John Beirne

Asian Development Bank

6 ADB Avenue, Mandaluyong City 1550

Metro Manila

Philippines

SCHOLARLY PAPERS

31

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7,152

TOTAL CITATIONS
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SSRN RANKINGS

Top 3,776

in Total Papers Citations

238

Scholarly Papers (31)

1.

Financial Market and Capital Flow Dynamics During the COVID-19 Pandemic

ADBI Working Paper 1158
Number of pages: 40 Posted: 21 Jul 2020
Asian Development Bank, Asian Development Bank Institute, Asian Development Bank Institute and University of London - School of Oriental and African Studies (SOAS) - Economics
Downloads 1,148 (39,111)
Citation 34

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COVID-19, financial markets, capital flows

2.

The Impact of the Eurosystem's Covered Bond Purchase Programme on the Primary and Secondary Markets

ECB Occasional Paper No. 122
Number of pages: 36 Posted: 19 Jan 2011
Asian Development Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,076 (43,003)
Citation 30

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covered bonds, liquidity, primary market, secondary market

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

ECB Working Paper No. 1113
Number of pages: 49 Posted: 15 Nov 2009
Asian Development Bank, Brunel University London - Department of Economics and Finance, International Monetary Fund (IMF) and Brunel University London - Economics and Finance
Downloads 366 (167,619)

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Volatility spillovers, Contagion, Stock markets, Emerging markets

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

IMF Working Paper No. 08/286
Number of pages: 42 Posted: 18 Dec 2008
Asian Development Bank, Brunel University London - Department of Economics and Finance, International Monetary Fund (IMF) and Brunel University London - Economics and Finance
Downloads 294 (212,369)

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Working Paper

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

CESifo Working Paper Series No. 2545, DIW Berlin Discussion Paper No. 873
Number of pages: 26 Posted: 11 Feb 2009
Asian Development Bank, Brunel University London - Department of Economics and Finance, International Monetary Fund (IMF) and Brunel University London - Economics and Finance
Downloads 271 (231,969)
Citation 51

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volatility spillovers, contagion, stock markets, emerging markets

Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach

CESifo Working Paper Series No. 3115
Number of pages: 22 Posted: 12 Jul 2010
Asian Development Bank, Brunel University London - Department of Economics and Finance and Brunel University London - Economics and Finance
Downloads 296 (210,885)

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overnight interest rate spread, liquidity risk, credit risk, stochastic volatility

Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach

DIW Berlin Discussion Paper No. 1029
Number of pages: 22 Posted: 17 Jul 2010
Asian Development Bank, Brunel University London - Department of Economics and Finance and Brunel University London - Economics and Finance
Downloads 178 (346,868)
Citation 19

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Overnight Interest Rate Spread, Liquidity Risk, Credit Risk, Stochastic Volatility

Global and Regional Spillovers in Emerging Stock Markets: A Multivariate Garch-in-Mean Analysis

CESifo Working Paper Series No. 2794
Number of pages: 20 Posted: 05 Oct 2009
Asian Development Bank, Brunel University London - Department of Economics and Finance, International Monetary Fund (IMF) and Brunel University London - Economics and Finance
Downloads 269 (232,901)
Citation 6

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volatility spillovers, contagion, stock markets, emerging markets

Global and Regional Spillovers in Emerging Stock Markets: A Multivariate Garch-in-Mean Analysis

DIW Berlin Discussion Paper No. 942
Number of pages: 18 Posted: 06 Nov 2009
Asian Development Bank, Brunel University London - Department of Economics and Finance, International Monetary Fund (IMF) and Brunel University London - Economics and Finance
Downloads 147 (409,471)

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Volatility spillovers, contagion, stock markets, emerging markets

6.

The Effects of Natural Disasters on Price Stability in the Euro Area

DIW Berlin Discussion Paper No. 1981, 2021
Number of pages: 32 Posted: 06 Dec 2021
Asian Development Bank, SOAS University of London, Martin Luther University of Halle-Wittenberg, Asian Development Bank Institute, University of London - School of Oriental and African Studies (SOAS) - Economics and German Institute for Economic Research (DIW Berlin)
Downloads 325 (192,984)
Citation 2

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Natural disasters, climate, inflation, monetary policy, European Central Bank

7.

