Author Page for John Beirne

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)

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Citation 6

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Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

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Citation 40

4

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

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Abstract:

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

IMF Working Paper No. 08/286

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

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Abstract:

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

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Citation 49

Abstract:

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 1

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3.

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

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Citation 18

3

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

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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Abstract:

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

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Citation 19

Abstract:

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

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Citation 11

2

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

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 174 (188,135)

Citation 1

Abstract:

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

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Abstract:

5.

Interdependence and Contagion in Global Asset Markets

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Citation 4

2

Interdependence and Contagion in Global Asset Markets

ECB Working Paper No. 1480

Number of pages: 34 Posted: 18 Oct 2012

John Beirne and Jana Gieck Bricco

European Central Bank (ECB) and International Monetary Fund (IMF)

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Abstract:

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 and Jana Gieck Bricco

European Central Bank (ECB) and International Monetary Fund (IMF)

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Citation 2

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6.

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)

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Abstract:

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

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Abstract:

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

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Abstract:

9.

Educational Inputs and Outcomes Before the Transition from Communism

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Citation 3

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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

European Central Bank (ECB) and Brunel University London - Economics and Finance

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Abstract:

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 Brunel University London - Economics and Finance

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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

European Central Bank (ECB) and Brunel University London - Economics and Finance

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Citation 1

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10.

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

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Citation 99

2

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

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Abstract:

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

European Central Bank (ECB) and DIW Berlin

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Citation 12

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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

European Central Bank (ECB) and European Central Bank (ECB)

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Citation 4

Abstract:

12.

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

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Abstract:

13.

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)

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Citation 3

Abstract:

14.

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, 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)

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John Beirne

European Central Bank (ECB)

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Scholarly Papers (14)

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Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

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

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Interdependence and Contagion in Global Asset Markets

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Educational Inputs and Outcomes Before the Transition from Communism

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Educational Inputs and Outcomes Before the Transition from Communism

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

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