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Search Results for Collection: College of Business and Law
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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 ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004)The deregulation of electricity industries has generally separated the provision of generation from its subsequent transmission. However, the physical nature of electricity generation and delivery creates special problems ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004)Using a time-varying approach, this paper examines the dynamics of volatility in the REIT sector. The results highlight the attractiveness and suitability of using GARCH based approaches in the modeling of daily REIT ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004)This paper empirically analyses risk in the Euro relative to other currencies. Comparisons are made between a sub period encompassing the final transitional stage to full monetary union with a sub period prior to this. ...
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(Routledge, 2004)This paper applies extreme value theory to measure downside risk for European equity markets. Two related measures, value at risk and the excess loss probability estimator provide a coherent approach to optimally protect ...
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International equity market integration in a small open economy : Ireland January 1990–December 2000 (Elsevier, 2004)We examine the relationship between the Irish, German, UK and U.S. equity markets. Our main finding is that the Irish equity market depends heavily on trading activity in the other markets but not vice versa. Significant ...
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(Irish Economic Association, 2004)
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(University College Dublin. School of Business. Centre for Financial Markets, 2004)
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(Henry Stewart Publications, 2004)Focuses on the importance of the accurate modelling of market risk. Dates of extreme trading events experienced by derivative traders; Standard approach to modelling any market movement and its implications; Use of extreme ...
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(Irish Bankers' Federation, 2004)This paper assesses the viability of the Irish Stock Exchange. Overall the prognosis is positive with a few notable exceptions. On the downside some trading characteristics including thin trading and an uncompetitive ...