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~language:"eng"
~person:"Belke, Ansgar"
~person:"Faff, Robert W."
~person:"Holmes, Mark J."
~person:"McMillan, David G."
~subject:"Capital income"
~subject:"Estimation"
~subject:"Welt"
~type_genre:"Article in journal"
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Capital income
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Belke, Ansgar
Faff, Robert W.
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274
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134
Tiwari, Aviral Kumar
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127
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Xuan Vinh Vo
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Ma, Feng
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ECONIS (ZBW)
298
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1
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10
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298
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1
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
2
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
3
Do financial markets predict macroeconomic performance? : US evidence from risk-based measures
McMillan, David G.
- In:
The Manchester School
91
(
2023
)
5
,
pp. 439-466
Persistent link: https://www.econbiz.de/10014326656
Saved in:
4
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
5
How convergent are rice export prices in the international market?
Valera, Harold Glenn
;
Holmes, Mark J.
;
Pede, Valerien O.
; …
- In:
Agricultural economics : the journal of the …
54
(
2023
)
1
,
pp. 127-141
Persistent link: https://www.econbiz.de/10014288196
Saved in:
6
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
7
The 2008 global financial crisis and COVID-19 pandemic : how safe are the safe haven assets?
Cheema, Muhammad A.
;
Faff, Robert W.
;
Szulczyk, Kenneth R.
- In:
International review of financial analysis
83
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013460899
Saved in:
8
How New Zealand migrants fare in Australia : what explains their wealth gap?
Doan, Tinh
;
Holmes, Mark J.
;
Van Thi Cam Ha
;
Tran Quang …
- In:
New Zealand economic papers
56
(
2022
)
3
,
pp. 296-317
Persistent link: https://www.econbiz.de/10013459651
Saved in:
9
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
Saved in:
10
Oil-stock nexus : the role of oil shocks for GCC markets
Ziadat, Salem Adel
;
McMillan, David G.
- In:
Studies in economics and finance
39
(
2022
)
5
,
pp. 801-818
Persistent link: https://www.econbiz.de/10013390919
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