


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Working Papers

2023

  1. Can Green Bonds be a Safe Haven for Equity Investors?
    QBS Working Paper Series, Queen's University Belfast, Queen's Business School Downloads

2020

  1. Banks and Sovereigns: Did Adversity Bring Them Closer?
    QBS Working Paper Series, Queen's University Belfast, Queen's Business School Downloads
    Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2020) Downloads
  2. Industrial firms and systemic risk
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (7)
  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 Downloads

2019

  1. 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 Downloads View citations (2)
    See also Journal Article On the stability of stock-bond comovements across market conditions in the Eurozone periphery, Global Finance Journal, Elsevier (2021) Downloads (2021)

2017

  1. Reputation building and the lifecycle model of dividends
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (8)
    See also Journal Article Reputation building and the lifecycle model of dividends, Pacific-Basin Finance Journal, Elsevier (2017) Downloads View citations (6) (2017)

2016

  1. Are Banking Shocks Contagious? Evidence from the Eurozone
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads
    See also Journal Article Are banking shocks contagious? Evidence from the eurozone, Journal of Banking & Finance, Elsevier (2020) Downloads View citations (19) (2020)
  2. Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly
    Research Technical Papers, Central Bank of Ireland Downloads View citations (23)
    Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2016) Downloads View citations (23)

    See also Journal Article Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly, Economics Letters, Elsevier (2016) Downloads View citations (23) (2016)
  3. Do long-term bonds hedge equity risk? Evidence from Spain
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads

2015

  1. 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 Downloads View citations (3)
  2. 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 Downloads View citations (12)
    See also Journal Article The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?, The North American Journal of Economics and Finance, Elsevier (2015) Downloads View citations (13) (2015)

2014

  1. 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 Downloads View citations (55)
    See also Journal Article Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission, Journal of International Financial Markets, Institutions and Money, Elsevier (2014) Downloads View citations (52) (2014)
  2. 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 Downloads View citations (1)

2013

  1. Irish Mortgage Default Optionality
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (1)
  2. 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 Downloads View citations (3)
    See also Journal Article The Effects of Ownership Structure on Corporate Financing Decisions: Evidence from Stock Market Liberalization, International Review of Finance, International Review of Finance Ltd. (2013) Downloads View citations (3) (2013)

2011

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

    See also Journal Article Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities, Open Economies Review, Springer (2013) Downloads View citations (9) (2013)

2010

  1. 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 Downloads View citations (8)
    See also Journal Article The U.S. and Irish credit crises: Their distinctive differences and common features, Journal of International Money and Finance, Elsevier (2012) Downloads View citations (24) (2012)

2009

  1. The sequencing of stock market liberalization events and corporate financing decisions
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (1)
    See also Journal Article The sequencing of stock market liberalization events and corporate financing decisions, Emerging Markets Review, Elsevier (2010) Downloads View citations (14) (2010)

2008

  1. 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 Downloads View citations (3)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2007) Downloads

    See also Journal Article DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH, Pacific Economic Review, Wiley Blackwell (2010) Downloads View citations (8) (2010)
  2. 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 Downloads View citations (23)
    Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2008) Downloads View citations (26)

    See also Journal Article On the stability of domestic financial market linkages in the presence of time-varying volatility, Emerging Markets Review, Elsevier (2008) Downloads View citations (23) (2008)

2007

  1. 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 Downloads View citations (1)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006) Downloads View citations (3)
  2. 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 Downloads View citations (5)
    See also Journal Article On the robustness of international portfolio diversification benefits to regime-switching volatility, Journal of International Financial Markets, Institutions and Money, Elsevier (2009) Downloads View citations (14) (2009)

2006

  1. How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (1)
    See also Journal Article How risk averse are fund managers? Evidence from Irish mutual funds, Applied Financial Economics, Taylor & Francis Journals (2006) Downloads View citations (1) (2006)
  2. Shift versus traditional contagion in Asian markets
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads

2004

  1. The effect of the Euro on country versus industry portfolio diversification
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (42)
    See also Journal Article The effect of the Euro on country versus industry portfolio diversification, Journal of International Money and Finance, Elsevier (2004) Downloads View citations (40) (2004)

2002

  1. Macroeconomic Influences on Optimal Asset Allocation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    See also Journal Article Macroeconomic influences on optimal asset allocation, Review of Financial Economics, John Wiley & Sons (2003) Downloads (2003)

2001

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

2000

  1. 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 Downloads
  2. Global Asset Allocation with Time-varying Risk
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (3)

1998

  1. Fiscal Policy and the Term Premium in Real Interest Rate Differentials
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads
    See also Journal Article Fiscal policy and the term premium in real interest rate differentials, Applied Financial Economics, Taylor & Francis Journals (2000) Downloads View citations (3) (2000)
  2. Optimal International Asset Allocation and Home Bias
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth Downloads View citations (1)

Journal Articles

2022

  1. Non-financial corporations and systemic risk
    Journal of Corporate Finance, 2022, 72, (C) Downloads View citations (13)

