haku: @indexterm Irish Republic / yhteensä: 387
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| Tekijä: | Kearney, C. |
| Otsikko: | The causes of volatility in a small, internationally integrated stock market: Ireland, July 1975 - June 1994 |
| Lehti: | Journal of Financial Research
1998 : SPRING, VOL. 21:1, p. 85-104 |
| Asiasana: | VOLATILITY STOCK OPTIONS IRISH REPUBLIC |
| Kieli: | eng |
| Tiivistelmä: | The author of the article examines the causes of conditional volatility in a small, internationally integrated stock market using the Irish stock market as an example. The author relates Irish stock market conditional volatility to British stock market conditional volatility and business cycle variables from July 1975 to May 1994. Exchange rate volatility is a more significant determinant of volatility in a small, internationally integrated stock market than is interest rate volatility. |
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