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~isPartOf:"Economics and finance working paper series"
~language:"eng"
~person:"Beirne, John"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
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Beirne, John
Caporale, Guglielmo Maria
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Gil-Alaña, Luis A.
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Liquidity risk, credit risk and the overnight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979875
Saved in:
2
Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John
;
Caporale, Guglielmo Maria
; …
-
2009
Persistent link: https://www.econbiz.de/10003799859
Saved in:
3
Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John
;
Caporale, Guglielmo Maria
; …
-
2009
Persistent link: https://www.econbiz.de/10003880585
Saved in:
4
Interest and exchange rate risk and stock returns : a multivariate Garch-M modelling approach
Beirne, John
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641941
Saved in:
5
Is the real exchange rate stationary? : a similar sized test approach for the univariate and panel cases
Beirne, John
(
contributor
);
Hunter, John
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003417011
Saved in:
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