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Does non-linearity help us understand, model and forecast UK stock and bond returns : evidence from the BEYR
McMillan, David G. - In: International review of applied economics 26 (2012) 1, pp. 125-143
Persistent link: https://www.econbiz.de/10009419538
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Time variation in the cointegrating relationship between stock prices and economic activity
McMillan, David G. - In: International review of applied economics 19 (2005) 3, pp. 359-368
Persistent link: https://www.econbiz.de/10002894355
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Stock return predictability : the role of inflation and threshold dynamics
McMillan, David G. - In: International review of applied economics 31 (2017) 3, pp. 357-375
Persistent link: https://www.econbiz.de/10011762050
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Bubbles in UK house prices : evidence from ESTR models
McMillan, David G.; Speight, Alan E. H. - In: International review of applied economics 24 (2010) 4, pp. 437-452
Persistent link: https://www.econbiz.de/10008653280
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Time variation in the cointegrating relationship between stock prices and economic activity
Mcmillan, David - In: International review of applied economics 19 (2005) 3, pp. 359-368
Persistent link: https://www.econbiz.de/10007642072
Cover Image
Bubbles in UK house prices: evidence from ESTR models
McMillan, David; Speight, Alan - In: International review of applied economics 24 (2010) 4, pp. 437-453
Persistent link: https://www.econbiz.de/10008443530
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Does non-linearity help us understand, model and forecast UK stock and bond returns: evidence from the BEYR
McMillan, David G. - In: International review of applied economics 26 (2012) 1, pp. 125-144
Persistent link: https://www.econbiz.de/10009819986