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~isPartOf:"Applied financial economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The Manchester School of Economic and Social Studies"
~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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Economic growth
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15
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MacDonald, Ronald
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9
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8
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Applied financial economics letters
Applied financial economics
Journal of international financial markets, institutions & money
The Manchester School of Economic and Social Studies
Journal of international money and finance
10
Economics letters
8
Open economies review
5
Oxford bulletin of economics and statistics
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The journal of futures markets
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Economic modelling
2
Economica
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of financial analysis
2
Journal of macroeconomics
2
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2
Resources policy
2
Studies in economics and finance
2
The European journal of finance
2
Applied economics letters
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Bank i kredyt
1
British review of economic issues
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Cogent economics & finance
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Diskussionspapier / Volkswirtschaftliche Forschungsgruppe der Deutschen Bundesbank
1
Economia : revista da ANPEC
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Economic inquiry : journal of the Western Economic Association International
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Economie appliquée : archives de l'Institut de Sciences Mathématiques et Economiques Appliquées ; an international journal of economic analysis
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Emergo : journal of transforming economies and societies
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ECONIS (ZBW)
31
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Forecasting exchange rates : non-linear adjustment and time-varying equilibrium
Grossmann, Axel
;
McMillan, David G.
- In:
Journal of international financial markets, …
20
(
2010
)
4
,
pp. 436-450
Persistent link: https://www.econbiz.de/10009260246
Saved in:
9
The confusing time-series behaviour of real exchange rates : are asymmetries important?
McMillan, David G.
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 692-711
Persistent link: https://www.econbiz.de/10003879522
Saved in:
10
Forward interest rate premium and asymmetric adjustment : evidence from 16 countries
McMillan, David G.
- In:
Journal of international financial markets, …
19
(
2009
)
2
,
pp. 258-273
Persistent link: https://www.econbiz.de/10003799788
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