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Publications

by members of

School of Business
University College Dublin
Dublin, Ireland

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 | Chapters |

Working papers

Undated material is listed at the end

2022

  1. Thomas Conlon & John Cotter & Emmanuel Eyiah-Donkor, 2022. "The illusion of oil return predictability: The choice of data matters!," Post-Print hal-03519860, HAL.
  2. Akanksha Jalan & Roman Matkovskyy & Valerio Potì, 2022. "Shall the winning last? A study of recent bubbles and persistence," Post-Print hal-03603161, HAL.

2021

  1. Thomas Conlon & John Cotter & Iason Kynigakis, 2021. "Machine Learning and Factor-Based Portfolio Optimization," Papers 2107.13866, arXiv.org.
  2. Alessia Paccagnini & Fabio Parla, 2021. "Identifying high-frequency shocks with Bayesian mixed-frequency VARs," CAMA Working Papers 2021-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Paccagnini, Alessia, 2021. "Teaching Quantitative Courses Online: An International Survey," MPRA Paper 108330, University Library of Munich, Germany.
  4. Don Bredin & Stilianos Fountas & Christos Savva, 2021. "Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data," Discussion Paper Series 2021_02, Department of Economics, University of Macedonia, revised Feb 2021.
  5. Muhammad Shahbaz & Vassilios Papavassiliou & Amine Lahiani & David Roubaud, 2021. "Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present," Post-Print hal-03573208, HAL.

2020

  1. John Cotter & Mark Hallam & Kamil Yilmaz, 2020. "Macro-Financial Spillovers," Working Papers 202005, Geary Institute, University College Dublin.
  2. John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2020. "Commodity Futures Return Predictability and Intertemporal Asset Pricing," Working Papers 202011, Geary Institute, University College Dublin.
  3. V. Colombo & A. Paccagnini, 2020. "Has the credit supply shock asymmetric effects on macroeconomic variables?," Working Papers wp1140, Dipartimento Scienze Economiche, Universita' di Bologna.
  4. Marek Kwas & Alessia Paccagnini & Michal Rubaszek, 2020. "Common factors and the dynamics of cereal prices. A forecasting perspective," CAMA Working Papers 2020-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Valentina Colombo & Alessia Paccagnini, 2020. "The asymmetric effects of uncertainty shocks," CAMA Working Papers 2020-72, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2020. "Testing the predictive accuracy of COVID-19 forecasts," Discussion Papers 20/10, Department of Economics, University of York.
  7. 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 2020-105, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  8. 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 2012.03854, arXiv.org, revised Jan 2022.
  9. Conall O'Sullivan & Vassilios G. Papavassiliou, 2020. "On the term structure of liquidity in the European sovereign bond market," Open Access publications 10197/11287, Research Repository, University College Dublin.
  10. S. Broda & Juan Carlos Arismendi-Zambrano, 2020. "On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗," Economics Department Working Paper Series n302-20.pdf, Department of Economics, National University of Ireland - Maynooth.
  11. J. Arismendi-Zambrano & R. Azevedo, 2020. "Implicit Entropic Market Risk-Premium from Interest Rate Derivatives," Economics Department Working Paper Series n303-20.pdf, Department of Economics, National University of Ireland - Maynooth.
  12. 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 n305-20.pdf, Department of Economics, National University of Ireland - Maynooth.
  13. 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 n306-20.pdf, Department of Economics, National University of Ireland - Maynooth.
  14. Thomas Conlon & Xing Huan & Steven Ongena, 2020. "Operational Risk Capital," Swiss Finance Institute Research Paper Series 20-55, Swiss Finance Institute.

2019

  1. Thomas Conlon & John Cotter & Chenglu Jin, 2019. "Co-skewness across Return Horizons," Working Papers 201910, Geary Institute, University College Dublin.
  2. Abhinav Anand & John Cotter, 2019. "Integration Among US Banks," Working Papers 201913, Geary Institute, University College Dublin.
  3. Conall O'Sullivan & Vassilios G. Papavassiliou, 2019. "Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market," Open Access publications 10197/9299, Research Repository, University College Dublin.
  4. Harald Kinateder & Vassilios G. Papavassiliou, 2019. "Sovereign bond return prediction with realized higher moments," Open Access publications 10197/11286, Research Repository, University College Dublin.

2018

  1. John Cotter & Anita Suurlaht, 2018. "Spillovers in Risk of Financial Institutions," Working Papers 201805, Geary Institute, University College Dublin.
  2. Thomas Conlon & John Cotter & Philip Molyneux, 2018. "Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk," Working Papers 201806, Geary Institute, University College Dublin.
  3. John Cotter & Niall McGeever, 2018. "Are equity market anomalies disappearing? Evidence from the U.K," Working Papers 201804, Geary Institute, University College Dublin.
  4. Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2018. "Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model," Working Papers 391, University of Milano-Bicocca, Department of Economics, revised Nov 2018.
  5. Don Bredin & Stilianos Fountas, 2018. "US Inflation and Inflation Uncertainty Over 200 Years," Discussion Paper Series 2018_04, Department of Economics, University of Macedonia, revised Apr 2018.
  6. John Leventides & Kalliopi Loukaki & Vassilios Papavassiliou, 2018. "Simulating financial contagion dynamics in random interbank networks," Working Paper series 18-34, Rimini Centre for Economic Analysis.

2017

  1. John Cotter & Mark Hallam & Kamil Yilmaz, 2017. "Mixed-Frequency Macro-Financial Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers 1704, Koc University-TUSIAD Economic Research Forum.
  2. 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 201701, School of Economics, University College Dublin.
  3. Alessia Paccagnini, 2017. "Forecasting with FAVAR: macroeconomic versus financial factors," NBP Working Papers 256, Narodowy Bank Polski, Economic Research Department.
  4. Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
  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 79019, University Library of Munich, Germany, revised 07 May 2017.

2016

  1. Davide Avino & Thomas Conlon & John Cotter, 2016. "Credit Default Swaps as Indicators of Bank financial Distress," Working Papers 201601, Geary Institute, University College Dublin.
  2. Thomas Conlon & John Cotter & Chenglu Jin, 2016. "The Intervaling Effect on Higher-Order Co-Moments," Working Papers 201602, Geary Institute, University College Dublin.
  3. John Cotter & Stuart Gabriel & Richard Roll, 2016. "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers 201612, Geary Institute, University College Dublin.
  4. 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 10197/7323, School of Economics, University College Dublin.
  5. Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016. "In search of the Euro Area Fiscal Stance," Working Papers 324, University of Milano-Bicocca, Department of Economics, revised 24 Feb 2016.
  6. Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016. "PIIGS in the Euro Area. An Empirical DSGE Model," Working Papers 331, University of Milano-Bicocca, Department of Economics, revised 11 Mar 2016.
  7. Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016. "Great Recession, Slow Recovery and Muted Fiscal Policies in the US," Working Papers 201602, School of Economics, University College Dublin.
  8. 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 2016_05, Department of Economics, University of Macedonia, revised Dec 2016.
  9. Niamh Brennan & Collette E. Kirwan & John Redmond, 2016. "Accountability Processes in Boardrooms: A Conceptual Model of Manager-Non-Executive Director Information Asymmetry," Open Access publications 10197/7652, Research Repository, University College Dublin.
  10. Niamh Brennan, 2016. "Financial Sleuthing," Open Access publications 10197/7647, Research Repository, University College Dublin.
  11. Niamh Brennan, 2016. "Shades of Grey: Directors' Dilemmas," Open Access publications 10197/7618, Research Repository, University College Dublin.
  12. Konstantinos Eleftheriou & Nickolas J. Michelacakis & Vassilios G. Papavassiliou, 2016. "A comment on 'Cross-border merger, vertical structure, and spatial competition'," Working Paper series 16-14, Rimini Centre for Economic Analysis, revised Aug 2016.
  13. Konstantinos Eleftheriou & Nickolas J. Michelacakis & Vassilios G. Papavassiliou, 2016. "Addendum to Eleftheriou and Michelacakis (2016)," Open Access publications 10197/8092, Research Repository, University College Dublin.
  14. Juan Arismendi & Simon Broda, 2016. "Multivariate Elliptical Truncated Moments," ICMA Centre Discussion Papers in Finance icma-dp2016-06, Henley Business School, University of Reading.
  15. 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 icma-dp2016-05, Henley Business School, University of Reading.

2015

  1. Thomas Conlon & John Cotter, 2015. "Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks," Working Papers 201501, Geary Institute, University College Dublin.
  2. Thomas Conlon & John Cotter & Ramazan Gençay, 2015. "Long-run international diversification," Working Papers 201502, Geary Institute, University College Dublin.
  3. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.
  4. Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 298, University of Milano-Bicocca, Department of Economics, revised Apr 2015.
  5. Riccardo M. Masolo & Alessia Paccagnini, 2015. "Identifying Noise Shocks: a VAR with Data Revisions," Discussion Papers 1510, Centre for Macroeconomics (CFM).
  6. Rangan Gupta, 2015. "Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models," Working Papers 201547, University of Pretoria, Department of Economics.
  7. 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 ECO2015/04, European University Institute.
  8. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
  9. 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 10197/7333, School of Economics, University College Dublin.
  10. Niamh Brennan, 2015. "A Concentration of Minds," Open Access publications 10197/7754, Research Repository, University College Dublin.
  11. Niamh Brennan, 2015. "A Case of Distortion," Open Access publications 10197/7756, Research Repository, University College Dublin.
  12. Philip J. Shrives & Niamh Brennan, 2015. "A typology for exploring the quality of explanations for non-compliance with UK corporate governance regulations," Open Access publications 10197/7419, Research Repository, University College Dublin.
  13. Niamh Brennan & Collette E. Kirwan, 2015. "Audit committees: practices, practitioners and praxis of governance," Open Access publications 10197/7629, Research Repository, University College Dublin.
  14. Niamh Brennan, 2015. "Reflections on Corporate Governance following Clerys' Closure," Open Access publications 10197/7755, Research Repository, University College Dublin.

