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United States
Capital income
100
Kapitaleinkommen
100
Forecasting model
85
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85
Börsenkurs
83
Share price
83
Volatility
69
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62
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49
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14
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13
Portfolio selection
12
Portfolio-Management
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Risk premium
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English
22
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McMillan, David G.
22
Black, Angela J.
3
McMillan, Fiona J.
2
McMillan, Fiona Jayne
2
Camara, Omar
1
Guidolin, Massimo
1
Herbst, Patrick
1
Kambouroudis, Dimos S.
1
Mao, Bin
1
Speight, Alan E. H.
1
Tsakou, Katerina
1
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Applied financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
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Finance research letters
1
International journal of forecasting
1
International review of applied economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of economics & business
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Journal of financial services research : JFSR
1
Journal of international business and economics : JIBE
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Journal of international financial markets, institutions & money
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Research in international business and finance
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The European journal of finance
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The Manchester School
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The journal of asset management
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The journal of futures markets
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
22
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1
Non-linear cointegration and adjustment : an asymmetric exponential smooth-transition model for US interest rates
McMillan, David G.
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
3
,
pp. 591-606
Persistent link: https://www.econbiz.de/10003776781
Saved in:
2
Non-linear forecasting of stock returns : does volume help?
McMillan, David G.
- In:
International journal of forecasting
23
(
2007
)
1
,
pp. 115-126
Persistent link: https://www.econbiz.de/10003438396
Saved in:
3
Level-shifts and non-linearity in US financial ratios : implications for returns predictability and the present value model
McMillan, David G.
- In:
Review of accounting & finance
9
(
2010
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10003991054
Saved in:
4
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:
5
Time variation in the cointegrating relationship between stock prices and economic activity
McMillan, David G.
- In:
International review of applied economics
19
(
2005
)
3
,
pp. 359-368
Persistent link: https://www.econbiz.de/10002894355
Saved in:
6
Forecasting U.S. stock returns
McMillan, David G.
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
Saved in:
7
Do financial markets predict macroeconomic performance? : US evidence from risk-based measures
McMillan, David G.
- In:
The Manchester School
91
(
2023
)
5
,
pp. 439-466
Persistent link: https://www.econbiz.de/10014326656
Saved in:
8
Asymmetric risk premium in value and growth stocks
Black, Angela J.
;
McMillan, David G.
- In:
International review of financial analysis
15
(
2006
)
3
,
pp. 237-246
Persistent link: https://www.econbiz.de/10003348583
Saved in:
9
The value premium and economic activity : long-run evidence from the United States
Black, Angela J.
;
Mao, Bin
;
McMillan, David G.
- In:
The journal of asset management
10
(
2009/10
)
5
,
pp. 305-317
Persistent link: https://www.econbiz.de/10003916941
Saved in:
10
Return and volatility spillovers in three euro exchange rates
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of economics & business
62
(
2010
)
2
,
pp. 79-93
Persistent link: https://www.econbiz.de/10003949050
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