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Publications

by members of

University College Dublin → School of Business → Michael Smurfit Graduate School of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Nicoletta D'Alterio & Maria Ferrara & Alessia Paccagnini, 2026, "The Green and Equitable Challenge of Fiscal Consolidation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-63, Jul.

2025

  1. Yingjie Niu & Mingchuan Zhao & Valerio Poti & Ruihai Dong, 2025, "NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction," Papers, arXiv.org, number 2507.02018, Jul.

2024

  1. An Pham Ngoc Nguyen & Martin Crane & Thomas Conlon & Marija Bezbradica, 2024, "Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs," Papers, arXiv.org, number 2407.08069, Jul, revised Dec 2024.
  2. Valentina Colombo & Alessia Paccagnini, 2024, "Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def131, Feb.
  3. Conall O'Sullivan & Vassilios G. Papavassiliou & Ronald Wekesa Wafula & Sabri Boubaker, 2024, "New Insights into Liquidity Resiliency," Post-Print, HAL, number hal-04432411, DOI: 10.1016/j.intfin.2023.101892.
  4. Vassilios G. Papavassilioua & Fan Dora Xiab, 2024, "Liquidity in the euro-area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis," Working Papers, Geary Institute, University College Dublin, number 202406, 10.
  5. Yingjie Niu & Lanxin Lu & Rian Dolphin & Valerio Poti & Ruihai Dong, 2024, "Evaluating Financial Relational Graphs: Interpretation Before Prediction," Papers, arXiv.org, number 2410.07216, Sep.

2023

  1. Alessia Paccagnini & Fabio Parla, 2023, "Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-10, Feb.
  2. Teng, Huei-Wen & Härdle, Wolfgang Karl & Hafner, Christian M. & , e.a., 2023, "Mitigating Digital Asset Risks," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023030, Sep.
  3. Muhammad Shahbaz & Vassilios Papavassiliou & Amine Lahiani & David Roubaud, 2023, "Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present," Post-Print, HAL, number hal-03573208, Jul, DOI: 10.1002/ijfe.2553.
  4. John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2023, "Commodity futures return predictability and intertemporal asset pricing," Post-Print, HAL, number hal-04192933, Sep, DOI: 10.1016/j.jcomm.2022.100289.
  5. George M. Constantinides & Maurizio Montone & Valerio Potì & Stella Spilioti, 2023, "Sentiment, Productivity, and Economic Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 31031, Mar.
  6. Sheenan, Lisa, 2023, "Green Bonds, Conventional Bonds and Geopolitical Risk," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2023/05.
  7. Flavin, Thomas & Sheenan, Lisa, 2023, "Can Green Bonds be a Safe Haven for Equity Investors?," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2023/06.

2022

  1. Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022, "COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic," Post-Print, HAL, number hal-04021587, Mar, DOI: 10.1007/s42521-021-00045-3.
  2. Don Bredin & Stilianos Fountas, 2022, "Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2022_03, Mar, revised Mar 2022.
  3. Thomas Conlon & John Cotter & Emmanuel Eyiah-Donkor, 2022, "The illusion of oil return predictability: The choice of data matters!," Post-Print, HAL, number hal-03519860, Jan, DOI: 10.1016/j.jbankfin.2021.106331.
  4. Iraklis Kollias & John Leventides & Vassilios G. Papavassiliou, 2022, "On the solution of games with arbitrary payoffs: An application to an over-the-counter financial market," Working Papers, Geary Institute, University College Dublin, number 202302, Jan.
  5. Akanksha Jalan & Roman Matkovskyy & Valerio Potì, 2022, "Shall the winning last? A study of recent bubbles and persistence," Post-Print, HAL, number hal-03603161, Mar, DOI: 10.1016/j.frl.2021.102162.

2021

  1. Don Bredin & Stilianos Fountas & Christos Savva, 2021, "Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_02, Feb, revised Feb 2021.
  2. Thomas Conlon & John Cotter & Iason Kynigakis, 2021, "Machine Learning and Factor-Based Portfolio Optimization," Papers, arXiv.org, number 2107.13866, Jul.
  3. Alessia Paccagnini & Fabio Parla, 2021, "Identifying high-frequency shocks with Bayesian mixed-frequency VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-26, Feb.
  4. Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2021, "Testing the predictive accuracy of COVID-19 forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-52, Jul.
  5. Paccagnini, Alessia, 2021, "Teaching Quantitative Courses Online: An International Survey," MPRA Paper, University Library of Munich, Germany, number 108330, Jun.

2020

  1. S. Broda & Juan Carlos Arismendi-Zambrano, 2020, "On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n302-20.pdf.
  2. J. Arismendi-Zambrano & R. Azevedo, 2020, "Implicit Entropic Market Risk-Premium from Interest Rate Derivatives," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n303-20.pdf.
  3. J. C. Arismendi-Zambrano & T. Ramos-Almeida & J. C. Reboredo & M. A. Rivera-Castro, 2020, "Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n305-20.pdf.
  4. J. C. Arismendi-Zambrano & Vladimir Belitsky & Vinicius Amorim Sobreiro & Herbert Kimura, 2020, "The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n306-20.pdf.
  5. Juan Arismendi-Zambrano & Massimo Guidolin & Alessia Paccagnini, 2020, "Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-105, Dec.
  6. Thomas Conlon & Xing Huan & Steven Ongena, 2020, "Operational Risk Capital," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-55, Jul.
  7. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
    • Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
  8. V. Colombo & A. Paccagnini, 2020, "Has the credit supply shock asymmetric effects on macroeconomic variables?," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1140, Jan.
  9. Marek Kwas & Alessia Paccagnini & Michal Rubaszek, 2020, "Common Factors and the Dynamics of Cereal Prices: A Forecasting Perspective," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-47, May.
  10. Valentina Colombo & Alessia Paccagnini, 2020, "The Asymmetric Effects of Uncertainty Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-72, Aug.
  11. Conall O'Sullivan & Vassilios G. Papavassiliou, 2020, "On the term structure of liquidity in the European sovereign bond market," Open Access publications, Research Repository, University College Dublin, number 10197/11287, May.
  12. T. Flavin & M.Dongey & L. Sheenan, 2020, "Banks and Sovereigns: Did adversity bring them closer?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n307-20.pdf.

2019

  1. Thomas Conlon & John Cotter & Chenglu Jin, 2019, "Co-skewness across Return Horizons," Working Papers, Geary Institute, University College Dublin, number 201910, Jul.
  2. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019, "Forecasting with instabilities: an application to DSGE models with financial frictions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1234, Oct.
  3. Harald Kinateder & Vassilios G. Papavassiliou, 2019, "Sovereign bond return prediction with realized higher moments," Open Access publications, Research Repository, University College Dublin, number 10197/11286, Sep.
  4. Conall O'Sullivan & Vassilios G. Papavassiliou, 2019, "Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market," Open Access publications, Research Repository, University College Dublin, number 10197/9299, Jul.
  5. John Leventides & Kalliopi Loukaki & Vassilios G. Papavassiliou, 2019, "Simulating financial contagion dynamics in random interbank networks," Open Access publications, Research Repository, University College Dublin, number 10197/9601, Feb.
  6. Fearghal Kearney & Han Lin Shang & Lisa Sheenan, 2019, "Implied volatility surface predictability: the case of commodity markets," Papers, arXiv.org, number 1909.11009, Sep.

2018

  1. Don Bredin & Stilianos Fountas, 2018, "US Inflation and Inflation Uncertainty Over 200 Years," Discussion Paper Series, Department of Economics, University of Macedonia, number 2018_04, Apr, revised Apr 2018.
  2. Thomas Conlon & John Cotter & Philip Molyneux, 2018, "Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk," Working Papers, Geary Institute, University College Dublin, number 201806, Feb.
  3. Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2018, "Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model," Working Papers, University of Milano-Bicocca, Department of Economics, number 391, Nov, revised Nov 2018.
  4. John Cotter & Anita Suurlaht, 2018, "Spillovers in Risk of Financial Institutions," Working Papers, Geary Institute, University College Dublin, number 201805, Feb.

2017

  1. Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2017, "PIIGS in the Euro area: An empirical DSGE model," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201710, Oct.
  2. Alessia Paccagnini, 2017, "Forecasting with FAVAR: macroeconomic versus financial factors," NBP Working Papers, Narodowy Bank Polski, number 256.
  3. Paccagnini, Alessia, 2017, "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper, University Library of Munich, Germany, number 82914, Nov.
  4. Roberta Cardani & Alessia Paccagnini & Stelios D. Bekiros, 2017, "The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations," Working Papers, School of Economics, University College Dublin, number 201701, Jan.
  5. Shahbaz, Muhammad & Shafiullah, Muhammad & Papavassiliou, Vassilios & Hammoudeh, Shawkat, 2017, "The CO2-Growth nexus revisited: A nonparametric analysis for G7 economies over nearly two centuries," MPRA Paper, University Library of Munich, Germany, number 79019, May, revised 07 May 2017.

