An examination of return and volatility patterns on the Irish equity market

Applied Financial Economics

Volumn 11, Issue 2, 2001, Pages 137-146

  Alles, L ^a   Murray, L ^a  

^a UNIVERSITY COLLEGE DUBLIN   (Ireland)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL MARKET; DEREGULATION; MARKET CONDITIONS; STOCK MARKET;

IRELAND;

EID: 0035086007     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031001750071523     Document Type: Article

References (21)

1. Good news, bad news, and international spillovers of stock return volatility between Japan and the US
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3. Generalised autoregressive conditional heteroskedasticity
4. A capital asset pricing model with time varying variance
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6. Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation
7. Estimating time varying risk premia in the term structure: The ARCH-M model
8. Expected stock returns and volatility
9. Correlations in price changes and volatility across international stock markets
10. Volatility spillovers across equity markets: European evidence
11. A multivariate GARCH model of international transmissions of stock returns and volatility: The case of the United States and Canada
12. The causes of volatility in a small, internationally integrated stock market: Ireland, July 1975 to June 1994
13. Australian stock market volatility: 1875-1987
14. Asymmetric volatility transmission in international stock markets
15. Time varying volatilities and stock market returns: International evidence
16. Alternative models for conditional stock volatility
17. Risk, inflation, and the stock market
18. Stock returns and volatility: An empirical study of the UK stock market
19. Why does stock market volatility change over time
20. Mean and volatility spillovers across major national stock markets: Further empirical evidence
21. Relationships between volatility and expected returns across international stock markets