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Details about Don Bredin

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Homepage:http://www.ucd.ie/research/people/business/professordonbredin/
Workplace:Michael Smurfit Graduate School of Business, School of Business, University College Dublin, (more information at EDIRC)

Access statistics for papers by Don Bredin.

Last updated 2019-09-12. Update your information in the RePEc Author Service.

Short-id: pbr340


Jump to Journal Articles

Working Papers

2018

  1. US Inflation and Inflation Uncertainty Over 200 Years
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads
    See also Journal Article in Financial History Review (2018)

2016

  1. Relative Price Dispersion and In flation: Evidence for the UK and the US
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads
    See also Journal Article in Credit and Capital Markets (2017)

2011

  1. Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing
    Working Papers, Geary Institute, University College Dublin Downloads View citations (1)
  2. US Infl ation and infl ation uncertainty in a historical perspective: The impact of recessions
    Working Papers, Geary Institute, University College Dublin Downloads View citations (2)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) Downloads View citations (3)
  3. US Oil Price Exposure: The Industry Effects
    Working Papers, Geary Institute, University College Dublin Downloads View citations (3)
  4. Volatility and Irish Exports
    Working Papers, Geary Institute, University College Dublin Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2005) Downloads

    See also Journal Article in Economic Inquiry (2008)

2010

  1. An Analysis of the EU Emission Trading Scheme
    Working Papers, Geary Institute, University College Dublin Downloads View citations (2)
  2. Investigating Sources of Unanticipated Exposure in Industry Stock Returns
    Working Papers, Geary Institute, University College Dublin Downloads
    See also Journal Article in Journal of Banking & Finance (2011)
  3. Oil Volatility and the Option Value of Waiting: An analysis of the G-7
    Working Papers, Geary Institute, University College Dublin Downloads View citations (5)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2010) Downloads

    See also Journal Article in Journal of Futures Markets (2011)
  4. The Effects of Uncertainty about Oil Prices in G-7
    Working Papers, Geary Institute, University College Dublin Downloads View citations (4)

2008

  1. Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads

2007

  1. Correlation dynamics between Asia-Pacific, EU and US stock returns
    MPRA Paper, University Library of Munich, Germany Downloads View citations (17)
  2. Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group Downloads View citations (2)
  3. Monetary Policy and Real Estate Investment Trusts
    ERES, European Real Estate Society (ERES) Downloads

2005

  1. European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response
    Research Technical Papers, Central Bank of Ireland Downloads View citations (15)
    See also Journal Article in International Journal of Finance & Economics (2009)

2004

  1. Macroeconomic Uncertainty and Macroeconomic Performance: Are they related?
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group Downloads View citations (8)
    See also Journal Article in Manchester School (2005)
  2. US Monetary Announcements and Irish Stockmarket Volatility
    Research Technical Papers, Central Bank of Ireland Downloads

2003

  1. International Policy Rate Changes and Dublin Interbank Offer Rates
    Research Technical Papers, Central Bank of Ireland Downloads
  2. The Influence of Domestic and International Interest Rates on the ISEQ
    Research Technical Papers, Central Bank of Ireland Downloads View citations (5)
    See also Journal Article in The Economic and Social Review (2003)

2002

  1. An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter?
    Research Technical Papers, Central Bank of Ireland Downloads View citations (5)
    Also in Working Papers, National University of Ireland Galway, Department of Economics (1998) Downloads

    See also Journal Article in International Review of Applied Economics (2003)
  2. Forex Risk: Measurement and Evaluation using Value-at-Risk
    Research Technical Papers, Central Bank of Ireland Downloads View citations (1)
    See also Journal Article in Journal of Business Finance & Accounting (2004)

2001

  1. Alternative Tests of the Expectations Hypothesis of the Term Structure of Interest Rates
    Research Technical Papers, Central Bank of Ireland Downloads View citations (1)
  2. An Analysis of the Transmission Mechanism of Monetary Policy in Ireland
    Research Technical Papers, Central Bank of Ireland Downloads View citations (4)
    See also Journal Article in Applied Economics (2004)
  3. Liquidity Effects and Precautionary Saving in The Czech Republic
    Research Technical Papers, Central Bank of Ireland Downloads View citations (2)
    See also Journal Article in Applied Financial Economics (2002)
  4. Money Demand in the Czech Republic since Transition
    Research Technical Papers, Central Bank of Ireland Downloads View citations (7)
    See also Journal Article in Journal of Economic Policy Reform (2001)
  5. Retail Interest Rate Pass-Through: The Irish Experience
    Research Technical Papers, Central Bank of Ireland Downloads View citations (23)
    See also Journal Article in The Economic and Social Review (2002)

