Details about Don Bredin
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Last updated 2024-05-06. Update your information in the RePEc Author Service.
Short-id: pbr340
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Working Papers
2022
- COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic
Post-Print, HAL View citations (3)
See also Journal Article COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic, Digital Finance, Springer (2022)  View citations (4) (2022)
- Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries
Discussion Paper Series, Department of Economics, University of Macedonia
Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) View citations (2)
See also Journal Article Inflation, Inflation Uncertainty, and Markov Regime Switching Heteroskedasticity: Evidence from European Countries, South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region (2021) (2021)
2021
- Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data
Discussion Paper Series, Department of Economics, University of Macedonia View citations (2)
See also Journal Article Is British output growth related to its uncertainty? Evidence using eight centuries of data, Scottish Journal of Political Economy, Scottish Economic Society (2021) View citations (2) (2021)
2018
- US Inflation and Inflation Uncertainty Over 200 Years
Discussion Paper Series, Department of Economics, University of Macedonia View citations (1)
See also Journal Article US inflation and inflation uncertainty over 200 years, Financial History Review, Cambridge University Press (2018) View citations (1) (2018)
2016
- Relative Price Dispersion and In flation: Evidence for the UK and the US
Discussion Paper Series, Department of Economics, University of Macedonia
2011
- Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing
Working Papers, Geary Institute, University College Dublin View citations (2)
- US Infl ation and infl ation uncertainty in a historical perspective: The impact of recessions
Working Papers, Geary Institute, University College Dublin View citations (2)
Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (3)
- US Oil Price Exposure: The Industry Effects
Working Papers, Geary Institute, University College Dublin View citations (4)
- Volatility and Irish Exports
Working Papers, Geary Institute, University College Dublin
Also in MPRA Paper, University Library of Munich, Germany (2005)
See also Journal Article VOLATILITY AND IRISH EXPORTS, Economic Inquiry, Western Economic Association International (2008) View citations (1) (2008)
2010
- An Analysis of the EU Emission Trading Scheme
Working Papers, Geary Institute, University College Dublin View citations (2)
- Investigating Sources of Unanticipated Exposure in Industry Stock Returns
Working Papers, Geary Institute, University College Dublin
See also Journal Article Investigating sources of unanticipated exposure in industry stock returns, Journal of Banking & Finance, Elsevier (2011) View citations (15) (2011)
- Oil Volatility and the Option Value of Waiting: An analysis of the G-7
Working Papers, Geary Institute, University College Dublin View citations (6)
Also in Discussion Paper Series, Department of Economics, University of Macedonia (2010) View citations (2)
See also Journal Article Oil volatility and the option value of waiting: An analysis of the G‐7, Journal of Futures Markets, John Wiley & Sons, Ltd. (2011) View citations (42) (2011)
- The Effects of Uncertainty about Oil Prices in G-7
Working Papers, Geary Institute, University College Dublin View citations (208)
2008
- 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
2007
- Correlation dynamics between Asia-Pacific, EU and US stock returns
MPRA Paper, University Library of Munich, Germany View citations (20)
- Monetary Policy and Real Estate Investment Trusts
ERES, European Real Estate Society (ERES) View citations (1)
2005
- European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response
Research Technical Papers, Central Bank of Ireland View citations (15)
See also Journal Article European monetary policy surprises: the aggregate and sectoral stock market response, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2009) View citations (36) (2009)
2004
- Macroeconomic Uncertainty and Macroeconomic Performance: Are they related?
Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group View citations (11)
See also Journal Article MACROECONOMIC UNCERTAINTY AND MACROECONOMIC PERFORMANCE: ARE THEY RELATED?, Manchester School, University of Manchester (2005) View citations (31) (2005)
- US Monetary Announcements and Irish Stockmarket Volatility
Research Technical Papers, Central Bank of Ireland
2003
- International Policy Rate Changes and Dublin Interbank Offer Rates
Research Technical Papers, Central Bank of Ireland
- The Influence of Domestic and International Interest Rates on the ISEQ
Research Technical Papers, Central Bank of Ireland View citations (6)
See also Journal Article The Influence of Domestic and International Interest Rates on the ISEQ, The Economic and Social Review, Economic and Social Studies (2003) View citations (6) (2003)
2002
- An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter?
