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Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq; Alomari, Mohammad; McMillan, … - In: Research in international business and finance 58 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
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The behaviour of asset return and volatility spillovers in Turkey : a tale of two crises
Bajo Rubio, Oscar; Berke, Burcu; McMillan, David G. - In: Research in international business and finance 41 (2017), pp. 577-589
Persistent link: https://www.econbiz.de/10011914596
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Stock return predictability : using the cyclical component of the price ratio
McMillan, David G. - In: Research in international business and finance 48 (2019), pp. 228-242
Persistent link: https://www.econbiz.de/10012135904
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Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq; Alomari, Mohammad; Ur … - In: Research in international business and finance 61 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10014246854