2014

  1. John Cotter & Davide Avino, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," Working Papers 201402, Geary Institute, University College Dublin.
  2. John Cotter & Jim Hanly, 2014. "Performance of Utility Based Hedges," Working Papers 201404, Geary Institute, University College Dublin.
  3. John Cotter & Niall O'Sullivan & Francesco Rossi, 2014. "The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market," Working Papers 201403, Geary Institute, University College Dublin.
  4. Thomas Conlon & John Cotter, 2014. "Anatomy of a Bail-In," Working Papers 201405, Geary Institute, University College Dublin.
  5. John Cotter & Enrique Salvador, 2014. "The non-linear trade-off between return and risk: a regime-switching multi-factor framework," Working Papers 201414, Geary Institute, University College Dublin.
  6. John Cotter & Stuart Gabriel & Richard Roll, 2014. "Can housing risk be diversified? A cautionary tale from the housing boom and bust," Working Papers 201412, Geary Institute, University College Dublin.
  7. Stelios Bekiros & Alessia Paccagnini, 2014. "Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model," Working Papers 2014-183, Department of Research, Ipag Business School.
  8. Alessia Paccagnini, 2014. "The Macroeconomic Determinants of the US Term-Structure during the Great Moderation," Working Papers 274, University of Milano-Bicocca, Department of Economics, revised Jun 2014.
  9. Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2014. "Estimating a DSGE model with Limited Asset Market Participation for the Euro Area," Working Papers 286, University of Milano-Bicocca, Department of Economics, revised Nov 2014.
  10. Stelios D. Bekiros & Alessia Paccagnini, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Open Access publications 10197/7322, School of Economics, University College Dublin.
  11. 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 10197/7588, School of Economics, University College Dublin.
  12. Niamh Brennan, 2014. "The Art of War: The Strategic Use of Ploys and Falsehoods in Business," Open Access publications 10197/6413, Research Repository, University College Dublin.
  13. Niamh Brennan & Doris M. Merkl-Davies, 2014. "Rhetoric and Argument in Social and Environmental Reporting: the Dirty Laundry case," Open Access publications 10197/5779, Research Repository, University College Dublin.
  14. Niamh Brennan & Claire Millar, 2014. "Through the Glass Ceiling? Influences on and Challenges Faced by Female Partners in Big-4 Accounting Practices," Open Access publications 10197/5884, Research Repository, University College Dublin.
  15. Niamh Brennan, 2014. "What is Corporate Governance?," Open Access publications 10197/7760, Research Repository, University College Dublin.
  16. Niamh Brennan, 2014. "Forensic Accounting in a Constitutional Parliamentary Democracy: The Case of Ireland," Open Access publications 10197/6211, Research Repository, University College Dublin.
  17. Juan Arismendi, 2014. "A Multi-Asset Option Approximation for General Stochastic Processes," ICMA Centre Discussion Papers in Finance icma-dp2014-03, Henley Business School, University of Reading.
  18. Juan C. Arismendi & Herbert Kimura, 2014. "Monte Carlo Approximate Tensor Moment Simulations," ICMA Centre Discussion Papers in Finance icma-dp2014-08, Henley Business School, University of Reading.
  19. 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 icma-dp2014-07, Henley Business School, University of Reading.

2013

  1. Avino, Davide & Cotter, John, 2013. "Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?," MPRA Paper 56782, University Library of Munich, Germany.
  2. Stelios Bekiros & Alessia Paccagnini, 2013. "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers 236, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
  3. Stelios D. Bekiros & Alessia Paccagnini, 2013. "Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model," Working Paper series 22_13, Rimini Centre for Economic Analysis.
  4. Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013. "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 201374, University of Pretoria, Department of Economics.
  5. Stelios D. Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Open Access publications 10197/7329, School of Economics, University College Dublin.
  6. Niamh Brennan & Doris M. Merkl-Davies, 2013. "Accounting Narratives and Impression Management," Open Access publications 10197/4949, Research Repository, University College Dublin.
  7. Niamh Brennan & John P. Conroy, 2013. "Bank CEOs, executive hubris and the banking crisis," Open Access publications 10197/5404, Research Repository, University College Dublin.
  8. Niamh Brennan & Maureen A. Flynn, 2013. "Differentiating Clinical Governance, Clinical Management and Clinical Practice," Open Access publications 10197/4963, Research Repository, University College Dublin.
  9. Niamh Brennan & John Redmond, 2013. "How much should boards know?," Open Access publications 10197/5405, Research Repository, University College Dublin.
  10. Niamh Brennan & Doris M. Merkl-Davies & Annika Beelitz, 2013. "Dialogism in Corporate Social Responsibility Communications: Conceptualising Verbal Interactions between Organisations and their Audiences," Open Access publications 10197/4948, Research Repository, University College Dublin.
  11. Niamh Brennan, 2013. "Behavioural and psychological influences on boards," Open Access publications 10197/4975, Research Repository, University College Dublin.
  12. Niamh Brennan & John P. Conroy, 2013. "Executive Hubris: The Case of a Bank CEO," Open Access publications 10197/4962, Research Repository, University College Dublin.

2012

  1. John Cotter & David Blake & Kevin Dowd, 2012. "What Should Be Done About The Underfunding of Defined Benefit Pension Schemes?," Working Papers 201202, Geary Institute, University College Dublin.
  2. Thomas Conlon & John Cotter, 2012. "Downside risk and the energy hedger's horizon," Working Papers 201219, Geary Institute, University College Dublin.
  3. John Cotter & Stuart Gabriel & Richard Roll, 2012. "Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust," Working Papers 201217, Geary Institute, University College Dublin.
  4. Thomas Conlon & John Cotter & Ramazan Gencay, 2012. "Commodity futures hedging, risk aversion and the hedging horizon," Working Papers 201218, Geary Institute, University College Dublin.
  5. Alessia Paccagnini, 2012. "Comparing Hybrid DSGE Models," Working Papers 228, University of Milano-Bicocca, Department of Economics, revised Dec 2012.
  6. Niamh Brennan, 2012. "Boardroom Feng Shui," Open Access publications 10197/5082, Research Repository, University College Dublin.
  7. Russell J. Craig & Niamh Brennan, 2012. "An exploration of the relationship between language choice in CEO letters to shareholders and corporate reputation," Open Access publications 10197/3922, Research Repository, University College Dublin.
  8. Gregory Connor & Anita Suurlaht, 2012. "Dynamic Stock Market Covariances in the Eurozone," Economics Department Working Paper Series n222-12.pdf, Department of Economics, National University of Ireland - Maynooth.

2011

  1. Thomas Conlon & John Cotter, 2011. "An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition," Working Papers 201104, Geary Institute, University College Dublin.
  2. John Cotter & Jim Hanly, 2011. "A Utility Based Approach to Energy Hedging," Working Papers 201106, Geary Institute, University College Dublin.
  3. John Cotter & Don Bredin, 2011. "Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing," Working Papers 200619, Geary Institute, University College Dublin.
  4. John Cotter & Franc{c}ois Longin, 2011. "Margin setting with high-frequency data1," Papers 1103.5412, arXiv.org.
  5. John Cotter & Francois Longin, 2011. "Margin Requirements with Intraday Dynamics," Working Papers 200519, Geary Institute, University College Dublin.
  6. John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Papers 1110.4119, arXiv.org.
  7. John Cotter & Kevin Dowd, 2011. "Intra-Day Seasonality in Foreign Market Transactions," Working Papers 200744, Geary Institute, University College Dublin.
  8. kevin dowd & john cotter, 2011. "Spectral Risk Measures and the Choice of Risk Aversion Function," Papers 1103.5668, arXiv.org.
  9. John Cotter & Kevin Dowd & Wyn Morgan, 2011. "Extreme Measures of Agricultural Financial Risk," Papers 1103.5962, arXiv.org.
  10. Marcella Nicolini & Alessia Paccagnini, 2011. "Does Trade Foster Institutions? An Empirical Assessment," Open Access publications 10197/7585, School of Economics, University College Dublin.
  11. Marcella Nicolini & Alessia Paccagnini, 2011. "Does Trade Foster Institutions?," Open Access publications 10197/7587, School of Economics, University College Dublin.
  12. Don Bredin & John Elder, 2011. "US Oil Price Exposure: The Industry Effects," Working Papers 201107, Geary Institute, University College Dublin.
  13. Don Bredin & Stilianos Fountas, 2011. "US Infl ation and infl ation uncertainty in a historical perspective: The impact of recessions," Working Papers 201053, Geary Institute, University College Dublin.
  14. Doris M. Merkl-Davies & Niamh Brennan, 2011. "A conceptual framework of impression management : new insights from psychology, sociology, and critical perspectives," Open Access publications 10197/2899, Research Repository, University College Dublin.
  15. Doris M. Merkl-Davies & Niamh Brennan & Stuart McLeay, 2011. "Impression management and retrospective sense-making in corporate narratives : a social psychology perspective," Open Access publications 10197/2900, Research Repository, University College Dublin.
  16. Niamh Brennan, 2011. "Applying principles of good governance in a school board context," Open Access publications 10197/2932, Research Repository, University College Dublin.
  17. Niamh Brennan, 2011. "Can Directors Rely on Experts?," Open Access publications 10197/5106, Research Repository, University College Dublin.

