|
|
| Home >> Personnel | |
|
|||
|
|
Cian Twomey’s B.Comm. and M.Econ.Sc. were awarded by University College, Cork and his IMC is a professional financial services qualification from the Society of Investment Analysts. Before joining NUI, Galway in September 2000, he worked for three years at University College, Cork and for two years in fund management with Bank of Ireland Asset Management, Dublin. His primary research interests are in financial economics, in particular, the modelling of cross-market volatility linkages, international correlations, conditional skewness and volume-volatility interactions. His other research interests are in the related areas of international finance, monetary economics, banking, financial derivatives, and the interplay between financial and industrial economics. These correspond well with the courses he has taught in financial economics, monetary economics, banking, econometrics, statistics, business economics, and financial derivatives. Selected Publications“Identifying the Source of Mean and Volatility Spillovers in Irish Equities: A Multivariate GARCH Analysis,” Economic and Social Review, 29 (4), 1998.“The Economic Value of West Cork Chamber Music Festival,” (with E. O’Leary and B. Power), prepared for Francis Humphrys, Managing Director, West Cork Chamber Music, September 2000. "Volume and Volatility Interactions among Major European Stock Markets,” UCC Department of Economics Working Paper Series 00-5. “Conditional Skewness in Equity Markets”, presented at the Irish Economic Association Annual Conference, Limerick, April 2002 “Home and Away: Diversification and the Irish Equity Market,” in Eleanor Doyle ed., Begg: Economics, Irish Cases (Supplement), McGraw-Hill: London, 2002.
Department of Economics |
