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A multi-country analysis of the temporary and permanent components of stock prices

Gallagher, Liam - In: Applied financial economics 9 (1999) 2, pp. 129-142

Persistent link: https://www.econbiz.de/10001454297

Macroeconomic shocks under alternative exchange rate regimes : the Irish experience

Gallagher, Liam - In: Applied economics 32 (2000) 7, pp. 933-944

Persistent link: https://www.econbiz.de/10001522245

Identifying the source of mean and volantility spillovers in Irish equities : a multivariate GARCH analysis

Gallagher, Liam; Twomey, Cian E. - In: The economic and social review 29 (1998) 4, pp. 341-356

Persistent link: https://www.econbiz.de/10001538421

Real and nominal shocks to exchange rates : does the regime matter?

Gallagher, Liam; Kavanagh, Ella - In: The Manchester School 70 (2002) 5, pp. 710-730

Persistent link: https://www.econbiz.de/10001699710

Measuring the temporary component of stock prices : robust multivariate analysis

Gallagher, Liam; Taylor, Mark P. - In: Economics letters 67 (2000) 2, pp. 193-200

Persistent link: https://www.econbiz.de/10001471343

Real and Nominal Shocks to Exchange Rates : Does the Regime Matter?

Gallagher, Liam; Kavanagh, Ella - 2004

In this paper we investigate the source of Irish real and nominal exchange rate movements during the Exchange Rate Mechanism period. A restricted vector autoregression is employed to decompose Irish pound exchange rate movements into changes due to real and nominal factors, for three bilateral...

Persistent link: https://www.econbiz.de/10014109219