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Open Access research that better understands matter at a molecular level...

Strathprints makes available Open Access scholarly outputs by researchers based within the Department of Chemical & Process Engineering. Key areas of research specialism include the manufacture and application of porous materials and metal-organic frameworks; the properties and processing of polymeric materials; the nucleation, growth and separation of crystals; the applications of electrochemistry to coatings, metal ion recovery, and water clean-up.

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Group by: Publication Date | Item type | No Grouping
Jump to: 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2012 | 2008 | 2007 | 2006
Number of items: 15.

2022

Byrne, Joseph P. and Sakemoto, Ryuta (2022) Commodity correlation risk. Preprint / Working Paper. Social Science Research Network (SSRN), New York.

Byrne, Joseph P. and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2022) The time-varying risk price of currency portfolios. Journal of International Money and Finance, 124. 102636. ISSN 0261-5606

2021

Byrne, Joseph P. and Sakemoto, Ryuta (2021) The conditional volatility premium on currency portfolios. Journal of International Financial Markets, Institutions and Money, 74. 101415. ISSN 1042-4431

2020

Byrne, Joseph P. and Sakemoto, Ryuta and Xu, Bing (2020) Commodity price co-movement : heterogeneity and the time-varying impact of fundamentals. European Review of Agricultural Economics, 47 (2). pp. 499-528. ISSN 1464-3618

2019

Byrne, Joseph P. and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2019) Carry trades and commodity risk factors. Journal of International Money and Finance, 96. pp. 121-129. ISSN 0261-5606

Byrne, Joseph P. and Cao, Shuo and Korobilis, Dimitris (2019) Decomposing global yield curve co-movement. Journal of Banking and Finance, 106. pp. 500-513. ISSN 0378-4266

Byrne, Joseph P. and Lorusso, Marco and Xu, Bing (2019) Oil prices, fundamentals and expectations. Energy Economics, 79. pp. 59-75. ISSN 0140-9883

2018

Byrne, Joseph P. and Korobilis, Dimitris and Ribeiro, Pinho J. (2018) On the sources of uncertainty in exchange rate predictability. International Economic Review, 59 (1). pp. 329-357. ISSN 0020-6598

Byrne, Joseph P. and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2018) Common information in carry trade risk factors. Journal of International Financial Markets, Institutions and Money, 52. pp. 37-47. ISSN 1042-4431

2017

Byrne, Joseph P. and Cao, Shuo and Korobilis, Dimitris (2017) Forecasting the term structure of government bond yields in unstable environments. Journal of Empirical Finance, 44. pp. 209-225. ISSN 0927-5398

2012

Byrne, Joseph P. and Nagayasu, Jun (2012) Common factors of the exchange risk premium in emerging european markets. Bulletin of Economic Research, 64 (S1). s71-s85. ISSN 0307-3378

Byrne, Joseph P. and Fazio, Giorgio and Fiess, Norbert (2012) Interest rate co-movements, global factors and the long end of the term spread. Journal of Banking and Finance, 36 (1). pp. 183-192. ISSN 0378-4266

2008

Byrne, Joseph P. and MacDonald, Ronald and Darby, Julia (2008) US trade and exchange rate volatility: a real sectoral bilateral analysis. Journal of Macroeconomics, 30 (1). pp. 238-259. ISSN 0164-0704

2007

Byrne, J.P. and Perman, R.; Rao, B. Bhaskara, ed. (2007) Unit roots and structural breaks: a survey of the literature. In: Cointegration for the Applied Economist. Palgrave Macmillan Ltd., Basingstoke. ISBN 9781403996145

2006

Byrne, Joseph P. and Perman, Roger (2006) Unit roots and structural breaks : a survey of the literature. Preprint / Working Paper. Glasgow University, United Kingdom.

This list was generated on Wed Feb 1 06:48:39 2023 GMT.