Publications

by members of

Department of Banking and Finance
Graduate School of Business
University College Dublin
Dublin, Ireland

Working papers

2008

1. Don Bredin & John Elder & Stilianos Fountas, 2008. "Macroeconomic Uncertainty and Performance in Asian Countries," Discussion Paper Series 2008_10, Department of Economics, University of Macedonia, revised Sep 2008. [Downloadable!]
2. Don Bredin & Stilianos Fountas, 2008. "Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy," Discussion Paper Series 2008_01, Department of Economics, University of Macedonia, revised Jan 2008. [Downloadable!]

2007

1. Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia, 2007. "Correlation dynamics between Asia-Pacific, EU and US stock returns," MPRA Paper 9681, University Library of Munich, Germany. [Downloadable!]
2. Donal Bredin & Stilianos Fountas, 2007. "Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries," Money Macro and Finance (MMF) Research Group Conference 2006 125, Money Macro and Finance Research Group. [Downloadable!]

2005

1. Cotter, John & Bredin, Don, 2005. "Volatility and Irish Exports," MPRA Paper 3522, University Library of Munich, Germany. [Downloadable!]
2. Bredin, Don & Hyde, Stuart & O'Reilly, Gerard, 2005. "European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response," Research Technical Papers 10/RT/05, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]

2004

1. Don Bredin & Stilianos Fountas, 2004. "Macroeconomic Uncertainty and Macroeconomic Performance: Are they related?," Money Macro and Finance (MMF) Research Group Conference 2004 51, Money Macro and Finance Research Group. [Downloadable!]
2. Bredin, Don & Gavin, Caroline & O Reilly, Gerard, 2004. "US Monetary Announcements and Irish Stockmarket Volatility," Research Technical Papers 10/RT/04, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]

2003

1. Bredin, Don & Gavin, Caroline & O'Reilly, Gerard, 2003. "The Influence of Domestic and International Interest Rates on the ISEQ," Research Technical Papers 9/RT/03, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
2. Bredin, Don & Gavin, Caroline & O'Reilly, Gerard, 2003. "International Policy Rate Changes and Dublin Interbank Offer Rates," Research Technical Papers 8/RT/03, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]

2002

1. Bredin, Don & Hyde, Stuart, 2002. "Forex Risk: Measurement and Evaluation using Value-at-Risk," Research Technical Papers 6/RT/02, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
2. Bredin, Don & Fountas, Stilianos & Murphy, Eithne, 2002. "An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter?," Research Technical Papers 1/RT/02, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]

2001

1. Bredin, Don & Fitzpatrick, Trevor & O'Reilly, Gerard, 2001. "Retail Interest Rate Pass-Through: The Irish Experience," Research Technical Papers 6/RT/01, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
2. Bredin, Don & Cuthbertson, Keith, 2001. "Money Demand in the Czech Republic since Transition," Research Technical Papers 3/RT/01, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
3. Bredin, Don & Cuthbertson, Keith, 2001. "Liquidity Effects and Precautionary Saving in The Czech Republic," Research Technical Papers 4/RT/01, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
4. Bredin, Don, 2001. "Alternative Tests of the Expectations Hypothesis of the Term Structure of Interest Rates," Research Technical Papers 2/RT/01, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
5. Bredin, Don & O’Reilly, Gerard, 2001. "An Analysis of the Transmission Mechanism of Monetary Policy in Ireland," Research Technical Papers 1/RT/01, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]

2000

1. Bredin, Don & Cuthbertson, Keith, 2000. "Risk Premia and Long Rates in Ireland," Research Technical Papers 2/RT/00, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
2. Bredin, Don & Cuthbertson, Keith, 2000. "The Expectations Hypothesis of the Term Structure: The Case of Ireland," Research Technical Papers 1/RT/00, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]

1998

1. Bredin, D. & Fountas, S. & Murphy, E., 1998. "An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter?," Department of Economics 22, National University of Ireland, Galway - Department of Economics.

1994

1. Elaine Hutson, 1994. "Takeover Bids, Share Prices, and the Expected Value Hypothesis," Working Paper Series 36, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

Journal articles

2009

1. Don Bredin & John Elder & Stilianos Fountas, 2009. "Macroeconomic Uncertainty and Performance in Asian Countries *," Review of Development Economics, Blackwell Publishing, vol. 13(2), pages 215-229, 05. [Downloadable!] (restricted)
2. Don Bredin & Stuart Hyde & Dirk Nitzsche & Gerard O'Reilly, 2009. "European monetary policy surprises: the aggregate and sectoral stock market response," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(2), pages 156-171. [Downloadable!]
3. Bredin, Don & Fountas, Stilianos, 2009. "Macroeconomic uncertainty and performance in the European Union," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 972-986, October. [Downloadable!] (restricted)

2008

1. Hutson, Elaine & Kearney, Colm & Lynch, Margaret, 2008. "Volume and skewness in international equity markets," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1255-1268, July. [Downloadable!] (restricted)
2. Don Bredin & John Cotter, 2008. "Volatility And Irish Exports," Economic Inquiry, Western Economic Association International, vol. 46(4), pages 540-560, October. [Downloadable!] (restricted)
3. Don Bredin & Stuart Hyde, 2008. "Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies," European Financial Management, Blackwell Publishing Ltd, vol. 14(2), pages 315-346. [Downloadable!] (restricted)

