Lisa Sheenan

Dr

  • Room 0G.017 - Riddel Hall Block 3

    United Kingdom

Accepting PhD Students

20152019

Research output per year

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Personal profile

Research Focus

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

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Research Output

  • 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.

Research output: Contribution to journalArticle

  • 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 journalArticle

    Open Access
    File
    10 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 proceedingConference 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 journalArticle

  • 8 Citations (Scopus)
  • 15 Citations (Scopus)

    Prizes

    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)

  • Activities

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

    Forecasting Financial Markets Conference

    Lisa Sheenan (Presenter)

    19 Jun 2019

    Activity: Participating in or organising an event typesParticipation in conference

    2019 Quantitative Finance and Financial Econometrics Conference

    Lisa Sheenan (Presenter)

    06 Jun 2019

    Activity: Participating in or organising an event typesParticipation in conference

    Eurasia Business and Economics Society

    Lisa Sheenan (Presenter)

    Jul 2017

    Activity: Participating in or organising an event typesParticipation in conference

    Money, Macro and Finance Conference

    Lisa Sheenan (Presenter)

    Sep 2017

    Activity: Participating in or organising an event typesParticipation in conference

    Irish Economic Association Annual Conference

    Lisa Sheenan (Presenter)

    May 2016

    Activity: Participating in or organising an event typesParticipation in conference