Lisa Sheenan

Lecturer, Queen's Management School
Finance

Phone+44 (0)28 9097 4887
EmailL.Sheenan@qub.ac.uk

Room 0G.017 - Riddel Hall Block 3
United Kingdom

Accepting PhD Students

Research activity per year

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Personal profile

Research Focus

Financial crises, contagion and spillovers, systemic risk, structural break models

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4 Article
1 Conference contribution

Implied volatility surface predictability: The case of commodity markets
Kearney, F., Shang, H. L. & Sheenan, L., 01 Nov 2019, In: Journal of Banking & Finance. 108, 105657.
Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)
Analysing Contagion from the U.S. Subprime Mortgage-Backed Securities Market.
Sheenan, L., 01 Nov 2017, In: Eurasian Journal of Economics and Finance. 5, 4, p. 85-123
Research output: Contribution to journal › Article › peer-review

Open Access
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18 Downloads (Pure)
Identifying Risk Factors Underlying the U.S. Subprime Mortgage-Backed Securities Market
Sheenan, L., 2017, 20th Eurasian Business and Economics Society (EBES) Conference Proceedings. Springer, p. 63 25 p. (Eurasian Studies in Business and Economics).
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly
Cronin, D., Flavin, T. & Sheenan, L., 01 Jun 2016, In: Economics Letters. 143, p. 5-8 4 p., 143.
Research output: Contribution to journal › Article › peer-review
9 Citations (Scopus)
The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?
Sheenan, L. & Flavin, T., 01 Nov 2015, In: The North American Journal of Economics and Finance. 34, p. 167-186 20 p., 34.
Research output: Contribution to journal › Article › peer-review
16 Citations (Scopus)

Best speaker award
Sheenan, Lisa (Recipient), 24 Oct 2014
Prize: Prize (including medals and awards)
Harry Murray Prize for Finance
Sheenan, Lisa (Recipient), 10 Oct 2008
Prize: Prize (including medals and awards)

18 Participation in conference
2 Contribution to the work of national or international committees and working groups
1 Participation in workshop, seminar, course

2019 Quantitative Finance and Financial Econometrics Conference
Lisa Sheenan (Presenter)
06 Jun 2019
Activity: Participating in or organising an event types › Participation in conference
Forecasting Financial Markets Conference
Lisa Sheenan (Presenter)
19 Jun 2019
Activity: Participating in or organising an event types › Participation in conference
Eurasia Business and Economics Society
Lisa Sheenan (Presenter)
Jul 2017
Activity: Participating in or organising an event types › Participation in conference
Money, Macro and Finance Conference
Lisa Sheenan (Presenter)
Sep 2017
Activity: Participating in or organising an event types › Participation in conference
Modelling Irish Rents: Recent Developments in Historical Context
Lisa Sheenan (Contributor)
01 Jun 2016
Activity: Consultancy types › Contribution to the work of national or international committees and working groups