Finbarr Murphy

University of Limerick - Kemmy Business School

Limerick

Ireland

  • University of Limerick - Kemmy Business School

SCHOLARLY PAPERS

7

DOWNLOADS

659

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

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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, University of Strathclyde and University of Limerick - Kemmy Business School
Downloads 247 (205,939)

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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 University of Strathclyde
Downloads 173 (285,951)

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

3.

How Does the Insurer's Mobile Application Sales Strategy Perform?

Number of pages: 37 Posted: 20 Dec 2021 Last Revised: 16 Apr 2023
An Chen, Yusha Chen, Finbarr Murphy, Wei Xu and Xian Xu
Ulm University - Institute of Insurance Science, Ulm University - Department of Mathematics and Economics, University of Limerick - Kemmy Business School, University of Limerick - Kemmy Business School and Fudan University - School of Economics
Downloads 105 (421,357)
Citation 1

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Mobile Application, Insurance Distribution, Sales Performance, Heterogeneity Analysis

4.

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, University of Strathclyde and University of Limerick - Kemmy Business School
Downloads 92 (460,517)

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5.

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 33 (744,353)

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Simmel, Philosophy of Money, Finance

6.

Challenging the Notion of Trust Around Chatgpt in the High-Stakes Use Case of Insurance

Number of pages: 7 Posted: 12 Sep 2023
Juliane Ressel, Michaele Völler, Finbarr Murphy and Martin Mullins
affiliation not provided to SSRN, affiliation not provided to SSRN, University of Limerick - Kemmy Business School and University of Limerick - Kemmy Business School
Downloads 9 (964,538)

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AI governance, ChatGPT, insurance, Large language models, Trust

7.

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 University of Strathclyde

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