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Browsing Interdisciplinary Centres & Research Groups by Subject "F31"
Now showing items 1-16 of 16
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(University College Dublin. School of Business. Centre for Financial Markets, 2007-08)This study assesses alternative Asian exchange rate regimes and finds short- and long-run currency dynamics more conducive to the possibility of introducing a common peg based on a basket of the European euro, the United ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2010-01)This study assesses prospective Asian exchange rate regimes and finds short- and longrun currency dynamics more conducive to the introduction of a common peg based on a basket of the European euro, the United States ...
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(Routledge, 2001)This paper estimates a simple model of exchange rate policy where the Central Bank optimises an objective function which takes into account competitiveness, its commitment to the EMU and the cost of adjustment. We allow ...
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(Springer Science + Business Media, 2000-04)This paper analyzes devaluations in a fixed exchange rate system by endogenizing both the speculation and devaluation decisions. It is shown that deterministic devaluation rules are generally sub-optimal for the central ...
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(University College Dublin. School of Economics, 1993-07-19)This paper examines the experience of The Gambia following the liberalization of its exchange rate and financial markets in the mid-1980's. It is shown that although nominal interest rates are high, and the real interest ...
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(University College Dublin. School of Economics, 2009-01-15)Deciding whether a time series that appears nonstationary is in fact fractionally integrated or subject to structural change is a diffcult task. However, various tests have recently been introduced for distinguishing long ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2009)This paper investigates the degree of both foreign exchange rate and interest rate exposure of industry level portfolios in the G7. Our paper draws on the efficient market hypothesis and examines the extent of unexpected ...
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(University College Dublin. School of Economics, 2007-11-17)This paper attempts to model the nominal and real exchange rate for Ireland, relative to Germany and the UK from 1975 to 2003. It offers an overview of the theory of purchasing power parity (Ppp), focusing particularly on ...
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(University College Dublin. School of Economics, 2008-01)This paper shows that nonlinearity can provide an explanation for the forward exchange rate anomaly (Fama, 1984). Using sterling-Canadian dollar data, and modelling nonlinearity of unspecified form by means of a random ...
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(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 ...
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(2009-11-19)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 ...
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(Centre for Economic Policy Research, 2001-07)This Paper demonstrates that the implications of first-generation speculative attack models do not hold if there is a rational, forward-looking policy maker. The policy maker will be able to avoid predictable speculative ...
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(Elsevier Science, 2002-06)This paper demonstrates that the implications of first-generation speculative attack models do not hold if there is a rational, forward-looking policy maker. The policy maker will be able to avoid predictable speculative ...
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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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(Wiley, 2007-10)We analyze the impact of volatility per se on real exports for a small open economy concentrating on Irish trade with the United Kingdom and the United States. An important element is that we take account of the time lag ...
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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 ...
Now showing items 1-16 of 16