2016

  1. Juan Arismendi & Simon Broda, 2016, "Multivariate Elliptical Truncated Moments," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-06, Sep.
  2. Miguel Rivera-Castro & Andrea Ugolini & Juan Arismendi Z, 2016, "Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-05, Sep.
  3. Gulnihal Aksoy & Don Bredin & Deirdre Corcoran & Stilianos Fountas, 2016, "Relative Price Dispersion and In flation: Evidence for the UK and the US," Discussion Paper Series, Department of Economics, University of Macedonia, number 2016_05, Dec, revised Dec 2016.
  4. Davide Avino & Thomas Conlon & John Cotter, 2016, "Credit Default Swaps as Indicators of Bank financial Distress," Working Papers, Geary Institute, University College Dublin, number 201601, Jan.
  5. Thomas Conlon & John Cotter & Chenglu Jin, 2016, "The Intervaling Effect on Higher-Order Co-Moments," Working Papers, Geary Institute, University College Dublin, number 201602, Jan.
  6. Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016, "In search of the Euro Area Fiscal Stance," Working Papers, University of Milano-Bicocca, Department of Economics, number 324, Feb, revised 24 Feb 2016.
  7. Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Open Access publications, School of Economics, University College Dublin, number 10197/7323, Oct.
  8. Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016, "Great Recession, Slow Recovery and Muted Fiscal Policies in the US," Working Papers, School of Economics, University College Dublin, number 201602, Mar.
  9. Konstantinos Eleftheriou & Nickolas J. Michelacakis & Vassilios G. Papavassiliou, 2016, "A comment on 'Cross-border merger, vertical structure, and spatial competition'," Working Paper series, Rimini Centre for Economic Analysis, number 16-14, May, revised Aug 2016.
  10. Konstantinos Eleftheriou & Nickolas J. Michelacakis & Vassilios G. Papavassiliou, 2016, "Addendum to Eleftheriou and Michelacakis (2016)," Open Access publications, Research Repository, University College Dublin, number 10197/8092, Nov.
  11. Kennedy, Gerard & Sheenan, Lisa & Woods, Maria, 2016, "Modelling Irish Rents: Recent Developments in Historical Context," Economic Letters, Central Bank of Ireland, number 14/EL/16, Nov.
  12. Cronin, David & Flavin, Thomas J. & Sheenan, Lisa, 2016, "Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly," Research Technical Papers, Central Bank of Ireland, number 03/RT/16, May.

2015

  1. Thomas Conlon & John Cotter, 2015, "Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks," Working Papers, Geary Institute, University College Dublin, number 201501, Feb.
  2. Thomas Conlon & John Cotter & Ramazan Gençay, 2015, "Long-run international diversification," Working Papers, Geary Institute, University College Dublin, number 201502, Mar.
  3. Riccardo M. Masolo & Alessia Paccagnini, 2015, "Identifying Noise Shocks: a VAR with Data Revisions," Discussion Papers, Centre for Macroeconomics (CFM), number 1510, May.
  4. Bekiros, Stelios D.; Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania, 2015, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs," Economics Working Papers, European University Institute, number ECO2015/04.
  5. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015, "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers, University of Milano-Bicocca, Department of Economics, number 292, Feb, revised Feb 2015.
  6. Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Milano-Bicocca, Department of Economics, number 298, Apr, revised Apr 2015.
  7. Rangan Gupta, 2015, "Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models," Working Papers, University of Pretoria, Department of Economics, number 201547, Jun.
  8. Stelios D. Bekiros & Alessia Paccagnini, 2015, "Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs," Open Access publications, School of Economics, University College Dublin, number 10197/7333, Oct.
  9. Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications, School of Economics, University College Dublin, number 10197/7351.
  10. Thomas Flavin & Lisa Sheenan, 2015, "The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n260-15.pdf.

2014

  1. Juan Arismendi, 2014, "A Multi-Asset Option Approximation for General Stochastic Processes," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-03, Apr.
  2. Juan C. Arismendi & Herbert Kimura, 2014, "Monte Carlo Approximate Tensor Moment Simulations," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-08, Aug.
  3. Juan C. Arismendi & Marcel Prokopczuk, 2014, "An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-07, Aug.
  4. Thomas Conlon & John Cotter, 2014, "Anatomy of a Bail-In," Papers, arXiv.org, number 1403.7628, Mar.
  5. Stelios Bekiros & Alessia Paccagnini, 2014, "Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model," Working Papers, Department of Research, Ipag Business School, number 2014-183, Jan.
  6. Stelios D. Bekiros & Alessia Paccagnini, 2014, "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers, Department of Research, Ipag Business School, number 2014-426, Jan.
  7. Alessia Paccagnini, 2014, "The Macroeconomic Determinants of the US Term-Structure during the Great Moderation," Working Papers, University of Milano-Bicocca, Department of Economics, number 274, Jun, revised Jun 2014.
  8. Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2014, "Estimating a DSGE model with Limited Asset Market Participation for the Euro Area," Working Papers, University of Milano-Bicocca, Department of Economics, number 286, Nov, revised Nov 2014.
  9. Stelios D. Bekiros & Alessia Paccagnini, 2014, "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Open Access publications, School of Economics, University College Dublin, number 10197/7322, Mar.
  10. Stelios D. Bekiros & Alessia Paccagnini, 2014, "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications, School of Economics, University College Dublin, number 10197/7588, Oct.

2013

  1. Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013, "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers, University of Milano-Bicocca, Department of Economics, number 259, Nov, revised Nov 2013.
  2. Stelios D. Bekiros & Alessia Paccagnini, 2013, "Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model," Working Paper series, Rimini Centre for Economic Analysis, number 22_13, Apr.
  3. Stelios D. Bekiros & Alessia Paccagnini, 2013, "On the predictability of time-varying VAR and DSGE models," Open Access publications, School of Economics, University College Dublin, number 10197/7326, Aug.

2012

  1. Thomas Conlon & John Cotter & Ramazan Gencay, 2012, "Commodity futures hedging, risk aversion and the hedging horizon," Working Papers, Geary Institute, University College Dublin, number 201218, Sep.
  2. Thomas Conlon & John Cotter, 2012, "Downside risk and the energy hedger's horizon," Working Papers, Geary Institute, University College Dublin, number 201219, Sep.
  3. Alessia Paccagnini, 2012, "Comparing Hybrid DSGE Models," Working Papers, University of Milano-Bicocca, Department of Economics, number 228, Dec, revised Dec 2012.
  4. Gregory Connor & Anita Suurlaht, 2012, "Dynamic Stock Market Covariances in the Eurozone," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n222-12.pdf.

2011

  1. Don Bredin & Stilianos Fountas, 2011, "US Inflation and inflation uncertainty in a historical perspective: The impact of recessions," Discussion Paper Series, Department of Economics, University of Macedonia, number 2011_13, Sep, revised Sep 2011.
  2. John Cotter & Don Bredin, 2011, "Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing," Working Papers, Geary Institute, University College Dublin, number 200619, 07.
  3. Don Bredin & John Elder, 2011, "US Oil Price Exposure: The Industry Effects," Working Papers, Geary Institute, University College Dublin, number 201107, Mar.
  4. Thomas Conlon & John Cotter, 2011, "An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition," Papers, arXiv.org, number 1103.4943, Mar.
  5. Marcella Nicolini & Alessia Paccagnini, 2011, "Does Trade Foster Institutions? An Empirical Assessment," Open Access publications, School of Economics, University College Dublin, number 10197/7585.
  6. Marcella Nicolini & Alessia Paccagnini, 2011, "Does Trade Foster Institutions?," Open Access publications, School of Economics, University College Dublin, number 10197/7587.

2010

  1. Don Bredin & John Elder & Stilianos Fountas, 2010, "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_05, Apr, revised Apr 2010.
  2. Don Bredin & John Elder & Stilianos Fountas, 2010, "The Effects of Uncertainty about Oil Prices in G-7," Working Papers, Geary Institute, University College Dublin, number 200840, Apr.
  3. Don Bredin & Stuart Hyde, 2010, "Investigating Sources of Unanticipated Exposure in Industry Stock Returns," Working Papers, Geary Institute, University College Dublin, number 201001, Jan.
  4. Don Bredin & Cal Muckley, 2010, "An Analysis of the EU Emission Trading Scheme," Working Papers, Geary Institute, University College Dublin, number 201003, Jan.
  5. Thomas Conlon & Heather J. Ruskin & Martin Crane, 2010, "Multiscaled Cross-Correlation Dynamics in Financial Time-Series," Papers, arXiv.org, number 1001.0497, Jan.
  6. Thomas Conlon & Heather J. Ruskin & Martin Crane, 2010, "Cross-Correlation Dynamics in Financial Time Series," Papers, arXiv.org, number 1002.0321, Feb.
  7. Thomas Conlon & Heather J. Ruskin & Martin Crane, 2010, "Random Matrix Theory and Fund of Funds Portfolio Optimisation," Papers, arXiv.org, number 1005.5021, May.
  8. Paccagnini, Alessia, 2010, "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper, University Library of Munich, Germany, number 24509, May.

