If you made any changes in Pure these will be visible here soon.

Research Output 2016 2019

2019

An early warning indicator for liquidity shortages in the interbank market

Eross, A., Urquhart, A. & Wolfe, S., Jul 2019, In : International Journal of Finance and Economics. 24, 3, p. 1300-1312 13 p.

Research output: Contribution to journalArticle

Early warning
Liquidity
Interbank market
Shortage
Crash
Open Access
File
Electronic money

The Intraday Dynamics of Bitcoin

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

Research output: Contribution to journalArticle

Liquidity
Ticks
Information share
Realized volatility
Explosion
2018
Open Access
File
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
Contagion
Interbank market
Liquidity risk
Long-run relationship
Liquidity shocks