2010

  1. John Cotter & Jim Hanly, 2010. "Hedging: Scaling and the Investor Horizon," Working Papers 201002, Geary Institute, University College Dublin.
  2. Karl Case & John Cotter & Stuart Gabriel, 2010. "Housing Risk and Return: Evidence From a Housing Asset-Pricing Model," Working Papers 201005, Geary Institute, University College Dublin.
  3. John Cotter & Jim Hanly, 2010. "Time Varying Risk Aversion: An Application to Energy Hedging," Working Papers 201007, Geary Institute, University College Dublin.
  4. John Cotter & Richard Roll, 2010. "A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics," Working Papers 201008, Geary Institute, University College Dublin.
  5. John Cotter, 2010. "Scaling conditional tail probability and quantile estimators," Working Papers 201006, Geary Institute, University College Dublin.
  6. Kevin Dowd & Margaret Woods & John Cotter & Chris Humphrey, 2010. "How Unlucky is 25-Sigma?," Working Papers 200838, Geary Institute, University College Dublin.
  7. Kevin Dowd & John Cotter & Ghulam Sorwar, 2010. "Spectral Risk Measures: Properties and Limitations," Working Papers 200839, Geary Institute, University College Dublin.
  8. Paccagnini, Alessia, 2010. "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper 24509, University Library of Munich, Germany.
  9. Don Bredin & John Elder & Stilianos Fountas, 2010. "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Working Papers 201004, Geary Institute, University College Dublin.
  10. Don Bredin & Cal Muckley, 2010. "An Analysis of the EU Emission Trading Scheme," Working Papers 201003, Geary Institute, University College Dublin.
  11. Don Bredin & Stuart Hyde, 2010. "Investigating Sources of Unanticipated Exposure in Industry Stock Returns," Working Papers 201001, Geary Institute, University College Dublin.
  12. Don Bredin & John Elder & Stilianos Fountas, 2010. "The Effects of Uncertainty about Oil Prices in G-7," Working Papers 200840, Geary Institute, University College Dublin.
  13. Niamh Brennan, 2010. "A review of corporate governance research : an Irish perspective," Open Access publications 10197/2962, Research Repository, University College Dublin.
  14. Niamh Brennan & Caroline A. Daly & Claire S. Harrington, 2010. "Rhetoric, argument and impression management in hostile takeover defence documents," Open Access publications 10197/2898, Research Repository, University College Dublin.
  15. Niamh Brennan, 2010. "Boards that work - information flow is the key," Open Access publications 10197/5408, Research Repository, University College Dublin.
  16. Thomas Conlon & Heather J. Ruskin & Martin Crane, 2010. "Multiscaled Cross-Correlation Dynamics in Financial Time-Series," Papers 1001.0497, arXiv.org.
  17. Thomas Conlon & Heather J. Ruskin & Martin Crane, 2010. "Random Matrix Theory and Fund of Funds Portfolio Optimisation," Papers 1005.5021, arXiv.org.
  18. Thomas Conlon & Heather J. Ruskin & Martin Crane, 2010. "Cross-Correlation Dynamics in Financial Time Series," Papers 1002.0321, arXiv.org.

2009

  1. Niamh Brennan, 2009. "Towards Ireland Inc, 2014," Open Access publications 10197/5497, Research Repository, University College Dublin.
  2. Niamh Brennan & Encarna Guillamon-Saorin & Aileen Pierce, 2009. "Impression management : developing and illustrating a scheme of analysis for narrative disclosures – a methodological note," Open Access publications 10197/2905, Research Repository, University College Dublin.
  3. Niamh Brennan, 2009. "Corporate governance, business judgement and the credit crunch," Open Access publications 10197/5361, Research Repository, University College Dublin.

2008

  1. Richard M. Levich & Valerio Poti, 2008. "Predictability and 'Good Deals' in Currency Markets," NBER Working Papers 14597, National Bureau of Economic Research, Inc.
  2. Don Bredin & Stilianos Fountas, 2008. "Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy," Discussion Paper Series 2008_01, Department of Economics, University of Macedonia, revised Jan 2008.
  3. Niamh Brennan & J. (Jill) Solomon, 2008. "Corporate governance, accountability and mechanisms of accountability : an overview," Open Access publications 10197/2906, Research Repository, University College Dublin.
  4. Niamh Brennan, 2008. "Editor's Introduction. Corporate Governance and Financial Reporting," Open Access publications 10197/3855, Research Repository, University College Dublin.

2007

  1. Cotter, John & Dowd, Kevin, 2007. "The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders," MPRA Paper 3493, University Library of Munich, Germany.
  2. Cotter, John & Stevenson, Simon, 2007. "Modeling Long Memory in REITs," MPRA Paper 3500, University Library of Munich, Germany.
  3. Cotter, John & Dowd, Kevin, 2007. "Intra-Day Seasonality in Foreign Exchange Market Transactions," MPRA Paper 3502, University Library of Munich, Germany.
  4. Cotter, John & Hanly, James, 2007. "Hedging Effectiveness under Conditions of Asymmetry," MPRA Paper 3501, University Library of Munich, Germany.
  5. Cotter, John & Dowd, Kevin, 2007. "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," MPRA Paper 3504, University Library of Munich, Germany.
  6. Cotter, John, 2007. "Extreme risk in Asian equity markets," MPRA Paper 3536, University Library of Munich, Germany.
  7. Cotter, John & Dowd, Kevin, 2007. "Estimating financial risk measures for futures positions: a non-parametric approach," MPRA Paper 3503, University Library of Munich, Germany.
  8. Cotter, John & Dowd, Kevin, 2007. "Exponential Spectral Risk Measures," MPRA Paper 3499, University Library of Munich, Germany.
  9. Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007. "On the Statistical Identification of DSGE Models," Working Papers 324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  10. Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia, 2007. "Correlation dynamics between Asia-Pacific, EU and US stock returns," MPRA Paper 9681, University Library of Munich, Germany.
  11. Donal Bredin & Stilianos Fountas, 2007. "Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries," Money Macro and Finance (MMF) Research Group Conference 2006 125, Money Macro and Finance Research Group.
  12. Simon Stevenson & Don Bredin & G. O’Reilly & Don Bredin & Gerard O’Reilly, 2007. "Monetary Policy and Real Estate Investment Trusts," ERES eres2007_168, European Real Estate Society (ERES).
  13. Niamh Brennan & John Kelly, 2007. "A study of whistleblowing among trainee auditors," Open Access publications 10197/2901, Research Repository, University College Dublin.
  14. Doris M. Merkl-Davies & Niamh Brennan, 2007. "Discretionary disclosure strategies in corporate narratives : incremental information or impression management?," Open Access publications 10197/2907, Research Repository, University College Dublin.
  15. Niamh Brennan & Mary McGrath, 2007. "Financial statement fraud : some lessons from US and European case studies," Open Access publications 10197/2903, Research Repository, University College Dublin.

2006

  1. Cotter, John & Dowd, Kevin, 2006. "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," MPRA Paper 3495, University Library of Munich, Germany.
  2. Cotter, John & Dowd, Kevin, 2006. "U.S. Core Inflation: A Wavelet Analysis," MPRA Paper 3520, University Library of Munich, Germany.
  3. Cotter, John, 2006. "Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing," MPRA Paper 3494, University Library of Munich, Germany.
  4. Cotter, John, 2006. "Modelling catastrophic risk in international equity markets: An extreme value approach," MPRA Paper 3507, University Library of Munich, Germany.
  5. Cotter, John & Blake, David & Dowd, Kevin, 2006. "Financial Risks and the Pension Protection Fund: Can it Survive Them?," MPRA Paper 3498, University Library of Munich, Germany.
  6. Cotter, John & Longin, Francois, 2006. "Implied correlation from VaR," MPRA Paper 3506, University Library of Munich, Germany.
  7. Cotter, JOhn & Dowd, Kevin, 2006. "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," MPRA Paper 3505, University Library of Munich, Germany.
  8. 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 iiisdp132, IIIS.
  9. Niamh Brennan, 2006. "Training of company directors is now best practice," Open Access publications 10197/5340, Research Repository, University College Dublin.
  10. Niamh Brennan, 2006. "Boards of directors and firm performance : is there an expectations gap?," Open Access publications 10197/2904, Research Repository, University College Dublin.

2005

  1. Cotter, John & Stevenson, Simon, 2005. "Multivariate Modeling of Daily REIT Volatility," MPRA Paper 3524, University Library of Munich, Germany.
  2. Cotter, John & Hanly, James, 2005. "Re-evaluating Hedging Performance," MPRA Paper 3523, University Library of Munich, Germany.
  3. Cotter, John & Bredin, Don, 2005. "Volatility and Irish Exports," MPRA Paper 3522, University Library of Munich, Germany.
  4. Colm Kearney & Valerio Poti, 2005. "Correlation Dynamics in European Equity Markets," Finance 0507008, University Library of Munich, Germany.
  5. 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 iiisdp030, IIIS.
  6. Bredin, Don & Hyde, Stuart & O'Reilly, Gerard, 2005. "European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response," Research Technical Papers 10/RT/05, Central Bank of Ireland.
  7. Doris M. Merkl-Davies & Niamh Brennan & Stuart McLeay, 2005. "A new methodology to measure impression management - A linguistic approach to reading difficulty," Open Access publications 10197/5786, Research Repository, University College Dublin.
  8. Niamh Brennan, 2005. "Accounting expertise in litigation and dispute resolution," Open Access publications 10197/3617, Research Repository, University College Dublin.
  9. Niamh Brennan & S. J. Gray, 2005. "The impact of materiality : accounting’s best kept secret," Open Access publications 10197/2929, Research Repository, University College Dublin.

