T. J. Flavin

15 published titles

A risk management approach to optimal asset allocation

1 edition

Optimal international asset allocation and home bias

1 edition

Fiscal policy and the term premium in real interest rate differentials

1 edition

Explaining European short-term interest rate differentials : an application of Tobin's portfolio theory

1 edition

Global asset allocation with time-varying risk

1 edition

Explaining stock market correlation : a gravity model approach

1 edition

Macroeconomics influences on optimal asset allocation

1 edition

Macroeconomic influences on optimal asset allocation

1 edition

On the stability of domestic financial market linkages in the presence of time-varying volatility

1 edition

The U.S. and Irish credit crises : their distinctive differences and common features

(Contributor)

1 edition

Systematic and liquidity risk in subprime-mortgage backed securities

(Contributor)

1 edition

The effects of ownership structure on corporate financing decisions : evidence from stock market liberalization

1 edition

Irish mortgage default optionality

(Contributor)

1 edition

Unpublished appendix : ancillary results and robustness checks on a probit model of Irish mortgage defaults

(Contributor)

1 edition

Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission

1 edition