This Report estimates the cost of capital for the recently formed Dublin Airport Authority (DAA). To implement the weighted average cost of capital (WACC) approach to estimating DAA's cost of capital, it is necessary to ...
We use bivariate ARCH specifications to model the conditional mean and stock price volatility
for 56 takeover bids from January 1985 and July 1994. Using daily data from one year prior to the
takeover announcement until ...
Kearney, Colm; Muckley, Cal(University College Dublin. School of Business. Centre for Financial Markets, 2005-05)
Using weekly observations on 9 Asian currencies from November 1976 to December
2003, we re-examine the evidence of an emerging yen block in North and Southeast Asia. In contrast to previous research that assumes instantaneous ...
Kearney, Colm; Muckley, Cal(University College Dublin. School of Business. Centre for Financial Markets, 2005)
We examine the evidence of an emerging yen block in North and Southeast Asia using up to 27 years of weekly data on 9 bilateral yen exchange rates. The exchange rate returns are modelled in response to variations in their ...