Listar II - Documentos de traballo por autor "Flavin, Thomas J."

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    • Are Banking Shocks Contagious? Evidence from the Eurozone 

      Flavin, Thomas J.; Lagoa-Varela, Dolores (2016)
      [Abstract] We test for contagion between banking stocks – global and domestic – and the domestic nonfinancial sector for eleven Eurozone countries. Using a Markov-switching Factor augmented VAR (MS-FAVAR) model, we assess ...

    • Do long-term bonds hedge equity risk? Evidence from Spain 

      Flavin, Thomas J.; Lagoa-Varela, Dolores (2016-02)
      [Abstract:] We analyze the relationship between returns on equity and long-term government bonds in the Spanish economy. In particular, we are interested in the stability of the relationship across differing market ...