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Exchange rate
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McMillan, David G.
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ECONIS (ZBW)
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1
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
2
How useful is intraday data for evaluating daily value-at-risk? : evidence from three Euro rates
McMillan, David G.
;
Speight, Alan E. H.
;
Evans, Kevin P.
- In:
Journal of multinational financial management
18
(
2008
)
5
,
pp. 488-503
Persistent link: https://www.econbiz.de/10003789977
Saved in:
3
Volatility dynamics and heterogeneous markets
McMillan, David G.
;
Speight, Alan E. H.
- In:
International journal of finance & economics : IJFE
11
(
2006
)
2
,
pp. 115-121
Persistent link: https://www.econbiz.de/10003322575
Saved in:
4
Long-memory and heterogeneous in high frequency pacific-basin exchange rate volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Asia-Pacific financial markets
12
(
2005
)
3
,
pp. 199-226
Persistent link: https://www.econbiz.de/10003407435
Saved in:
5
Volatility dynamics in three euro exchange rates : correlations, spillovers and commonality
McMillan, David G.
;
Ruiz, Isabel
- In:
International journal of financial markets and derivatives
1
(
2009
)
1
,
pp. 64-74
Persistent link: https://www.econbiz.de/10003984988
Saved in:
6
Forecasting exchange rates : non-linear adjustment and time-varying equilibrium
Grossmann, Axel
;
McMillan, David G.
- In:
Journal of international financial markets, …
20
(
2010
)
4
,
pp. 436-450
Persistent link: https://www.econbiz.de/10009260246
Saved in:
7
Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
8
Interaction among stock prices and monetary variables in Pakistan
Abbas, Ghulam
;
McMillan, David G.
- In:
International journal of monetary economics and finance
7
(
2014
)
1
,
pp. 13-27
Persistent link: https://www.econbiz.de/10010531297
Saved in:
9
Correlations and spillovers among three euro rates : evidence using realised variance
McMillan, David G.
;
Ruiz, Isabel
;
Speight, Alan E. H.
- In:
The European journal of finance
16
(
2010
)
8
,
pp. 753-767
Persistent link: https://www.econbiz.de/10008759337
Saved in:
10
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
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