John Beirne

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

15

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195

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300

Scholarly Papers (15)

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1.

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
John Beirne, Lars Dalitz, Jacob Ejsing, Magdalena Grothe, Simone Manganelli, Fernando Monar, Benjamin Sahel, Matjaz Susec, Jens Tapking and Tana Vong
European Central Bank (ECB), 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 857 (35,887)
Citation 7

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covered bonds, liquidity, primary market, secondary market

2.

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

Downloads 726 ( 45,017)
Citation 40

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

ECB Working Paper No. 1113
Number of pages: 49 Posted: 15 Nov 2009
John Beirne, Guglielmo Maria Caporale, Marianne Schulze-Ghattas and Nicola Spagnolo
European Central Bank (ECB), Brunel University London - Department of Economics and Finance, International Monetary Fund (IMF) and Brunel University London - Economics and Finance
Downloads 331 (116,335)

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Volatility spillovers, Contagion, Stock markets, Emerging markets

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

Number of pages: 42 Posted: 18 Dec 2008
John Beirne, Guglielmo Maria Caporale, Marianne Schulze-Ghattas and Nicola Spagnolo
European Central Bank (ECB), Brunel University London - Department of Economics and Finance, International Monetary Fund (IMF) and Brunel University London - Economics and Finance
Downloads 223 (174,576)

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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
John Beirne, Guglielmo Maria Caporale, Marianne Schulze‐Ghattas and Nicola Spagnolo
European Central Bank (ECB), Brunel University London - Department of Economics and Finance, International Monetary Fund (IMF) and Brunel University London - Economics and Finance
Downloads 172 (221,360)
Citation 51

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volatility spillovers, contagion, stock markets, emerging markets

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

Review of International Economics, Vol. 21, Issue 5, pp. 1060-1075, 2013
Number of pages: 16 Posted: 23 Oct 2013
John Beirne, Guglielmo Maria Caporale, Marianne Schulze‐Ghattas and Nicola Spagnolo
European Central Bank (ECB), Brunel University London - Department of Economics and Finance, International Monetary Fund (IMF) and Brunel University London - Economics and Finance
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Citation 2
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3.

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

Downloads 341 (113,242)
Citation 18

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

Number of pages: 22 Posted: 12 Jul 2010
John Beirne, Guglielmo Maria Caporale and Nicola Spagnolo
European Central Bank (ECB), Brunel University London - Department of Economics and Finance and Brunel University London - Economics and Finance
Downloads 191 (201,739)

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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
John Beirne, Guglielmo Maria Caporale and Nicola Spagnolo
European Central Bank (ECB), Brunel University London - Department of Economics and Finance and Brunel University London - Economics and Finance
Downloads 150 (248,652)
Citation 19

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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

The Manchester School, Vol. 81, Issue 6, pp. 925-940, 2013
Number of pages: 16 Posted: 12 Oct 2013
John Beirne, Guglielmo Maria Caporale and Nicola Spagnolo
European Central Bank (ECB), Brunel University London - Department of Economics and Finance and Brunel University London - Economics and Finance
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4.

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

Downloads 244 (160,465)
Citation 2

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

Number of pages: 20 Posted: 05 Oct 2009
John Beirne, Guglielmo Maria Caporale, Marianne Schulze-Ghattas and Nicola Spagnolo
European Central Bank (ECB), Brunel University London - Department of Economics and Finance, International Monetary Fund (IMF) and Brunel University London - Economics and Finance
Downloads 177 (215,827)
Citation 2

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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
John Beirne, Guglielmo Maria Caporale, Marianne Schulze-Ghattas and Nicola Spagnolo
European Central Bank (ECB), Brunel University London - Department of Economics and Finance, International Monetary Fund (IMF) and Brunel University London - Economics and Finance
Downloads 67 (427,970)

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Volatility spillovers, contagion, stock markets, emerging markets

5.

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 European Central Bank (ECB)
Downloads 121 (292,593)

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

6.

