Finbarr Murphy

University of Limerick - Kemmy Business School

Limerick

Ireland

SCHOLARLY PAPERS

6

DOWNLOADS

481

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Forecasting Implied Volatility in Foreign Exchange Markets: A Functional Times Series Approach

The European Journal of Finance, Forthcoming
Number of pages: 31 Posted: 02 Apr 2015 Last Revised: 21 Dec 2016
Fearghal Kearney, Mark Cummins and Finbarr Murphy
Queen's University Belfast - Queen's Management School, Dublin City University Business School and University of Limerick - Kemmy Business School
Downloads 221 (179,822)

Abstract:

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2.

Outperformance in Exchange Traded Fund Pricing Deviations: Generalised Control of Data Snooping Bias

Journal of Financial Markets, Forthcoming
Number of pages: 27 Posted: 21 Dec 2012 Last Revised: 18 Apr 2015
Fearghal Kearney, Finbarr Murphy and Mark Cummins
Queen's University Belfast - Queen's Management School, University of Limerick - Kemmy Business School and Dublin City University Business School
Downloads 160 (239,487)

Abstract:

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Exchange Traded Funds, ETF Performance, Multiple Hypothesis Testing, Data Snooping Bias

3.

Extracting Forward Rate Term Structure Information in Foreign Exchange

Number of pages: 17 Posted: 03 Apr 2015 Last Revised: 21 Dec 2016
Fearghal Kearney, Mark Cummins and Finbarr Murphy
Queen's University Belfast - Queen's Management School, Dublin City University Business School and University of Limerick - Kemmy Business School
Downloads 77 (398,736)

Abstract:

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4.

CDOs – the Zenith of Monetarisation: Some Ideas from Simmel's Philosophy of Money

Philosophy of Management, Volume 11, No. 1, 2012
Number of pages: 11 Posted: 10 Jan 2017
Martin Mullins and Finbarr Murphy
University of Limerick - Kemmy Business School and University of Limerick - Kemmy Business School
Downloads 15 (696,683)

Abstract:

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Simmel, Philosophy of Money, Finance

5.

How Does Insurer's Mobile Internet Sales Strategy Perform?

Number of pages: 32 Posted: 20 Dec 2021
An Chen, Yusha Chen, Finbarr Murphy, Wei Xu and Xian Xu
University of Ulm - Institute of Insurance Science, University of Ulm - Department of Mathematics and Economics, University of Limerick - Kemmy Business School, University of Limerick - Kemmy Business School and Fudan University - School of Economics
Downloads 8 (752,498)

Abstract:

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Mobile Internet, Mobile Application, Insurance Marketing

6.

An Analysis of Implied Volatility Jump Dynamics: Novel Functional Data Representation in Crude Oil Markets

North American Journal of Economics and Finance, Forthcoming
Posted: 19 Apr 2015
Fearghal Kearney, Finbarr Murphy and Mark Cummins
Queen's University Belfast - Queen's Management School, University of Limerick - Kemmy Business School and Dublin City University Business School

Abstract:

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Commodity options, Implied volatility, Jump diffusion models, Functional data analysis.