Research output per year
Research output per year
- 42 results
Search results
-
2024
Decomposing uncertainty in macro-finance term structure models
Byrne, J. P. & Cao, S., 1 Sept 2024, In: The Review of Asset Pricing Studies. 14, 3, p. 428-449 22 p., raae004.Research output: Contribution to journal › Article › peer-review
-
The macroeconomic impact of global and country-specific climate risk
Byrne, J. P. & Vitenu-Sackey, P. A., 31 Mar 2024, In: Environmental and Resource Economics. 87, 3, p. 655-682 28 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)47 Downloads (Pure) -
2022
Commodity Correlation Risk
Byrne, J. P. & Sakemoto, R., 1 Nov 2022, Glasgow: University of Strathclyde, 53 p. (Strathclyde Discussion Papers in Economics; vol. 22-11).Research output: Working paper › Discussion paper
Open AccessFile26 Downloads (Pure) -
Commodity Correlation Risk
Byrne, J. P. & Sakemoto, R., 1 Nov 2022, New York, p. 1-52, 52 p.Research output: Working paper
Open AccessFile21 Downloads (Pure) -
The time-varying risk price of currency portfolios
Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., 30 Jun 2022, In: Journal of International Money and Finance. 124, 14 p., 102636.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)19 Downloads (Pure) -
2021
The conditional volatility premium on currency portfolios
Byrne, J. P. & Sakemoto, R., 30 Sept 2021, In: Journal of International Financial Markets, Institutions and Money. 74, 101415.Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Citations (Scopus)20 Downloads (Pure) -
2020
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals
Byrne, J. P., Sakemoto, R. & Xu, B., 30 Apr 2020, In: European Review of Agricultural Economics. 47, 2, p. 499-528 30 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile12 Citations (Scopus)58 Downloads (Pure) -
2019
Carry trades and commodity risk factors
Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., 30 Sept 2019, In: Journal of International Money and Finance. 96, p. 121-129 9 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile15 Citations (Scopus)20 Downloads (Pure) -
Decomposing global yield curve co-movement
Byrne, J. P., Cao, S. & Korobilis, D., 1 Sept 2019, In: Journal of Banking and Finance. 106, p. 500-513 14 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile11 Citations (Scopus)19 Downloads (Pure) -
Oil prices, fundamentals and expectations
Byrne, J. P., Lorusso, M. & Xu, B., 19 Jun 2019, In: Energy Economics. 79, p. 59-75 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile43 Citations (Scopus)19 Downloads (Pure) -
2018
On the sources of uncertainty in exchange rate predictability
Byrne, J. P., Korobilis, D. & Ribeiro, P. J., 1 Feb 2018, In: International Economic Review. 59, 1, p. 329-357 29 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile35 Citations (Scopus)9 Downloads (Pure) -
Common information in carry trade risk factors
Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., 31 Jan 2018, In: Journal of International Financial Markets, Institutions and Money. 52, p. 37-47 11 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile10 Citations (Scopus)11 Downloads (Pure) -
2017
Forecasting the term structure of government bond yields in unstable environments
Byrne, J. P., Cao, S. & Korobilis, D., 31 Dec 2017, In: Journal of Empirical Finance. 44, p. 209-225 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile11 Citations (Scopus)11 Downloads (Pure) -
2016
Exchange rate predictability in a changing world
Byrne, J. P., Korobilis, D. & Ribeiro, P. J., 1 Apr 2016, In: Journal of International Money and Finance. 62, p. 1-24 24 p.Research output: Contribution to journal › Article › peer-review
47 Citations (Scopus) -
International capital flows to emerging markets: national and global determinants
Byrne, J. P. & Fiess, N., 1 Mar 2016, In: Journal of International Money and Finance. 61, p. 82-100 19 p.Research output: Contribution to journal › Article › peer-review
71 Citations (Scopus) -
Firm survival, uncertainty, and financial frictions: Is there a financial uncertainty accelerator?
Byrne, J. P., Spaliara, M. E. & Tsoukas, S., 5 Jan 2016, In: Economic Inquiry. 54, 1, p. 375-390 16 p.Research output: Contribution to journal › Article › peer-review
34 Citations (Scopus) -
2015
Foreign exchange market pressure and capital controls
Akram, G. M. & Byrne, J. P., 1 Jul 2015, In: Journal of International Financial Markets, Institutions and Money. 37, p. 42-53 12 p.Research output: Contribution to journal › Article › peer-review
16 Citations (Scopus) -
2013
International evidence on the New Keynesian Phillips Curve using aggregate and disaggregate data
Byrne, J. P., Kontonikas, A. & Montagnoli, A., 1 Aug 2013, In: Journal of Money, Credit and Banking. 45, 5, p. 913-932 20 p.Research output: Contribution to journal › Article › peer-review
20 Citations (Scopus) -
Primary commodity prices: co-movements, common factors and fundamentals
Byrne, J. P., Fazio, G. & Fiess, N., 1 Mar 2013, In: Journal of Development Economics. 101, 1, p. 16-26 11 p.Research output: Contribution to journal › Article › peer-review
125 Citations (Scopus) -
A new approach to tests of pricing-to-market
Byrne, J. P., Kortava, E. & MacDonald, R., 1 Feb 2013, In: Journal of International Money and Finance. 32, 1, p. 654-667 14 p.Research output: Contribution to journal › Article › peer-review
4 Citations (Scopus) -
2012
Common factors of the exchange risk premium in emerging european markets
