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Details about Thomas Flavin

E-mail:
Homepage:http://economics.nuim.ie/staff/flavin/index.shtml
Workplace:Department of Economics, Finance and Accounting, Maynooth University, (more information at EDIRC)

Access statistics for papers by Thomas Flavin.

Last updated 2019-05-27. Update your information in the RePEc Author Service.

Short-id: pfl45


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Working Papers

2017

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

2016

  1. Are Banking Shocks Contagious? Evidence from the Eurozone
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads
  2. Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly
    Research Technical Papers, Central Bank of Ireland Downloads View citations (7)
    Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2016) Downloads View citations (7)

    See also Journal Article in Economics Letters (2016)
  3. Do long-term bonds hedge equity risk? Evidence from Spain
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads

2015

  1. Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, 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, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (3)
    See also Journal Article in The North American Journal of Economics and Finance (2015)

2014

  1. Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (17)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2014)
  2. Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (1)

2013

  1. Irish Mortgage Default Optionality
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads
  2. The effects of ownership structure on corporate financing decisions: Evidence from stock market liberalization
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads
    See also Journal Article in International Review of Finance (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 Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2011) Downloads
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2011) Downloads
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2011) Downloads

    See also Journal Article in Open Economies Review (2013)

2010

  1. The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (4)
    See also Journal Article in Journal of International Money and Finance (2012)

2009

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

2008

  1. Detecting shift and pure contagion in East Asian equity markets: A Unified Approach
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, 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 in Pacific Economic Review (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 (16)
    Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2008) Downloads View citations (18)

    See also Journal Article in Emerging Markets Review (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 (2)
  2. On the robustness of international portfolio diversification benefits to regime-switching volatility
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (5)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2009)

2006

  1. How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (1)
    See also Journal Article in Applied Financial Economics (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, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (32)
    See also Journal Article in Journal of International Money and Finance (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 in Review of Financial Economics (2003)

2001

  1. A Risk Management Approach to Optimal Asset Allocation
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, 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, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads
  2. Global Asset Allocation with Time-varying Risk
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (2)

1998

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

Journal Articles

2017

  1. Reputation building and the lifecycle model of dividends
    Pacific-Basin Finance Journal, 2017, 46, (PA), 177-190 Downloads View citations (1)
    See also Working Paper (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 (8)
    See also Working Paper (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 (3)
  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 (3)
    See also Working Paper (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 (17)
    See also Working Paper (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 (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
    See also Working Paper (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 (17)
    See also Working Paper (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 (6)
    See also Working Paper (2008)
  2. The sequencing of stock market liberalization events and corporate financing decisions
    Emerging Markets Review, 2010, 11, (3), 183-204 Downloads View citations (10)
    See also Working Paper (2009)

2009

  1. Financial vs. Non-financial Stocks: Time-varying Correlations and Risks
    The Journal of Economic Asymmetries, 2009, 6, (3), 71-92 Downloads
  2. Forecasting growth and inflation in an enlarged euro area
    Journal of Forecasting, 2009, 28, (5), 405-425 Downloads View citations (2)
  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 (11)
    See also Working Paper (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 (18)
    See also Working Paper (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 (2006)
  2. OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME‐VARYING RISK
    Scottish Journal of Political Economy, 2006, 53, (5), 543-564 Downloads View citations (3)
  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 (28)
    See also Working Paper (2004)

2003

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

2002

  1. Explaining Stock Market Correlation: A Gravity Model Approach
    Manchester School, 2002, 70, 87-106 Downloads View citations (50)

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 (1998)
 
Page updated 2019-09-23