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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
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Nonlinear predictability of short-run deviations in UK stock market return
McMillan, David G. - In: Economics letters 84 (2004) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10002116187
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Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G.; Speight, Alan E. H. - In: The journal of futures markets 26 (2006) 4, pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
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The price-dividend ratio and limits to arbitrage : evidence from a time-varying ESTR model
McMillan, David G. - In: Economics letters 91 (2006) 3, pp. 408-412
Persistent link: https://www.econbiz.de/10003333694
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Asymmetric patterns in international stock prices : evidence of random walk and reverting behaviour
McMillan, David G. - In: International economics & finance journal : (IEFJ) 2 (2007) 1/2, pp. 109-126
Persistent link: https://www.econbiz.de/10003791280
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The confusing time-series behaviour of real exchange rates : are asymmetries important?
McMillan, David G. - In: Journal of international financial markets, … 19 (2009) 4, pp. 692-711
Persistent link: https://www.econbiz.de/10003879522
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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
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Bubbles in the dividend-price ratio? : evidence from an asymmetric exponential smooth-transition model
McMillan, David G. - In: Journal of banking & finance 31 (2007) 3, pp. 787-804
Persistent link: https://www.econbiz.de/10003429782
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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
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Structural breaks in financial ratios : evidence for nine international markets
McMillan, David G. - In: Applied financial economics letters 3 (2007) 4/6, pp. 381-384
Persistent link: https://www.econbiz.de/10003605339