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Article

Byrne, Joseph P. and Cao, Shuo (2024) Decomposing uncertainty in macro-finance term structure models. The Review of Asset Pricing Studies, 14 (3). pp. 428-449. raae004. ISSN 2045-9939

Byrne, Joseph P. and Vitenu-Sackey, Prince Asare (2024) The macroeconomic impact of global and country-specific climate risk. Environmental and Resource Economics, 87 (3). pp. 655-682. ISSN 0924-6460

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

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

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

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

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

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

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

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

Book Section

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

Monograph

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

Byrne, Joseph P. and Sakemoto, Ryuta (2022) Commodity Correlation Risk. Preprint / Working Paper. University of Strathclyde, Glasgow.

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