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	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
Journal Article	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
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	0	0	2	2
Total Chapters	0	0	0	0	0	0	2	2