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Revisiting dividend yield dynamics and returns predictability : evidence from a time-varying ESTR model
McMillan, David G. - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 870-883
Persistent link: https://www.econbiz.de/10003873643
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When and why do stock and bond markets predict US economic growth?
McMillan, David G. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
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Volatility persistence, long memory and time-varying unconditional mean : evidence from 10 equity indices
McMillan, David G.; Ruiz, Isabel - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 578-595
Persistent link: https://www.econbiz.de/10003852502
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Revisiting dividend yield dynamics and returns predictability: Evidence from a time-varying ESTR model
Mcmillan, David G. - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 870-883
Persistent link: https://www.econbiz.de/10008274908
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Volatility persistence, long memory and time-varying unconditional mean: Evidence from 10 equity indices
Mcmillan, David G.; Ruiz, Isabel - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 578-595
Persistent link: https://www.econbiz.de/10008244905
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Revisiting dividend yield dynamics and returns predictability: Evidence from a time-varying ESTR model
McMillan, David G. - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 870-884
Persistent link: https://www.econbiz.de/10008882046
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Volatility persistence, long memory and time-varying unconditional mean: Evidence from 10 equity indices
McMillan, David G.; Ruiz, Isabel - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 578-596
Persistent link: https://www.econbiz.de/10008891717
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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