Joseph McCarthy

Bryant University

1150 Douglas Pike

Smithfield, RI 02917-1284

United States

SCHOLARLY PAPERS

9

DOWNLOADS

89

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (9)

1.

Tactical Asset Allocation for U.S. Pension Investors: How Tactical Should the Plan Be?

Number of pages: 24 Posted: 27 Jul 2015
Bryant University - Department of Finance, Bryant University, BGSU, Bryant University - Department of Finance and Fidelity Investments
Downloads 88 (288,127)

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2.

The Core, Periphery, and Beyond: Stock Market Comovements Among EU and Non‐EU Countries

Financial Review, Vol. 54, Issue 1, pp. 5-56, 2019
Number of pages: 52 Posted: 08 Jan 2019
Michael A. Goldstein, Joseph McCarthy and Alexei G. Orlov
Babson College - Finance Division, Bryant University and Securities and Exchange Commission
Downloads 1 (653,079)
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financial interdependence, comovements, European stock markets, PIIGS, Brexit, copulas, global financial crisis

3.

An Analysis of Energy Futures

Journal of Energy Markets, Forthcoming
Number of pages: 15 Posted: 13 Aug 2016
Coleen C. Pantalone, Joseph McCarthy and Hsi-Cheng Li
Northeastern University - Finance and Insurance Area, Bryant University and Bryant University
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energy futures, wavelet transform, wavelet coherence, stable distribution, volatility

4.

Flight to Quality for Large Financial Institutions

Banking and Finance Review, 6.1, 75-90, 2014
Posted: 17 Jan 2016
A. Can Inci, Hsi-Cheng Li and Joseph McCarthy
Bryant University, Bryant University and Bryant University

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Flight to quality, Local correlation, Financial Institutions

5.

Time-Frequency Analysis of Crude Oil and S&P500 Futures Contracts

Quantitative Finance, Vol.12, No. 12, 2012
Posted: 12 Apr 2014
Joseph McCarthy and Alexei G. Orlov
Bryant University and Securities and Exchange Commission

Abstract:

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Wavelets in finance, Comovements, Financial futures, Commodity prices, Cross-spectrum in finance

6.

The Core, Periphery, and Beyond: Stock Market Comovements among EU and non-EU Countries

Posted: 09 Apr 2014 Last Revised: 17 Sep 2018
Michael A. Goldstein, Joseph McCarthy and Alexei G. Orlov
Babson College - Finance Division, Bryant University and Securities and Exchange Commission
Downloads 0 (670,823)

Abstract:

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Financial interdependence, comovements, European stock markets, PIIGS, Brexit, copulas, global financial crisis

7.

Financial Contagion: A Local Correlation Analysis

Research in International Business and Finance, Vol. 25, No. 1 pp. 11-25, 2011
Posted: 04 Mar 2011
A. Can Inci, Hsi-Cheng Li and Joseph McCarthy
Bryant University, Bryant University and Bryant University

Abstract:

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Financial Contagion, Local Correlation, Index Futures

8.

Measuring Flight to Quality: A Local Correlation Analysis

Review of Accounting and Finance, Vol. 10, No. 1, pp. 69-87, 2011
Posted: 04 Mar 2011
A. Can Inci, Hsi-Cheng Li and Joseph McCarthy
Bryant University, Bryant University and Bryant University

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Equity Capital, Risk Management, Bonds, United States of America, United Kingdom, Germany

9.

High-Yield Bond Mutual Funds: Performance, January Effects, and Other Surprises

Journal of Fixed Income, Fall 1997
Posted: 04 May 1998
Arthur C. Gudikunst and Joseph McCarthy
Luter School of Business and Bryant University

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