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John Beirne, Research Fellow

John Beirne

John Beirne

John Beirne joined the Asian Development Bank Institute as a Research Fellow in March 2019.

His research interests are centered on international finance and macroeconomics. His work has been published in a range of academic journals including the Journal of International Money and Finance, Economic Modelling, Review of International Economics, Emerging Markets Review, International Review of Applied Economics, and China Economic Review.

Previously, he worked at the European Central Bank where he focused on research and analysis of global financial market developments, commodities, and financial stability, as well as global governance issues. He has also worked at the IMF, in academia, and as an economic consultant in the private sector. He holds a PhD in Economics from Brunel University in the United Kingdom.

Volatility Spillovers of Unconventional Monetary Policy to Emerging Market Economies.

With A. Apostolou. Economic Modelling, forthcoming.

Macroprudential Policies, Capital Flows, and the Structure of the Banking Sector.

With C. Friedrich. Journal of International Money and Finance, Vol. 75, pp. 47-68, 2017.

The performance Impact of Firm Ownership Transformation in China: Mixed Ownership vs. Fully Privatised Ownership.

With G.S. Liu and S. Pen. Journal of Chinese Economic and Business Studies, Vol. 13(3), pp. 197-216, 2015.

Interdependence and Contagion in Global Asset Markets.

With J. Gieck. Review of International Economics, Vol. 22(4), pp. 639-659, 2014.

The Pricing of Sovereign Risk and Contagion During the European Sovereign Debt Crisis

With M. Fratzscher. Journal of International Money and Finance, Vol. 34(C), pp. 60-82, 2013.

Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.

With G.M. Caporale, and N. Spagnolo. The Manchester School, Vol. 81(6), pp. 925-940, 2013.

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.

With G.M. Caporale, M. Schulze-Ghattas and N. Spagnolo. Review of International Economics, Vol. 21(5), pp. 1060-1075, 2013.

Global Oil Prices and the Impact of China

With C. Beulen, G. Liu, and A. Mirzaei. China Economic Review, Vol. 27(C), pp. 37-51, 2013.

Labour Supply and Pollution in China

With J. Yang, G. Liu, and P. Sheng. Applied Economics Letters, Vol. 20(10), pp. 949-952, July, 2013.

Market Structure and Bank Profitability: Emerging Versus Advanced Economies.

With G. Liu, and A. Mirzaei. Economics Bulletin, Vol. 32(4), pp. 3166-3173, 2012.

The Long-Run Convergence of Exchange Rates and Prices in the European Union.

International Review of Applied Economics, Vol. 26(3), pp. 367-385, 2012.

The EONIA Spread Before and During the Crisis of 2007 to 2009 – the Role of Liquidity and Credit Risk.

Journal of International Money and Finance, Vol. 31, pp. 534-551, 2012.

Electricity Prices in China and the Role of the State

With G. Liu, and L. Zhang. Economics Bulletin, Vol. 32(1), pp. 466-474, 2012.

Exchange Rate Pass-Through in the Central and Eastern European EU Member States

With M. Bijsterbosch. Journal of Policy Modeling, Vol. 33(2), pp. 241-254, 2011.

Global and Regional Spillovers in Emerging Stock Markets – A Multivariate Garch-in-Mean Analysis.

With G.M. Caporale, M. Schulze-Ghattas, and N. Spagnolo. Emerging Markets Review 11(3), pp. 250-260, 2010.

Vulnerability of Inflation in the New EU Member States to Country-Specific and Global Factors.

Economics Bulletin, Vol. 29(2), pp. 1421-1432, 2009.

Market, Interest Rate and Exchange Rate Risk Effects on Financial Stock Returns: A GARCH-M Approach.

With G.M. Caporale, and N. Spagnolo.Quantitative and Qualitative Analysis in Social Sciences, Vol. 3(2), pp. 44-68 (Special Issue on Empirical Finance), 2009.

Limitation of Panel Cointegration: Application to PPP in the EU.

International Advances in Economic Research, Vol. 15(2), pp. 261-262, 2009.

Real Exchange Rate Dynamics and Monetary Integration in Crisis-Affected Regions

Journal of International and Global Economic Studies, Vol. 1(2), pp. 1-25, 2008.

The Equity Premium and Inflation.

With G. de Bondt. Applied Financial Economics Letters, Vol. 4(6), pp. 439-442, 2008.

Is the Real Exchange Rate Stationary? – The Application of Similar Tests for a Unit Root in the Univariate and Panel Cases.

With J. Hunter and M. Simpson. Quantitative and Qualitative Analysis in Social Sciences, Vol. 1(2), pp. 55-70, 2007.

Educational Inputs and Outcomes Before the Transition from Communism.

With N. Campos. The Economics of Transition, Vol. 15(1), pp. 57-76, 2007.

The Pricing of Sovereign Risk and Contagion During the European Sovereign Debt Crisis.

With M. Fratzscher. In edited volume The Economics of Sovereign Debt, R.W. Kolb (ed.), John Wiley & Son, pp. 60-82, 2016.

Financial Spillovers and Contagion from Mature to Emerging Stock Markets.

With G.M. Caporale, M. Schulze-Ghattas and N. Spagnolo. In edited volume Financial Contagion: The Viral Threat to the Wealth of Nations, R.W. Kolb (ed.), John Wiley & Son, pp. 163-169, 2011.