Browsing by Author "Cuthbertson, Keith"
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The expectations hypothesis of the term structure: the case of Ireland
Cuthbertson, Keith; Bredin, Don (Economic & Social StudiesDublin, 2000)Using a number of short-term maturities and monthly data, 1984-1997, we provide a number of tests of the expectations hypothesis (EH) of the term structure. The paper draws on cointegration techniques and the methodological ... -
The industry response to macroeconomic shocks in the UK, Germany and France and the convergence debate
Cuthbertson, Keith; Hayes, Simon; Hyde, Stuart (Economic & Social StudiesDublin, 1998)In this paper, we investigate the response of stock returns at an industry level to macroeconomic shocks for the UK, Germany and France. The betas between the stock returns and the macroeconomic factors provide a metric ...