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Search Results for Collection: Centre for Financial Markets Working Papers
Now showing items 1-5 of 5
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(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 ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004-02)We use a very general multivariate GARCH-M model and G7 monthly data covering the 1957-2003 period to test for the impact of real and nominal macroeconomic uncertainty on inflation and output growth.Our evidence supports ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004-10-12)We analyse the impact of volatility per se on exports for a a small open economy concentrating on Irish trade with the UK and the US. An important element is that we take account of the time lag between the trade decision ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004-03)We examine the influence of US and UK macroeconomic and financial variables on Irish stock returns in a nonlinear framework. We allow for time variation via regime switching using a smooth transition regression (STR) ...
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(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 ...
Now showing items 1-5 of 5