2009

  1. Favero, Carlo A. & Consolo, Agostino & Paccagnini, Alessia, 2009, "On the Statistical Identification of DSGE Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 7176, Feb.

2008

  1. Don Bredin & Stilianos Fountas, 2008, "Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_01, Jan, revised Jan 2008.
  2. Richard M. Levich & Valerio Poti, 2008, "Predictability and 'Good Deals' in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14597, Dec.

2007

  1. Simon Stevenson & Don Bredin & G. O’Reilly & Don Bredin & Gerard O’Reilly, 2007, "Monetary Policy and Real Estate Investment Trusts," ERES, European Real Estate Society (ERES), number eres2007_168, Jan.
  2. Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia, 2007, "Correlation dynamics between Asia-Pacific, EU and US stock returns," MPRA Paper, University Library of Munich, Germany, number 9681, May.

2006

  1. Colm Kearney & Valerio Poti, 2006, "Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp132, May.

2005

  1. Bredin, Don & Hyde, Stuart & O'Reilly, Gerard, 2005, "European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response," Research Technical Papers, Central Bank of Ireland, number 10/RT/05, Dec.
  2. Cotter, John & Bredin, Don, 2005, "Volatility and Irish Exports," MPRA Paper, University Library of Munich, Germany, number 3522.
  3. Brian M Lucey & Edel Tully & Valerio Poti, 2005, "International Portfolio Formation, Skewness & the Role of Gold," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp030, Jan.
  4. Colm Kearney & Valerio Poti, 2005, "Correlation Dynamics in European Equity Markets," Finance, University Library of Munich, Germany, number 0507008, Jul.

2004

  1. Bredin, Don & Gavin, Caroline & O Reilly, Gerard, 2004, "US Monetary Announcements and Irish Stockmarket Volatility," Research Technical Papers, Central Bank of Ireland, number 10/RT/04, Dec.
  2. Don Bredin & Stilianos Fountas, 2004, "Macroeconomic Uncertainty and Macroeconomic Performance: Are they related?," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 51, Sep.
  3. Colm Kearney & Valerio Poti, 2004, "Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp015, Jan.

2003

  1. Bredin, Don & Gavin, Caroline & O'Reilly, Gerard, 2003, "International Policy Rate Changes and Dublin Interbank Offer Rates," Research Technical Papers, Central Bank of Ireland, number 8/RT/03, Dec.
  2. Bredin, Don & Gavin, Caroline & O'Reilly, Gerard, 2003, "The Influence of Domestic and International Interest Rates on the ISEQ," Research Technical Papers, Central Bank of Ireland, number 9/RT/03, Dec.

2002

  1. Bredin, Don & Fountas, Stilianos & Murphy, Eithne, 2002, "An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter?," Research Technical Papers, Central Bank of Ireland, number 1/RT/02, Mar.
  2. Bredin, Don & Hyde, Stuart, 2002, "Forex Risk: Measurement and Evaluation using Value-at-Risk," Research Technical Papers, Central Bank of Ireland, number 6/RT/02, Dec.

2001

  1. Bredin, Don & O’Reilly, Gerard, 2001, "An Analysis of the Transmission Mechanism of Monetary Policy in Ireland," Research Technical Papers, Central Bank of Ireland, number 1/RT/01, Mar.
  2. Bredin, Don, 2001, "Alternative Tests of the Expectations Hypothesis of the Term Structure of Interest Rates," Research Technical Papers, Central Bank of Ireland, number 2/RT/01, Jan.
  3. Bredin, Don & Cuthbertson, Keith, 2001, "Money Demand in the Czech Republic since Transition," Research Technical Papers, Central Bank of Ireland, number 3/RT/01, Jan.
  4. Bredin, Don & Cuthbertson, Keith, 2001, "Liquidity Effects and Precautionary Saving in The Czech Republic," Research Technical Papers, Central Bank of Ireland, number 4/RT/01, Jan.
  5. Bredin, Don & Fitzpatrick, Trevor & O'Reilly, Gerard, 2001, "Retail Interest Rate Pass-Through: The Irish Experience," Research Technical Papers, Central Bank of Ireland, number 6/RT/01, Nov.

2000

  1. Bredin, Don & Cuthbertson, Keith, 2000, "The Expectations Hypothesis of the Term Structure: The Case of Ireland," Research Technical Papers, Central Bank of Ireland, number 1/RT/00, May.
  2. Bredin, Don & Cuthbertson, Keith, 2000, "Risk Premia and Long Rates in Ireland," Research Technical Papers, Central Bank of Ireland, number 2/RT/00, May.

1997

  1. Stilianos Fountas & Donal Bredin, 1997, "Exchange Rate Volatility and Exports: The Case of Ireland," Working Papers, National University of Ireland Galway, Department of Economics, number 16, revised 1997.
  2. Donal Bredin & Stilianos Fountas, 1997, "Testing for Monetary Policy Convergence in European Countries," Working Papers, National University of Ireland Galway, Department of Economics, number 19, revised 1997.

Undated

  1. Massimo Guidolin & Martin Lozano & Juan Arismendi Zambrano, undated, "Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n304-20.pdf.

Journal articles

2026

  1. Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2026, "Drivers of firm-level tail dependence: A machine learning approach," Journal of Economic Dynamics and Control, Elsevier, volume 182, issue C, DOI: 10.1016/j.jedc.2025.105207.
  2. O’Sullivan, Conall & Papavassiliou, Vassilios G. & Wafula, Ronald Wekesa, 2026, "Commonality in liquidity resiliency and its determinants: Evidence from the euro area sovereign bond market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 111, issue C, DOI: 10.1016/j.intfin.2026.102360.
  3. Huei-Wen Teng & Wolfgang Karl Härdle & Joerg Osterrieder & Daniel Traian Pele & Lennart John Baals & Vassilios Papavassiliou & Karolina Bolesta & Audrius Kabašinskas & Olivija Filipovska & Nikolaos S., 2026, "Digital assets: risks, regulations, mitigation," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-48, December, DOI: 10.1186/s40854-025-00848-y.
  4. Lisa Sheenan & Armin Aminian & Rafael Kothe, 2026, "Investigating the impact of climate-related risks: a regime-switching analysis of bond market dynamics and inflation expectations," The European Journal of Finance, Taylor & Francis Journals, volume 32, issue 2, pages 247-285, January, DOI: 10.1080/1351847X.2026.2616287.

2025

  1. Thomas Conlon & Diego Víctor De Mingo‐López & Andrew Urquhart, 2025, "Persistence and Market Timing Ability of Cryptocurrency Funds," Financial Management, Financial Management Association International, volume 54, issue 4, pages 791-816, December, DOI: 10.1111/fima.12498.
  2. Conlon, Thomas & Cotter, John & Kynigakis, Iason, 2025, "Asset allocation with factor-based covariance matrices," European Journal of Operational Research, Elsevier, volume 325, issue 1, pages 189-203, DOI: 10.1016/j.ejor.2025.03.015.
  3. Conlon, Thomas & Corbet, Shaen, 2025, "Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108264.
  4. Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2025, "Trends and key determinants of firm-level integration," Journal of International Money and Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jimonfin.2025.103376.
  5. Li, Iris & Akyildirim, Erdinc & Conlon, Thomas & Corbet, Shaen, 2025, "Corporate reputational dynamics and their impact on global commodity markets," Journal of Commodity Markets, Elsevier, volume 37, issue C, DOI: 10.1016/j.jcomm.2025.100459.
  6. An Pham Ngoc Nguyen & Martin Crane & Thomas Conlon & Marija Bezbradica, 2025, "Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs," PLOS ONE, Public Library of Science, volume 20, issue 2, pages 1-49, February, DOI: 10.1371/journal.pone.0316332.
  7. Thomas Conlon & Shaen Corbet & Yang Hou, 2025, "Navigating the green transition: the influence of energy volatility on green and sustainable ETFs," Applied Economics Letters, Taylor & Francis Journals, volume 32, issue 18, pages 2619-2625, October, DOI: 10.1080/13504851.2024.2337323.
  8. Min Cao & Thomas Conlon, 2025, "Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 45, issue 8, pages 977-1005, August, DOI: 10.1002/fut.22602.
  9. Barbara Bedowska-Sójka & Claudia Tarantola & Codruta Mare & Alessia Paccagnini & Belma Öztürkkal & Galena Pisoni & Albulena Shala & Rezarta Perri & Hanna Kristín Skaftadótti, 2025, "Editorial Boards of Finance Journals: The Gender Gap and Social Networks," Journal of Business Ethics, Springer, volume 200, issue 3, pages 669-687, September, DOI: 10.1007/s10551-024-05830-9.
  10. Papavassiliou, Vassilios G. & Xia, Fan Dora, 2025, "Liquidity in the euro area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112151.
  11. Papavassiliou, Vassilios G., 2025, "On the relationship between geopolitical risks and euro area sovereign bond yields," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106877.
  12. Conall O'Sullivan & Vassilios G. Papavassiliou, 2025, "A high-frequency analysis of return and volatility spillovers in the European sovereign bond market," The European Journal of Finance, Taylor & Francis Journals, volume 31, issue 9, pages 1115-1140, June, DOI: 10.1080/1351847X.2021.1910057.
  13. McGee, Paraic & Sheenan, Lisa & Egan, Tom & O'Donohoe, Sheila, 2025, "Risk factor disclosure in green bond prospectuses and investor compensation," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104405.
  14. Cojoianu, T.F. & French, D. & Hoepner, A.G.F. & Sheenan, L. & Vu, A., 2025, "On the origin of green finance policies," Journal of Financial Stability, Elsevier, volume 79, issue C, DOI: 10.1016/j.jfs.2025.101418.
  15. Mardi Dungey & Thomas Flavin & Lisa Sheenan, 2025, "Banks and sovereigns: did adversity bring them closer?," The European Journal of Finance, Taylor & Francis Journals, volume 31, issue 9, pages 1089-1114, June, DOI: 10.1080/1351847X.2021.1910056.
  16. Thomas Flavin & Lisa Sheenan, 2025, "Can green bonds be a safe haven for equity investors?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 30, issue 3, pages 2270-2283, July, DOI: 10.1002/ijfe.3015.

