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Dynamic news effects in high frequency Euro exchange rates
Evans, Kevin P.; Speight, Alan E.H. - In: Journal of international financial markets, … 20 (2010) 3, pp. 238-259
Persistent link: https://www.econbiz.de/10008417540
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Forward interest rate premium and asymmetric adjustment : evidence from 16 countries
McMillan, David G. - In: Journal of international financial markets, … 19 (2009) 2, pp. 258-273
Persistent link: https://www.econbiz.de/10003799788
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The confusing time-series behaviour of real exchange rates : are asymmetries important?
McMillan, David G. - In: Journal of international financial markets, … 19 (2009) 4, pp. 692-711
Persistent link: https://www.econbiz.de/10003879522
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Is there an ideal in-sample length for forecasting volatility?
Kambouroudis, Dimos S.; McMillan, David G. - In: Journal of international financial markets, … 37 (2015), pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
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Does feedback trading drive returns of cross-listed shares?
Chen, Jing; Dong, Yizhe; Hou, Wenxuan; McMillan, David G. - In: Journal of international financial markets, … 53 (2018), pp. 179-199
Persistent link: https://www.econbiz.de/10011983852
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The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies
McMillan, David G.; McMillan, Fiona J. - In: Journal of international financial markets, … 47 (2017), pp. 103-113
Persistent link: https://www.econbiz.de/10011892256
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Forecasting exchange rates : non-linear adjustment and time-varying equilibrium
Grossmann, Axel; McMillan, David G. - In: Journal of international financial markets, … 20 (2010) 4, pp. 436-450
Persistent link: https://www.econbiz.de/10009260246
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The confusing time-series behaviour of real exchange rates: Are asymmetries important?
Mcmillan, David G. - In: Journal of international financial markets, … 19 (2009) 4, pp. 692-711
Persistent link: https://www.econbiz.de/10008264516
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Forward interest rate premium and asymmetric adjustment: Evidence from 16 countries
Mcmillan, David G. - In: Journal of international financial markets, … 19 (2009) 2, pp. 258-273
Persistent link: https://www.econbiz.de/10008162922
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Forecasting realised volatility : does the LASSO approach outperform HAR?
Ding, Yi; Kambouroudis, Dimos; McMillan, David G. - In: Journal of international financial markets, … 74 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012803163