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The behaviour of the equity yield and its relation with the bond yield : the role of inflation

McMillan, David G. - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-18

Understanding the behaviour of the equity yield and its relation to the bond yield is important for portfolio managers and those engaged in modelling the interaction between asset classes. During the mid-1900s, the equity yield-which was previously greater than the bond yield-declined, while the...

Persistent link: https://www.econbiz.de/10011963922

Non-linear dynamics in international stock market returns

McMillan, David G. - In: Review of financial economics : RFE 14 (2005) 1, pp. 81-91

Persistent link: https://www.econbiz.de/10002524259

Non-linear forecasting of stock returns : does volume help?

McMillan, David G. - In: International journal of forecasting 23 (2007) 1, pp. 115-126

Persistent link: https://www.econbiz.de/10003438396

Return and volatility spillovers in three euro exchange rates

McMillan, David G.; Speight, Alan E. H. - In: Journal of economics & business 62 (2010) 2, pp. 79-93

Persistent link: https://www.econbiz.de/10003949050

Rational functions : an alternative approach to asset pricing

Bhaduri nee Chakraborty, Nilanjana; Elgammal, Mohammed … - In: Applied economics 51 (2019) 20, pp. 2091-2119

Persistent link: https://www.econbiz.de/10012196648

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

Forecasting U.S. stock returns

McMillan, David G. - In: The European journal of finance 27 (2021) 1/2, pp. 86-109

Persistent link: https://www.econbiz.de/10012424930

Modelling time-variation in the stock return-dividend yield predictive equation

McMillan, David G. - In: Financial markets, institutions & instruments 23 (2014) 5, pp. 273-302

Persistent link: https://www.econbiz.de/10010516099

Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: Oxford bulletin of economics and statistics 76 (2014) 4, pp. 510-535

Persistent link: https://www.econbiz.de/10010474888

Stock return, dividend growth and consumption growth predictability across markets and time :implications for stock price movement

McMillan, David G. - In: International review of financial analysis 35 (2014), pp. 90-101

Persistent link: https://www.econbiz.de/10010529621