Browsing The Economic and Social Review, Vol. 29, No. 4, October, 1998 by Subject "Ireland"
Now showing items 1-3 of 3
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Identifying the source of mean and volatility spillovers in Irish equities: a multivariate GARCH analysis
(Economic & Social StudiesDublin, 1998)This paper, using a multivariate VAR-GARCH analysis, examines the role of the UK stock market in the price behaviour of the ten largest Irish stocks. We identify the source of mean and volatility spillovers in Irish stocks ... -
Pricing to market, exchange rate changes and the transmission of inflation
(Economic & Social StudiesDublin, 1998)This paper examines the short-run pass through of exchange rate changes to consumer prices in Ireland. Reflecting the importance of exchange rate expectations, we develop a model of inflation where the deviation of the UK ... -
Testing distributional models for the Irish equity market
(Economic & Social StudiesDublin, 1998)This study outlines distributional properties and tests the applicability of different models for the ISEQ index and its major constituents. A Stability under Additions procedure is applied to raw, filtered and rescaled ...