Bredin, Don; Gavin, Caroline; O'Reilly, Gerard - In: Applied Economics Letters 11 (2004) 7, pp. 409-414
The influence of international interest rate changes on the Dublin interbank money market rates (Dibor) is investigated. Specifically, the impact of (un)expected changes in German(Euro) area and US policy rates on various Dibor rates between 1991 to 2002 is analysed in an event type study....