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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The Manchester School of Economic and Social Studies"
~language:"eng"
~person:"Black, Angela J."
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Wang, Yudong"
~person:"Zhang, Wei"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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Black, Angela J.
Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Wang, Yudong
Zhang, Wei
Narayan, Paresh Kumar
13
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Journal of international financial markets, institutions & money
The Manchester School of Economic and Social Studies
Fiscal studies : the journal of the Institute for Fiscal Studies
19
Economic modelling
18
Energy economics
16
The economic journal : the journal of the Royal Economic Society
16
Applied economics
15
Applied financial economics
15
International review of financial analysis
15
Journal of forecasting
14
Scottish journal of political economy : the journal of the Scottish Economic Society
14
The European journal of finance
14
International review of economics & finance : IREF
11
Oxford bulletin of economics and statistics
10
Bulletin of economic research
9
Finance research letters
9
Journal of empirical finance
9
New Zealand economic papers
9
The Manchester School
9
International journal of finance & economics : IJFE
8
International journal of forecasting
8
Oxford economic papers
8
Research in international business and finance
8
Journal of economic studies
7
Labour economics : official journal of the European Association of Labour Economists
7
Economica
6
Economics letters
6
Journal of applied econometrics
6
Journal of banking & finance
6
Journal of business finance & accounting : JBFA
6
The American economic review
6
The economic record : er
6
International tax and public finance
5
National Institute economic review
5
The Australian economic review
5
The journal of asset management
5
The journal of futures markets
5
The review of economic studies
5
BJIR : an international journal of employment relations
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
19
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19
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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
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:
4
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:
5
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:
6
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:
7
Business conditions and speculative assets
Black, Angela J.
- In:
The Manchester School of Economic and Social Studies
65
(
1997
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10001237300
Saved in:
8
The determinants of compulsory liquidations in the UK
Cuthbertson, Keith
- In:
The Manchester School of Economic and Social Studies
64
(
1996
)
3
,
pp. 298-308
Persistent link: https://www.econbiz.de/10001210067
Saved in:
9
UK stock returns : predictability and business conditions
Black, Angela J.
- In:
The Manchester School of Economic and Social Studies
63
(
1995
),
pp. 85-102
Persistent link: https://www.econbiz.de/10001181526
Saved in:
10
The demand for financial assets held in the UK by the overseas sector : an application of two-stage budgeting
Barr, David G.
- In:
The Manchester School of Economic and Social Studies
62
(
1994
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001155621
Saved in:
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