We examine the impact and possible pillovers effects of unanticipated monetary policy on international bond returns. First, we decompose international bond returns into news regarding future returns, real interest rates ...
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 ...
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 ...