2004

  1. John Cotter, 2004. "Realized volatility and minimum capital requirements," Money Macro and Finance (MMF) Research Group Conference 2003 20, Money Macro and Finance Research Group.
  2. Cotter, John & Stevenson, Simon, 2004. "Uncovering Volatility Dynamics in Daily REIT Returns," MPRA Paper 3533, University Library of Munich, Germany, revised 2005.
  3. Cotter, John, 2004. "Modelling extreme financial returns of global equity markets," MPRA Paper 3532, University Library of Munich, Germany.
  4. Cotter, John, 2004. "Uncovering Long Memory in High Frequency UK Futures," MPRA Paper 3525, University Library of Munich, Germany.
  5. Cotter, John, 2004. "Tail Behaviour of the Euro," MPRA Paper 3531, University Library of Munich, Germany, revised 2005.
  6. Cotter, John, 2004. "Absolute Return Volatility," MPRA Paper 3529, University Library of Munich, Germany, revised 2005.
  7. Cotter, John & Longin, Francois, 2004. "Margin setting with high-frequency data," MPRA Paper 3528, University Library of Munich, Germany, revised 2006.
  8. Cotter, John, 2004. "Varying the VaR for Unconditional and Conditional Environments," MPRA Paper 3483, University Library of Munich, Germany.
  9. Cotter, John, 2004. "Minimum Capital Requirement Calculations for UK Futures," MPRA Paper 3527, University Library of Munich, Germany.
  10. Cotter, John, 2004. "International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000," MPRA Paper 3538, University Library of Munich, Germany.
  11. Cotter, John, 2004. "Downside Risk for European Equity Markets," MPRA Paper 3537, University Library of Munich, Germany.
  12. 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 iiisdp015, IIIS.
  13. Don Bredin & Stilianos Fountas, 2004. "Macroeconomic Uncertainty and Macroeconomic Performance: Are they related?," Money Macro and Finance (MMF) Research Group Conference 2004 51, Money Macro and Finance Research Group.
  14. Bredin, Don & Gavin, Caroline & O Reilly, Gerard, 2004. "US Monetary Announcements and Irish Stockmarket Volatility," Research Technical Papers 10/RT/04, Central Bank of Ireland.
  15. Niamh Brennan, 2004. "Board evaluation," Open Access publications 10197/5359, Research Repository, University College Dublin.
  16. Niamh Brennan, 2004. "Board effectiveness and evaluation," Open Access publications 10197/5358, Research Repository, University College Dublin.
  17. Niamh Brennan & Michael McDermott, 2004. "Alternative Perspectives on Independence of Directors," Open Access publications 10197/3786, Research Repository, University College Dublin.
  18. John Kelly & Niamh Brennan, 2004. "Good faith reporting by trainee auditors," Open Access publications 10197/5352, Research Repository, University College Dublin.
  19. Niamh Brennan, 2004. "Value for money developments in the Irish health services," Open Access publications 10197/5356, Research Repository, University College Dublin.

2003

  1. Bredin, Don & Gavin, Caroline & O'Reilly, Gerard, 2003. "The Influence of Domestic and International Interest Rates on the ISEQ," Research Technical Papers 9/RT/03, Central Bank of Ireland.
  2. Bredin, Don & Gavin, Caroline & O'Reilly, Gerard, 2003. "International Policy Rate Changes and Dublin Interbank Offer Rates," Research Technical Papers 8/RT/03, Central Bank of Ireland.
  3. Niamh Brennan, 2003. "Value for money and the Irish Health Services," Open Access publications 10197/5370, Research Repository, University College Dublin.
  4. Aileen Pierce & Niamh Brennan & Margaret Lamb & Mark Whittington, 2003. "Stock Exchange and Professional Accounting Requirements Applying in Both the Republic of Ireland and the United Kingdom," Open Access publications 10197/5875, Research Repository, University College Dublin.
  5. Niamh Brennan, 2003. "A health service that is accountable and value for money," Open Access publications 10197/5548, Research Repository, University College Dublin.
  6. Niamh Brennan, 2003. "Accounting in crisis : a story of auditing, accounting, corporate governance and market failures," Open Access publications 10197/2926, Research Repository, University College Dublin.
  7. Niamh Brennan & Michael McDermott, 2003. "Are non-executive directors of Irish plcs independent?," Open Access publications 10197/5687, Research Repository, University College Dublin.

2002

  1. Bredin, Don & Hyde, Stuart, 2002. "Forex Risk: Measurement and Evaluation using Value-at-Risk," Research Technical Papers 6/RT/02, Central Bank of Ireland.
  2. 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 1/RT/02, Central Bank of Ireland.
  3. Niamh Brennan, 2002. "Education and training of company directors," Open Access publications 10197/5379, Research Repository, University College Dublin.
  4. Niamh Brennan, 2002. "Learning curve at IoD centre for corporate governance," Open Access publications 10197/5380, Research Repository, University College Dublin.

2001

  1. Bredin, Don & Fitzpatrick, Trevor & O'Reilly, Gerard, 2001. "Retail Interest Rate Pass-Through: The Irish Experience," Research Technical Papers 6/RT/01, Central Bank of Ireland.
  2. Bredin, Don & Cuthbertson, Keith, 2001. "Money Demand in the Czech Republic since Transition," Research Technical Papers 3/RT/01, Central Bank of Ireland.
  3. Bredin, Don & Cuthbertson, Keith, 2001. "Liquidity Effects and Precautionary Saving in The Czech Republic," Research Technical Papers 4/RT/01, Central Bank of Ireland.
  4. Bredin, Don, 2001. "Alternative Tests of the Expectations Hypothesis of the Term Structure of Interest Rates," Research Technical Papers 2/RT/01, Central Bank of Ireland.
  5. Bredin, Don & O’Reilly, Gerard, 2001. "An Analysis of the Transmission Mechanism of Monetary Policy in Ireland," Research Technical Papers 1/RT/01, Central Bank of Ireland.
  6. Niamh Brennan & John Hennessy, 2001. "Accountants' liability for negligence," Open Access publications 10197/5383, Research Repository, University College Dublin.
  7. Niamh Brennan & John Hennessy, 2001. "Forensic accounting and the calculation of commercial damages," Open Access publications 10197/5384, Research Repository, University College Dublin.
  8. Niamh Brennan & John Hennessy, 2001. "Forensic accounting and intellectual property infringement," Open Access publications 10197/5386, Research Repository, University College Dublin.
  9. Niamh Brennan & John Hennessy, 2001. "Forensic Accounting and the Calculation of Personal Injury Damages," Open Access publications 10197/5385, Research Repository, University College Dublin.
  10. Niamh Brennan, 2001. "Reporting intellectual capital in annual reports : evidence from Ireland," Open Access publications 10197/2918, Research Repository, University College Dublin.
  11. Aileen Pierce & Niamh Brennan, 2001. "Republic of Ireland," Open Access publications 10197/6002, Research Repository, University College Dublin.
  12. Niamh Brennan & John Hennessy, 2001. "Valuing businesses in a legal context," Open Access publications 10197/5382, Research Repository, University College Dublin.

2000

  1. Cotter, John, 2000. "Margin Exceedences for European Stock Index Futures using Extreme Value Theory," MPRA Paper 3534, University Library of Munich, Germany, revised 2001.
  2. Cotter, John, 2000. "Volatility and the Euro: an Irish perspective," MPRA Paper 3535, University Library of Munich, Germany.
  3. Bredin, Don & Cuthbertson, Keith, 2000. "Risk Premia and Long Rates in Ireland," Research Technical Papers 2/RT/00, Central Bank of Ireland.
  4. Bredin, Don & Cuthbertson, Keith, 2000. "The Expectations Hypothesis of the Term Structure: The Case of Ireland," Research Technical Papers 1/RT/00, Central Bank of Ireland.
  5. Niamh Brennan & Sorka Kelly, 2000. "Use of the internet by Irish companies for investor relations purposes," Open Access publications 10197/2931, Research Repository, University College Dublin.
  6. Niamh Brennan, 2000. "An empirical examination of forecast disclosure by bidding companies," Open Access publications 10197/2911, Research Repository, University College Dublin.
  7. Niamh Brennan & Denis Hourigan, 2000. "Corporate reporting on the internet by Irish companies," Open Access publications 10197/2976, Research Repository, University College Dublin.
  8. Niamh Brennan, 2000. "Turnbull puts Risk Management to the Top of Corporate Agendas," Open Access publications 10197/5388, Research Repository, University College Dublin.
  9. Niamh Brennan & S. J. Gray, 2000. "Rhetoric and argument in financial reporting : disclosures in profit forecasts and takeover documents," Open Access publications 10197/2965, Research Repository, University College Dublin.
  10. Niamh Brennan & Brenda Connell, 2000. "Intellectual capital : current issues and policy implications," Open Access publications 10197/2916, Research Repository, University College Dublin.
  11. Niamh Brennan & S. J. Gray, 2000. "Accountants' reports on profit forecasts : regulation and practice," Open Access publications 10197/2917, Research Repository, University College Dublin.

