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What can we learn about monetary policy transparency from financial market data?

Clare, Andrew D.; Clare, Andrew D.; Courtenay, Roger - 2001

In this paper we investigate the impact of UK macroeconomic news announcements on selected futures contracts and exchange rates. We include a wide set of scheduled public news announcements in our study, including official interest rate decisions. We investigate whether the reaction to these...

Persistent link: https://www.econbiz.de/10001565848

A comparison of long bond yields in the United Kingdom, the United States, and Germany

Brooke, Martin; Clare, Andrew D.; Lekkos, Ilias - In: Quarterly bulletin / Bank of England 40 (2000) 2, pp. 150-158

Persistent link: https://www.econbiz.de/10001510026

A word of caution on calculating market-based minimum capital risk requirements

Brooks, Chris; Clare, Andrew D.; Persand, Gita - In: Journal of banking & finance 24 (2000) 10, pp. 1557-1574

Persistent link: https://www.econbiz.de/10001511626

Financial market reactions to interest rate announcements and macroeconomic data releases

Clare, Andrew D.; Courtenay, Roger - In: Quarterly bulletin / Bank of England 40 (2000) 3, pp. 266-273

Persistent link: https://www.econbiz.de/10001502107

Hedging corporate bonds with stock index futures : a world of caution

Clare, Andrew D.; Ionnides, Michalis; Skinner, Frank S. - In: The journal of fixed income 10 (2000) 2, pp. 25-34

Persistent link: https://www.econbiz.de/10001530294

Price clustering and bid-ask spreads in international bond futures

Ap Gwilym, Owain; Clare, Andrew D.; Thomas, Stephen - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 377-391

Persistent link: https://www.econbiz.de/10001445775

Modeling the risk premium on eurodollar bonds

Clare, Andrew D. (contributor) - In: The journal of fixed income 9 (2000) 4, pp. 61-74

Persistent link: https://www.econbiz.de/10001495252

The gains from international portfolio diversification in bonds and equities

Andrade, Isabel C.; Clare, Andrew D.; Thomas, Stephen - 1995

Persistent link: https://www.econbiz.de/10000926885

Testing for seasonal patterns in conditional return volatility : evidence from Asia-Pacific markets

Clare, Andrew D. - In: Applied financial economics 7 (1997) 5, pp. 517-523

Persistent link: https://www.econbiz.de/10001229835

Stock return predictability or mismeasured risk?

Clare, Andrew D. - In: Applied financial economics 7 (1997) 6, pp. 679-687

Persistent link: https://www.econbiz.de/10001240753

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