2024

  1. Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Larkin, Charles & Oxley, Les, 2024, "Understanding sentiment shifts in central bank digital currencies," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.100988.
  2. Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2024, "The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103013.
  3. Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2024, "Seeking a shock haven: Hedging extreme upward oil price changes," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103245.
  4. Conlon, Thomas & Corbet, Shaen & Oxley, Les, 2024, "The influence of European MiCa regulation on cryptocurrencies," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101040.
  5. Conlon, Thomas & Huan, Xing & Muckley, Cal B., 2024, "Does national culture influence malfeasance in banks around the world?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101888.
  6. Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2024, "Diversification with globally integrated US stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101889.
  7. Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg), 2024, "Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101940.
  8. Akyildirim, Erdinc & Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg), 2024, "HACKED: Understanding the stock market response to cyberattacks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 97, issue C, DOI: 10.1016/j.intfin.2024.102082.
  9. Conlon, Thomas & Corbet, Shaen & Goodell, John W. & Hou, Yang (Greg) & Oxley, Les, 2024, "Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages," Journal of Economic Behavior & Organization, Elsevier, volume 217, issue C, pages 32-62, DOI: 10.1016/j.jebo.2023.10.036.
  10. Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2024, "Forecasting the price of oil: A cautionary note," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100378.
  11. Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2024, "Bitcoin forks: What drives the branches?," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102261.
  12. Thomas Conlon & Shaen Corbet & Richard McGee, 2024, "Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar," Annals of Operations Research, Springer, volume 337, issue 1, pages 45-73, June, DOI: 10.1007/s10479-024-05884-y.
  13. Thomas Conlon & Rong Ding & Xing Huan & Zhifang Zhang, 2024, "Climate risk and financial stability: evidence from syndicated lending," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 17, pages 2001-2031, November, DOI: 10.1080/1351847X.2024.2343111.
  14. O’Sullivan, Conall & Papavassiliou, Vassilios G. & Wafula, Ronald Wekesa & Boubaker, Sabri, 2024, "New insights into liquidity resiliency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101892.
  15. Iraklis Kollias & John Leventides & Vassilios G. Papavassiliou, 2024, "On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 2, pages 1877-1895, April, DOI: 10.1002/ijfe.2758.
  16. Chen, Yuting & Potì, Valerio, 2024, "Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111531.
  17. Di Martino, G. & Miglietta, F. & Potì, V., 2024, "The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European Banks," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102451.
  18. Ruting Wang & Valerio Potì & Wolfgang Karl Härdle, 2024, "Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies," Quantitative Finance, Taylor & Francis Journals, volume 24, issue 7, pages 975-992, July, DOI: 10.1080/14697688.2024.2370311.
  19. Sheenan, Lisa & Schweers, Koen & Klein, Tony, 2024, "Interactions between sustainable bonds, renewable energy and other financial markets: A macroprudential perspective," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107839.
  20. Bouri, Elie & Quinn, Barry & Sheenan, Lisa & Tang, Yayan, 2024, "Investigating extreme linkage topology in the aerospace and defence industry," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103166.
  21. Ren, Yi-Shuai & Liu, Pei-Zhi & Klein, Tony & Sheenan, Lisa, 2024, "Does the low-carbon pilot cities policy make a difference to the carbon intensity reduction?," Journal of Economic Behavior & Organization, Elsevier, volume 217, issue C, pages 227-239, DOI: 10.1016/j.jebo.2023.10.032.

2023

  1. Bredin, Don & Potì, Valerio & Salvador, Enrique, 2023, "Revisiting the Silver Crisis," Journal of Commodity Markets, Elsevier, volume 30, issue C, DOI: 10.1016/j.jcomm.2022.100288.
  2. Conlon, Thomas & Cotter, John & Kovalenko, Illia & Post, Thierry, 2023, "A financial modeling approach to industry exchange-traded funds selection," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101441.
  3. Akyildirim, Erdinc & Conlon, Thomas & Corbet, Shaen & Goodell, John W., 2023, "Understanding the FTX exchange collapse: A dynamic connectedness approach," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103643.
  4. Cao, Min & Conlon, Thomas, 2023, "Composite jet fuel cross-hedging," Journal of Commodity Markets, Elsevier, volume 30, issue C, DOI: 10.1016/j.jcomm.2022.100271.
  5. Chenglu Jin & Thomas Conlon & John Cotter, 2023, "Co-Skewness across Return Horizons," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1483-1518.
  6. Coroneo, Laura & Iacone, Fabrizio & Paccagnini, Alessia & Santos Monteiro, Paulo, 2023, "Testing the predictive accuracy of COVID-19 forecasts," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 606-622, DOI: 10.1016/j.ijforecast.2022.01.005.
  7. Luca Pistilli & Alessia Paccagnini & Stefano Breschi & Franco Malerba, 2023, "Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background?," Journal of Business Ethics, Springer, volume 187, issue 2, pages 325-346, October, DOI: 10.1007/s10551-022-05275-y.
  8. Muhammad Shahbaz & Vassilios G. Papavassiliou & Amine Lahiani & David Roubaud, 2023, "Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 2620-2634, July, DOI: 10.1002/ijfe.2553.
  9. Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio, 2023, "Commodity futures return predictability and intertemporal asset pricing," Journal of Commodity Markets, Elsevier, volume 31, issue C, DOI: 10.1016/j.jcomm.2022.100289.
  10. Sheenan, Lisa, 2023, "Green bonds, conventional bonds and geopolitical risk," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104587.

2022

  1. Arismendi-Zambrano, Juan & Belitsky, Vladimir & Sobreiro, Vinicius Amorim & Kimura, Herbert, 2022, "The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100969.
  2. José Afonso Faias & Juan Arismendi Zambrano, 2022, "Equity Risk Premium Predictability from Cross-Sectoral Downturns
    [International asset allocation with regime shifts]    ," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 3, pages 808-842.
  3. Don Bredin & Valerio Potì & Enrique Salvador, 2022, "Food Prices, Ethics and Forms of Speculation," Journal of Business Ethics, Springer, volume 179, issue 2, pages 495-509, August, DOI: 10.1007/s10551-021-04842-z.
  4. Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022, "COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic," Digital Finance, Springer, volume 4, issue 1, pages 17-61, March, DOI: 10.1007/s42521-021-00045-3.
  5. Wolfgang Bessler & Thomas Conlon & Diego Víctor de Mingo‐López & Juan Carlos Matallín‐Sáez, 2022, "Mutual fund performance and changes in factor exposure," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 45, issue 1, pages 17-52, March, DOI: 10.1111/jfir.12266.
  6. Adcock, Christopher & Bessler, Wolfgang & Conlon, Thomas, 2022, "Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 24-50, DOI: 10.1016/j.jempfin.2021.11.001.
  7. Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2022, "The illusion of oil return predictability: The choice of data matters!," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106331.
  8. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
  9. Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2022, "Common factors and the dynamics of cereal prices. A forecasting perspective," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2021.100240.
  10. Galena Pisoni & Alessia Paccagnini & Claudia Tarantola & Alessandra Tanda & Albulena Shala & Kherbouche Meriem, 2022, "SI women in Fintech and AI," Digital Finance, Springer, volume 4, issue 4, pages 263-264, December, DOI: 10.1007/s42521-022-00070-w.
  11. Caferra, Rocco & Morone, Andrea & Potì, Valerio, 2022, "Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110734.
  12. Jalan, Akanksha & Matkovskyy, Roman & Potì, Valerio, 2022, "Shall the winning last? A study of recent bubbles and persistence," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102162.
  13. Valerio Poti, 2022, "Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples," Digital Finance, Springer, volume 4, issue 2, pages 139-140, September, DOI: 10.1007/s42521-022-00060-y.
  14. Ronan Powell & Sarah Prendergast & Ruchira Sharma, 2022, "The impact of economic nationalism in Europe on the returns to rivals of cross‐border M&A bids," Journal of Business Finance & Accounting, Wiley Blackwell, volume 49, issue 9-10, pages 1784-1829, October, DOI: 10.1111/jbfa.12598.
  15. Alcalde, Nuria & Powell, Ronan, 2022, "Government intervention in European mergers and acquisitions," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101689.