1999

  1. Leo Mac Canna & Niamh Brennan & Eleanor O'Higgins, 1999. "National networks of corporate power : an Irish perspective," Open Access publications 10197/2921, Research Repository, University College Dublin.
  2. Niamh Brennan, 1999. "Voluntary disclosure of profit forecasts by target companies in takeover bids," Open Access publications 10197/2922, Research Repository, University College Dublin.
  3. Niamh Brennan & Claire Marston, 1999. "A comparative analysis of required financial disclosures in US, UK and international accounting standards," Open Access publications 10197/2969, Research Repository, University College Dublin.

1998

  1. Niamh Brennan & Patrick Nolan, 1998. "Employment and remuneration of Irish chartered accountants: evidence of gender differences," Open Access publications 10197/4168, Research Repository, University College Dublin.
  2. Niamh Brennan, 1998. "Accounting research : a practical guide," Open Access publications 10197/2924, Research Repository, University College Dublin.
  3. Leo Mac Canna & Niamh Brennan & Eleanor O'Higgins, 1998. "The 'Old Boys' network and Irish company boards," Open Access publications 10197/5447, Research Repository, University College Dublin.
  4. Niamh Brennan, 1998. "Disclosure of profit forecasts during takeovers : evidence from directors and advisors," Open Access publications 10197/2933, Research Repository, University College Dublin.
  5. Niamh Brennan & S. J. Gray, 1998. "Voluntary Disclosure of Profit Forecasts: Factors Influencing Information Disclosed during UK Takeover Bids," Open Access publications 10197/3889, Research Repository, University College Dublin.

1997

  1. Donal Bredin & Stilianos Fountas, 1997. "Testing for Monetary Policy Convergence in European Countries," Working Papers 19, National University of Ireland Galway, Department of Economics, revised 1997.
  2. Stilianos Fountas & Donal Bredin, 1997. "Exchange Rate Volatility and Exports: The Case of Ireland," Working Papers 16, National University of Ireland Galway, Department of Economics, revised 1997.
  3. Niamh Brennan & Jacqueline McCafferty, 1997. "Corporate Governance Practices in Irish Companies," Open Access publications 10197/2930, Research Repository, University College Dublin.
  4. Niamh Brennan & Cheryl Prachyl, 1997. "Electronic Mail as a Pedagogical Tool to Teach International Accounting," Open Access publications 10197/5787, Research Repository, University College Dublin.

1995

  1. Niamh Brennan, 1995. "Disclosures in Profit Forecasts: Evidence from UK Takeover Bids," Open Access publications 10197/5686, Research Repository, University College Dublin.

1994

  1. Cotter, J. & Gallagher, L., 1994. "Event Studies of Irish Equities: Earnings Announcements, Seasonality and Size," Papers 94-4, University College Cork - Department of Economics.

1990

  1. Niamh Brennan & Aileen Pierce, 1990. "Irish Published Accounts under Scrutiny," Open Access publications 10197/5529, Research Repository, University College Dublin.

1985

  1. Peter Clarke & Niamh Brennan, 1985. "Objective tests in financial accounting," Open Access publications 10197/5324, Research Repository, University College Dublin.

1984

  1. Niamh Brennan, 1984. "The Persistent Taxman," Open Access publications 10197/5784, Research Repository, University College Dublin.
  2. Niamh Brennan, 1984. "Are you Happy with your Accountant?," Open Access publications 10197/5811, Research Repository, University College Dublin.
  3. Niamh Brennan, 1984. "Debt Collection - A Perennial Problem," Open Access publications 10197/5789, Research Repository, University College Dublin.
  4. Niamh Brennan, 1984. "Women in the Profession," Open Access publications 10197/5885, Research Repository, University College Dublin.

1982

  1. Niamh Brennan, 1982. "Pension Accounting," Open Access publications 10197/5886, Research Repository, University College Dublin.

Undated

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

Journal articles

2022

  1. Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2022. "The illusion of oil return predictability: The choice of data matters!," Journal of Banking & Finance, Elsevier, vol. 134(C).
  2. 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, vol. 38(3), pages 705-871.
    • 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 2012.03854, arXiv.org, revised Jan 2022.
  3. Galena Pisoni & Alessia Paccagnini & Claudia Tarantola & Alessandra Tanda & Albulena Shala & Kherbouche Meriem, 2022. "SI women in Fintech and AI," Digital Finance, Springer, vol. 4(4), pages 263-264, December.
  4. Jalan, Akanksha & Matkovskyy, Roman & Potì, Valerio, 2022. "Shall the winning last? A study of recent bubbles and persistence," Finance Research Letters, Elsevier, vol. 45(C).
  5. 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, vol. 4(1), pages 17-61, March.
  6. Valerio Poti, 2022. "Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples," Digital Finance, Springer, vol. 4(2), pages 139-140, September.
  7. Don Bredin & Valerio Potì & Enrique Salvador, 2022. "Food Prices, Ethics and Forms of Speculation," Journal of Business Ethics, Springer, vol. 179(2), pages 495-509, August.
  8. Caferra, Rocco & Morone, Andrea & Potì, Valerio, 2022. "Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour," Economics Letters, Elsevier, vol. 218(C).
  9. Alcalde, Nuria & Powell, Ronan, 2022. "Government intervention in European mergers and acquisitions," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
  10. Brennan, Niamh M. & Edgar, Victoria C. & Power, Sean Bradley, 2022. "COVID-19 profit warnings: Delivering bad news in a time of crisis," The British Accounting Review, Elsevier, vol. 54(2).
  11. Brennan Niamh M., 2022. "Is a Board of Directors a Team?," The Irish Journal of Management, Sciendo, vol. 41(1), pages 5-19, July.
  12. 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, vol. 58(C).
  13. 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, Oxford University Press, vol. 12(3), pages 808-842.
  14. 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, vol. 45(1), pages 17-52, March.
  15. Adcock, Christopher & Bessler, Wolfgang & Conlon, Thomas, 2022. "Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition," Journal of Empirical Finance, Elsevier, vol. 65(C), pages 24-50.

2021

  1. Alessia Paccagnini, 2021. "Editorial for Special Issue “New Frontiers in Forecasting the Business Cycle and Financial Markets”," Forecasting, MDPI, vol. 3(3), pages 1-3, July.
  2. Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2021. "Common factors and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, vol. 74(C).
  3. Arvanitis, Stelios & Post, Thierry & Potì, Valerio & Karabati, Selcuk, 2021. "Nonparametric tests for Optimal Predictive Ability," International Journal of Forecasting, Elsevier, vol. 37(2), pages 881-898.
  4. Bredin, Don & O'Sullivan, Conall & Spencer, Simon, 2021. "Forecasting WTI crude oil futures returns: Does the term structure help?," Energy Economics, Elsevier, vol. 100(C).
  5. 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, vol. 68(3), pages 345-364, July.
  6. Wael Almaqoushi & Ronan Powell, 2021. "Audit committee quality indices, reporting quality and firm value," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(1-2), pages 185-229, January.
  7. 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, vol. 112(C).
  8. Brennan, Niamh M., 2021. "Connecting earnings management to the real World:What happens in the black box of the boardroom?," The British Accounting Review, Elsevier, vol. 53(6).
  9. Dunne, Neil J. & Brennan, Niamh M. & Kirwan, Collette E., 2021. "Impression management and Big Four auditors: Scrutiny at a public inquiry," Accounting, Organizations and Society, Elsevier, vol. 88(C).
  10. Kinateder, Harald & Papavassiliou, Vassilios G., 2021. "Calendar effects in Bitcoin returns and volatility," Finance Research Letters, Elsevier, vol. 38(C).
  11. 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, vol. 72(C).
  12. 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, vol. 80(4), pages 795-819, December.
  13. 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, vol. 108(2), pages 413-424.
  14. Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2021. "Inflation and cryptocurrencies revisited: A time-scale analysis," Economics Letters, Elsevier, vol. 206(C).

2020

  1. Conlon, Thomas & Cotter, John & Molyneux, Philip, 2020. "Beyond common equity: The influence of secondary capital on bank insolvency risk," Journal of Financial Stability, Elsevier, vol. 47(C).
  2. Colombo, Valentina & Paccagnini, Alessia, 2020. "Does the credit supply shock have asymmetric effects on macroeconomic variables?," Economics Letters, Elsevier, vol. 188(C).
  3. 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, vol. 107(C).
  4. Potì, Valerio & Pattitoni, Pierpaolo & Petracci, Barbara, 2020. "Precautionary motives for private firms’ cash holdings," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 150-166.
  5. Liu, Ningyue & Bredin, Don & Cao, Huijuan, 2020. "The investment behavior of Qualified Foreign Institutional Investors in China," Journal of Multinational Financial Management, Elsevier, vol. 54(C).
  6. O’Sullivan, Conall & Papavassiliou, Vassilios G., 2020. "On the term structure of liquidity in the European sovereign bond market," Journal of Banking & Finance, Elsevier, vol. 114(C).
  7. Conlon, Thomas & McGee, Richard, 2020. "Safe haven or risky hazard? Bitcoin during the Covid-19 bear market," Finance Research Letters, Elsevier, vol. 35(C).
  8. Conlon, Thomas & McGee, Richard J., 2020. "Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes?," Economics Letters, Elsevier, vol. 191(C).
  9. 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, vol. 54(C).

