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~language:"eng"
~person:"MacDonald, Ronald"
~person:"McMillan, David G."
~person:"Rose, Andrew"
~subject:"United Kingdom"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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United Kingdom
Volatilität
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90
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81
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MacDonald, Ronald
McMillan, David G.
Rose, Andrew
Gupta, Rangan
203
Bahmani-Oskooee, Mohsen
114
Bouri, Elie
114
Eichengreen, Barry
111
Hammoudeh, Shawkat
101
Apergēs, Nikolaos
99
Ma, Feng
92
Machin, Stephen
92
McAleer, Michael
92
Lee, Chien-chiang
88
Lucey, Brian M.
88
Tiwari, Aviral Kumar
88
Gil-Alaña, Luis A.
87
Wohar, Mark E.
82
Aizenman, Joshua
78
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76
Wright, Mike
76
Caporale, Guglielmo Maria
72
Greenaway, David
72
Xuan Vinh Vo
71
Dreher, Axel
69
Crafts, Nicholas
67
Blundell, Richard W.
66
Kang, Sang Hoon
66
Demirgüç-Kunt, Asli
65
Mensi, Walid
63
Hassan, M. Kabir
61
Anderson, Kym
60
Bollerslev, Tim
60
Ji, Qiang
60
Narayan, Paresh Kumar
58
Hoekman, Bernard M.
57
Goel, Rajeev K.
56
Haan, Jakob de
56
Moshirian, Fariborz
56
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54
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International Seminar on Macroeconomics <20, 1997, Gerzensee>
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Oxford bulletin of economics and statistics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
204
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204
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1
Are trade restrictions counter-cyclical? : evidence from a new aggregate measure
Estefania-Flores, Julia
;
Furceri, Davide
;
Ahmed Hannan, …
- In:
Journal of policy modeling : JPMOD ; a social science …
45
(
2023
)
4
,
pp. 745-767
Persistent link: https://www.econbiz.de/10014466310
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2
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:
3
Do artificial neural networks provide improved volatility forecasts : evidence from Asian markets
Sahiner, Mehmet
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Journal of economics and finance : JEF
47
(
2023
)
3
,
pp. 723-762
Persistent link: https://www.econbiz.de/10014380680
Saved in:
4
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:
5
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:
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 macroeconomy after tariffs
Furceri, Davide
;
Ahmed Hannan, Swarnali
;
Ostry, …
- In:
The World Bank economic review : WBER
36
(
2022
)
2
,
pp. 361-381
Persistent link: https://www.econbiz.de/10013254204
Saved in:
8
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
Saved in:
9
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:
10
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
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