Browsing by Author "Gavin, Caroline"

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Foreign shocks and the volatility of the ISEQ

Bredin, Donal ; Gavin, Caroline ; O'Reilly, Gerard (University College Dublin. School of Business. Centre for Financial Markets, 2004-05-30)

We investigate the influence of foreign monetary policy decisions on the volatility of the Irish stock market. Specifically, we examine the influence of US monetary policy announcements on the ISEQ. We find evidence of ...
International policy rate changes and Dublin interbank offer rates

Bredin, Donal ; Gavin, Caroline ; O'Reilly, Gerard (University College Dublin. School of Business. Centre for Financial Markets, 2004)

We investigate the influence of international interest rate changes on the Dublin inter bank money market rates (Dibor). Specifically, we analyse the impact of (un)expected changes in German(Euro) area and US policy rates ...