Cripwell, Peter; Edelman, David(University College Dublin. School of Business. Centre for Financial Markets, 2008-04-02)
In this paper new results are documented regarding the short term evolution of global short term interest rates. Much work has been carried out concerning the evolution of interest rates over long time scales, on the order ...
Thom, Rodney(University College Dublin. Department of Economics, 1997-04)
Empirical research on interest rate linkages within the European Monetary System (EMS) has concentrated on the concepts of asymmetry and German dominance. Asymmetry is usually taken to mean that German monetary policy is ...
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 ...
Walsh, Brendan M.(University College Dublin. School of Economics, 1993-01-06)
As one of a set of policies designed to reduce inflation and interest rates to the levels prevailing in Germany the Irish pound has been stabilised in the Exchange Rate Mechanism (ERM) of the European Monetary System since ...
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 ...
The article explores Ireland's participation in the exchange rate mechanism (ERM) of the European Monetary System since mid-1986. It has been found that membership of the ERM per se did not have the expected moderating ...
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 ...
Walsh, Brendan M.(University College Dublin. School of Economics, 1995-03-02)
This paper examines the bahaviour of Irish exchange rates and interest rates over two periods, one immediately before, the other immediately after, the widening of the narrow band of the Exchange Rate Mechanism of the ...