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Research Output 2016 2019

2019

The Intraday Dynamics of Bitcoin

Eross, A., McGroarty, F., Urquhart, A. & Wolfe, S., 24 Jan 2019, In : Research in International Business and Finance. 49, p. 71-81 11 p.

Research output: Contribution to journalArticle

Liquidity
Intraday pattern
Explosion
Information share
Currency market
2018

An early warning indicator for liquidity shortages in the interbank market

Eross, A., Urquhart, A. & Wolfe, S., 30 Dec 2018, (Accepted/In press) In : International Journal of Finance and Economics.

Research output: Contribution to journalArticle

Shortage
Liquidity
Early warning
Interbank market
Crash
Interbank market
Banking risk
Liquidity shocks
Money market
Euro zone
2017

Financial Integration in a Changing World

Byrne, J. P., Eross, A. & Fu, R., 15 Nov 2017

Research output: Working paper

File
Financial integration
Estimation risk
Extreme events
Volatility index
Vulnerability
2016

Liquidity risk contagion in the Interbank Market

Eross, A., Urquhart, A. & Wolfe, S., Nov 2016, In : Journal of International Financial Markets, Institutions and Money. 45, p. 142–155 14 p.

Research output: Contribution to journalArticle

Open Access
File
Liquidity risk
Interbank market
Contagion
Long-run relationship
Liquidity shocks