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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The Manchester School of Economic and Social Studies"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Steeley, James M."
~person:"Walker, Ian"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
McMillan, David G.
Mills, Terence C.
Steeley, James M.
Walker, Ian
Narayan, Paresh Kumar
19
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Journal of international financial markets, institutions & money
The Manchester School of Economic and Social Studies
New Zealand economic papers
37
The Australian economic review
35
Fiscal studies : the journal of the Institute for Fiscal Studies
31
Applied financial economics
27
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Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
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The Manchester School
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International review of financial analysis
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ECONIS (ZBW)
27
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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
Portfolio size, non-trading frequency and portfolio return autocorrelation
Chelley-Steeley, Patricia L.
;
Steeley, James M.
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 56-77
Persistent link: https://www.econbiz.de/10011299869
Saved in:
6
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:
7
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:
8
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
Saved in:
9
Measuring and assessing the effects and extent of international bond market integration
Lucey, Brian M.
;
Steeley, James M.
- In:
Journal of international financial markets, …
16
(
2006
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10003285767
Saved in:
10
Volatility transmission between stock and bond markets
Steeley, James M.
- In:
Journal of international financial markets, …
16
(
2006
)
1
,
pp. 71-86
Persistent link: https://www.econbiz.de/10003285791
Saved in:
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