Browsing Economic and Social Review Archive: Complete Collection 1969- by Subject "Money market"
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An econometric assessment of the change in quality of the Irish gilt market since the introduction of market making
(Economic & Social StudiesDublin, 1996)Hasbrouck's (1993) measure of market quality is used to assess the effect of introducing market making in Irish Gilts. The measure is based on aspects of the literature on the decomposition of time series' into stochastic ... -
Retail interest rate pass-through: the Irish experience
(Economic & Social StudiesDublin, 2002)In this paper, we examine the extent to which changes in the money market interest rate are passed through to a number of retail lending rates between 1980 and 2001. In addition, we analyse the speed of adjustment of these ...