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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 … previously greater than the bond yield-declined, while the bond yield rose and became higher. Research, seeking to understand … this, put forward the view that stock and bond return volatility is key. Evidence from the 2000s suggest that the relative …

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

Equity-bond returns correlation and the bond yield : evidence of switching behaviour from the G7 markets

Humpe, Andreas; McMillan, David G. - In: Credit and capital markets : Kredit und Kapital 49 (2016) 3, pp. 415-444

Persistent link: https://www.econbiz.de/10011555125

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

The information content of the stock and bond return correlation

McMillan, David G. - In: Quantitative finance and economics 2 (2018) 3, pp. 757-775

Persistent link: https://www.econbiz.de/10012156853

Non-linear predictability in stock and bond returns : when and where is it exploitable?

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: International journal of forecasting 25 (2009) 2, pp. 373-399

Persistent link: https://www.econbiz.de/10003870067

Does non-linearity help us understand, model and forecast UK stock and bond returns : evidence from the BEYR

McMillan, David G. - In: International review of applied economics 26 (2012) 1, pp. 125-143

Persistent link: https://www.econbiz.de/10009419538

Explaining the stock-stock, bond-bond and stock-bond correlation across countries

McMillan, David G. - In: International journal of monetary economics and finance … 13 (2020) 5, pp. 429-445

Persistent link: https://www.econbiz.de/10012515166

Oil price shocks and stock-bond correlation

Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq; Ur … - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014486268

Value premium and default risk

Elgammal, Mohammed Mohammed; McMillan, David G. - In: The journal of asset management 15 (2014) 1, pp. 48-61

Persistent link: https://www.econbiz.de/10010370070

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