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~isPartOf:"International review of applied economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"Kanas, Angelos"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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Capital income
Großbritannien
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Prognoseverfahren
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7
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7
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6
Volatility
6
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Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
Kanas, Angelos
McMillan, David G.
Mills, Terence C.
Walker, Ian
Narayan, Paresh Kumar
14
Fung, Hung-gay
7
Sharma, Susan Sunila
7
Zaremba, Adam
5
Booth, G. Geoffrey
4
Buchner, Axel
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Dinh Hoang Bach Phan
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Du, Ding
4
Luo, Di
4
Nguyen, Duc Khuong
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Urquhart, Andrew
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Wang, Ping
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Apergēs, Nikolaos
3
Bahmani-Oskooee, Mohsen
3
Blecker, Robert A.
3
Bornholt, Graham
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Brooks, Robert
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Cakici, Nusret
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Chelley-Steeley, Patricia L.
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Cook, Steven
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Devpura, Neluka
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Faff, Robert W.
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Fu, Chengbo
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Galagedera, Don U. A.
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Malin, Mirela
3
Mohamed, Abdulkadir
3
Molyneux, Philip
3
Narayan, Seema
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Saad, Mohsen M.
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International review of applied economics
Journal of international financial markets, institutions & money
Fiscal studies : the journal of the Institute for Fiscal Studies
21
Applied financial economics
18
The economic journal : the journal of the Royal Economic Society
17
International journal of finance & economics : IJFE
13
International review of financial analysis
13
Scottish journal of political economy : the journal of the Scottish Economic Society
13
The European journal of finance
13
Applied economics
11
The Manchester School of Economic and Social Studies
11
Journal of forecasting
10
Bulletin of economic research
9
International review of economics & finance : IREF
9
New Zealand economic papers
9
Oxford bulletin of economics and statistics
9
The Manchester School
9
Economic modelling
8
Labour economics : official journal of the European Association of Labour Economists
8
Oxford economic papers
8
The American economic review
8
Journal of economic studies
7
Review of quantitative finance and accounting
7
The review of economics and statistics
7
Economica
6
Explorations in economic history : EEH
6
Journal of applied econometrics
6
Journal of business finance & accounting : JBFA
6
National Institute economic review
6
The economic record : er
6
The journal of asset management
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International tax and public finance
5
Journal of econometrics
5
Journal of financial services research : JFSR
5
Research in international business and finance
5
The Australian economic review
5
The review of economic studies
5
BJIR : an international journal of employment relations
4
Economics letters
4
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ECONIS (ZBW)
15
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15
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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
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:
3
Macro stress testing the U.S. banking system
Kanas, Angelos
;
Molyneux, Philip
- In:
Journal of international financial markets, …
54
(
2018
),
pp. 204-227
Persistent link: https://www.econbiz.de/10011984051
Saved in:
4
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:
5
Stock return predictability : the role of inflation and threshold dynamics
McMillan, David G.
- In:
International review of applied economics
31
(
2017
)
3
,
pp. 357-375
Persistent link: https://www.econbiz.de/10011762050
Saved in:
6
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:
7
Bond futures, inflation-indexed bonds, and inflation risk premium
Kanas, Angelos
- In:
Journal of international financial markets, …
28
(
2014
),
pp. 82-99
Persistent link: https://www.econbiz.de/10010411577
Saved in:
8
Default risk and equity prices in the US banking sector : regime switching effects of regulatory changes
Kanas, Angelos
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 244-258
Persistent link: https://www.econbiz.de/10011299832
Saved in:
9
Does non-linearity help us understand, model and forecast UK stock and bond returns : evidence from the BEYR
McMillan, David G.
- In:
International review of applied economics
26
(
2012
)
1
,
pp. 125-143
Persistent link: https://www.econbiz.de/10009419538
Saved in:
10
Revisiting bank profitability : a semi-parametric approach
Kanas, Angelos
;
Vasiliou, Dimitrios
;
Eriotis, Nikolaos
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 990-1005
Persistent link: https://www.econbiz.de/10009582492
Saved in:
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