Access Statistics for Thomas Flavin

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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
Journal Article	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
Chapter	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