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Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo; Wu, Weiou; McMillan, David G.; Shi, Daimin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
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Spillovers between output and stock prices : a wavelet approach
McMillan, David G.; Tiwari, Aviral Kumar - In: Studies in economics and finance 33 (2016) 4, pp. 625-637
Persistent link: https://www.econbiz.de/10011722563
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Stock return predictability : using the cyclical component of the price ratio
McMillan, David G. - In: Research in international business and finance 48 (2019), pp. 228-242
Persistent link: https://www.econbiz.de/10012135904
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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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Predicting firm level stock returns : implications for asset pricing and economic links
McMillan, David G. - In: The British accounting review : the journal of the … 51 (2019) 4, pp. 333-351
Persistent link: https://www.econbiz.de/10012058758
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Time-varying predictability for stock returns, dividend growth and consumption growth
McMillan, David G. - In: International journal of finance & economics : IJFE 20 (2015) 4, pp. 362-373
Persistent link: https://www.econbiz.de/10011495564
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The predictive ability of stock market factors
Elgammal, Mohammed Mohammed; Ahmed, Fatma Ehab; … - In: Studies in economics and finance 39 (2022) 1, pp. 111-124
Persistent link: https://www.econbiz.de/10012798502
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Explaining the stock-stock, bond-bond and stock-bond correlation across countries
McMillan, David G. - In: International journal of monetary economics and finance … 13 (2020) 5, pp. 429-445
Persistent link: https://www.econbiz.de/10012515166
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Forecasting sector stock market returns
McMillan, David G. - In: The journal of asset management : a major new, … 22 (2021) 4, pp. 291-300
Persistent link: https://www.econbiz.de/10012581629
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Is there a risk and return relation?
Fifield, S. G. M.; McMillan, David G.; McMillan, Fiona J. - In: The European journal of finance 26 (2020) 11, pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949