2021

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

2020

  1. Are banking shocks contagious? Evidence from the eurozone
    Journal of Banking & Finance, 2020, 112, (C) Downloads View citations (19)
    See also Working Paper Are Banking Shocks Contagious? Evidence from the Eurozone, Economics Department Working Paper Series (2016) Downloads (2016)

2017

  1. Reputation building and the lifecycle model of dividends
    Pacific-Basin Finance Journal, 2017, 46, (PA), 177-190 Downloads View citations (6)
    See also Working Paper Reputation building and the lifecycle model of dividends, Economics Department Working Paper Series (2017) Downloads View citations (8) (2017)

2016

  1. Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly
    Economics Letters, 2016, 143, (C), 5-8 Downloads View citations (23)
    See also Working Paper Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly, Research Technical Papers (2016) Downloads View citations (23) (2016)

2015

  1. Strategic, unaffordability and dual-trigger default in the Irish mortgage market
    Journal of Housing Economics, 2015, 28, (C), 59-75 Downloads View citations (10)
  2. 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 Downloads View citations (13)
    See also Working Paper The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?, Economics Department Working Paper Series (2015) Downloads View citations (12) (2015)

2014

  1. 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 Downloads View citations (52)
    See also Working Paper Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission, Economics Department Working Paper Series (2014) Downloads View citations (55) (2014)

2013

  1. Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities
    Open Economies Review, 2013, 24, (1), 5-32 Downloads View citations (9)
    See also Working Paper Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities, CAMA Working Papers (2011) Downloads View citations (1) (2011)
  2. The Effects of Ownership Structure on Corporate Financing Decisions: Evidence from Stock Market Liberalization
    International Review of Finance, 2013, 13, (3), 383-405 Downloads View citations (3)
    See also Working Paper The effects of ownership structure on corporate financing decisions: Evidence from stock market liberalization, Economics Department Working Paper Series (2013) Downloads View citations (3) (2013)

2012

  1. The U.S. and Irish credit crises: Their distinctive differences and common features
    Journal of International Money and Finance, 2012, 31, (1), 60-79 Downloads View citations (24)
    See also Working Paper The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features, Economics Department Working Paper Series (2010) Downloads View citations (8) (2010)

2010

  1. DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH
    Pacific Economic Review, 2010, 15, (3), 401-421 Downloads View citations (8)
    See also Working Paper Detecting shift and pure contagion in East Asian equity markets: A Unified Approach, Economics Department Working Paper Series (2008) Downloads View citations (3) (2008)
  2. The sequencing of stock market liberalization events and corporate financing decisions
    Emerging Markets Review, 2010, 11, (3), 183-204 Downloads View citations (14)
    See also Working Paper The sequencing of stock market liberalization events and corporate financing decisions, Economics Department Working Paper Series (2009) Downloads View citations (1) (2009)

2009

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

2008

  1. On the stability of domestic financial market linkages in the presence of time-varying volatility
    Emerging Markets Review, 2008, 9, (4), 280-301 Downloads View citations (23)
    See also Working Paper On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility, Working Papers (2008) Downloads View citations (23) (2008)

2007

  1. 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 Downloads View citations (3)

2006

  1. How risk averse are fund managers? Evidence from Irish mutual funds
    Applied Financial Economics, 2006, 16, (18), 1355-1363 Downloads View citations (1)
    See also Working Paper How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds, Economics Department Working Paper Series (2006) Downloads View citations (1) (2006)
  2. OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME‐VARYING RISK
    Scottish Journal of Political Economy, 2006, 53, (5), 543-564 Downloads View citations (6)
  3. Real and financial aspects of financial integration
    The Quarterly Review of Economics and Finance, 2006, 46, (3), 315-316 Downloads View citations (1)

2004

  1. The effect of the Euro on country versus industry portfolio diversification
    Journal of International Money and Finance, 2004, 23, (7-8), 1137-1158 Downloads View citations (40)
    See also Working Paper The effect of the Euro on country versus industry portfolio diversification, Economics Department Working Paper Series (2004) Downloads View citations (42) (2004)

2003

  1. Macroeconomic influences on optimal asset allocation
    Review of Financial Economics, 2003, 12, (2), 207-231 Downloads
    Also in Review of Financial Economics, 2003, 12, (2), 207-231 (2003) Downloads View citations (6)

    See also Working Paper Macroeconomic Influences on Optimal Asset Allocation, CEPR Discussion Papers (2002) Downloads View citations (3) (2002)

2002

  1. Explaining Stock Market Correlation: A Gravity Model Approach
    Manchester School, 2002, 70, (S1), 87-106 Downloads View citations (65)

2000

  1. Fiscal policy and the term premium in real interest rate differentials
    Applied Financial Economics, 2000, 10, (4), 413-417 Downloads View citations (3)
    See also Working Paper Fiscal Policy and the Term Premium in Real Interest Rate Differentials, Economics Department Working Paper Series (1998) Downloads (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 Downloads
 
Page updated 2025-04-01