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 3 365 1 1 11 1,000
Are Banking Shocks Contagious? Evidence from the Eurozone 0 0 8 79 2 3 26 130
Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly 0 2 13 93 2 5 113 224
Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly 0 0 0 17 5 8 17 57
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 1 1 4 198
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 91 1 2 12 258
Do long-term bonds hedge equity risk? Evidence from Spain 0 1 7 54 2 4 16 82
Explaining European Short-term Interest Rate Differentials: An Application of Tobin's Portfolio Theory 0 0 0 273 1 1 4 1,308
Fiscal Policy and the Term Premium in Real Interest Rate Differentials 0 0 0 187 1 1 5 711
Global Asset Allocation with Time-varying Risk 0 0 1 328 1 1 6 925
How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds 0 0 1 116 2 3 11 443
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 3 7 44 1 6 127 291
Industrial firms and systemic risk 3 6 50 50 7 14 93 93
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 1 2 5 176
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 1 1 6 314
Irish Mortgage Default Optionality 0 1 4 35 4 7 13 110
Macroeconomic Influences on Optimal Asset Allocation 0 1 6 449 1 4 40 1,085
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 0 0 0 63 2 2 8 185
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 108 1 3 8 366
On the stability of Stock-bond comovements across market conditions in the Eurozone periphery 0 3 36 36 3 9 137 137
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 1 58 2 4 15 243
Optimal International Asset Allocation and Home Bias 0 0 7 776 2 6 30 2,183
Reputation building and the lifecycle model of dividends 0 0 3 46 1 1 18 71
Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 0 1 10 314 2 5 38 688
Role of corporate governance and lifecycle in determining payout precommitment in an emerging economy 0 2 19 19 5 8 32 32
Shift versus traditional contagion in Asian markets 0 0 0 51 1 2 11 160
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 1 2 25 1 4 14 132
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 0 1 41 1 1 8 156
Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM 0 0 0 18 1 1 4 88
Systematic and liquidity risk in subprime-mortgage backed securities 0 0 0 55 1 1 8 101
The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features 0 1 8 312 2 9 85 926
The effect of the Euro on country versus industry portfolio diversification 0 1 1 210 1 4 10 753
The effects of ownership structure on corporate financing decisions: Evidence from stock market liberalization 0 0 2 63 2 2 16 253
The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence? 0 0 7 73 2 5 88 189
The sequencing of stock market liberalization events and corporate financing decisions 0 1 2 44 1 2 93 272
Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults 0 0 4 22 2 2 10 45
Total Working Papers 3 24 203 4,753 67 135 1,142 14,385


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly 0 1 8 34 2 4 15 79
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 1 1 6 57
Explaining Stock Market Correlation: A Gravity Model Approach 0 0 2 350 1 2 16 1,611
Financial vs. Non-financial Stocks: Time-varying Correlations and Risks 0 0 0 0 1 1 3 7
Fiscal policy and the term premium in real interest rate differentials 0 0 1 28 1 1 2 95
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 1 1 4 77
Forecasting growth and inflation in an enlarged euro area 0 0 0 18 1 1 6 83
How risk averse are fund managers? Evidence from Irish mutual funds 0 0 0 27 1 1 5 143
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 2 2 2 10 7 18 29 109
Macroeconomic influences on optimal asset allocation 0 0 3 134 1 1 14 305
OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME‐VARYING RISK 0 0 0 77 1 2 5 191
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 56 1 2 3 207
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 2 2 8 128
Real and financial aspects of financial integration 0 0 0 30 1 1 2 74
Reputation building and the lifecycle model of dividends 1 2 3 7 2 6 22 55
Strategic, unaffordability and dual-trigger default in the Irish mortgage market 0 0 0 15 3 4 10 63
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 1 1 2 34 2 2 9 127
The Effects of Ownership Structure on Corporate Financing Decisions: Evidence from Stock Market Liberalization 0 0 0 9 1 1 7 39
The U.S. and Irish credit crises: Their distinctive differences and common features 1 1 2 44 3 5 23 187
The effect of the Euro on country versus industry portfolio diversification 0 0 0 49 1 3 12 186
The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence? 0 0 3 14 1 1 21 66
The sequencing of stock market liberalization events and corporate financing decisions 0 0 0 11 1 1 5 82
Vintage and credit rating: what matters in the ABX data during the credit crunch? 0 0 0 15 1 2 13 83
Total Journal Articles 5 7 26 1,023 37 63 240 4,054


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 1 2 2 2
Total Chapters 0 0 0 0 1 2 2 2


Statistics updated 2020-08-05