2021

  1. Simon A Broda & Juan Arismendi Zambrano, 2021, "On quadratic forms in multivariate generalized hyperbolic random vectors
    [Expected shortfall: A natural coherent alternative to value at risk]    ," Biometrika, Biometrika Trust, volume 108, issue 2, pages 413-424.
  2. Don Bredin & Stilianos Fountas & Christos Savva, 2021, "Is British output growth related to its uncertainty? Evidence using eight centuries of data," Scottish Journal of Political Economy, Scottish Economic Society, volume 68, issue 3, pages 345-364, July, DOI: 10.1111/sjpe.12270.
  3. Bredin, Don & O'Sullivan, Conall & Spencer, Simon, 2021, "Forecasting WTI crude oil futures returns: Does the term structure help?," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105350.
  4. Don Bredin & Stilianos Fountas, 2021, "Inflation, Inflation Uncertainty, and Markov Regime Switching Heteroskedasticity: Evidence from European Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 19, issue 2, pages 181-200.
  5. Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2021, "Inflation and cryptocurrencies revisited: A time-scale analysis," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109996.
  6. Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2021, "Common factors and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102319.
  7. Alessia Paccagnini, 2021, "Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets”," Forecasting, MDPI, volume 3, issue 3, pages 1-3, July.
  8. Kinateder, Harald & Papavassiliou, Vassilios G., 2021, "Calendar effects in Bitcoin returns and volatility," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101420.
  9. Papavassiliou, Vassilios G. & Kinateder, Harald, 2021, "Information shares and market quality before and during the European sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101334.
  10. Muhammad Shafiullah & Vassilios G. Papavassiliou & Muhammad Shahbaz, 2021, "Is There an Extended Education-Based Environmental Kuznets Curve? An Analysis of U.S. States," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 80, issue 4, pages 795-819, December, DOI: 10.1007/s10640-021-00610-9.
  11. Arvanitis, Stelios & Post, Thierry & Potì, Valerio & Karabati, Selcuk, 2021, "Nonparametric tests for Optimal Predictive Ability," International Journal of Forecasting, Elsevier, volume 37, issue 2, pages 881-898, DOI: 10.1016/j.ijforecast.2020.10.002.
  12. Wael Almaqoushi & Ronan Powell, 2021, "Audit committee quality indices, reporting quality and firm value," Journal of Business Finance & Accounting, Wiley Blackwell, volume 48, issue 1-2, pages 185-229, January, DOI: 10.1111/jbfa.12478.
  13. Hsu, Po-Hsuan & Huang, Peng & Humphery-Jenner, Mark & Powell, Ronan, 2021, "Cross-border mergers and acquisitions for innovation," Journal of International Money and Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jimonfin.2020.102320.

2020

  1. Liu, Ningyue & Bredin, Don & Cao, Huijuan, 2020, "The investment behavior of Qualified Foreign Institutional Investors in China," Journal of Multinational Financial Management, Elsevier, volume 54, issue C, DOI: 10.1016/j.mulfin.2020.100614.
  2. Conlon, Thomas & McGee, Richard J., 2020, "Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes?," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108727.
  3. Conlon, Thomas & McGee, Richard, 2020, "Safe haven or risky hazard? Bitcoin during the Covid-19 bear market," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101607.
  4. Conlon, Thomas & Cotter, John & Molyneux, Philip, 2020, "Beyond common equity: The influence of secondary capital on bank insolvency risk," Journal of Financial Stability, Elsevier, volume 47, issue C, DOI: 10.1016/j.jfs.2020.100732.
  5. Potì, Valerio & Levich, Richard & Conlon, Thomas, 2020, "Predictability and pricing efficiency in forward and spot, developed and emerging currency markets," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102223.
  6. Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2020, "Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101248.
  7. Colombo, Valentina & Paccagnini, Alessia, 2020, "Does the credit supply shock have asymmetric effects on macroeconomic variables?," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108958.
  8. O’Sullivan, Conall & Papavassiliou, Vassilios G., 2020, "On the term structure of liquidity in the European sovereign bond market," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105777.
  9. Potì, Valerio & Pattitoni, Pierpaolo & Petracci, Barbara, 2020, "Precautionary motives for private firms’ cash holdings," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 150-166, DOI: 10.1016/j.iref.2020.03.003.

2019

  1. Spencer, Simon & Bredin, Don, 2019, "Agreement matters: OPEC announcement effects on WTI term structure," Energy Economics, Elsevier, volume 80, issue C, pages 589-609, DOI: 10.1016/j.eneco.2019.01.018.
  2. Thomas Conlon & John Cotter, 2019, "Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks," Journal of Common Market Studies, Wiley Blackwell, volume 57, issue 4, pages 857-876, July, DOI: 10.1111/jcms.12849.
  3. Levich, Richard & Conlon, Thomas & Potì, Valerio, 2019, "Measuring excess-predictability of asset returns and market efficiency over time," Economics Letters, Elsevier, volume 175, issue C, pages 92-96, DOI: 10.1016/j.econlet.2018.12.022.
  4. Conlon, Thomas & Huan, Xing, 2019, "Scaling the twin peaks: Systemic risk and dual regulation," Economics Letters, Elsevier, volume 178, issue C, pages 98-101, DOI: 10.1016/j.econlet.2019.02.021.
  5. Bessler, Wolfgang & Conlon, Thomas & Huan, Xing, 2019, "Does corporate hedging enhance shareholder value? A meta-analysis," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 222-232, DOI: 10.1016/j.irfa.2018.11.010.
  6. Avino, Davide E. & Conlon, Thomas & Cotter, John, 2019, "Credit default swaps as indicators of bank financial distress," Journal of International Money and Finance, Elsevier, volume 94, issue C, pages 132-139, DOI: 10.1016/j.jimonfin.2019.03.001.
  7. Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2019, "Limited Asset Market Participation And The Euro Area Crisis: An Empirical Dsge Model," Economic Inquiry, Western Economic Association International, volume 57, issue 3, pages 1302-1323, July, DOI: 10.1111/ecin.12791.
  8. Paccagnini, Alessia, 2019, "Did financial factors matter during the Great Recession?," Economics Letters, Elsevier, volume 174, issue C, pages 26-30, DOI: 10.1016/j.econlet.2018.10.005.
  9. Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019, "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103133.
  10. Riccardo M. Masolo & Alessia Paccagnini, 2019, "Identifying Noise Shocks: A VAR with Data Revisions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 8, pages 2145-2172, December, DOI: 10.1111/jmcb.12585.
  11. Kinateder, Harald & Papavassiliou, Vassilios G., 2019, "Sovereign bond return prediction with realized higher moments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 53-73, DOI: 10.1016/j.intfin.2019.05.002.
  12. Leventides, John & Loukaki, Kalliopi & Papavassiliou, Vassilios G., 2019, "Simulating financial contagion dynamics in random interbank networks," Journal of Economic Behavior & Organization, Elsevier, volume 158, issue C, pages 500-525, DOI: 10.1016/j.jebo.2018.12.017.
  13. Humphery-Jenner, Mark & Powell, Ronan & Zhang, Emma Jincheng, 2019, "Practice makes progress: Evidence from divestitures," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 1-19, DOI: 10.1016/j.jbankfin.2019.04.004.
  14. Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa, 2019, "Implied volatility surface predictability: The case of commodity markets," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105657.
  15. John Cotter & Anita Suurlaht, 2019, "Spillovers in risk of financial institutions," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 17, pages 1765-1792, November, DOI: 10.1080/1351847X.2019.1635897.
  16. Kevin Walsh, 2019, "Prior employment as a causal mechanism within entrepreneurial ecosystems," Regional Studies, Regional Science, Taylor & Francis Journals, volume 6, issue 1, pages 637-645, January, DOI: 10.1080/21681376.2019.1691047.