Byrne, J. P. & Nagayasu, J., 10 Dec 2012, In: Bulletin of Economic Research. 64, S1, p. s71-s85 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)10 Downloads (Pure) -
Interest rate co-movements, global factors and the long end of the term spread
Byrne, J. P., Fazio, G. & Fiess, N., 31 Jan 2012, In: Journal of Banking and Finance. 36, 1, p. 183-192 10 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile26 Citations (Scopus)18 Downloads (Pure) -
2011
The global dimension to fiscal sustainability
Byrne, J. P., Fiess, N. & MacDonald, R., 1 Jun 2011, In: Journal of Macroeconomics. 33, 2, p. 137-150 14 p.Research output: Contribution to journal › Article › peer-review
17 Citations (Scopus) -
2010
Structural breaks in the real exchange rate and real interest rate relationship
Byrne, J. P. & Nagayasu, J., 6 Jul 2010, In: Global Finance Journal. 21, 2, p. 138-151 14 p.Research output: Contribution to journal › Article › peer-review
9 Citations (Scopus) -
Euro area inflation: aggregation bias and convergence
Byrne, J. P. & Fiess, N., 30 Jun 2010, In: Review of World Economics. 146, 2, p. 339-357 19 p.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
Domestic vs. International correlations of interest rate maturities
Byrne, J. P., Fazio, G. & Fiess, N., 22 Apr 2010, In: Economics Bulletin. 30, 2, p. 1082-1090 9 p.Research output: Contribution to journal › Article › peer-review
Open Access -
The time-series properties of UK inflation: evidence from aggregate and disaggregate data
Byrne, J. P., Kontonikas, A. & Montagnoli, A., 28 Feb 2010, In: Scottish Journal of Political Economy. 57, 1, p. 33-47 15 p.Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus) -
Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation
Byrne, J. P. & Vecchi, M., 1 Feb 2010, In: Applied Economics Letters. 17, 2, p. 111-115 5 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
2009
The global side of the investment-saving puzzle
Byrne, J. P., Fazio, G. & Fiess, N., 31 Aug 2009, In: Journal of Money, Credit and Banking. 41, 5, p. 1033-1040 8 p.Research output: Contribution to journal › Article › peer-review
21 Citations (Scopus) -
Total factor productivity convergence among Italian regions: some evidence from panel unit root tests
Byrne, J. P., Fazio, G. & Piacentino, D., 23 Apr 2009, In: Regional Studies. 43, 1, p. 63-76 14 p.Research output: Contribution to journal › Article › peer-review
32 Citations (Scopus) -
2008
US trade and exchange rate volatility: a real sectoral bilateral analysis
Byrne, J. P., MacDonald, R. & Darby, J., 1 Mar 2008, In: Journal of Macroeconomics. 30, 1, p. 238-259 21 p.Research output: Contribution to journal › Article › peer-review
56 Citations (Scopus) -
2007
Unit roots and structural breaks: a survey of the literature
Byrne, J. P., Perman, R. & Rao, B. B. (Editor), 24 Aug 2007, Cointegration for the Applied Economist. 2nd edition ed. Basingstoke: Palgrave Macmillan Ltd., 280 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
-
2006
Unit roots and structural breaks: a survey of the literature
Byrne, J. P. & Perman, R., 6 Oct 2006, United Kingdom, 23 p.Research output: Working paper
141 Downloads (Pure) -
2005
The impact of short - and long-run exchange rate uncertainty on investment: a panel study of industrial countries
Byrne, J. P. & Davis, E. P., 30 Jun 2005, In: Oxford Bulletin of Economics and Statistics. 67, 3, p. 307-329 23 p.Research output: Contribution to journal › Review article › peer-review
54 Citations (Scopus) -
Investment and uncertainty in the G7
Byrne, J. P. & Davis, E. P., 30 Apr 2005, In: Review of World Economics. 141, 1, p. 1-32 32 p.Research output: Contribution to journal › Review article › peer-review
46 Citations (Scopus) -
2004
Permanent and temporary inflation uncertainty and investment in the United States
Byrne, J. P. & Davis, E. P., 30 Nov 2004, In: Economics Letters. 85, 2, p. 271-277 7 p.Research output: Contribution to journal › Article › peer-review
39 Citations (Scopus) -
Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses
Barrell, R., Becker, B., Byrne, J., Gottschalk, S., Hurst, I. & van Welsum, D., 30 Sept 2004, In: Economic Modelling. 21, 5, p. 877-931 55 p.Research output: Contribution to journal › Article › peer-review
20 Citations (Scopus) -
2003
Some international evidence on price determination: a non-stationary panel approach
Ashworth, P. & Byrne, J. P., 31 Jul 2003, In: Economic Modelling. 20, 4, p. 809-838 30 p.Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus) -
Disaggregate wealth and aggregate consumption: an investigation of empirical relationships for the G7
Byrne, J. P. & Davis, E. P., 31 May 2003, In: Oxford Bulletin of Economics and Statistics. 65, 2, p. 197-220 24 p.Research output: Contribution to journal › Review article › peer-review
31 Citations (Scopus) -
The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe
Barrell, R., Byrne, J. P. & Dury, K., 31 Mar 2003, In: Economic Modelling. 20, 2, p. 275-299 25 p.Research output: Contribution to journal › Article › peer-review
12 Citations (Scopus) -
2002
Sterling, the euro and the dollar
Blake, A. P. & Byrne, J. P., 31 Jul 2002, In: National Institute Economic Review. 181, p. 44-46 3 p.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
A comparison of balance sheet structures in major EU countries
Byrne, J. P. & Davis, E. P., 30 Apr 2002, In: National Institute Economic Review. 180, p. 83-95 13 p.Research output: Contribution to journal › Article › peer-review
17 Citations (Scopus)