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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

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

Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis

Beirne, John; Caporale, Guglielmo Maria; … - 2009

This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets. Tri-variate VAR GARCH(1,1)-in-mean models are estimated for 41 emerging market economies (EMEs) in Asia, Europe, Latin America, and the Middle East. The models capture a range of...

Persistent link: https://www.econbiz.de/10003887350

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/10003891055

Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis

Beirne, John; Caporale, Guglielmo Maria; … - In: Emerging markets review 11 (2010) 3, pp. 250-260

Persistent link: https://www.econbiz.de/10009301650

Interdependence and contagion in global asset markets

Beirne, John; Gieck, Jana - 2012

Persistent link: https://www.econbiz.de/10009765960

Interdependence and contagion in global asset markets

Beirne, John; Gieck, Jana - In: Review of international economics 22 (2014) 4, pp. 639-659

Persistent link: https://www.econbiz.de/10011297155

Climate change and sovereign risk

Volz, Ulrich; Beirne, John; Ambrosio Preudhomme, Natalie; … - University of London / School of Oriental and African … - 2020

Persistent link: https://www.econbiz.de/10012513522

Persistent current account imbalances : are they good or bad for regional and global growth?

Beirne, John; Renzhi, Nuobu; Volz, Ulrich - In: Journal of international money and finance 115 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013207165

Feeling the heat : climate risks and the cost of sovereign borrowing

Beirne, John; Renzhi, Nuobu; Volz, Ulrich - In: International review of economics & finance : IREF 76 (2021), pp. 920-936

Persistent link: https://www.econbiz.de/10013176770