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~isPartOf:"Applied financial economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Economics letters"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The Manchester School"
~language:"eng"
~language:"est"
~language:"ind"
~language:"kor"
~person:"MacDonald, Ronald"
~person:"McMillan, David G."
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Rationale Erwartung"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~subject:"World"
~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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MacDonald, Ronald
McMillan, David G.
Peel, David
26
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24
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20
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Applied financial economics letters
Applied financial economics
Economics letters
Journal of international financial markets, institutions & money
The Manchester School
Journal of international money and finance
10
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6
Open economies review
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Oxford bulletin of economics and statistics
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British review of economic issues
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Diskussionspapier / Volkswirtschaftliche Forschungsgruppe der Deutschen Bundesbank
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Emergo : journal of transforming economies and societies
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1
Do financial markets predict macroeconomic performance? : US evidence from risk-based measures
McMillan, David G.
- In:
The Manchester School
91
(
2023
)
5
,
pp. 439-466
Persistent link: https://www.econbiz.de/10014326656
Saved in:
2
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:
3
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:
4
Half-lives of currencies and aggregation bias
Kunkler, Michael
;
MacDonald, Ronald
- In:
Economics letters
135
(
2015
),
pp. 58-60
Persistent link: https://www.econbiz.de/10011434874
Saved in:
5
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:
6
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:
7
Profit persistence revisited : the case of the UK
McMillan, David G.
;
Wohar, Mark E.
- In:
The Manchester School
79
(
2011
)
3
,
pp. 510-527
Persistent link: https://www.econbiz.de/10009266797
Saved in:
8
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:
9
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:
10
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:
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