2018

  1. Rivera-Castro, Miguel A. & Ugolini, Andrea & Arismendi Zambrano, Juan, 2018, "Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network," Emerging Markets Review, Elsevier, volume 35, issue C, pages 164-189, DOI: 10.1016/j.ememar.2018.02.004.
  2. Bathia, Deven & Bredin, Don, 2018, "Investor sentiment: Does it augment the performance of asset pricing models?," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 290-303, DOI: 10.1016/j.irfa.2018.03.014.
  3. Spencer, Simon & Bredin, Don & Conlon, Thomas, 2018, "Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets," Journal of Commodity Markets, Elsevier, volume 9, issue C, pages 1-20, DOI: 10.1016/j.jcomm.2017.12.001.
  4. Alexander Afonin & Don Bredin & Keith Cuthbertson & Cal Muckley & Dirk Nitzsche, 2018, "Carbon portfolio management," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 23, issue 4, pages 349-361, October, DOI: 10.1002/ijfe.1620.
  5. Conlon, Thomas & Cotter, John & Gençay, Ramazan, 2018, "Long-run wavelet-based correlation for financial time series," European Journal of Operational Research, Elsevier, volume 271, issue 2, pages 676-696, DOI: 10.1016/j.ejor.2018.05.028.
  6. Thomas Conlon & Brian M. Lucey & Gazi Salah Uddin, 2018, "Is gold a hedge against inflation? A wavelet time-scale perspective," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 317-345, August, DOI: 10.1007/s11156-017-0672-7.
  7. Potì, Valerio, 2018, "A new tight and general bound on return predictability," Economics Letters, Elsevier, volume 162, issue C, pages 140-145, DOI: 10.1016/j.econlet.2017.11.010.
  8. McGuinness, Gerard & Hogan, Teresa & Powell, Ronan, 2018, "European trade credit use and SME survival," Journal of Corporate Finance, Elsevier, volume 49, issue C, pages 81-103, DOI: 10.1016/j.jcorpfin.2017.12.005.

2017

  1. Chen, Jiayuan & Muckley, Cal B. & Bredin, Don, 2017, "Is information assimilated at announcements in the European carbon market?," Energy Economics, Elsevier, volume 63, issue C, pages 234-247, DOI: 10.1016/j.eneco.2017.02.009.
  2. Bredin, Don & Conlon, Thomas & Potì, Valerio, 2017, "The price of shelter - Downside risk reduction with precious metals," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 48-58, DOI: 10.1016/j.irfa.2016.12.005.
  3. Carroll, Rachael & Conlon, Thomas & Cotter, John & Salvador, Enrique, 2017, "Asset allocation with correlation: A composite trade-off," European Journal of Operational Research, Elsevier, volume 262, issue 3, pages 1164-1180, DOI: 10.1016/j.ejor.2017.04.015.
  4. Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2017, "Great recession, slow recovery and muted fiscal policies in the US," Journal of Economic Dynamics and Control, Elsevier, volume 81, issue C, pages 140-161, DOI: 10.1016/j.jedc.2016.10.012.
  5. Shahbaz, Muhammad & Shafiullah, Muhammad & Papavassiliou, Vassilios G. & Hammoudeh, Shawkat, 2017, "The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries," Energy Economics, Elsevier, volume 65, issue C, pages 183-193, DOI: 10.1016/j.eneco.2017.05.007.
  6. Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio, 2017, "Predictability and diversification benefits of investing in commodity and currency futures," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 52-66, DOI: 10.1016/j.irfa.2016.12.009.
  7. Thierry Post & Valerio Potì, 2017, "Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood," Management Science, INFORMS, volume 63, issue 1, pages 153-165, January, DOI: 10.1287/mnsc.2015.2325.
  8. Lisa Sheenan, 2017, "Analyzing Contagion from the U.S. Subprime Mortgage-Backed Securities Market," Eurasian Journal of Economics and Finance, Eurasian Publications, volume 5, issue 4, pages 85-123.

2016

  1. Arismendi, Juan C. & Back, Janis & Prokopczuk, Marcel & Paschke, Raphael & Rudolf, Markus, 2016, "Seasonal Stochastic Volatility: Implications for the pricing of commodity options," Journal of Banking & Finance, Elsevier, volume 66, issue C, pages 53-65, DOI: 10.1016/j.jbankfin.2016.02.001.
  2. Sobreiro, Vinicius Amorim & Cruz Cacique da Costa, Thiago Raymon & Farias Nazário, Rodolfo Toríbio & Lima e Silva, Jéssica & Moreira, Eduardo Alves & Lima Filho, Marcius Correia & Kimura, Herbert & Ar, 2016, "The profitability of moving average trading rules in BRICS and emerging stock markets," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 86-101, DOI: 10.1016/j.najef.2016.08.003.
  3. Tsukahara, Fábio Yasuhiro & Kimura, Herbert & Sobreiro, Vinicius Amorim & Zambrano, Juan Carlos Arismendi, 2016, "Validation of default probability models: A stress testing approach," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 70-85, DOI: 10.1016/j.irfa.2016.06.007.
  4. J. C. Arismendi & Marcel Prokopczuk, 2016, "A moment-based analytic approximation of the risk-neutral density of American options," Applied Mathematical Finance, Taylor & Francis Journals, volume 23, issue 6, pages 409-444, November, DOI: 10.1080/1350486X.2017.1297726.
  5. Don Bredin & John Parsons, 2016, "Why is Spot Carbon so Cheap and Future Carbon so Dear? The Term Structure of Carbon Prices," The Energy Journal, , volume 37, issue 3, pages 83-108, July, DOI: 10.5547/01956574.37.3.dbre.
  6. Deven Bathia & Don Bredin & Dirk Nitzsche, 2016, "International Sentiment Spillovers in Equity Returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 4, pages 332-359, October.
  7. Thomas Conlon & John Cotter & Ramazan Gençay, 2016, "Commodity futures hedging, risk aversion and the hedging horizon," The European Journal of Finance, Taylor & Francis Journals, volume 22, issue 15, pages 1534-1560, December, DOI: 10.1080/1351847X.2015.1031912.
  8. Paccagnini, Alessia, 2016, "The macroeconomic determinants of the US term structure during the Great Moderation," Economic Modelling, Elsevier, volume 52, issue PA, pages 216-225, DOI: 10.1016/j.econmod.2014.11.013.
  9. Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2016, "In search of the Euro area fiscal stance," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 254-264, DOI: 10.1016/j.jempfin.2016.06.007.
  10. Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2016, "Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 216-227, DOI: 10.1016/j.jfs.2016.07.006.
  11. Stelios D. Bekiros & Alessia Paccagnini, 2016, "Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 7, pages 613-632, November.
  12. Vassilios G. Papavassiliou, 2016, "Allowing For Jump Measurements In Volatility: A High-Frequency Financial Data Analysis Of Individual Stocks," Bulletin of Economic Research, Wiley Blackwell, volume 68, issue 2, pages 124-132, April.
  13. Eleftheriou, Konstantinos & Michelacakis, Nickolas J. & Papavassiliou, Vassilios G., 2016, "Addendum to Eleftheriou and Michelacakis (2016)," Economics Letters, Elsevier, volume 148, issue C, pages 53-54, DOI: 10.1016/j.econlet.2016.09.011.
  14. M. Faliva & V. Potì & M. G. Zoia, 2016, "Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 45, issue 1, pages 49-62, January, DOI: 10.1080/03610926.2013.818698.
  15. Huang, Peng & Officer, Micah S. & Powell, Ronan, 2016, "Method of payment and risk mitigation in cross-border mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 40, issue C, pages 216-234, DOI: 10.1016/j.jcorpfin.2016.08.006.
  16. Cronin, David & Flavin, Thomas J. & Sheenan, Lisa, 2016, "Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly," Economics Letters, Elsevier, volume 143, issue C, pages 5-8, DOI: 10.1016/j.econlet.2016.02.031.

2015

  1. Bredin, Don & Conlon, Thomas & Potì, Valerio, 2015, "Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 320-328, DOI: 10.1016/j.irfa.2015.01.010.
  2. Bekiros Stelios & Paccagnini Alessia, 2015, "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 2, pages 107-136, April, DOI: 10.1515/snde-2013-0061.
  3. Bekiros, Stelios D. & Paccagnini, Alessia, 2015, "Macroprudential Policy And Forecasting Using Hybrid Dsge Models With Financial Frictions And State Space Markov-Switching Tvp-Vars," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 7, pages 1565-1592, October.
  4. Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015, "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, volume 132, issue C, pages 125-128, DOI: 10.1016/j.econlet.2015.04.023.
  5. Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, volume 47, issue 3, pages 207-221, January, DOI: 10.1080/00036846.2014.959707.
  6. Vassilios G. Papavassiliou, 2015, "Price discovery and the effects of fragmentation on market quality: evidence from Cypriot cross-listed stocks," Applied Economics, Taylor & Francis Journals, volume 47, issue 32, pages 3382-3394, July, DOI: 10.1080/00036846.2015.1016205.
  7. Levich, Richard M. & Potì, Valerio, 2015, "Predictability and ‘good deals’ in currency markets," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 454-472, DOI: 10.1016/j.ijforecast.2014.10.001.
  8. Luca Bagnato & Valerio Potì & Maria Zoia, 2015, "The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns," Statistical Papers, Springer, volume 56, issue 4, pages 1205-1234, November, DOI: 10.1007/s00362-014-0633-3.
  9. Flavin, Thomas J. & Sheenan, Lisa, 2015, "The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 167-186, DOI: 10.1016/j.najef.2015.09.001.

