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~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~person:"Tiwari, Aviral Kumar"
~type_genre:"Article in journal"
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McMillan, David G.
Pierdzioch, Christian
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ECONIS (ZBW)
138
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41
Equity/bond yield correlation and the FED model : evidence of switching behaviour from the G7 markets
Humpe, Andreas
;
McMillan, David G.
- In:
The journal of asset management
19
(
2018
)
6
,
pp. 413-428
Persistent link: https://www.econbiz.de/10011958115
Saved in:
42
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
…
Persistent link: https://www.econbiz.de/10011963922
Saved in:
43
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
44
Does money supply growth contain predictive power for stock returns? : evidence and explanation
McMillan, David G.
- In:
International journal of banking, accounting and finance
8
(
2017
)
2
,
pp. 119-145
Persistent link: https://www.econbiz.de/10011846574
Saved in:
45
Time-varying predictability for stock returns, dividend growth and consumption growth
McMillan, David G.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
4
,
pp. 362-373
Persistent link: https://www.econbiz.de/10011495564
Saved in:
46
Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10001713575
Saved in:
47
Nonlinear predictability of stock market returns : evidence from nonparametric and threshold models
McMillan, David G.
- In:
International review of economics & finance : IREF
10
(
2001
)
4
,
pp. 353-368
Persistent link: https://www.econbiz.de/10001651410
Saved in:
48
Return-volume dynamics in UK futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 707-713
Persistent link: https://www.econbiz.de/10001702508
Saved in:
49
The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain
;
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
Saved in:
50
Non-linear predictability of UK stock market returns
McMillan, David G.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
5
,
pp. 557-573
Persistent link: https://www.econbiz.de/10001839532
Saved in:
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