Research Technical Papers, Central Bank of Ireland View citations (5)
Also in Working Papers, National University of Ireland Galway, Department of Economics (1998)
See also Journal Article An Empirical Analysis of Short-run and Long-run Irish Export Functions: Does exchange rate volatility matter?, International Review of Applied Economics, Taylor & Francis Journals (2003) View citations (43) (2003)
- Forex Risk: Measurement and Evaluation using Value-at-Risk
Research Technical Papers, Central Bank of Ireland View citations (1)
See also Journal Article FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk, Journal of Business Finance & Accounting, Wiley Blackwell (2004) View citations (3) (2004)
2001
- Alternative Tests of the Expectations Hypothesis of the Term Structure of Interest Rates
Research Technical Papers, Central Bank of Ireland View citations (1)
- An Analysis of the Transmission Mechanism of Monetary Policy in Ireland
Research Technical Papers, Central Bank of Ireland View citations (4)
See also Journal Article An analysis of the transmission mechanism of monetary policy in Ireland, Applied Economics, Taylor & Francis Journals (2004) View citations (11) (2004)
- Liquidity Effects and Precautionary Saving in The Czech Republic
Research Technical Papers, Central Bank of Ireland View citations (2)
See also Journal Article Liquidity effects and precautionary saving in the Czech Republic, Applied Financial Economics, Taylor & Francis Journals (2002) View citations (2) (2002)
- Money Demand in the Czech Republic since Transition
Research Technical Papers, Central Bank of Ireland View citations (8)
See also Journal Article Money demand in the czech republic since transition, Journal of Economic Policy Reform, Taylor & Francis Journals (2001) View citations (8) (2001)
- Retail Interest Rate Pass-Through: The Irish Experience
Research Technical Papers, Central Bank of Ireland View citations (25)
See also Journal Article Retail Interest Rate Pass-Through - The Irish Experience, The Economic and Social Review, Economic and Social Studies (2002) View citations (17) (2002)
2000
- Risk Premia and Long Rates in Ireland
Research Technical Papers, Central Bank of Ireland View citations (1)
See also Journal Article Risk Premia and Long Rates in Ireland, Journal of Forecasting, John Wiley & Sons, Ltd. (2001) View citations (2) (2001)
- The Expectations Hypothesis of the Term Structure: The Case of Ireland
Research Technical Papers, Central Bank of Ireland View citations (8)
See also Journal Article The Expectations Hypothesis of the Term Structure - The Case of Ireland, The Economic and Social Review, Economic and Social Studies (2000) View citations (9) (2000)
1997
- Exchange Rate Volatility and Exports: The Case of Ireland
Working Papers, National University of Ireland Galway, Department of Economics
See also Journal Article Exchange rate volatility and exports: the case of Ireland, Applied Economics Letters, Taylor & Francis Journals (1998) View citations (8) (1998)
- Testing for Monetary Policy Convergence in European Countries
Working Papers, National University of Ireland Galway, Department of Economics
Journal Articles
2023
- Revisiting the Silver Crisis
Journal of Commodity Markets, 2023, 30, (C)
2022
- COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic
Digital Finance, 2022, 4, (1), 17-61 View citations (4)
See also Working Paper COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic, Post-Print (2022) View citations (3) (2022)
- Food Prices, Ethics and Forms of Speculation
Journal of Business Ethics, 2022, 179, (2), 495-509 View citations (4)
2021
- Forecasting WTI crude oil futures returns: Does the term structure help?
