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Keane, who will lead his country out for the first time tomorrow for the Lansdowne Road friendly with Sweden, said: "I wasn't expecting to be made captain.
"You always dream one day you will captain your country, but to be honest, I didn't think it would come at the age of 25. I thought I would have been older.
"But at Spurs I was given the role of vice captain, and when Ledley King has been out injured or whatever, I've then been captain. It's something I've really enjoyed.
"But to captain your country, I'm very honoured and privileged, and I'm grateful to Stan (Staunton) for putting his trust in me and believing I can lead this team.
"I certainly believe I can do it, so it's a case of looking forward to what is a new chapter in my career, and in Irish football also."
When asked as to what kind of leader he will be, Keane replied: "I'm not going to change overnight.
"But now I've been given extra responsibility as captain then I will have to lead by example on the pitch, as well as off it. That is the most important thing.
"I know I will always continue to give 100% because I am so passionate about my country. Even if I wasn't captain I would continue to do that.
"But even though I am captain, every player on the pitch should be shouting. We should have 11 captains out there."
Keane insists the added responsibility afforded to him by Tottenham manager Martin Jol has improved him as a player and a person.
"It has helped my game," claimed Keane, who has 25 international goals to his name, and with 64 caps is the third most-experienced player in Staunton's squad.
"I've certainly enjoyed this season, maybe more than the last couple of seasons.
"At the start it was a bit difficult when I was out of the team, but sometimes you have to get your head down, and that's what I did to get back in."
Staunton is adamant he has made the right choice, even though many felt new vice captain Shay Given would be handed the honour.
"I thought long and hard," conceded Staunton.
"I had a good chat with Shay, and to be honest he is the obvious candidate.
"But Shay leads from the front anyway. I don't think he needs the armband."