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United States
Capital income
74
Kapitaleinkommen
74
Prognoseverfahren
62
Forecasting model
61
Börsenkurs
58
Share price
58
Volatility
56
Volatilität
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Estimation
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Schätzung
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Aktienmarkt
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Stock market
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Großbritannien
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United Kingdom
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Theorie
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Theory
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Time series analysis
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Zeitreihenanalyse
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USA
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Exchange rate
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Wechselkurs
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Welt
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World
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Stock returns
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forecasting
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Anleihe
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Correlation
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Korrelation
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Bond
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Cointegration
12
Dividend
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Dividende
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Kointegration
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Nichtlineare Regression
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English
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McMillan, David G.
19
Black, Angela J.
3
McMillan, Fiona J.
2
Camara, Omar
1
Guidolin, Massimo
1
Herbst, Patrick
1
Kambouroudis, Dimos S.
1
Mao, Bin
1
Speight, Alan E. H.
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Tsakou, Katerina
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Wohar, Mark E.
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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
1
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
1
Journal of financial services research : JFSR
1
Journal of international business and economics : JIBE
1
Journal of international financial markets, institutions & money
1
Research in international business and finance
1
Review of accounting & finance
1
The European journal of finance
1
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)
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1
Are share prices still too high?
McMillan, David G.
- In:
Research in international business and finance
23
(
2009
)
3
,
pp. 223-232
Persistent link: https://www.econbiz.de/10003876717
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo
;
McMillan, David G.
;
Wohar, Mark E.
- In:
Finance research letters
10
(
2013
)
1
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
Saved in:
9
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:
10
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:
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