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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. Discussion 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.