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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:"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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4
Volatility
4
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Blundell, Richard W.
Bryson, Alex
Creedy, John
McMillan, David G.
Mills, Terence C.
Walker, Ian
Narayan, Paresh Kumar
13
Cuthbertson, Keith
7
Fung, Hung-gay
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Sharma, Susan Sunila
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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
20
Applied financial economics
15
The economic journal : the journal of the Royal Economic Society
14
Scottish journal of political economy : the journal of the Scottish Economic Society
12
Applied economics
11
The European journal of finance
10
New Zealand economic papers
9
Bulletin of economic research
8
Labour economics : official journal of the European Association of Labour Economists
8
The American economic review
8
Economic modelling
7
Journal of forecasting
7
Oxford bulletin of economics and statistics
7
The Manchester School
7
Economica
6
Explorations in economic history : EEH
6
International journal of finance & economics : IJFE
6
Journal of economic studies
6
Oxford economic papers
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
International tax and public finance
5
Journal of econometrics
5
National Institute economic review
5
Research in international business and finance
5
The Australian economic review
5
The review of economic studies
5
The review of economics and statistics
5
BJIR : an international journal of employment relations
4
Industrial relations journal
4
International review of applied economics
4
Journal of applied econometrics
4
Journal of economic surveys
4
Oxford review of economic policy
4
The journal of futures markets
4
Economics letters
3
Economics of education review
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ECONIS (ZBW)
10
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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
Are fluctuations in UK output transitory or permanent?
Mills, Terence C.
- In:
The Manchester School of Economic and Social Studies
59
(
1991
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10001128459
Saved in:
8
Money and business cycles in the US and UK : 1870 to 1913
Capie, Forrest
- In:
The Manchester School of Economic and Social Studies
59
(
1991
),
pp. 38-56
Persistent link: https://www.econbiz.de/10001107045
Saved in:
9
Uncertainty in the UK monetary aggregates : modelling data revisions in economic time series
Mills, Terence C.
- In:
The Manchester School of Economic and Social Studies
55
(
1987
)
4
,
pp. 337-352
Persistent link: https://www.econbiz.de/10001059957
Saved in:
10
The indexation of taxes and transfers in Britain
Creedy, John
- In:
The Manchester School of Economic and Social Studies
53
(
1985
)
4
,
pp. 364-384
Persistent link: https://www.econbiz.de/10001093873
Saved in:
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