Items where Author is "Beirne, John"

Up a level
Export as [feed] Atom [feed] RSS
[tool] Batch List
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 4.

Article

Beirne, John, Caporale, Guglielmo Maria and Spagnolo, Nicola (2011) Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (17). pp. 1-18.

Beirne, John, Caporale, Guglielmo Maria, Schulze-Ghattas, Marianne and Spagnolo, Nicola (2009) Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis. Centre for International Capital Markets discussion papers, 2009 (17). pp. 1-15. ISSN 1749-3412

Beirne, John, Caporale, Guglielmo Maria, Schulze-Ghattas, Marianne and Spagnolo, Nicola (2009) Volatility spillovers and contagion from mature to emerging stock markets. Centre for International Capital Markets discussion papers, 2009 (05). pp. 1-24. ISSN 1749-3412

Beirne, John, Caporale, Guglielmo Maria and Spagnolo, Nicola (2008) Interest and exchange rate risk and stock returns : a multivariate GARCH-M modelling approach. Centre for International Capital Markets discussion papers, 2008 (03). pp. 1-16. ISSN 1749-3412

This list was generated on Sun May 26 23:14:21 2019 UTC.