Feeling the Heat: Climate Risks and the Cost of Sovereign Borrowing

ADBI Working Paper 1160
Number of pages: 23 Posted: 22 Jul 2020
John Beirne, Nuobu Renzhi and Ulrich Volz
Asian Development Bank, Asian Development Bank Institute and University of London - School of Oriental and African Studies (SOAS) - Economics
Downloads 295 (214,664)
Citation 30

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climate risk, cost of sovereign borrowing

Impact of Climate Risk on Fiscal Space: Do Political Stability and Financial Development Matter?

Number of pages: 46 Posted: 03 Oct 2024 Last Revised: 01 Jan 2025
Asian Development Bank, Asian Development Bank - Economic Research, Université Paris VIII Vincennes-Saint-Denis and Linkoping University - Department of Management and Engineering Division
Downloads 251 (250,861)

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Climate risk, Sovereign ratings, Institutional quality, Fiscal space, Bond yields

Impact of Climate Risk on Fiscal Space: Do Political Stability and Financial Development Matter?

ADB Economics Working Paper Series No. 748
Number of pages: 45 Posted: 04 Nov 2024
Asian Development Bank, Asian Development Bank - Economic Research, Université Paris VIII Vincennes-Saint-Denis and Linkoping University - Department of Management and Engineering Division
Downloads 33 (965,871)

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climate risk, institutional quality, fiscal space, bond yields, sovereign ratings

9.

Volatility Spillovers of Federal Reserve and ECB Balance Sheet Expansions to Emerging Market Economies

ECB Working Paper No. 2044
Number of pages: 25 Posted: 18 Apr 2017
Apostolos Apostolou and John Beirne
International Monetary Fund (IMF) and Asian Development Bank
Downloads 254 (249,432)

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unconventional monetary policy, central bank balance sheets, volatility spillovers, financial markets

10.

Dealing with Large and Volatile Capital Flows and the Role of the IMF

ECB Occasional Paper No. 180
Number of pages: 60 Posted: 03 Feb 2017
Banco de España, Banco de España, Banco de España, Asian Development Bank, European Central Bank (ECB), Bank of Finland - Institute for Economies in Transition (BOFIT), Banque de France, Banco de España, Bank for International Settlements, Central Bank of Cyprus, Central Bank of Ireland, Central Bank of Ireland, Deutsche Bundesbank, Oesterreichische Nationalbank (OeNB), De Nederlandsche Bank, Bank of England, Banco de España, Bank of Italy, National Bank of Belgium, Banco de España and European Central Bank (ECB)
Downloads 187 (332,266)

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capital flows, capital flow management, international cooperation, IMF

11.

Exchange Rate Pass-through in Central and Eastern European Member States

ECB Working Paper No. 1120
Number of pages: 39 Posted: 11 Dec 2009
John Beirne and Martin Bijsterbosch
Asian Development Bank and European Central Bank (ECB)
Downloads 169 (365,455)
Citation 4

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exchange rate pass-through, inflation, central and eastern Europe

Educational Inputs and Outcomes Before the Transition from Communism

IZA Discussion Paper No. 2502
Number of pages: 31 Posted: 11 Jan 2007
John Beirne and Nauro F. Campos
Asian Development Bank and University College London
Downloads 157 (387,397)

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human capital, education, transition economies

Educational Inputs and Outcomes Before the Transition from Communism

CEPR Discussion Paper No. 6064
Number of pages: 32 Posted: 29 Jun 2007
John Beirne and Nauro F. Campos
Asian Development Bank and University College London
Downloads 5 (1,299,530)
Citation 1
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Education, human capital, transition economies

13.

Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities

ECB Working Paper No. 1721
Number of pages: 38 Posted: 21 Aug 2014
John Beirne and Christian Friedrich
Asian Development Bank and Government of Canada - Bank of Canada
Downloads 161 (378,988)
Citation 7

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macroprudential policies, international capital flows, banking system

14.

