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Stock return predictability : the role of inflation and threshold dynamics
McMillan, David G. - In: International review of applied economics 31 (2017) 3, pp. 357-375
Persistent link: https://www.econbiz.de/10011762050
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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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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
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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
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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
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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
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Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm; McMillan, David G. - In: Applied economics letters 16 (2009) 7/9, pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
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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
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Structural breaks in volatility : the case of UK sector returns
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 13/15, pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
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Consumption and stock prices : evidence from a small international panel
McMillan, David G. - In: Journal of macroeconomics 36 (2013), pp. 76-88
Persistent link: https://www.econbiz.de/10009751139