Energy Economics, 2021, 100, (C) View citations (8)
- Inflation, Inflation Uncertainty, and Markov Regime Switching Heteroskedasticity: Evidence from European Countries
South-Eastern Europe Journal of Economics, 2021, 19, (2), 181-200
See also Working Paper Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries, Discussion Paper Series (2022) (2022)
- Is British output growth related to its uncertainty? Evidence using eight centuries of data
Scottish Journal of Political Economy, 2021, 68, (3), 345-364 View citations (2)
See also Working Paper Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data, Discussion Paper Series (2021) View citations (2) (2021)
2020
- The investment behavior of Qualified Foreign Institutional Investors in China
Journal of Multinational Financial Management, 2020, 54, (C) View citations (6)
2019
- Agreement matters: OPEC announcement effects on WTI term structure
Energy Economics, 2019, 80, (C), 589-609 View citations (4)
2018
- Carbon portfolio management
International Journal of Finance & Economics, 2018, 23, (4), 349-361 View citations (7)
- Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets
Journal of Commodity Markets, 2018, 9, (C), 1-20 View citations (8)
- Investor sentiment: Does it augment the performance of asset pricing models?
International Review of Financial Analysis, 2018, 59, (C), 290-303 View citations (11)
- US inflation and inflation uncertainty over 200 years
Financial History Review, 2018, 25, (2), 141-159 View citations (1)
See also Working Paper US Inflation and Inflation Uncertainty Over 200 Years, Discussion Paper Series (2018) View citations (1) (2018)
2017
- Is information assimilated at announcements in the European carbon market?
Energy Economics, 2017, 63, (C), 234-247 View citations (2)
- The price of shelter - Downside risk reduction with precious metals
International Review of Financial Analysis, 2017, 49, (C), 48-58 View citations (49)
2016
- International Sentiment Spillovers in Equity Returns
International Journal of Finance & Economics, 2016, 21, (4), 332-359 View citations (34)
- Why is Spot Carbon so Cheap and Future Carbon so Dear? The Term Structure of Carbon Prices
The Energy Journal, 2016, 37, (3), 83-108 View citations (1)
Also in The Energy Journal, 2016, Volume 37, (Number 3) (2016) View citations (21)
2015
- 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 View citations (171)
2014
- A microstructure analysis of the carbon finance market
International Review of Financial Analysis, 2014, 34, (C), 222-234 View citations (34)
- Domestic and foreign institutional investors' behavior in China
The European Journal of Finance, 2014, 20, (7-9), 728-751 View citations (33)
- Performance and performance persistence of UK closed-end equity funds
International Review of Financial Analysis, 2014, 34, (C), 189-199 View citations (5)
2013
- An examination of investor sentiment effect on G7 stock market returns
The European Journal of Finance, 2013, 19, (9), 909-937 View citations (67)
2011
- An emerging equilibrium in the EU emissions trading scheme
Energy Economics, 2011, 33, (2), 353-362 View citations (92)
- Investigating sources of unanticipated exposure in industry stock returns
Journal of Banking & Finance, 2011, 35, (5), 1128-1142 View citations (15)
See also Working Paper Investigating Sources of Unanticipated Exposure in Industry Stock Returns, Working Papers (2010) (2010)
- Monetary policy transmission and real estate investment trusts
International Journal of Finance & Economics, 2011, 16, (1), 92-102 View citations (18)
- Oil volatility and the option value of waiting: An analysis of the G‐7
Journal of Futures Markets, 2011, 31, (7), 679-702 View citations (42)
See also Working Paper Oil Volatility and the Option Value of Waiting: An analysis of the G-7, Working Papers (2010) View citations (6) (2010)
2010
- Is There a Stochastic Trend in European Union Emission Trading Scheme Prices?
