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  • Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008 

    LUCEY, BRIAN MICHAEL; SEVIC, ALEKSANDAR (2010)
    We examine the nature, extent and possible causes of bank contagion in a high frequency setting. Looking at six major European banks in the summer and autumn of 2008, we model the lower coexceedances of these banks returns. ...
  • The Irish Economy: Three Strikes and You're Out? 

    GURDGIEV, CONSTANTIN; LUCEY, BRIAN MICHAEL (2011)
    We examine the three interlinked Irish crises : the competitiveness, fiscal and banking crises, showing how all three combined to lay a lethal trap for Ireland. Starting from a point of economic balance, a series of poor ...