James Waterworth

Queen's University Belfast, Students

25 University Square

Belfast

Ireland

SCHOLARLY PAPERS

2

DOWNLOADS

95

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Was a Deterioration in ‘Connectedness’ a Leading Indicator of the European Sovereign Debt Crisis?

Number of pages: 27 Posted: 11 May 2016 Last Revised: 20 Oct 2019
Ulster University at Jordanstown, Hull University Business School, Monash University - Department of Econometrics & Business Statistics, Queen's University Belfast and Queen's University Belfast, Students
Downloads 70 (344,618)
Citation 2

Abstract:

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Financial Crisis, Networks, Sovereign Bonds, Connectedness

2.

How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?

Number of pages: 24 Posted: 30 Oct 2019
Tianjin University, Hull University Business School, Ulster University at Jordanstown, Queen's University Belfast - School of Management and Queen's University Belfast, Students
Downloads 25 (516,155)

Abstract:

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Order-flow, Price impact, Trading intensity, Sovereign Bonds