Access Statistics for Thomas Flavin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Risk Management Approach to Optimal Asset Allocation 0 0 2 366 4 7 14 1,010
Are Banking Shocks Contagious? Evidence from the Eurozone 0 0 2 79 3 3 16 135
Banks and Sovereigns: Did adversity bring them closer? 0 1 14 14 3 19 79 79
Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly 1 3 11 99 2 7 134 257
Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly 0 0 0 17 1 4 18 61
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 0 0 4 199
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 91 1 2 5 260
Do long-term bonds hedge equity risk? Evidence from Spain 0 1 3 55 0 1 10 85
Explaining European Short-term Interest Rate Differentials: An Application of Tobin's Portfolio Theory 0 0 0 273 0 0 4 1,310
Fiscal Policy and the Term Premium in Real Interest Rate Differentials 0 0 0 187 1 1 5 712
Global Asset Allocation with Time-varying Risk 0 0 1 328 1 1 5 928
How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds 0 1 2 118 0 1 8 445
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 1 8 47 1 2 155 328
Industrial firms and systemic risk 0 4 57 57 1 15 117 117
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 0 0 3 315
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 0 1 6 177
Irish Mortgage Default Optionality 0 1 2 36 1 3 11 114
Macroeconomic Influences on Optimal Asset Allocation 1 1 4 451 3 4 17 1,091
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 1 1 1 64 1 2 8 187
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 108 0 0 4 366
On the stability of Stock-bond comovements across market conditions in the Eurozone periphery 0 2 8 38 0 7 120 161
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 58 0 1 10 245
Optimal International Asset Allocation and Home Bias 0 1 4 777 2 5 21 2,191
Reputation building and the lifecycle model of dividends 0 1 1 47 1 3 14 78
Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 0 0 3 314 3 9 28 700
Role of corporate governance and lifecycle in determining payout precommitment in an emerging economy 0 2 22 22 1 6 52 52
Shift versus traditional contagion in Asian markets 0 0 0 51 0 0 8 160
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 0 1 25 2 6 16 139
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 1 2 42 0 1 7 158
Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM 0 0 0 18 0 2 8 93
Systematic and liquidity risk in subprime-mortgage backed securities 0 0 0 55 0 0 8 102
The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features 1 1 7 314 6 10 130 983
The effect of the Euro on country versus industry portfolio diversification 0 0 1 210 1 2 12 757
The effects of ownership structure on corporate financing decisions: Evidence from stock market liberalization 0 0 0 63 1 4 19 260
The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence? 0 1 2 74 2 4 83 201
The sequencing of stock market liberalization events and corporate financing decisions 0 0 2 44 0 1 95 285
Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults 0 0 0 22 1 3 7 48
Total Working Papers 4 23 160 4,802 43 137 1,261 14,789


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are banking shocks contagious? Evidence from the eurozone 0 0 2 2 4 8 16 16
Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly 1 3 7 38 1 4 12 85
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 0 0 2 57
Explaining Stock Market Correlation: A Gravity Model Approach 0 0 0 0 0 0 0 0
Financial vs. Non-financial Stocks: Time-varying Correlations and Risks 0 0 0 0 1 1 4 8
Fiscal policy and the term premium in real interest rate differentials 0 0 1 28 0 0 3 96
Fiscal, monetary policy and the conditional risk premium in short-term interest rate differentials: an application of Tobin's portfolio theory 0 0 0 25 0 0 3 77
Forecasting growth and inflation in an enlarged euro area 0 0 0 18 0 0 2 83
How risk averse are fund managers? Evidence from Irish mutual funds 0 0 0 27 0 1 5 144
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 2 10 6 7 35 119
Macroeconomic influences on optimal asset allocation 0 0 0 134 0 0 5 306
Macroeconomic influences on optimal asset allocation 0 0 0 0 0 1 2 2
OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME‐VARYING RISK 0 0 0 77 0 0 4 191
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 56 0 0 2 207
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 0 0 6 128
Real and financial aspects of financial integration 0 0 0 30 0 1 3 75
Reputation building and the lifecycle model of dividends 0 0 3 7 0 1 21 60
Strategic, unaffordability and dual-trigger default in the Irish mortgage market 0 0 0 15 1 4 10 67
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 0 1 34 2 4 10 131
The Effects of Ownership Structure on Corporate Financing Decisions: Evidence from Stock Market Liberalization 0 0 0 9 1 2 7 42
The U.S. and Irish credit crises: Their distinctive differences and common features 0 0 2 45 2 4 23 193
The effect of the Euro on country versus industry portfolio diversification 0 0 0 49 0 1 11 189
The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence? 0 0 1 14 1 1 15 69
The sequencing of stock market liberalization events and corporate financing decisions 0 0 0 11 0 0 3 83
Vintage and credit rating: what matters in the ABX data during the credit crunch? 0 0 0 15 0 0 11 85
Total Journal Articles 1 3 19 680 19 40 215 2,513
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
From Bulls to Bears: Stock–Bond Comovements in European Markets 0 0 0 0 0 0 2 2
Total Chapters 0 0 0 0 0 0 2 2


Statistics updated 2021-01-03