Well, we can wait till Shanti gets home but I don't think it's in Niles' Ballad Book. Are you sure it's his setting, not Richard Dyer-Bennett's? The recording I remember is from an early Joan Baez record - and it certainly is the Byron poem. The Jolly Beggarman version that Planxty did has a similar refrain which is causing some confusion - it might well have been stolen from the poem, or vice versa, but that's just a guess. Can anyone check the Dyer-Bennett songbook to see if it's there?