Don P. Walshe

University College Cork

5 Bloomfield Terrace Western Road

Cork

Ireland

SCHOLARLY PAPERS

3

DOWNLOADS

947

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

European Equity Pairs Trading: The Effect of Data Frequency on Risk and Return

Number of pages: 14 Posted: 22 Sep 2012
Michael E. Lucey and Don P. Walshe
Durham Business School and University College Cork
Downloads 798 (47,499)

Abstract:

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Pairs trading

2.

Estimating Transition Probabilities from Aggregate Mortgage Arrears Data in Ireland

Number of pages: 42 Posted: 04 Aug 2016
Don P. Walshe
University College Cork
Downloads 95 (409,408)

Abstract:

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Mortgage Arrears, Markov Model, Transition Probabilities

3.

Financial and Sentiment Shocks in a Large Bayesian VAR: Evidence from the US, 1970-2015

Number of pages: 50 Posted: 11 Aug 2016
Don P. Walshe
University College Cork
Downloads 54 (556,774)

Abstract:

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Financial Shocks, Sentiment shocks, Bayesian VAR