Sosyoekonomi Journal, 2010, (2010-EN) View citations (1)
- Monetary policy surprises and international bond markets
Journal of International Money and Finance, 2010, 29, (6), 988-1002 View citations (26)
2009
- European monetary policy surprises: the aggregate and sectoral stock market response
International Journal of Finance & Economics, 2009, 14, (2), 156-171 View citations (36)
See also Working Paper European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response, Research Technical Papers (2005) View citations (15) (2005)
- Macroeconomic Uncertainty and Performance in Asian Countries*
Review of Development Economics, 2009, 13, (2), 215-229 View citations (18)
- Macroeconomic uncertainty and performance in the European Union
Journal of International Money and Finance, 2009, 28, (6), 972-986 View citations (44)
2008
- Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies
European Financial Management, 2008, 14, (2), 315-346 View citations (20)
- VOLATILITY AND IRISH EXPORTS
Economic Inquiry, 2008, 46, (4), 540-560 View citations (1)
See also Working Paper Volatility and Irish Exports, Working Papers (2011) (2011)
2007
- Monetary Shocks and REIT Returns
The Journal of Real Estate Finance and Economics, 2007, 35, (3), 315-331 View citations (43)
- UK Stock Returns and the Impact of Domestic Monetary Policy Shocks
Journal of Business Finance & Accounting, 2007, 34, (5‐6), 872-888 View citations (60)
2005
- MACROECONOMIC UNCERTAINTY AND MACROECONOMIC PERFORMANCE: ARE THEY RELATED?
Manchester School, 2005, 73, (s1), 58-76 View citations (31)
See also Working Paper Macroeconomic Uncertainty and Macroeconomic Performance: Are they related?, Money Macro and Finance (MMF) Research Group Conference 2004 (2004) View citations (11) (2004)
- US monetary policy announcements and Irish stock market volatility
Applied Financial Economics, 2005, 15, (17), 1243-1250 View citations (11)
2004
- An analysis of the transmission mechanism of monetary policy in Ireland
Applied Economics, 2004, 36, (1), 49-58 View citations (11)
See also Working Paper An Analysis of the Transmission Mechanism of Monetary Policy in Ireland, Research Technical Papers (2001) View citations (4) (2001)
- FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk
Journal of Business Finance & Accounting, 2004, 31, (9‐10), 1389-1417 View citations (3)
See also Working Paper Forex Risk: Measurement and Evaluation using Value-at-Risk, Research Technical Papers (2002) View citations (1) (2002)
- International monetary policy shocks and Irish market rates
Applied Economics Letters, 2004, 11, (7), 409-414 View citations (3)
2003
- 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 View citations (43)
See also Working Paper An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter?, Research Technical Papers (2002) View citations (5) (2002)
- The Influence of Domestic and International Interest Rates on the ISEQ
The Economic and Social Review, 2003, 34, (3), 249–265 View citations (6)
See also Working Paper The Influence of Domestic and International Interest Rates on the ISEQ, Research Technical Papers (2003) View citations (6) (2003)
2002
- Liquidity effects and precautionary saving in the Czech Republic
Applied Financial Economics, 2002, 12, (6), 405-413 View citations (2)
See also Working Paper Liquidity Effects and Precautionary Saving in The Czech Republic, Research Technical Papers (2001) View citations (2) (2001)
- Retail Interest Rate Pass-Through - The Irish Experience
The Economic and Social Review, 2002, 33, (2), 223-246 View citations (17)
See also Working Paper Retail Interest Rate Pass-Through: The Irish Experience, Research Technical Papers (2001) View citations (25) (2001)
2001
- Money demand in the czech republic since transition
Journal of Economic Policy Reform, 2001, 4, (4), 271-290 View citations (8)
See also Working Paper Money Demand in the Czech Republic since Transition, Research Technical Papers (2001) View citations (8) (2001)
- Risk Premia and Long Rates in Ireland
Journal of Forecasting, 2001, 20, (6), 391-403 View citations (2)
See also Working Paper Risk Premia and Long Rates in Ireland, Research Technical Papers (2000) View citations (1) (2000)
2000
- The Expectations Hypothesis of the Term Structure - The Case of Ireland
The Economic and Social Review, 2000, 31, (3), 267-281 View citations (9)
See also Working Paper The Expectations Hypothesis of the Term Structure: The Case of Ireland, Research Technical Papers (2000) View citations (8) (2000)
1998
- Exchange rate volatility and exports: the case of Ireland
Applied Economics Letters, 1998, 5, (5), 301-304 View citations (8)
See also Working Paper Exchange Rate Volatility and Exports: The Case of Ireland, Working Papers (1997) (1997)
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