In November 2008, the United States (US) Federal Reserve began purchasing mortgage-backed security obligations, in an attempt to support the failing housing market and improve financial market conditions. This paper provides an investigation of the volatility effects associated with regularly...

We investigate the information shares of the two main centers of gold trading, over a 25 year period, using non overlapping 4 month windows. We find that neither London nor New York are dominant in terms of price information share, that the dominant market switches from time to time and that...

We examine by means of a survey and subsequent statistical analysis the extent of financial risk tolerance in Irish adults. We administer the (J. Grable & Lytton, 1999) 13 item risk tolerance instrument, and find confirmed a number of stylized facts found elsewhere on age, gender and education...

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...