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UK stock market predictability : evidence of time variation
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 23 (2013) 10/12, pp. 1043-1055
Persistent link: https://www.econbiz.de/10009772196
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Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
Volkman, David A.; Maisondieu Laforge, Olivier J. P.; … - In: Applied financial economics 22 (2012) 16/18, pp. 1491-1500
Persistent link: https://www.econbiz.de/10009626045
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Output and stock prices : an examination of the relationship over 200 years
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 22 (2012) 19/21, pp. 1615-1629
Persistent link: https://www.econbiz.de/10009715952
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Sum of the parts stock return forecasting : international evidence
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 10/12, pp. 837-845
Persistent link: https://www.econbiz.de/10009232515
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S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S. - In: Applied financial economics 4 (1994) 4, pp. 249-263
Persistent link: https://www.econbiz.de/10001164680
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Structural breaks in volatility : the case of UK sector returns
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 13/15, pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
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An analysis of the time series properties of the UK ex-post real interest rate : fractional integration, breaks or nonlinear
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 20 (2010) 22/24, pp. 1697-1707
Persistent link: https://www.econbiz.de/10009012376
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Consumption growth, preference for smoothing, changes in expectations and risk premium
Armada, Manuel José da Rocha; Sousa, Ricardo M.; … - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 80-97
Persistent link: https://www.econbiz.de/10011574359
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Volatility spillovers across global asset classes : evidence from time and frequency domains
Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 194-202
Persistent link: https://www.econbiz.de/10012035042
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Do terror attacks predict gold returns? : evidence from a quantile-predictive-regression approach
Gupta, Rangan; Majumdar, Anandamayee; Pierdzioch, Christian - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 276-284
Persistent link: https://www.econbiz.de/10011792493