Professor Joseph Byrne
Head Of Department
Economics
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Publications
- Decomposing uncertainty in macro-finance term structure models
- Byrne Joseph P, Cao Shuo
- The Review of Asset Pricing Studies Vol 14, pp. 428-449 (2024)
- https://doi.org/10.1093/rapstu/raae004
- The macroeconomic impact of global and country-specific climate risk
- Byrne Joseph P, Vitenu-Sackey Prince Asare
- Environmental and Resource Economics Vol 87, pp. 655-682 (2024)
- https://doi.org/10.1007/s10640-023-00831-0
- Commodity Correlation Risk
- Byrne Joseph P, Sakemoto Ryuta
- (2022)
- https://doi.org/10.2139/ssrn.4265924
- Commodity Correlation Risk
- Byrne Joseph P, Sakemoto Ryuta
- (2022)
- The time-varying risk price of currency portfolios
- Byrne Joseph P, Ibrahim Boulis Maher, Sakemoto Ryuta
- Journal of International Money and Finance Vol 124 (2022)
- https://doi.org/10.1016/j.jimonfin.2022.102636
- The conditional volatility premium on currency portfolios
- Byrne Joseph P, Sakemoto Ryuta
- Journal of International Financial Markets, Institutions and Money Vol 74 (2021)
- https://doi.org/10.1016/j.intfin.2021.101415
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Contact
Professor
Joseph
Byrne
Head Of Department
Economics
Email: joseph.byrne@strath.ac.uk
Tel: 548 3582