2014

  1. Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C., 2014, "Performance and performance persistence of UK closed-end equity funds," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 189-199, DOI: 10.1016/j.irfa.2014.05.011.
  2. Bredin, Don & Hyde, Stuart & Muckley, Cal, 2014, "A microstructure analysis of the carbon finance market," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 222-234, DOI: 10.1016/j.irfa.2014.03.003.
  3. Ningyue Liu & Don Bredin & Liming Wang & Zhihong Yi, 2014, "Domestic and foreign institutional investors' behavior in China," The European Journal of Finance, Taylor & Francis Journals, volume 20, issue 7-9, pages 728-751, September, DOI: 10.1080/1351847X.2012.671778.
  4. Conlon, Thomas & Cotter, John, 2014, "Anatomy of a bail-in," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 257-263, DOI: 10.1016/j.jfs.2014.04.001.
  5. Bekiros, Stelios D. & Paccagnini, Alessia, 2014, "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Computational Statistics & Data Analysis, Elsevier, volume 71, issue C, pages 298-323, DOI: 10.1016/j.csda.2013.09.018.
  6. Papavassiliou, Vassilios G., 2014, "Cross-asset contagion in times of stress," Journal of Economics and Business, Elsevier, volume 76, issue C, pages 133-139, DOI: 10.1016/j.jeconbus.2014.02.002.
  7. Vassilios G. Papavassiliou, 2014, "Equity market integration: the new emerging economy of Montenegro," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 13, issue 3, pages 291-306, August, DOI: 10.1108/RAF-05-2013-0073.
  8. Potì, Valerio & Shefrin, Hersh, 2014, "The signature of sentiment in conditional consumption CAPM estimates: A note," Journal of Behavioral and Experimental Finance, Elsevier, volume 2, issue C, pages 1-9, DOI: 10.1016/j.jbef.2014.02.004.
  9. Potì, Valerio & Levich, Richard M. & Pattitoni, Pierpaolo & Cucurachi, Paolo, 2014, "Predictability, trading rule profitability and learning in currency markets," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 117-129, DOI: 10.1016/j.irfa.2014.01.001.
  10. Humphery-Jenner, Mark & Powell, Ronan, 2014, "Firm size, sovereign governance, and value creation: Evidence from the acquirer size effect," Journal of Corporate Finance, Elsevier, volume 26, issue C, pages 57-77, DOI: 10.1016/j.jcorpfin.2014.02.009.

2013

  1. Arismendi, J.C., 2013, "Multivariate truncated moments," Journal of Multivariate Analysis, Elsevier, volume 117, issue C, pages 41-75, DOI: 10.1016/j.jmva.2013.01.007.
  2. Deven Bathia & Don Bredin, 2013, "An examination of investor sentiment effect on G7 stock market returns," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 9, pages 909-937, October, DOI: 10.1080/1351847X.2011.636834.
  3. Conlon, Thomas & Cotter, John, 2013, "Downside risk and the energy hedger's horizon," Energy Economics, Elsevier, volume 36, issue C, pages 371-379, DOI: 10.1016/j.eneco.2012.09.012.
  4. Stelios Bekiros & Alessia Paccagnini, 2013, "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, volume 45, issue 1, pages 635-664, August, DOI: 10.1007/s00181-012-0623-z.
  5. Papavassiliou, Vassilios G., 2013, "A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 184-197, DOI: 10.1016/j.intfin.2012.12.003.
  6. Potì, Valerio & Siddique, Akhtar, 2013, "What drives currency predictability?," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 86-106, DOI: 10.1016/j.jimonfin.2013.03.004.
  7. Pattitoni, Pierpaolo & Petracci, Barbara & Potì, Valerio & Spisni, Massimo, 2013, "Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 12-27, DOI: 10.1016/j.ribaf.2012.04.004.
  8. Connor, Gregory & Suurlaht, Anita, 2013, "Dynamic stock market covariances in the Eurozone," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 353-370, DOI: 10.1016/j.jimonfin.2013.06.008.

2012

  1. Thomas Conlon & John Cotter, 2012, "An empirical analysis of dynamic multiscale hedging using wavelet decomposition," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 3, pages 272-299, March.
  2. Vassilios G. Papavassiliou, 2012, "The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 41, issue 3, pages 173-182, November, DOI: j.1468-0300.2012.00244.x.
  3. Ronan Powell & Alfred Yawson, 2012, "Internal Restructuring and Firm Survival," International Review of Finance, International Review of Finance Ltd., volume 12, issue 4, pages 435-467, December, DOI: 10.1111/j.1468-2443.2012.01151.x.
  4. Harford, Jarrad & Humphery-Jenner, Mark & Powell, Ronan, 2012, "The sources of value destruction in acquisitions by entrenched managers," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 247-261, DOI: 10.1016/j.jfineco.2012.05.016.

2011

  1. Bredin, Don & Muckley, Cal, 2011, "An emerging equilibrium in the EU emissions trading scheme," Energy Economics, Elsevier, volume 33, issue 2, pages 353-362, March.
  2. Bredin, Don & Hyde, Stuart, 2011, "Investigating sources of unanticipated exposure in industry stock returns," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1128-1142, May.
  3. Don Bredin & Gerard O'Reilly & Simon Stevenson, 2011, "Monetary policy transmission and real estate investment trusts," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 16, issue 1, pages 92-102, January.
  4. Don Bredin & John Elder & Stilianos Fountas, 2011, "Oil volatility and the option value of waiting: An analysis of the G‐7," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 7, pages 679-702, July.
  5. Marcella Nicolini & Alessia Paccagnini, 2011, "Does Trade Foster Institutions? An Empirical Assessment," Review of Economics and Institutions, Università di Perugia, volume 2, issue 2.
  6. Peter Dunne & Michael Moore & Vasileios Papavassiliou, 2011, "Commonality in returns, order flows, and liquidity in the Greek stock market," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 7, pages 577-587, DOI: 10.1080/1351847X.2010.505725.
  7. Edward Lee & Ronan Powell, 2011, "Excess cash holdings and shareholder value," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 51, issue 2, pages 549-574, June.
  8. Humphery-Jenner, Mark L. & Powell, Ronan G., 2011, "Firm size, takeover profitability, and the effectiveness of the market for corporate control: Does the absence of anti-takeover provisions make a difference?," Journal of Corporate Finance, Elsevier, volume 17, issue 3, pages 418-437, June.

2010

  1. Bredin, Don & Hyde, Stuart & Reilly, Gerard O., 2010, "Monetary policy surprises and international bond markets," Journal of International Money and Finance, Elsevier, volume 29, issue 6, pages 988-1002, October.
  2. Don BREDIN & Cal MUCKLEY, 2010, "Is There a Stochastic Trend in European Union Emission Trading Scheme Prices?," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2010-EN.
  3. Potì, Valerio & Wang, DengLi, 2010, "The coskewness puzzle," Journal of Banking & Finance, Elsevier, volume 34, issue 8, pages 1827-1838, August.

2009

  1. Don Bredin & John Elder & Stilianos Fountas, 2009, "Macroeconomic Uncertainty and Performance in Asian Countries," Review of Development Economics, Wiley Blackwell, volume 13, issue 2, pages 215-229, May, DOI: 10.1111/j.1467-9361.2009.00508.x.
  2. Bredin, Don & Fountas, Stilianos, 2009, "Macroeconomic uncertainty and performance in the European Union," Journal of International Money and Finance, Elsevier, volume 28, issue 6, pages 972-986, October.
  3. Don Bredin & Stuart Hyde & Dirk Nitzsche & Gerard O'Reilly, 2009, "European monetary policy surprises: the aggregate and sectoral stock market response," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 2, pages 156-171, DOI: 10.1002/ijfe.341.
  4. Conlon, T. & Ruskin, H.J. & Crane, M., 2009, "Cross-correlation dynamics in financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 388, issue 5, pages 705-714, DOI: 10.1016/j.physa.2008.10.047.
  5. T. Conlon & H. J. Ruskin & M. Crane, 2009, "Multiscaled Cross-Correlation Dynamics In Financial Time-Series," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04n05, pages 439-454, DOI: 10.1142/S0219525909002325.
  6. Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009, "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, volume 150, issue 1, pages 99-115, May.

