Research Output 2016 2017

2017

Financial Integration in a Changing World

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

Research output: Working paper

File
Vulnerability
Predictors
Financial markets
Risk management

The Intraday Dynamics of Bitcoin

Eross, A., Urquhart, A., McGroarty, F. & Wolfe, S. 7 Aug 2017 (Unpublished)

Research output: Working paper

File
Volatility
causal analysis
US citizen
market
tick
2016

An early warning indicator for liquidity shortages in the interbank market: a regime switching approach

Eross, A., Urquhart, A. & Wolfe, S. 8 Jul 2016 (Submitted)

Research output: Contribution to conferencePaper

liquidity
market
shortage
indicator
Great Depression

Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank market

Eross, A., Urquhart, A. & Wolfe, S. 29 Mar 2016 (Accepted/In press) In : European Journal of Finance.

Research output: Contribution to journalArticle

Liquidity
Contagion
Global financial crisis

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
market
Euro
bonds
epidemic