2007

1. Don Bredin & Gerard O’Reilly & Simon Stevenson, 2007. "Monetary Shocks and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 315-331, October. [Downloadable!] (restricted)
2. Don Bredin & Stuart Hyde & Dirk Nitzsche & Gerard O'reilly, 2007. "UK Stock Returns and the Impact of Domestic Monetary Policy Shocks," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 34(5-6), pages 872-888. [Downloadable!] (restricted)

2006

1. Denvir, Emily & Hutson, Elaine, 2006. "The performance and diversification benefits of funds of hedge funds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 4-22, February. [Downloadable!] (restricted)

2005

1. Hogan, Teresa & Hutson, Elaine, 2005. "Capital structure in new technology-based firms: Evidence from the Irish software sector," Global Finance Journal, Elsevier, vol. 15(3), pages 369-387, February. [Downloadable!] (restricted)
2. Hutson, Elaine, 2005. "The early managed fund industry: Investment trusts in 19th century Britain," International Review of Financial Analysis, Elsevier, vol. 14(4), pages 439-454. [Downloadable!] (restricted)
3. Hutson, Elaine & Kearney, Colm, 2005. "Merger arbitrage and the interaction between target and bidder stocks during takeover bids," Research in International Business and Finance, Elsevier, vol. 19(1), pages 1-26, March. [Downloadable!] (restricted)
4. Don Bredin & Stilianos Fountas, 2005. "Macroeconomic Uncertainty And Macroeconomic Performance: Are They Related?," Manchester School, University of Manchester, vol. 73(s1), pages 58-76, 09. [Downloadable!] (restricted)
5. Don Bredin & Caroline Gavin & Gerard O'Reilly, 2005. "US monetary policy announcements and Irish stock market volatility," Applied Financial Economics, Taylor and Francis Journals, vol. 15(17), pages 1243-1250, November. [Downloadable!] (restricted)

2004

1. Don Bredin & Stuart Hyde, 2004. "FOREX Risk: Measurement and Evaluation Using Value-at-Risk," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 31(9-10), pages 1389-1417. [Downloadable!] (restricted)
2. Don Bredin & Caroline Gavin & Gerard O'Reilly, 2004. "International monetary policy shocks and Irish market rates," Applied Economics Letters, Taylor and Francis Journals, vol. 11(7), pages 409-414, June. [Downloadable!] (restricted)
3. Don Bredin & Gerard O'Reilly, 2004. "An analysis of the transmission mechanism of monetary policy in Ireland," Applied Economics, Taylor and Francis Journals, vol. 36(1), pages 49-58, January. [Downloadable!] (restricted)

2003

1. Don Bredin & Caroline Gavin & Gerard O Reilly, 2003. "The Influence of Domestic and International Interest Rates on the ISEQ," The Economic and Social Review, Economic and Social Studies, vol. 34(3), pages 249–265. [Downloadable!]
2. Don Bredin & Stilianos Fountas & Eithne Murphy, 2003. "An Empirical Analysis of Short-run and Long-run Irish Export Functions: does exchange rate volatility matter?," International Review of Applied Economics, Taylor and Francis Journals, vol. 17(2), pages 193-208, April. [Downloadable!] (restricted)

2002

1. Don Bredin & Trevor Fitzpatrick & Gerard O Reilly, 2002. "Retail Interest Rate Pass-Through - The Irish Experience," The Economic and Social Review, Economic and Social Studies, vol. 33(2), pages 223-246. [Downloadable!]
2. Bredin, Don & Cuthbertson, Keith, 2002. "Liquidity Effects and Precautionary Saving in the Czech Republic," Applied Financial Economics, Taylor and Francis Journals, vol. 12(6), pages 405-13, June. [Downloadable!] (restricted)

2001

1. Hutson, Elaine & Kearney, Colm, 2001. "Volatility in stocks subject to takeover bids: Australian evidence using daily data," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 273-296, July. [Downloadable!] (restricted)
2. Cuthbertson, Keith & Bredin, Don, 2001. "Risk Premia and Long Rates in Ireland," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(6), pages 391-403, September.

2000

1. Hutson, Elaine, 2000. "Takeover targets and the probability of bid success: Evidence from the Australian market," International Review of Financial Analysis, Elsevier, vol. 9(1), pages 45-65, February. [Downloadable!] (restricted)
2. Keith Cuthbertson & Don Bredin, 2000. "The Expectations Hypothesis of the Term Structure - The Case of Ireland," The Economic and Social Review, Economic and Social Studies, vol. 31(3), pages 267-281. [Downloadable!]

1998

1. Fountas, Stilianos & Bredin, Donal, 1998. "Exchange Rate Volatility and Exports: The Case of Ireland," Applied Economics Letters, Taylor and Francis Journals, vol. 5(5), pages 301-04, May. [Downloadable!] (restricted)
2. Donal Bredin & Stilianos Fountas, 1998. "Testing for monetary policy convergence in European countries," Journal of Economic Studies, Emerald Group Publishing, vol. 25(5), pages 353-369, October. [Downloadable!] (restricted)

This page was last updated on 2009-12-2.