Interdependence and Contagion in Global Asset Markets

Downloads 111 (311,019)
Citation 5

Interdependence and Contagion in Global Asset Markets

ECB Working Paper No. 1480
Number of pages: 34 Posted: 18 Oct 2012
John Beirne, Jana Gieck Bricco and Jana Gieck Bricco
European Central Bank (ECB) and Goethe University Frankfurt - Faculty of Economics and Business AdministrationInternational Monetary Fund (IMF)
Downloads 111 (312,736)

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Asset markets, contagion, Global VAR

Interdependence and Contagion in Global Asset Markets

Review of International Economics, Vol. 22, Issue 4, pp. 639-659, 2014
Number of pages: 21 Posted: 06 Aug 2014
John Beirne, Jana Gieck Bricco and Jana Gieck Bricco
European Central Bank (ECB) and Goethe University Frankfurt - Faculty of Economics and Business AdministrationInternational Monetary Fund (IMF)
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Citation 3
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7.

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
European Central Bank (ECB) and Government of Canada - Bank of Canada
Downloads 102 (329,407)

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macroprudential policies, international capital flows, banking system

8.

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
European Central Bank (ECB), Brunel University - School of Social Science and affiliation not provided to SSRN
Downloads 95 (344,821)

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

9.

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

Downloads 92 (351,914)
Citation 103

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
European Central Bank (ECB) and DIW Berlin
Downloads 83 (378,445)

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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

Number of pages: 38 Posted: 01 Feb 2013
John Beirne and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Downloads 9 (762,510)
Citation 18
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bond spreads, CDS spreads, contagion, ratings, sovereign debt crisis, sovereign risk

10.

Educational Inputs and Outcomes Before the Transition from Communism

Downloads 91 (354,305)
Citation 3

Educational Inputs and Outcomes Before the Transition from Communism

Number of pages: 31 Posted: 11 Jan 2007
John Beirne and Nauro F. Campos
European Central Bank (ECB) and University College London
Downloads 67 (427,970)

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human capital, education, transition economies

Educational Inputs and Outcomes Before the Transition from Communism

Economics of Transition, Vol. 15, No. 1, pp. 57-76, January 2007
Number of pages: 20 Posted: 27 Feb 2007
John Beirne and Nauro F. Campos
European Central Bank (ECB) and University College London
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Educational Inputs and Outcomes Before the Transition from Communism

Number of pages: 32 Posted: 29 Jun 2007
John Beirne and Nauro F. Campos
European Central Bank (ECB) and University College London
Downloads 4 (805,170)
Citation 1
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Education, human capital, transition economies

11.

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
European Central Bank (ECB), Brunel University London - Economics and Finance and University of Manchester - Alliance Manchester Business School
Downloads 78 (388,806)

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

12.

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
Pilar L´Hotellerie-Fallois, Pablo Moreno, Irina Balteanu, John Beirne, Menno Broos, Axel Brüggemann, Matthieu Bussière, Ángel Estrada, Jon Frost, Michalis Ghalanos, Valerie Herzberg, Bernard Kennedy, Alexander Landbeck, Christina Lerner, Paul Metzemakers, Dennis Reinhardt, Paula Sánchez, Alessandro Schiavone, Thomas Tilley, Francesca Viani and Benjamin Vonessen
Banco de España, Banco de España, Banco de España, European Central Bank (ECB), 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 70 (412,793)

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capital flows, capital flow management, international cooperation, IMF

13.

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
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 70 (412,793)
Citation 4

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

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
Roland Beck, John Beirne, Francesco Paternò, Jolanda Peeters, Julio Ramos-Tallada, Cyril Rebillard, Dennis Reinhardt, Lisa Weißenseel and Julia Wörz
European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, De Nederlandsche Bank, Banque de France, International Monetary Fund (IMF), Bank of England, Deutsche Bundesbank and Oesterreichische Nationalbank (OeNB)
Downloads 66 (426,001)
Citation 3

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

15.

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

DIW Berlin Discussion Paper No. 1981
Number of pages: 32
John Beirne, Yannis Dafermos, Alexander Kriwoluzky, Nuobu Renzhi, Ulrich Volz and Jana Wittich
European Central Bank (ECB), 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 affiliation not provided to SSRN
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Natural disasters, climate, inflation, monetary policy, European Central Bank