2019

  1. Avino, Davide E. & Conlon, Thomas & Cotter, John, 2019. "Credit default swaps as indicators of bank financial distress," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 132-139.
  2. Thomas Conlon & John Cotter, 2019. "Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks," Journal of Common Market Studies, Wiley Blackwell, vol. 57(4), pages 857-876, July.
  3. John Cotter & Anita Suurlaht, 2019. "Spillovers in risk of financial institutions," The European Journal of Finance, Taylor & Francis Journals, vol. 25(17), pages 1765-1792, November.
  4. Paccagnini, Alessia, 2019. "Did financial factors matter during the Great Recession?," Economics Letters, Elsevier, vol. 174(C), pages 26-30.
  5. 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, vol. 57(3), pages 1302-1323, July.
  6. Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019. "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
  7. Riccardo M. Masolo & Alessia Paccagnini, 2019. "Identifying Noise Shocks: A VAR with Data Revisions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2145-2172, December.
  8. Kevin Walsh, 2019. "Prior employment as a causal mechanism within entrepreneurial ecosystems," Regional Studies, Regional Science, Taylor & Francis Journals, vol. 6(1), pages 637-645, January.
  9. Levich, Richard & Conlon, Thomas & Potì, Valerio, 2019. "Measuring excess-predictability of asset returns and market efficiency over time," Economics Letters, Elsevier, vol. 175(C), pages 92-96.
  10. Spencer, Simon & Bredin, Don, 2019. "Agreement matters: OPEC announcement effects on WTI term structure," Energy Economics, Elsevier, vol. 80(C), pages 589-609.
  11. Humphery-Jenner, Mark & Powell, Ronan & Zhang, Emma Jincheng, 2019. "Practice makes progress: Evidence from divestitures," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 1-19.
  12. Niamh M. Brennan, 2019. "100 PhD rules of the game to successfully complete a doctoral dissertation," Accounting, Auditing & Accountability Journal, Emerald Group Publishing, vol. 32(1), pages 364-376, January.
  13. Leventides, John & Loukaki, Kalliopi & Papavassiliou, Vassilios G., 2019. "Simulating financial contagion dynamics in random interbank networks," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 500-525.
  14. Kinateder, Harald & Papavassiliou, Vassilios G., 2019. "Sovereign bond return prediction with realized higher moments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 53-73.
  15. Conlon, Thomas & Huan, Xing, 2019. "Scaling the twin peaks: Systemic risk and dual regulation," Economics Letters, Elsevier, vol. 178(C), pages 98-101.
  16. Bessler, Wolfgang & Conlon, Thomas & Huan, Xing, 2019. "Does corporate hedging enhance shareholder value? A meta-analysis," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 222-232.

2018

  1. Conlon, Thomas & Cotter, John & Gençay, Ramazan, 2018. "Long-run wavelet-based correlation for financial time series," European Journal of Operational Research, Elsevier, vol. 271(2), pages 676-696.
  2. Potì, Valerio, 2018. "A new tight and general bound on return predictability," Economics Letters, Elsevier, vol. 162(C), pages 140-145.
  3. Bredin, Don & Fountas, Stilianos, 2018. "US inflation and inflation uncertainty over 200 years," Financial History Review, Cambridge University Press, vol. 25(2), pages 141-159, August.
  4. Bathia, Deven & Bredin, Don, 2018. "Investor sentiment: Does it augment the performance of asset pricing models?," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 290-303.
  5. Alexander Afonin & Don Bredin & Keith Cuthbertson & Cal Muckley & Dirk Nitzsche, 2018. "Carbon portfolio management," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 23(4), pages 349-361, October.
  6. 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, vol. 9(C), pages 1-20.
  7. McGuinness, Gerard & Hogan, Teresa & Powell, Ronan, 2018. "European trade credit use and SME survival," Journal of Corporate Finance, Elsevier, vol. 49(C), pages 81-103.
  8. Niamh M. Brennan & Doris M. Merkl-Davies, 2018. "Do firms effectively communicate with financial stakeholders? A conceptual model of corporate communication in a capital market context," Accounting and Business Research, Taylor & Francis Journals, vol. 48(5), pages 553-577, July.
  9. Victoria C. Edgar & Matthias Beck & Niamh M. Brennan, 2018. "Impression management in annual report narratives: the case of the UK private finance initiative," Accounting, Auditing & Accountability Journal, Emerald Group Publishing, vol. 31(6), pages 1566-1592, August.
  10. 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, vol. 35(C), pages 164-189.
  11. 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, vol. 51(2), pages 317-345, August.

2017

  1. 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, vol. 50(C), pages 52-66.
  2. Carroll, Rachael & Conlon, Thomas & Cotter, John & Salvador, Enrique, 2017. "Asset allocation with correlation: A composite trade-off," European Journal of Operational Research, Elsevier, vol. 262(3), pages 1164-1180.
  3. 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, vol. 81(C), pages 140-161.
  4. Bredin, Don & Conlon, Thomas & Potì, Valerio, 2017. "The price of shelter - Downside risk reduction with precious metals," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 48-58.
  5. Dr. Gulnihal Aksoy & Prof. Dr. Don Bredin & Deirdre Corcoran & Stilianos Fountas, 2017. "Relative Price Dispersion and Inflation: Evidence for the UK and the US," Credit and Capital Markets, Credit and Capital Markets, vol. 50(1), pages 3-24.
  6. Chen, Jiayuan & Muckley, Cal B. & Bredin, Don, 2017. "Is information assimilated at announcements in the European carbon market?," Energy Economics, Elsevier, vol. 63(C), pages 234-247.
  7. Doris M. Merkl-Davies & Niamh M. Brennan, 2017. "A theoretical framework of external accounting communication: Research perspectives, traditions, and theories," Accounting, Auditing & Accountability Journal, Emerald Group Publishing, vol. 30(2), pages 433-469, February.
  8. Margaret M. Cullen & Niamh M. Brennan, 2017. "Differentiating control, monitoring and oversight: Influence of power relations on boards of directors – insights from investment fund boards," Accounting, Auditing & Accountability Journal, Emerald Group Publishing, vol. 30(8), pages 1867-1894, October.
  9. Shrives, Philip J. & Brennan, Niamh M., 2017. "Explanations for corporate governance non-compliance: A rhetorical analysis," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 49(C), pages 31-56.
  10. 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, vol. 65(C), pages 183-193.

2016

  1. Thomas Conlon & John Cotter & Ramazan Gençay, 2016. "Commodity futures hedging, risk aversion and the hedging horizon," The European Journal of Finance, Taylor & Francis Journals, vol. 22(15), pages 1534-1560, December.
  2. Paccagnini, Alessia, 2016. "The macroeconomic determinants of the US term structure during the Great Moderation," Economic Modelling, Elsevier, vol. 52(PA), pages 216-225.
  3. 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., vol. 35(7), pages 613-632, November.
  4. 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, vol. 26(C), pages 216-227.
  5. Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2016. "In search of the Euro area fiscal stance," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 254-264.
  6. 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, vol. 45(1), pages 49-62, January.
  7. Don Bredin and John Parsons, 2016. "Why is Spot Carbon so Cheap and Future Carbon so Dear? The Term Structure of Carbon Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  8. Deven Bathia & Don Bredin & Dirk Nitzsche, 2016. "International Sentiment Spillovers in Equity Returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(4), pages 332-359, October.
  9. 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, vol. 40(C), pages 216-234.
  10. Niamh M. Brennan & Collette E. Kirwan & John Redmond, 2016. "Accountability processes in boardrooms: A conceptual model of manager-non-executive director information asymmetry," Accounting, Auditing & Accountability Journal, Emerald Group Publishing, vol. 29(1), pages 135-164, January.
  11. 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, vol. 68(2), pages 124-132, April.
  12. Eleftheriou, Konstantinos & Michelacakis, Nickolas J. & Papavassiliou, Vassilios G., 2016. "Addendum to Eleftheriou and Michelacakis (2016)," Economics Letters, Elsevier, vol. 148(C), pages 53-54.
  13. 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, vol. 66(C), pages 53-65.
  14. 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, vol. 38(C), pages 86-101.
  15. 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, vol. 47(C), pages 70-85.
  16. 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, vol. 23(6), pages 409-444, November.

2015

  1. Cotter, John & Sullivan, Niall O' & Rossi, Francesco, 2015. "The conditional pricing of systematic and idiosyncratic risk in the UK equity market," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 184-193.
  2. Cotter, John & Hanly, Jim, 2015. "Performance of utility based hedges," Energy Economics, Elsevier, vol. 49(C), pages 718-726.
  3. John Cotter & Stuart Gabriel & Richard Roll, 2015. "Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust," Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 913-936.
  4. John Cotter & Richard Roll, 2015. "A Comparative Anatomy of Residential REITs and Private Real Estate Markets: Returns, Risks and Distributional Characteristics," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(1), pages 209-240, March.
  5. 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, vol. 19(2), pages 107-136, April.
  6. Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015. "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, vol. 132(C), pages 125-128.
  7. 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, vol. 19(7), pages 1565-1592, October.
  8. 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, vol. 47(3), pages 207-221, January.
  9. Levich, Richard M. & Potì, Valerio, 2015. "Predictability and ‘good deals’ in currency markets," International Journal of Forecasting, Elsevier, vol. 31(2), pages 454-472.
  10. 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, vol. 56(4), pages 1205-1234, November.
  11. 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, vol. 41(C), pages 320-328.
  12. Niamh M. Brennan & Collette E. Kirwan, 2015. "Audit committees: practices, practitioners and praxis of governance," Accounting, Auditing & Accountability Journal, Emerald Group Publishing, vol. 28(4), pages 466-493, May.
  13. Shrives, Philip J. & Brennan, Niamh M., 2015. "A typology for exploring the quality of explanations for non-compliance with UK corporate governance regulations," The British Accounting Review, Elsevier, vol. 47(1), pages 85-99.
  14. 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, vol. 47(32), pages 3382-3394, July.

