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~isPartOf:"Applied financial economics"
~isPartOf:"Lloyd's Bank review"
~person:"McMillan, David G."
~person:"Panić, M."
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6
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McMillan, David G.
Panić, M.
Speight, Alan E. H.
6
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5
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4
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Applied financial economics
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ECONIS (ZBW)
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1
Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
16
(
2006
)
13
,
pp. 959-972
Persistent link: https://www.econbiz.de/10003377850
Saved in:
2
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
3
Britain's invisible balance
Panić, M.
- In:
Lloyd's Bank review
89
(
1968
),
pp. 12-30
Persistent link: https://www.econbiz.de/10002630209
Saved in:
4
Monetarism in an open economy
Panić, M.
- In:
Lloyd's Bank review
145
(
1982
),
pp. 36-47
Persistent link: https://www.econbiz.de/10002630294
Saved in:
5
Profitability of British manufacturing industry
Panić, M.
;
Close, R. E.
- In:
Lloyd's Bank review
109
(
1973
),
pp. 17-30
Persistent link: https://www.econbiz.de/10002630311
Saved in:
6
Why the UK's propensity to import is high
Panić, M.
- In:
Lloyd's Bank review
115
(
1975
),
pp. 1-12
Persistent link: https://www.econbiz.de/10002630328
Saved in:
7
Return-volume dynamics in UK futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 707-713
Persistent link: https://www.econbiz.de/10001702508
Saved in:
8
Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001939280
Saved in:
9
The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain
;
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
Saved in:
10
Forecasting UK stock market volatility
McMillan, David G.
;
Speight, Alan E. H.
;
Ap Gwilym, Owain
- In:
Applied financial economics
10
(
2000
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001526630
Saved in:
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