The Side Effects of National Financial Sector Policies: Framing the Debate on Financial Protectionism

ECB Occasional Paper No. 166
Number of pages: 42 Posted: 27 Sep 2015
European Central Bank (ECB), Asian Development Bank, Bank of Italy, De Nederlandsche Bank, Banque de France, International Monetary Fund (IMF), Bank of England, Deutsche Bundesbank and Oesterreichische Nationalbank (OeNB)
Downloads 159 (383,091)
Citation 3

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Financial integration, financial protectionism, macro-prudential policy, capital controls

The Pricing of Sovereign Risk and Contagion During the European Sovereign Debt Crisis

ECB Working Paper No. 1625
Number of pages: 41 Posted: 04 Jan 2014
John Beirne and Marcel Fratzscher
Asian Development Bank and DIW Berlin
Downloads 147 (409,471)

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Sovereign risk, contagion, sovereign debt crisis, bond spreads, CDS spreads, ratings

The Pricing of Sovereign Risk and Contagion During the European Sovereign Debt Crisis

CEPR Discussion Paper No. DP9249
Number of pages: 38 Posted: 01 Feb 2013
John Beirne and Marcel Fratzscher
Asian Development Bank and DIW Berlin
Downloads 10 (1,238,849)
Citation 39
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bond spreads, CDS spreads, contagion, ratings, sovereign debt crisis, sovereign risk

16.

Interdependence and Contagion in Global Asset Markets

ECB Working Paper No. 1480
Number of pages: 34 Posted: 18 Oct 2012
Asian Development Bank and Goethe University Frankfurt - Faculty of Economics and Business AdministrationInternational Monetary Fund (IMF)
Downloads 144 (415,799)

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Asset markets, contagion, Global VAR

17.

Is the Real Exchange Rate Stationary? The Application of Similar Tests for a Unit Root in the Univariate and Panel Cases

Quantitative and Qualitative Analysis in Social Sciences Vol. 1, No. 2, pp. 55-70, 2007
Number of pages: 16 Posted: 08 Feb 2009
John Beirne, John Hunter and Mark Simpson
Asian Development Bank, Brunel University - School of Social Science and affiliation not provided to SSRN
Downloads 133 (442,764)

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Nonstationarity, panel data, PPP, real exchange rate, stationarity

18.

The Performance Impact of Firm Ownership Transformation in China

ECB Working Paper No. 1598
Number of pages: 35 Posted: 08 Nov 2013
John Beirne, Guy S. Liu and Pei Sun
Asian Development Bank, Brunel University London - Economics and Finance and The University of Manchester - Alliance Manchester Business School
Downloads 118 (485,787)
Citation 2

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privatization, firm performance, firm ownership, Chinese enterprise reform, corporate governance

19.

What Matters for Private Investment Financing in Renewable Energy Globally and in Asia?

ADBI Working Paper 1246
Number of pages: 23 Posted: 25 Jun 2021
Asian Development Bank Institute, Asian Development Bank and Asian Development Bank Institute
Downloads 79 (632,329)
Citation 4

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private investment, public investment, renewable energy, green investment, feed-in tariff

20.

A Divine Coincidence? Do Renewables Shield Inflation from Fossil Fuel-Price Fluctuations?

Number of pages: 41 Posted: 03 Jan 2024
Joint Vienna Institute, Asian Development Bank Institute, University of London - School of Oriental and African Studies (SOAS) - Economics and Asian Development Bank
Downloads 71 (669,636)

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Inflation, Renewable Energy, Energy Prices, Oil Price, Monetary Policy

21.

Local Currency Bond Markets, Foreign Investor Participation, and Capital Flow Volatility in Emerging Asia

ADBI Working Paper 1252
Number of pages: 25 Posted: 25 Jun 2021
John Beirne, Nuobu Renzhi and Ulrich Volz
Asian Development Bank, Asian Development Bank Institute and University of London - School of Oriental and African Studies (SOAS) - Economics
Downloads 67 (689,808)
Citation 2

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capital flow volatility, local currency bond markets

22.

