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~isPartOf:"Applied financial economics"
~language:"eng"
~language:"hun"
~person:"Arestis, Philip"
~person:"De Grauwe, Paul"
~person:"McMillan, David G."
~person:"Pestieau, Pierre"
~person:"Wohar, Mark E."
~subject:"1987-1989"
~subject:"EU-Staaten"
~subject:"Euro area"
~subject:"Eurozone"
~subject:"Finanzprodukt"
~subject:"Großbritannien"
~subject:"Kapitaleinkommen"
~subject:"Konsumentenverhalten"
~subject:"Schock"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Hochschulschrift"
~type_genre:"Konferenzschrift"
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1987-1989
EU-Staaten
Euro area
Eurozone
Finanzprodukt
Großbritannien
Kapitaleinkommen
Konsumentenverhalten
Schock
Theory
United Kingdom
Volatility
9
Volatilität
9
Capital income
6
Forecasting model
5
Index futures
5
Index-Futures
5
Prognoseverfahren
5
Aktienmarkt
4
Estimation
4
Schätzung
4
Stock market
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Share price
3
1992-1995
2
Canada
2
Cointegration
2
Derivat
2
Derivative
2
Exchange rate
2
Forecast
2
Handelsvolumen der Börse
2
Kanada
2
Kointegration
2
Prognose
2
Risikoprämie
2
Risk premium
2
Theorie
2
Trading volume
2
USA
2
United States
2
Wechselkurs
2
1957-2008
1
1962-2000
1
1986-1999
1
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Type of publication
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Article
14
Type of publication (narrower categories)
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Article in journal
Collection of articles written by one author
Hochschulschrift
Konferenzschrift
Aufsatz in Zeitschrift
14
Language
All
English
Hungarian
Author
All
Arestis, Philip
De Grauwe, Paul
McMillan, David G.
Pestieau, Pierre
Wohar, Mark E.
Coakley, Jerry
7
Faff, Robert W.
7
Madura, Jeff
7
Speight, Alan E. H.
7
Chelley-Steeley, Patricia L.
6
Hamori, Shigeyuki
6
Morana, Claudio
6
Power, David M.
6
Blake, David
5
Brooks, Chris
5
Brooks, Robert
5
Satchell, Stephen
5
Steeley, James M.
5
Caporale, Guglielmo Maria
4
Chatrath, Arjun
4
Danbolt, Jo
4
Georgoutsos, Demetris A.
4
Keasey, Kevin
4
MacDonald, Ronald
4
Poshakwale, Sunil S.
4
Prakash, Arun J.
4
Yang, Jian
4
Ap Gwilym, Owain
3
Barkoulas, John T.
3
Clare, Andrew D.
3
Fabozzi, Frank J.
3
Fraser, Patricia
3
Garrett, Ian
3
Girardone, Claudia
3
Gupta, Rangan
3
Hudson, Robert
3
Hwang, Soosung
3
Jones, Edward
3
Keef, Stephen P.
3
Kouretas, Georgios P.
3
Lien, Da-hsiang Donald
3
Lucey, Brian M.
3
Madsen, Jakob Brøchner
3
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Published in...
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Applied financial economics
Journal of public economics
18
Intereconomics : review of European economic policy
15
International tax and public finance
15
Journal of population economics
12
Journal of post-Keynesian economics : JPKE
12
The European journal of finance
12
European economic review : EER
11
International review of economics & finance : IREF
11
Challenge
10
Journal of macroeconomics
10
Journal of public economic theory
10
Cambridge journal of economics
9
Journal of international financial markets, institutions & money
9
Finance research letters
8
Journal of common market studies : JCMS
8
Panoeconomicus
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
7
Economics letters
7
Southern economic journal
7
The Manchester School
7
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
6
European journal of political economy
6
International journal of finance & economics : IJFE
6
International journal of forecasting
6
Open economies review
6
Research in international business and finance
6
The Scandinavian journal of economics
6
Economic theory : official journal of the Society for the Advancement of Economic Theory
5
Empirica : journal of european economics
5
FinanzArchiv : public finance analysis
5
International review of applied economics
5
International review of financial analysis
5
Journal of economic issues : jei
5
Journal of forecasting
5
Public finance
5
Scottish journal of political economy : the journal of the Scottish Economic Society
5
The journal of asset management
5
The world economy : the leading journal on international economic relations
5
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ECONIS (ZBW)
14
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14
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1
Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
Volkman, David A.
;
Maisondieu Laforge, Olivier J. P.
; …
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1491-1500
Persistent link: https://www.econbiz.de/10009626045
Saved in:
2
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
3
Sum of the parts stock return forecasting : international evidence
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 837-845
Persistent link: https://www.econbiz.de/10009232515
Saved in:
4
An analysis of the time series properties of the UK ex-post real interest rate : fractional integration, breaks or nonlinear
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1697-1707
Persistent link: https://www.econbiz.de/10009012376
Saved in:
5
Volatility forecasts : the role of asymmetric and long-memory dynamics and regional evidence
Evans, Twm
;
McMillan, David G.
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1421-1430
Persistent link: https://www.econbiz.de/10003605849
Saved in:
6
Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
16
(
2006
)
13
,
pp. 959-972
Persistent link: https://www.econbiz.de/10003377850
Saved in:
7
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
8
Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001939280
Saved in:
9
Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 599-607
Persistent link: https://www.econbiz.de/10001770840
Saved in:
10
Return-volume dynamics in UK futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 707-713
Persistent link: https://www.econbiz.de/10001702508
Saved in:
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