Browsing Interdisciplinary Centres & Research Groups by Subject "E44"

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Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen?

Kearney, Colm ; Muckley, Cal (University College Dublin. School of Business. Centre for Financial Markets, 2006-06)

Using daily data for a select set of four Asian exchange rates, namely the Hong Kong dollar, the Singapore dollar, the Taiwan dollar and the Thailand baht, from October 1985 to October 2002, we apply principal components ...
Conundrum or complication : a study of yield curve dynamics under unusual economic conditions and monetary policies

Cripwell, Peter ; Edelman, David (University College Dublin. School of Business. Centre for Financial Markets, 2008-03-04)

The definition of the decline of long term yields in the light of increasing short term yields as a conundrum by Chairman Greenspan in February 2005 has generated a significant amount of research. This paper presents a ...
Monetary policy surprises and international bond markets

Bredin, Donal ; Hyde, Stuart ; O'Reilly, Gerard (University College Dublin. School of Business. Centre for Financial Markets, 2006-10-04)

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 ...