2000

  1. Risk Premia and Long Rates in Ireland
    Research Technical Papers, Central Bank of Ireland Downloads View citations (1)
    See also Journal Article in Journal of Forecasting (2001)
  2. The Expectations Hypothesis of the Term Structure: The Case of Ireland
    Research Technical Papers, Central Bank of Ireland Downloads View citations (7)
    See also Journal Article in The Economic and Social Review (2000)

1997

  1. Exchange Rate Volatility and Exports: The Case of Ireland
    Working Papers, National University of Ireland Galway, Department of Economics Downloads
    See also Journal Article in Applied Economics Letters (1998)
  2. Testing for Monetary Policy Convergence in European Countries
    Working Papers, National University of Ireland Galway, Department of Economics Downloads

Journal Articles

2019

  1. Agreement matters: OPEC announcement effects on WTI term structure
    Energy Economics, 2019, 80, (C), 589-609 Downloads

2018

  1. Carbon portfolio management
    International Journal of Finance & Economics, 2018, 23, (4), 349-361 Downloads View citations (1)
  2. Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets
    Journal of Commodity Markets, 2018, 9, (C), 1-20 Downloads
  3. Investor sentiment: Does it augment the performance of asset pricing models?
    International Review of Financial Analysis, 2018, 59, (C), 290-303 Downloads
  4. US inflation and inflation uncertainty over 200 years
    Financial History Review, 2018, 25, (2), 141-159 Downloads
    See also Working Paper (2018)

2017

  1. Is information assimilated at announcements in the European carbon market?
    Energy Economics, 2017, 63, (C), 234-247 Downloads
  2. Relative Price Dispersion and Inflation: Evidence for the UK and the US
    Credit and Capital Markets, 2017, 50, (1), 3-24
    See also Working Paper (2016)
  3. The price of shelter - Downside risk reduction with precious metals
    International Review of Financial Analysis, 2017, 49, (C), 48-58 Downloads View citations (10)

2016

  1. International Sentiment Spillovers in Equity Returns
    International Journal of Finance & Economics, 2016, 21, (4), 332-359 Downloads View citations (7)
  2. Why is Spot Carbon so Cheap and Future Carbon so Dear? The Term Structure of Carbon Prices
    The Energy Journal, 2016, Volume 37, (Number 3) Downloads View citations (8)

2015

  1. Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon
    International Review of Financial Analysis, 2015, 41, (C), 320-328 Downloads View citations (45)

2014

  1. A microstructure analysis of the carbon finance market
    International Review of Financial Analysis, 2014, 34, (C), 222-234 Downloads View citations (23)
  2. Domestic and foreign institutional investors' behavior in China
    The European Journal of Finance, 2014, 20, (7-9), 728-751 Downloads View citations (15)
  3. Performance and performance persistence of UK closed-end equity funds
    International Review of Financial Analysis, 2014, 34, (C), 189-199 Downloads View citations (2)

2013

  1. An examination of investor sentiment effect on G7 stock market returns
    The European Journal of Finance, 2013, 19, (9), 909-937 Downloads View citations (26)

2011

  1. An emerging equilibrium in the EU emissions trading scheme
    Energy Economics, 2011, 33, (2), 353-362 Downloads View citations (65)
  2. Investigating sources of unanticipated exposure in industry stock returns
    Journal of Banking & Finance, 2011, 35, (5), 1128-1142 Downloads View citations (12)
    See also Working Paper (2010)
  3. Monetary policy transmission and real estate investment trusts
    International Journal of Finance & Economics, 2011, 16, (1), 92-102 View citations (14)
  4. Oil volatility and the option value of waiting: An analysis of the G‐7
    Journal of Futures Markets, 2011, 31, (7), 679-702 Downloads View citations (18)
    See also Working Paper (2010)