2014

  1. Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: Two sides of the same coin?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 72-85.
  2. Conlon, Thomas & Cotter, John, 2014. "Anatomy of a bail-in," Journal of Financial Stability, Elsevier, vol. 15(C), pages 257-263.
  3. Bekiros, Stelios D. & Paccagnini, Alessia, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 298-323.
  4. 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, vol. 33(C), pages 117-129.
  5. Potì, Valerio & Shefrin, Hersh, 2014. "The signature of sentiment in conditional consumption CAPM estimates: A note," Journal of Behavioral and Experimental Finance, Elsevier, vol. 2(C), pages 1-9.
  6. 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, vol. 20(7-9), pages 728-751, September.
  7. Bredin, Don & Hyde, Stuart & Muckley, Cal, 2014. "A microstructure analysis of the carbon finance market," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 222-234.
  8. 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, vol. 34(C), pages 189-199.
  9. Humphery-Jenner, Mark & Powell, Ronan, 2014. "Firm size, sovereign governance, and value creation: Evidence from the acquirer size effect," Journal of Corporate Finance, Elsevier, vol. 26(C), pages 57-77.
  10. Niamh M. Brennan & Doris M. Merkl-Davies, 2014. "Rhetoric and argument in social and environmental reporting: the Dirty Laundry case," Accounting, Auditing & Accountability Journal, Emerald Group Publishing, vol. 27(4), pages 602-633, April.
  11. Vassilios G. Papavassiliou, 2014. "Equity market integration: the new emerging economy of Montenegro," Review of Accounting and Finance, Emerald Group Publishing, vol. 13(3), pages 291-306, August.
  12. Papavassiliou, Vassilios G., 2014. "Cross-asset contagion in times of stress," Journal of Economics and Business, Elsevier, vol. 76(C), pages 133-139.

2013

  1. Conlon, Thomas & Cotter, John, 2013. "Downside risk and the energy hedger's horizon," Energy Economics, Elsevier, vol. 36(C), pages 371-379.
  2. Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
  3. 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, vol. 27(1), pages 12-27.
  4. Potì, Valerio & Siddique, Akhtar, 2013. "What drives currency predictability?," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 86-106.
  5. Deven Bathia & Don Bredin, 2013. "An examination of investor sentiment effect on G7 stock market returns," The European Journal of Finance, Taylor & Francis Journals, vol. 19(9), pages 909-937, October.
  6. Niamh M. Brennan & John P. Conroy, 2013. "Executive hubris: the case of a bank CEO," Accounting, Auditing & Accountability Journal, Emerald Group Publishing, vol. 26(2), pages 172-195, February.
  7. Niamh Brennan & Doris Merkl-Davies & Annika Beelitz, 2013. "Dialogism in Corporate Social Responsibility Communications: Conceptualising Verbal Interaction Between Organisations and Their Audiences," Journal of Business Ethics, Springer, vol. 115(4), pages 665-679, July.
  8. 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, vol. 24(C), pages 184-197.
  9. Arismendi, J.C., 2013. "Multivariate truncated moments," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 41-75.
  10. Connor, Gregory & Suurlaht, Anita, 2013. "Dynamic stock market covariances in the Eurozone," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 353-370.

2012

  1. Wyn Morgan & John Cotter & Kevin Dowd, 2012. "Extreme Measures of Agricultural Financial Risk," Journal of Agricultural Economics, Wiley Blackwell, vol. 63(1), pages 65-82, February.
  2. Cotter, John & Hanly, Jim, 2012. "A utility based approach to energy hedging," Energy Economics, Elsevier, vol. 34(3), pages 817-827.
  3. John Cotter & Jim Hanly, 2012. "Hedging effectiveness under conditions of asymmetry," The European Journal of Finance, Taylor & Francis Journals, vol. 18(2), pages 135-147, February.
  4. Thomas Conlon & John Cotter, 2012. "An empirical analysis of dynamic multiscale hedging using wavelet decomposition," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(3), pages 272-299, March.
  5. Harford, Jarrad & Humphery-Jenner, Mark & Powell, Ronan, 2012. "The sources of value destruction in acquisitions by entrenched managers," Journal of Financial Economics, Elsevier, vol. 106(2), pages 247-261.
  6. Ronan Powell & Alfred Yawson, 2012. "Internal Restructuring and Firm Survival," International Review of Finance, International Review of Finance Ltd., vol. 12(4), pages 435-467, December.
  7. Craig, Russell J. & Brennan, Niamh M., 2012. "An exploration of the relationship between language choice in CEO letters to shareholders and corporate reputation," Accounting forum, Elsevier, vol. 36(3), pages 166-177.
  8. 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, vol. 41(3), pages 173-182, November.

2011

  1. Dowd, Kevin & Cotter, John & Loh, Lixia, 2011. "U.S. Core Inflation: A Wavelet Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 15(4), pages 513-536, September.
  2. Marcella Nicolini & Alessia Paccagnini, 2011. "Does Trade Foster Institutions? An Empirical Assessment," Review of Economics and Institutions, Università di Perugia, vol. 2(2).
  3. Bredin, Don & Hyde, Stuart, 2011. "Investigating sources of unanticipated exposure in industry stock returns," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1128-1142, May.
  4. Bredin, Don & Muckley, Cal, 2011. "An emerging equilibrium in the EU emissions trading scheme," Energy Economics, Elsevier, vol. 33(2), pages 353-362, March.
  5. 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., vol. 16(1), pages 92-102, January.
  6. 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., vol. 31(7), pages 679-702, July.
  7. Edward Lee & Ronan Powell, 2011. "Excess cash holdings and shareholder value," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(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, vol. 17(3), pages 418-437, June.
  9. Doris M. Merkl-Davies & Niamh M. Brennan & Stuart J. McLeay, 2011. "Impression management and retrospective sense-making in corporate narratives: A social psychology perspective," Accounting, Auditing & Accountability Journal, Emerald Group Publishing, vol. 24(3), pages 315-344, March.
  10. Doris M. Merkl-Davies & Niamh M. Brennan, 2011. "A conceptual framework of impression management: new insights from psychology, sociology and critical perspectives," Accounting and Business Research, Taylor & Francis Journals, vol. 41(5), pages 415-437, December.
  11. 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, vol. 17(7), pages 577-587.

2010

  1. Cotter, John & Dowd, Kevin, 2010. "Intra-day seasonality in foreign exchange market transactions," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 287-294, April.
  2. Cotter, John & Hanly, Jim, 2010. "Time-varying risk aversion: An application to energy hedging," Energy Economics, Elsevier, vol. 32(2), pages 432-441, March.
  3. John Cotter & Kevin Dowd, 2010. "Estimating financial risk measures for futures positions: A nonparametric approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(7), pages 689-703, July.
  4. Potì, Valerio & Wang, DengLi, 2010. "The coskewness puzzle," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1827-1838, August.
  5. Bredin, Don & Hyde, Stuart & Reilly, Gerard O., 2010. "Monetary policy surprises and international bond markets," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 988-1002, October.
  6. Don BREDIN & Cal MUCKLEY, 2010. "Is There a Stochastic Trend in European Union Emission Trading Scheme Prices?," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2010-EN.
  7. Brennan, Niamh M. & Daly, Caroline A. & Harrington, Claire S., 2010. "Rhetoric, argument and impression management in hostile takeover defence documents," The British Accounting Review, Elsevier, vol. 42(4), pages 253-268.

2009

  1. Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009. "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, vol. 150(1), pages 99-115, May.
  2. Don Bredin & John Elder & Stilianos Fountas, 2009. "Macroeconomic Uncertainty and Performance in Asian Countries," Review of Development Economics, Wiley Blackwell, vol. 13(2), pages 215-229, May.
  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., vol. 14(2), pages 156-171.
  4. Bredin, Don & Fountas, Stilianos, 2009. "Macroeconomic uncertainty and performance in the European Union," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 972-986, October.
  5. Niamh M. Brennan & Encarna Guillamon-Saorin & Aileen Pierce, 2009. "Methodological Insights: Impression management: Developing and illustrating a scheme of analysis for narrative disclosures – a methodological note," Accounting, Auditing & Accountability Journal, Emerald Group Publishing, vol. 22(5), pages 789-832, June.
  6. 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., vol. 12(04n05), pages 439-454.
  7. Conlon, T. & Ruskin, H.J. & Crane, M., 2009. "Cross-correlation dynamics in financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(5), pages 705-714.

