Browsing by Author "Cronin, David"
Now showing items 1-3 of 3
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Credit Availability, Macroprudential Regulations and the House Price-to-rent Ratio
Cronin, David; McQuinn, Kieran (Elsevier, 2016-06-09)Quantifying the real economy effects of macroprudential policy is important at a time when such measures are increasingly being promoted as central to the prevention of future credit and house price bubbles. Recently, like ... -
Dynamic hedging with the IFOX long gilt futures: new evidence
Kenneally, Martin; Cronin, David (Economic & Social StudiesDublin, 1994)This paper assesses the hedging effectiveness of the IFOX long gilt futures contract. The paper builds on earlier work by Hogan which was hindered by small sample size, thin trading and incomplete specification of the data ... -
Spillover in Euro Area Sovereign Bond Markets
Conefrey, Thomas; Cronin, David (Economic & Social StudiesDublin, 2014)