Global Shocks and Monetary Policy Transmission in Emerging Markets

Asian Development Bank Economics Working Paper Series No. 726
Number of pages: 31 Posted: 13 May 2024
John Beirne and Nuobu Renzhi
Asian Development Bank and Capital University of Economics and Business
Downloads 66 (695,155)

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global shocks, monetary policy transmission, emerging market economies

23.

Persistent Current Account Imbalances: Are they Good or Bad for Regional and Global Growth?

ADBI Working Paper 1094
Number of pages: 26 Posted: 21 Jul 2020
John Beirne, Nuobu Renzhi and Ulrich Volz
Asian Development Bank, Asian Development Bank Institute and University of London - School of Oriental and African Studies (SOAS) - Economics
Downloads 64 (705,938)
Citation 3

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current account imbalances, macroeconomic imbalances, economic growth

Disaster Risk, Inequality, and Fiscal Sustainability

ADB Economics Working Paper Series No. 750
Number of pages: 34 Posted: 07 Nov 2024
Goethe University Frankfurt, Asian Development Bank - Economic Research, Asian Development Bank and Linkoping University - Department of Management and Engineering Division
Downloads 43 (873,139)

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Disaster Risk, Inequality, and Fiscal Sustainability

Number of pages: 31 Posted: 23 Nov 2024
Goethe University Frankfurt, Asian Development Bank - Economic Research, Asian Development Bank and Linkoping University - Department of Management and Engineering Division
Downloads 12 (1,225,144)

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Climate change, Disaster risk, Physical risk, Heterogeneous agent, Fiscal policy

25.

Financial Cycles in Asset Markets and Regions

ADBI Working Paper 1052
Number of pages: 28 Posted: 21 Feb 2020
John Beirne
Asian Development Bank
Downloads 52 (778,442)
Citation 1

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financial cycle, business cycle, emerging markets

26.

Institutional Quality and Macrofinancial Resilience in Asia

ADBI Working Paper 1336
Number of pages: 47 Posted: 07 Sep 2022
ADBI Submitter, John Beirne and Pradeep Panthi
Asian Development Bank Institute, Asian Development Bank and affiliation not provided to SSRN
Downloads 37 (893,446)

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institutional quality, economic development, international capital flows, Asia

27.

Nonbank Finance and Monetary Policy Transmission in Asia

ADBI Working Paper 1303, 2022
Number of pages: 19 Posted: 02 Sep 2022
John Beirne, Nuobu Renzhi and Ulrich Volz
Asian Development Bank, Asian Development Bank Institute and University of London - School of Oriental and African Studies (SOAS) - Economics
Downloads 32 (939,403)

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nonbank finance, fintech, monetary policy, Asia

28.

The Nexus of Peer-to-Peer Lending and Monetary Policy Transmission: Evidence from the People’s Republic of China

ADB Economics Working Paper Series No. 749
Number of pages: 36 Posted: 05 Nov 2024
Nuobu Renzhi and John Beirne
Capital University of Economics and Business and Asian Development Bank
Downloads 20 (1,082,171)

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peer-to-peer lending, monetary policy transmission, fintech

29.

Debt Shocks and the Dynamics of Output and Inflation in Emerging Economies

ADB Economics Working Paper Series No. 739
Number of pages: 30 Posted: 19 Aug 2024
John Beirne and Nuobu Renzhi
Asian Development Bank and Capital University of Economics and Business
Downloads 10 (1,194,850)

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public debt, GDP, inflation, emerging market economies

30.

Institutional Quality and Macrofinancial Resilience in Asia

Number of pages: 33 Posted: 12 Aug 2024
John Beirne and Pradeep Panthi
Asian Development Bank and Asian Development Bank Institute
Downloads 6 (1,239,284)

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institutional quality, economic development, international capital flows, Asia

31.

Bracing for the Typhoon: Climate Change and Sovereign Risk in Southeast Asia

ADBI Working Paper 1223
Posted: 18 Mar 2021
John Beirne, Nuobu Renzhi and Ulrich Volz
Asian Development Bank, Asian Development Bank Institute and University of London - School of Oriental and African Studies (SOAS) - Economics

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climate change, sovereign risk, climate vulnerability, climate resilience, Southeast Asia