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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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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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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
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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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Perfect withdrawal in a noisy world : investing lessons with and without annuities while in drawdown between 2000 and 2019
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - In: The journal of retirement : JOR 9 (2021) 1, pp. 9-39
Persistent link: https://www.econbiz.de/10012613659
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What can we learn about monetary policy transparency from financial market data?
Clare, Andrew; 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
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Liquidity Creation and Bank Capital
Casu, Barbara - 2018
This paper aims to evaluate the relationship between capital and liquidity following the implementation of the Basel III rules. These regulatory measures target both increased capital ratios and a reduction of banks' maturity transformation risk, which could result in excessive constraints on...
Persistent link: https://www.econbiz.de/10012935659
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Access to credit in a market downturn
Casu, Barbara; Chiaramonte, Laura; Croci, Ettore; … - 2020
Persistent link: https://www.econbiz.de/10012314498
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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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What can we learn about monetary policy transparency from financial market data?
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/10011419310