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Labor market volatility, skills, and financial globalization
Buch, Claudia M.; Pierdzioch, Christian - In: Macroeconomic dynamics 18 (2014) 5, pp. 1018-1047
Persistent link: https://www.econbiz.de/10010467617
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Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan; Pierdzioch, Christian; Selmi, Refk; … - In: The North American journal of economics and finance : a … 43 (2018), pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
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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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Stock returns and volatility dynamics in China : does the control of state-owned enterprises (SOEs) matter?
McMillan, David G.; Evans, Pornsawan - In: China finance review international 5 (2015) 2, pp. 103-131
Persistent link: https://www.econbiz.de/10011391707
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Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; … - In: International review of economics & finance : IREF 59 (2019), pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
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Time-varying risk aversion and realized gold volatility
Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: The North American journal of economics and finance : a … 50 (2019) 101048, pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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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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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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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
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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