Similar Search Results - EconBiz

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 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

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

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

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

Is the gilt-equity yield ratio useful for predicting UK stock returns?

Clare, Andrew D. - In: The economic journal : the journal of the Royal … 104 (1994) 423, pp. 303-315

Persistent link: https://www.econbiz.de/10001159212

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

A note on estimating market-based minimum capital risk requirements : a multivariate GARCH approach

Brooks, Chris; Clare, Andrew D.; Persand, Gita - In: The Manchester School 70 (2002) 5, pp. 666-681

Persistent link: https://www.econbiz.de/10001699705

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

A comparison of extreme value theory approaches for determining value at risk

Brooks, Chris; Clare, Andrew D.; Dalle Molle, John W.; … - In: Journal of empirical finance 12 (2005) 2, pp. 339-352

Persistent link: https://www.econbiz.de/10002685175

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