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
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Working Papers
2020
- Banks and Sovereigns: Did adversity bring them closer?
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
- Industrial firms and systemic risk
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (6)
- 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
- 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
- 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
- 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)
- 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)
- Do long-term bonds hedge equity risk? Evidence from Spain
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
2015
- 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)
- 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
- 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)
- 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
- Irish Mortgage Default Optionality
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
- 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
- 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
- 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
- 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
- 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)
- 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
- 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)
- 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
- 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)
- Shift versus traditional contagion in Asian markets
The Institute for International Integration Studies Discussion Paper Series, IIIS
2004
- 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
- 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
- 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
- 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
- Global Asset Allocation with Time-varying Risk
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (2)
1998
- 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)
- 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
- Corporate governance, life cycle, and payout precommitment: An emerging market study
Journal of Financial Research, 2021, 44, (1), 179-209
- 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
- Are banking shocks contagious? Evidence from the eurozone
Journal of Banking & Finance, 2020, 112, (C) View citations (7)
See also Working Paper (2016)
2017
- 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
- 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
- Strategic, unaffordability and dual-trigger default in the Irish mortgage market
Journal of Housing Economics, 2015, 28, (C), 59-75 View citations (5)
- 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
- 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
- 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)
- 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
- 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
- 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)
- 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
- Financial vs. Non-financial Stocks: Time-varying Correlations and Risks
The Journal of Economic Asymmetries, 2009, 6, (3), 71-92 View citations (2)
- Forecasting growth and inflation in an enlarged euro area
Journal of Forecasting, 2009, 28, (5), 405-425 View citations (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 View citations (13)
See also Working Paper (2007)
- Vintage and credit rating: what matters in the ABX data during the credit crunch?
Proceedings, 2009, (Jan) View citations (3)
2008
- 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
- 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
- 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)
- OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME‐VARYING RISK
Scottish Journal of Political Economy, 2006, 53, (5), 543-564 View citations (5)
- Real and financial aspects of financial integration
The Quarterly Review of Economics and Finance, 2006, 46, (3), 315-316 View citations (1)
2004
- 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
- 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
- Explaining Stock Market Correlation: A Gravity Model Approach
Manchester School, 2002, 70, (S1), 87-106 View citations (7)
2000
- 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
- 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
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