2008

  1. Kevin Dowd & John Cotter & Ghulam Sorwar, 2008. "Spectral Risk Measures: Properties and Limitations," Journal of Financial Services Research, Springer;Western Finance Association, vol. 34(1), pages 61-75, August.
  2. Don Bredin & John Cotter, 2008. "Volatility And Irish Exports," Economic Inquiry, Western Economic Association International, vol. 46(4), pages 540-560, October.
  3. John Cotter & Simon Stevenson, 2008. "Modeling Long Memory in REITs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(3), pages 533-554, September.
  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, vol. 14(3), pages 419-444, June.
  5. 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, vol. 14(2), pages 315-346, March.
  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, vol. 17(3), pages 471-502.
  7. 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, vol. 18(13), pages 1051-1066.
  8. Niamh M. Brennan & Jill Solomon, 2008. "Corporate governance, accountability and mechanisms of accountability: an overview," Accounting, Auditing & Accountability Journal, Emerald Group Publishing, vol. 21(7), pages 885-906, September.
  9. 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, vol. 387(21), pages 5197-5204.

2007

  1. Cotter, John & Dowd, Kevin, 2007. "The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders," Finance Research Letters, Elsevier, vol. 4(3), pages 146-154, September.
  2. Kevin Dowd & John Cotter, 2007. "Exponential Spectral Risk Measures," The IUP Journal of Financial Economics, IUP Publications, vol. 0(4), pages 57-66, December.
  3. Cotter, John, 2007. "Varying the VaR for unconditional and conditional environments," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1338-1354, December.
  4. Don Bredin & Gerard O’Reilly & Simon Stevenson, 2007. "Monetary Shocks and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 315-331, October.
  5. 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, vol. 34(5‐6), pages 872-888, June.
  6. Ronan Powell & Alfred Yawson, 2007. "Are Corporate Restructuring Events Driven by Common Factors? Implications for Takeover Prediction," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(7‐8), pages 1169-1192, September.
  7. NIAMH M. BRENNAN & MARY McGRATH, 2007. "Financial Statement Fraud: Some Lessons from US and European Case Studies," Australian Accounting Review, CPA Australia, vol. 17(42), pages 49-61, July.
  8. Brennan, Niamh & Kelly, John, 2007. "A study of whistleblowing among trainee auditors," The British Accounting Review, Elsevier, vol. 39(1), pages 61-87.
  9. 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, vol. 382(2), pages 565-576.

2006

  1. John Cotter & Simon Stevenson, 2006. "Multivariate Modeling of Daily REIT Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 305-325, May.
  2. John Cotter, 2006. "Modelling catastrophic risk in international equity markets: an extreme value approach," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(1), pages 13-17, January.
  3. John Cotter, 2006. "Extreme Value Estimation of Boom and Crash Statistics," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 553-566.
  4. Cotter, John & Dowd, Kevin, 2006. "Extreme spectral risk measures: An application to futures clearinghouse margin requirements," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3469-3485, December.
  5. John Cotter & Jim Hanly, 2006. "Reevaluating hedging performance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(7), pages 677-702, July.
  6. Kearney, Colm & Poti, Valerio, 2006. "Correlation dynamics in European equity markets," Research in International Business and Finance, Elsevier, vol. 20(3), pages 305-321, September.
  7. Brian M Lucey, Valerio Poti, Edel Tully, 2006. "International Portfolio Formation, Skewness & the Role of Gold," Frontiers in Finance and Economics, SKEMA Business School, vol. 3(1), pages 49-68, June.
  8. Niamh Brennan, 2006. "Boards of Directors and Firm Performance: is there an expectations gap?," Corporate Governance: An International Review, Wiley Blackwell, vol. 14(6), pages 577-593, November.

2005

  1. John Cotter, 2005. "Extreme risk in futures contracts," Applied Economics Letters, Taylor & Francis Journals, vol. 12(8), pages 489-492.
  2. John Cotter, 2005. "Tail behaviour of the euro," Applied Economics, Taylor & Francis Journals, vol. 37(7), pages 827-840.
  3. John Cotter, 2005. "Uncovering long memory in high frequency UK futures," The European Journal of Finance, Taylor & Francis Journals, vol. 11(4), pages 325-337.
  4. Valerio Potì, 2005. "Discount factor and conditional return volatility," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(6), pages 369-372, November.
  5. Don Bredin & Stilianos Fountas, 2005. "Macroeconomic Uncertainty And Macroeconomic Performance: Are They Related?," Manchester School, University of Manchester, vol. 73(s1), pages 58-76, September.
  6. Don Bredin & Caroline Gavin & Gerard O'Reilly, 2005. "US monetary policy announcements and Irish stock market volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 15(17), pages 1243-1250.
  7. 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, vol. 11(1-2), pages 293-317, March.
  8. Powell, Ronan & Yawson, Alfred, 2005. "Industry aspects of takeovers and divestitures: Evidence from the UK," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3015-3040, December.
  9. Brennan, Niamh, 2005. "Corporate governance: Accountability, enterprise and international comparisons, 2005," The International Journal of Accounting, Elsevier, vol. 40(4), pages 425-428.
  10. Niamh Brennan & Sidney J. Gray, 2005. "The Impact of Materiality: Accounting's Best Kept Secret," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 1(1), pages 1-30.

2004

  1. John Cotter, 2004. "Downside risk for European equity markets," Applied Financial Economics, Taylor & Francis Journals, vol. 14(10), pages 707-716.
  2. Cotter, John, 2004. "International equity market integration in a small open economy: Ireland January 1990-December 2000," International Review of Financial Analysis, Elsevier, vol. 13(5), pages 669-685.
  3. John Cotter, 2004. "Minimum capital requirement calculations for UK futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(2), pages 193-220, February.
  4. Don Bredin & Caroline Gavin & Gerard O'Reilly, 2004. "International monetary policy shocks and Irish market rates," Applied Economics Letters, Taylor & Francis Journals, vol. 11(7), pages 409-414.
  5. Don Bredin & Gerard O'Reilly, 2004. "An analysis of the transmission mechanism of monetary policy in Ireland," Applied Economics, Taylor & Francis Journals, vol. 36(1), pages 49-58.
  6. Don Bredin & Stuart Hyde, 2004. "FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(9‐10), pages 1389-1417, November.
  7. Ronan G. Powell, 2004. "Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach," Multinational Finance Journal, Multinational Finance Journal, vol. 8(1-2), pages 35-72, March-Jun.
  8. Niamh Brennan & Michael McDermott, 2004. "Alternative Perspectives on Independence of Directors," Corporate Governance: An International Review, Wiley Blackwell, vol. 12(3), pages 325-336, July.

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, vol. 34(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, vol. 17(2), pages 193-208.

2002

  1. McLoughlin, Damien & Horan, Conor, 2002. "Markets-as-networks: notes on a unique understanding," Journal of Business Research, Elsevier, vol. 55(7), pages 535-543, July.
  2. 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, vol. 33(2), pages 223-246.
  3. Don Bredin & Keith Cuthbertson, 2002. "Liquidity effects and precautionary saving in the Czech Republic," Applied Financial Economics, Taylor & Francis Journals, vol. 12(6), pages 405-413.

2001

  1. Cotter, John, 2001. "Margin exceedences for European stock index futures using extreme value theory," Journal of Banking & Finance, Elsevier, vol. 25(8), pages 1475-1502, August.
  2. Cuthbertson, Keith & Bredin, Don, 2001. "Risk Premia and Long Rates in Ireland," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(6), pages 391-403, September.
  3. Keith Cuthbertson & Don Bredin, 2001. "Money demand in the czech republic since transition," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 4(4), pages 271-290.
  4. Ronan G. Powell, 2001. "Takeover Prediction and Portfolio Performance: A Note," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 28(7‐8), pages 993-1011, September.

2000

  1. John Cotter & Donal G. McKillop, 2000. "The Distributional Characteristics of a Selection of Contracts Traded on the London International Financial Futures Exchange," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 27(3‐4), pages 487-510, April.
  2. 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, vol. 31(3), pages 267-281.
  3. S. Manson & R. Powell & A. W. Stark & H. M. Thomas, 2000. "Identifying the Sources of Gains From Takeovers," Accounting Forum, Taylor & Francis Journals, vol. 24(4), pages 319-343, December.
  4. Niamh Brennan, 2000. "An empirical examination of forecast disclosure by bidding companies," Accounting and Business Research, Taylor & Francis Journals, vol. 30(3), pages 175-194.

1999

  1. Niamh Brennan, 1999. "Voluntary Disclosure of Profit Forecasts by Target Companies in Takeover Bids," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 26(7‐8), pages 883-917, September.

1998

  1. Stilianos Fountas & Donal Bredin, 1998. "Exchange rate volatility and exports: the case of Ireland," Applied Economics Letters, Taylor & Francis Journals, vol. 5(5), pages 301-304.
  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, vol. 2(1), pages 62-83, March.
  3. Leo Mac Canna & Niamh Brennan & Eleanor O'Higgins, 1998. "National Networks of Corporate Power: An Irish Perspective," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 2(4), pages 357-379, December.
  4. Niamh Brennan & Patrick Nolan, 1998. "Employment and remuneration of Irish chartered accountants: evidence of," European Accounting Review, Taylor & Francis Journals, vol. 7(2), pages 237-255.

1997

  1. Ronan G. Powell, 1997. "Modelling Takeover Likelihood," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(7‐8), pages 1009-1030, September.

1996

  1. Niamh Brennan, 1996. "Disclosure of profit forecasts during takeover bids," European Accounting Review, Taylor & Francis Journals, vol. 5(1), pages 151-155.

Chapters

2019

  1. 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, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 15, pages 361-400, World Scientific Publishing Co. Pte. Ltd..
  2. Juan C. Arismendi Zambrano, 2019. "Higher-Order Tail Moments in Asset-Pricing Theory," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 27, pages 689-741, World Scientific Publishing Co. Pte. Ltd..

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