Walsh, Brendan M.(University College Dublin. School of Economics, 1993-07-19)
This paper examines the experience of The Gambia following the liberalization of its exchange rate and financial markets in the mid-1980's. It is shown that although nominal interest rates are high, and the real interest ...
Bredin, Donal; Cotter, John(University College Dublin. School of Business. Centre for Financial Markets, 2006)
This paper compares real and nominal foreign exchange volatility effects on exports. Using a flexible lag version of the
Goldstein-Khan two-country imperfect substitutes model for bilateral trade, we identify the overall ...
This paper compares real and nominal foreign exchange
volatility effects on exports. Using a flexible lag version of the
Goldstein-Khan two-country imperfect substitutes model for
bilateral trade, we identify the overall ...
Bredin, Donal; Hyde, Stuart(University College Dublin. School of Business. Centre for Financial Markets, 2009)
This paper investigates the degree of both foreign exchange rate and interest rate
exposure of industry level portfolios in the G7. Our paper draws on the efficient market
hypothesis and examines the extent of unexpected ...
Aggarwal, Raj; Muckley, Cal(University College Dublin. School of Business. Centre for Financial Markets, 2007-08)
This study assesses alternative Asian exchange rate regimes and finds short- and long-run currency dynamics more conducive to the possibility of introducing a common peg based on a basket of the European euro, the United ...
Cotter, John; Bredin, Donal(University College Dublin. School of Business. Centre for Financial Markets, 2006-06)
This report examines the impact of foreign exchange exposure on Irish exporters. The
analysis is completed for aggregate (total) exports and sectoral exports between 1992
and 2005 inclusive. These fourteen years encompasses ...
Using a sample of 1154 European firms from 11 countries, we show that firm-level
exchange exposure for Eurozone and non-Eurozone European firms has increased since
the introduction of the euro, but this rise was smaller ...