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The effect of asymmetries on optimal hedge ratios
Brooks, Chris; Henry, Ólan Thomas John; Persand, Gita - In: The journal of business : B 75 (2002) 2, pp. 333-352
Persistent link: https://www.econbiz.de/10001682432
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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
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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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The bid-ask spread in stock index options : an ordered probit analysis
Ap Gwilym, Owain - In: The journal of futures markets 18 (1998) 4, pp. 467-485
Persistent link: https://www.econbiz.de/10001242637
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Reports of beta's death are premature : evidence from the UK
Clare, Andrew D. - In: Journal of banking & finance 22 (1998) 9, pp. 1207-1229
Persistent link: https://www.econbiz.de/10001249316
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Using the arbitrage pricing theory to calculate the probability of financial institution failure
Clare, Andrew D. - In: Journal of money, credit and banking : JMCB 27 (1995) 3, pp. 920-926
Persistent link: https://www.econbiz.de/10001190496
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Assessing the impact of macroeconomic news announcements on securities prices under different monetary policy regimes
Clare, Andrew D.; Courtenay, Roger - 2001
Persistent link: https://www.econbiz.de/10001557450
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Is the UK Treasury Bill rate a good proxy for expected inflation in the United Kingdom?
Andrade, Isabel C. - In: Economics letters 45 (1994) 3, pp. 335-341
Persistent link: https://www.econbiz.de/10001165776
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UK stock returns and robust tests of mean variance efficiency
Clare, Andrew D. - In: Journal of banking & finance 21 (1997) 5, pp. 641-660
Persistent link: https://www.econbiz.de/10001222187
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The Blended Approach to Real Estate Allocations : Performance Implications of Combining an Exposure to German Spezialfonds with Global Listed Real Estate Securities
Moss, Alex - 2015
This paper seeks to increase the understanding of the performance implications for investors who choose to combine an unlisted real estate portfolio (in this case German Spezialfonds) with a (global) listed real estate element. We call this a “blended” approach to real estate allocations....
Persistent link: https://www.econbiz.de/10013014753