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A word of caution on calculating market-based minimum capital risk requirements
Brooks, C.; Clare, A.D.; Persand, G. - In: Journal of banking & finance 24 (2000) 10, pp. 1557-1574
Persistent link: https://www.econbiz.de/10005895220
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A Note on Estimating Market-based Minimum Capital Risk Requirements: A Multivariate GARCH Approach
Brooks, C.; Clare, A.D.; Persand, G. - In: The Manchester School 70 (2002) 5, pp. 666-681
Persistent link: https://www.econbiz.de/10007811352
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Relative price variability and inflation in an equilibrium price misperceptions' model: Evidence for the UK
Clare, A.D.; Thomas, S.H. - In: Economics letters 42 (1993) 1, pp. 51-58
Persistent link: https://www.econbiz.de/10006806981
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Reports of beta's death are premature: Evidence from theUK
Clare, A.D.; Priestley, R.; Thomas, S.H. - In: Journal of banking & finance 22 (1998) 9, pp. 1207
Persistent link: https://www.econbiz.de/10005900562
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UK stock returns and robust tests of mean variance efficiency
Clare, A.D.; Smith, P.N.; Thomas, S.H. - In: Journal of banking & finance 21 (1997) 5, pp. 641-660
Persistent link: https://www.econbiz.de/10005905574
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The Effect of Bond Rating Changes and New Ratings on UK Stock Returns
Barron, M.J.; Clare, A.D.; Thomas, S.H. - In: Journal of business finance & accounting : JBFA 24 (1997) 3-4, pp. 497-510
Persistent link: https://www.econbiz.de/10006998945
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Hedging sterling eurobond portfolios: a proposal for eurobond futures contract
Clare, A.D.; Oozeer, M.C. - In: Applied financial economics 11 (2001) 1, pp. 37-44
Persistent link: https://www.econbiz.de/10007673090
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TESTS FOR STOCHASTIC SEASONALITY APPLIED TO DAILY FINANCIAL TIME SERIES
Andrade, I.C.; Clare, A.D.; O'Brien, R.J.; Thomas, S.H. - In: The Manchester School 67 (1999) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10007820640
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Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns?
Clare, A.D.; Thomas, S.H.; Wickens, M.R. - In: The economic journal : the journal of the Royal … 104 (1994) 423, pp. 303-315
Persistent link: https://www.econbiz.de/10007563409
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Developing a Trading Rule from the FTSE-100 Stock Index Futures Contract: Evidence in Support of the EMH
Buckle, M.J.; Clare, A.D.; Thomas, S.H. - In: Journal of business finance & accounting : JBFA 26 (1999) 1-2, pp. 249
Persistent link: https://www.econbiz.de/10006989873