2008

  1. Don Bredin & John Cotter, 2008, "Volatility And Irish Exports," Economic Inquiry, Western Economic Association International, volume 46, issue 4, pages 540-560, October, DOI: 10.1111/j.1465-7295.2007.00101.x.
  2. Don Bredin & Stuart Hyde, 2008, "Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies," European Financial Management, European Financial Management Association, volume 14, issue 2, pages 315-346, March, DOI: 10.1111/j.1468-036X.2007.00361.x.
  3. Conlon, T. & Crane, M. & Ruskin, H.J., 2008, "Wavelet multiscale analysis for Hedge Funds: Scaling and strategies," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 387, issue 21, pages 5197-5204, DOI: 10.1016/j.physa.2008.05.046.
  4. Colm Kearney & Valerio Potì, 2008, "Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area," European Financial Management, European Financial Management Association, volume 14, issue 3, pages 419-444, June, DOI: 10.1111/j.1468-036X.2007.00395.x.
  5. Peter Dunne & Haim Falk & John Forker & Ronan Powell, 2008, "The market response to information quality shocks: the case of Enron," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 13, pages 1051-1066, DOI: 10.1080/09603100701439341.
  6. John Forker & Ronan Powell, 2008, "A Comparison of Error Rates for EVA, Residual Income, GAAP-earnings and Other Metrics Using a Long-Window Valuation Approach," European Accounting Review, Taylor & Francis Journals, volume 17, issue 3, pages 471-502, DOI: 10.1080/09638180802172420.

2007

  1. Don Bredin & Stuart Hyde & Dirk Nitzsche & Gerard O'reilly, 2007, "UK Stock Returns and the Impact of Domestic Monetary Policy Shocks," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 5‐6, pages 872-888, June, DOI: 10.1111/j.1468-5957.2006.02001.x.
  2. Don Bredin & Gerard O’Reilly & Simon Stevenson, 2007, "Monetary Shocks and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, volume 35, issue 3, pages 315-331, October, DOI: 10.1007/s11146-007-9038-6.
  3. Conlon, T. & Ruskin, H.J. & Crane, M., 2007, "Random matrix theory and fund of funds portfolio optimisation," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 382, issue 2, pages 565-576, DOI: 10.1016/j.physa.2007.04.039.
  4. Ronan Powell & Alfred Yawson, 2007, "Are Corporate Restructuring Events Driven by Common Factors? Implications for Takeover Prediction," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 7‐8, pages 1169-1192, September, DOI: 10.1111/j.1468-5957.2007.02028.x.

2006

  1. Kearney, Colm & Poti, Valerio, 2006, "Correlation dynamics in European equity markets," Research in International Business and Finance, Elsevier, volume 20, issue 3, pages 305-321, September.
  2. Brian M Lucey, Valerio Poti, Edel Tully, 2006, "International Portfolio Formation, Skewness & the Role of Gold," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 1, pages 49-68, June.

2005

  1. Don Bredin & Stilianos Fountas, 2005, "Macroeconomic Uncertainty And Macroeconomic Performance: Are They Related?," Manchester School, University of Manchester, volume 73, issue s1, pages 58-76, September, DOI: 10.1111/j.1467-9957.2005.00461.x.
  2. Don Bredin & Caroline Gavin & Gerard O'Reilly, 2005, "US monetary policy announcements and Irish stock market volatility," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 17, pages 1243-1250, DOI: 10.1080/09603100500390836.
  3. Powell, Ronan G. & Stark, Andrew W., 2005, "Does operating performance increase post-takeover for UK takeovers? A comparison of performance measures and benchmarks," Journal of Corporate Finance, Elsevier, volume 11, issue 1-2, pages 293-317, March.
  4. Powell, Ronan & Yawson, Alfred, 2005, "Industry aspects of takeovers and divestitures: Evidence from the UK," Journal of Banking & Finance, Elsevier, volume 29, issue 12, pages 3015-3040, December.

2004

  1. Don Bredin & Stuart Hyde, 2004, "FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk," Journal of Business Finance & Accounting, Wiley Blackwell, volume 31, issue 9‐10, pages 1389-1417, November, DOI: 10.1111/j.0306-686X.2004.00578.x.
  2. Don Bredin & Caroline Gavin & Gerard O'Reilly, 2004, "International monetary policy shocks and Irish market rates," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 7, pages 409-414, DOI: 10.1080/1350485042000204697.
  3. Don Bredin & Gerard O'Reilly, 2004, "An analysis of the transmission mechanism of monetary policy in Ireland," Applied Economics, Taylor & Francis Journals, volume 36, issue 1, pages 49-58, DOI: 10.1080/0003684042000177198.
  4. Ronan G. Powell, 2004, "Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach," Multinational Finance Journal, Multinational Finance Journal, volume 8, issue 1-2, pages 35-72, March-Jun.

2003

  1. Don Bredin & Caroline Gavin & Gerard O Reilly, 2003, "The Influence of Domestic and International Interest Rates on the ISEQ," The Economic and Social Review, Economic and Social Studies, volume 34, issue 3, pages 249-265.
  2. Don Bredin & Stilianos Fountas & Eithne Murphy, 2003, "An Empirical Analysis of Short-run and Long-run Irish Export Functions: Does exchange rate volatility matter?," International Review of Applied Economics, Taylor & Francis Journals, volume 17, issue 2, pages 193-208, DOI: 10.1080/0269217032000064053.

2002

  1. Don Bredin & Trevor Fitzpatrick & Gerard O Reilly, 2002, "Retail Interest Rate Pass-Through - The Irish Experience," The Economic and Social Review, Economic and Social Studies, volume 33, issue 2, pages 223-246.
  2. Don Bredin & Keith Cuthbertson, 2002, "Liquidity effects and precautionary saving in the Czech Republic," Applied Financial Economics, Taylor & Francis Journals, volume 12, issue 6, pages 405-413, DOI: 10.1080/09603100110090181.

2001

  1. Cuthbertson, Keith & Bredin, Don, 2001, "Risk Premia and Long Rates in Ireland," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 6, pages 391-403, September.
  2. Keith Cuthbertson & Don Bredin, 2001, "Money demand in the czech republic since transition," Journal of Economic Policy Reform, Taylor & Francis Journals, volume 4, issue 4, pages 271-290, DOI: 10.1080/13841280108523422.
  3. Ronan G. Powell, 2001, "Takeover Prediction and Portfolio Performance: A Note," Journal of Business Finance & Accounting, Wiley Blackwell, volume 28, issue 7‐8, pages 993-1011, September, DOI: 10.1111/1468-5957.00402.

2000

  1. Keith Cuthbertson & Don Bredin, 2000, "The Expectations Hypothesis of the Term Structure - The Case of Ireland," The Economic and Social Review, Economic and Social Studies, volume 31, issue 3, pages 267-281.
  2. S. Manson & R. Powell & A. W. Stark & H. M. Thomas, 2000, "Identifying the Sources of Gains From Takeovers," Accounting Forum, Taylor & Francis Journals, volume 24, issue 4, pages 319-343, December, DOI: 10.1111/1467-6303.00044.

1998

  1. Stilianos Fountas & Donal Bredin, 1998, "Exchange rate volatility and exports: the case of Ireland," Applied Economics Letters, Taylor & Francis Journals, volume 5, issue 5, pages 301-304, DOI: 10.1080/758524405.
  2. Jay Dahya & Ronan Powell, 1998, "Ownership Structure, Managerial Turnover and Takeovers: Further U.K. Evidence on the Market for Corporate Control," Multinational Finance Journal, Multinational Finance Journal, volume 2, issue 1, pages 62-83, March.

1997

  1. Ronan G. Powell, 1997, "Modelling Takeover Likelihood," Journal of Business Finance & Accounting, Wiley Blackwell, volume 24, issue 7‐8, pages 1009-1030, September, DOI: 10.1111/1468-5957.00148.

Books

2023

  1. Daisy Chou & Conall O'Sullivan & Vassilios G Papavassiliou (ed.), 2023, "FinTech Research and Applications:Challenges and Opportunities," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0375, ISBN: ARRAY(0x783bbfb8).

Chapters

2025

  1. Atul K. Saxena & Lisa Sheenan, 2025, "The Energy-Growth Nexus in Least Developed Countries: Empirical Insights on Renewable Energy and Energy Intensity," Contributions to Economics, Springer, chapter 0, in: Serhat Yüksel & Hasan Dinçer & Muhammet Deveci, "Global Investment Decisions in the Circular Economy", DOI: 10.1007/978-3-031-86236-6_15.

2024

  1. Bart Reumkens & Lisa Sheenan, 2024, "Green Bond Market Linkages: An Empirical Study," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Sabri Boubaker & Thai-Ha Le, "HANDBOOK OF ENVIRONMENTAL AND GREEN FINANCE Toward a Sustainable Future".

2023

  1. Thomas Conlon & Fearghal Kearney, 2023, "Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Daisy Chou & Conall O'Sullivan & Vassilios G Papavassiliou, "FinTech Research and Applications Challenges and Opportunities".

2019

  1. Juan C. Arismendi Zambrano, 2019, "Higher-Order Tail Moments in Asset-Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
  2. Conall O’ Sullivan & Vassilios G. Papavassiliou, 2019, "Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".

2018

  1. Lisa Sheenan, 2018, "Identifying Risk Factors Underlying the U.S. Subprime Mortgage-Backed Securities Market," Eurasian Studies in Business and Economics, Springer, in: Mehmet Huseyin Bilgin & Hakan Danis & Ender Demir & Ugur Can, "Eurasian Business Perspectives", DOI: 10.1007/978-3-319-67913-6_5.

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