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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Open economies review"
~language:"eng"
~language:"est"
~language:"ind"
~language:"kor"
~person:"MacDonald, Ronald"
~person:"McMillan, David G."
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Systematic review"
~type_genre:"Übersichtsarbeit"
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Volatility
15
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12
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MacDonald, Ronald
McMillan, David G.
Faff, Robert W.
28
Brooks, Robert
27
Minford, Patrick
27
Lucey, Brian M.
24
Madura, Jeff
24
Serletis, Apostolos
24
Narayan, Paresh Kumar
23
Meenagh, David
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Caporale, Guglielmo Maria
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Kouretas, Georgios P.
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Hammoudeh, Shawkat
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Jawadi, Fredj
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Fratianni, Michele
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Hassan, M. Kabir
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Cumming, Douglas J.
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Hamori, Shigeyuki
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Aizenman, Joshua
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Nguyen, Duc Khuong
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Wohar, Mark E.
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Furceri, Davide
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Hagen, Jürgen von
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Moosa, Imad A.
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Apergēs, Nikolaos
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Chelley-Steeley, Patricia L.
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Goodell, John W.
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Gregoriou, Andros
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Gupta, Rangan
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Hudson, Robert
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Siklos, Pierre L.
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Ap Gwilym, Owain
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Belke, Ansgar
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Booth, G. Geoffrey
10
Bordo, Michael D.
10
Fung, Hung-gay
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Haan, Jakob de
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Applied financial economics
Journal of international financial markets, institutions & money
Open economies review
Economics letters
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Journal of international money and finance
15
The European journal of finance
11
Applied economics
9
The journal of asset management
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Oxford bulletin of economics and statistics
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Research in international business and finance
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The Manchester School of Economic and Social Studies
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Global finance journal
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
42
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1
Forecasting realised volatility : does the LASSO approach outperform HAR?
Ding, Yi
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803163
Saved in:
2
Decomposition of the uncovered equity parity correlation
Kunkler, Michael
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
57
(
2018
),
pp. 44-58
Persistent link: https://www.econbiz.de/10012127595
Saved in:
3
Does feedback trading drive returns of cross-listed shares?
Chen, Jing
;
Dong, Yizhe
;
Hou, Wenxuan
;
McMillan, David G.
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 179-199
Persistent link: https://www.econbiz.de/10011983852
Saved in:
4
Volatility co-movements and spillover effects within the Eurozone economies : a multivariate GARCH approach using the financial stress index
MacDonald, Ronald
;
Sogiakas, Vasilios
;
Tsopanakis, Andreas
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 17-36
Persistent link: https://www.econbiz.de/10011986183
Saved in:
5
The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies
McMillan, David G.
;
McMillan, Fiona J.
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011892256
Saved in:
6
Education and the local equity bias around the world
Bose, Udichibarna
;
MacDonald, Ronald
;
Tsoukas, Serafeim
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 65-88
Persistent link: https://www.econbiz.de/10011475603
Saved in:
7
Is there an ideal in-sample length for forecasting volatility?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
Saved in:
8
Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 40-52
Persistent link: https://www.econbiz.de/10011475587
Saved in:
9
Real exchange rates, the trade balance and net foreign assets : long-run relationships and measures of misalignment
Zhang, Guangfeng
;
MacDonald, Ronald
- In:
Open economies review
25
(
2014
)
4
,
pp. 635-653
Persistent link: https://www.econbiz.de/10010411939
Saved in:
10
UK stock market predictability : evidence of time variation
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 1043-1055
Persistent link: https://www.econbiz.de/10009772196
Saved in:
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