2010

  1. Is There a Stochastic Trend in European Union Emission Trading Scheme Prices?
    Sosyoekonomi Journal, 2010, (2010-EN) Downloads View citations (1)
  2. Monetary policy surprises and international bond markets
    Journal of International Money and Finance, 2010, 29, (6), 988-1002 Downloads View citations (18)

2009

  1. European monetary policy surprises: the aggregate and sectoral stock market response
    International Journal of Finance & Economics, 2009, 14, (2), 156-171 Downloads View citations (20)
    See also Working Paper (2005)
  2. Macroeconomic Uncertainty and Performance in Asian Countries*
    Review of Development Economics, 2009, 13, (2), 215-229 Downloads View citations (15)
  3. Macroeconomic uncertainty and performance in the European Union
    Journal of International Money and Finance, 2009, 28, (6), 972-986 Downloads View citations (29)

2008

  1. Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies
    European Financial Management, 2008, 14, (2), 315-346 Downloads View citations (17)
  2. VOLATILITY AND IRISH EXPORTS
    Economic Inquiry, 2008, 46, (4), 540-560 Downloads View citations (1)
    See also Working Paper (2011)

2007

  1. Monetary Shocks and REIT Returns
    The Journal of Real Estate Finance and Economics, 2007, 35, (3), 315-331 Downloads View citations (30)
  2. UK Stock Returns and the Impact of Domestic Monetary Policy Shocks
    Journal of Business Finance & Accounting, 2007, 34, (5-6), 872-888 Downloads View citations (50)
    Also in Journal of Business Finance & Accounting, 2007, 34, (5‐6), 872-888 (2007) Downloads

2005

  1. MACROECONOMIC UNCERTAINTY AND MACROECONOMIC PERFORMANCE: ARE THEY RELATED?
    Manchester School, 2005, 73, (s1), 58-76 Downloads View citations (10)
    See also Working Paper (2004)
  2. US monetary policy announcements and Irish stock market volatility
    Applied Financial Economics, 2005, 15, (17), 1243-1250 Downloads View citations (9)

2004

  1. An analysis of the transmission mechanism of monetary policy in Ireland
    Applied Economics, 2004, 36, (1), 49-58 Downloads View citations (11)
    See also Working Paper (2001)
  2. FOREX Risk: Measurement and Evaluation Using Value-at-Risk
    Journal of Business Finance & Accounting, 2004, 31, (9-10), 1389-1417 Downloads View citations (3)
    Also in Journal of Business Finance & Accounting, 2004, 31, (9‐10), 1389-1417 (2004) Downloads

    See also Working Paper (2002)
  3. International monetary policy shocks and Irish market rates
    Applied Economics Letters, 2004, 11, (7), 409-414 Downloads View citations (3)

2003

  1. An Empirical Analysis of Short-run and Long-run Irish Export Functions: Does exchange rate volatility matter?
    International Review of Applied Economics, 2003, 17, (2), 193-208 Downloads View citations (29)
    See also Working Paper (2002)
  2. The Influence of Domestic and International Interest Rates on the ISEQ
    The Economic and Social Review, 2003, 34, (3), 249–265 Downloads View citations (4)
    See also Working Paper (2003)

2002

  1. Liquidity effects and precautionary saving in the Czech Republic
    Applied Financial Economics, 2002, 12, (6), 405-413 Downloads View citations (1)
    See also Working Paper (2001)
  2. Retail Interest Rate Pass-Through - The Irish Experience
    The Economic and Social Review, 2002, 33, (2), 223-246 Downloads View citations (15)
    See also Working Paper (2001)

2001

  1. Money demand in the czech republic since transition
    Journal of Economic Policy Reform, 2001, 4, (4), 271-290 Downloads View citations (7)
    See also Working Paper (2001)
  2. Risk Premia and Long Rates in Ireland
    Journal of Forecasting, 2001, 20, (6), 391-403 View citations (2)
    See also Working Paper (2000)

2000

  1. The Expectations Hypothesis of the Term Structure - The Case of Ireland
    The Economic and Social Review, 2000, 31, (3), 267-281 Downloads View citations (8)
    See also Working Paper (2000)

1998

  1. Exchange rate volatility and exports: the case of Ireland
    Applied Economics Letters, 1998, 5, (5), 301-304 Downloads View citations (6)
    See also Working Paper (1997)
 
Page updated 2019-12-08