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Großbritannien
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Volatility
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McMillan, David G.
18
Speight, Alan E. H.
8
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Mcmillan, David G.
5
Speight, Alan E.H.
3
Ap Gwilym, Owain
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Applied financial economics
Applied economics
13
Journal of international financial markets, institutions & money
13
The European journal of finance
13
The journal of asset management
12
The journal of futures markets
10
International review of financial analysis
8
Research in international business and finance
8
The Manchester School
8
International journal of finance & economics : IJFE
7
Journal of forecasting
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
6
International review of applied economics
6
Journal of Futures Markets
6
Applied financial economics letters
5
International review of economics & finance : IREF
5
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5
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International Journal of Finance & Economics
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International Review of Financial Analysis
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Journal of Forecasting
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3
Economics Letters
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Future of economic science
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International journal of banking, accounting and finance
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International journal of forecasting
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Journal of Business Finance & Accounting
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Journal of International Financial Markets, Institutions and Money
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Manchester School
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Oxford bulletin of economics and statistics
3
Review of accounting & finance
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Studies in Economics and Finance
3
Studies in economics and finance
3
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
3
Applied Financial Economics Letters
2
Asia-Pacific financial markets
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ECONIS (ZBW)
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1
Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 599-607
Persistent link: https://www.econbiz.de/10001770840
Saved in:
2
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:
3
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:
4
Nonlinearities in the black market zloty-dollar exchange rate : some further evidence
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 209-220
Persistent link: https://www.econbiz.de/10001563379
Saved in:
5
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:
6
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:
7
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:
8
The term structure of interest rates under rational expectations : some international evidence
MacDonald, Ronald
- In:
Applied financial economics
1
(
1991
)
4
,
pp. 211-221
Persistent link: https://www.econbiz.de/10001136582
Saved in:
9
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:
10
Long run trends and volatility spillovers in daily exchange rates
Black, Angela J.
;
McMillan, David G.
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 895-907
Persistent link: https://www.econbiz.de/10002150770
Saved in:
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