Details about Lisa Sheenan

Access statistics for papers by Lisa Sheenan.

Last updated 2025-09-09. Update your information in the RePEc Author Service.

Short-id: psh719

Working Papers

2023

1. Can Green Bonds be a Safe Haven for Equity Investors?
   QBS Working Paper Series, Queen's University Belfast, Queen's Business School View citations (1)
   See also Journal Article Can green bonds be a safe haven for equity investors?, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2025) (2025)
2. Green Bonds, Conventional Bonds and Geopolitical Risk
   QBS Working Paper Series, Queen's University Belfast, Queen's Business School View citations (8)
   See also Journal Article Green bonds, conventional bonds and geopolitical risk, Finance Research Letters, Elsevier (2023) View citations (8) (2023)

2020

3. Banks and Sovereigns: Did Adversity Bring Them Closer?
   QBS Working Paper Series, Queen's University Belfast, Queen's Business School
   Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2020)
   See also Journal Article Banks and sovereigns: did adversity bring them closer?, The European Journal of Finance, Taylor & Francis Journals (2025) (2025)

2019

4. Implied volatility surface predictability: the case of commodity markets
   Papers, arXiv.org View citations (6)
   See also Journal Article Implied volatility surface predictability: The case of commodity markets, Journal of Banking & Finance, Elsevier (2019) View citations (5) (2019)

2016

5. Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly
   Research Technical Papers, Central Bank of Ireland View citations (23)
   Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2016) View citations (23)
   See also Journal Article Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly, Economics Letters, Elsevier (2016) View citations (23) (2016)
6. Modelling Irish Rents: Recent Developments in Historical Context
   Economic Letters, Central Bank of Ireland View citations (2)

2015

7. The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (12)
   See also Journal Article The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?, The North American Journal of Economics and Finance, Elsevier (2015) View citations (13) (2015)

Journal Articles

2025

1. Banks and sovereigns: did adversity bring them closer?
   The European Journal of Finance, 2025, 31, (9), 1089-1114
   See also Working Paper Banks and Sovereigns: Did Adversity Bring Them Closer?, QBS Working Paper Series (2020) (2020)
2. Can green bonds be a safe haven for equity investors?
   International Journal of Finance & Economics, 2025, 30, (3), 2270-2283
   See also Working Paper Can Green Bonds be a Safe Haven for Equity Investors?, QBS Working Paper Series (2023) View citations (1) (2023)
3. On the origin of green finance policies
   Journal of Financial Stability, 2025, 79, (C)
4. Risk factor disclosure in green bond prospectuses and investor compensation
   International Review of Financial Analysis, 2025, 105, (C)

2024

5. Does the low-carbon pilot cities policy make a difference to the carbon intensity reduction?
   Journal of Economic Behavior & Organization, 2024, 217, (C), 227-239 View citations (8)
6. Interactions between sustainable bonds, renewable energy and other financial markets: A macroprudential perspective
   Energy Economics, 2024, 138, (C) View citations (1)
7. Investigating extreme linkage topology in the aerospace and defence industry
   International Review of Financial Analysis, 2024, 93, (C)

2023

8. Green bonds, conventional bonds and geopolitical risk
   Finance Research Letters, 2023, 58, (PC) View citations (8)
   See also Working Paper Green Bonds, Conventional Bonds and Geopolitical Risk, QBS Working Paper Series (2023) View citations (8) (2023)

2019

9. Implied volatility surface predictability: The case of commodity markets
   Journal of Banking & Finance, 2019, 108, (C) View citations (5)
   See also Working Paper Implied volatility surface predictability: the case of commodity markets, Papers (2019) View citations (6) (2019)

2017

10. Analyzing Contagion from the U.S. Subprime Mortgage-Backed Securities Market
    Eurasian Journal of Economics and Finance, 2017, 5, (4), 85-123

2016

11. Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly
    Economics Letters, 2016, 143, (C), 5-8 View citations (23)
    See also Working Paper Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly, Research Technical Papers (2016) View citations (23) (2016)

2015

12. The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?
    The North American Journal of Economics and Finance, 2015, 34, (C), 167-186 View citations (13)
    See also Working Paper The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?, Economics Department Working Paper Series (2015) View citations (12) (2015)

Chapters

2024

1. Green Bond Market Linkages: An Empirical Study
   Chapter 3 in HANDBOOK OF ENVIRONMENTAL AND GREEN FINANCE Toward a Sustainable Future, 2024, pp 83-106

2018

2. Identifying Risk Factors Underlying the U.S. Subprime Mortgage-Backed Securities Market
   Springer