Browsing by Author Beirne, J
Showing results 1 to 5 of 5
Issue Date | Title | Author(s) |
---|---|---|
2009 | Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis | Beirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N |
2008 | Interest and exchange rate risk and stock returns: A multivariate GARCH-M modelling approach | Beirne, J; Caporale, GM; Spagnolo, N |
2007 | Is the real exchange rate stationary? - a similar sized test approach for the univariate panel cases | Beirne, J; Hunter, J; Simpson, M |
2010 | Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approach | Beirne, J; Caporale, GM; Spagnolo, N |
2009 | Volatility spillovers and contagion from mature to emerging stock markets | Beirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N |