Research Output per year
Personal profile
Research Focus
Financial crises, contagion and spillovers, systemic risk, structural break models
Fingerprint Dive into the research topics where Lisa Sheenan is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output
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 journal › Article
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. 85-123Research output: Contribution to journal › Article
Open Access
File
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
8
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
15
Citations
(Scopus)
Prizes
Harry Murray Prize for Finance
Sheenan, Lisa (Recipient), 10 Oct 2008
Prize: Prize (including medals and awards)
Activities
Forecasting Financial Markets Conference
Lisa Sheenan (Presenter)
19 Jun 2019
Activity: Participating in or organising an event types › Participation in conference
2019 Quantitative Finance and Financial Econometrics Conference
Lisa Sheenan (Presenter)
06 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
Irish Economic Association Annual Conference
Lisa Sheenan (Presenter)
May 2016
Activity: Participating in or organising an event types › Participation in conference