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The behaviour of the equity yield and its relation with the bond yield : the role of inflation

McMillan, David G. - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-18

Understanding the behaviour of the equity yield and its relation to the bond yield is important for portfolio managers and those engaged in modelling the interaction between asset classes. During the mid-1900s, the equity yield-which was previously greater than the bond yield-declined, while the...

Persistent link: https://www.econbiz.de/10011963922

Does money supply growth contain predictive power for stock returns? : evidence and explanation

McMillan, David G. - In: International journal of banking, accounting and finance 8 (2017) 2, pp. 119-145

Persistent link: https://www.econbiz.de/10011846574

Non-linear predictability of UK stock market returns

McMillan, David G. - In: Oxford bulletin of economics and statistics 65 (2003) 5, pp. 557-573

Persistent link: https://www.econbiz.de/10001839532

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

Threshold adjustment in spot-futures metals prices

McMillan, David G. - In: Applied financial economics letters 1 (2005) 1, pp. 5-8

Persistent link: https://www.econbiz.de/10002550001

Non-linear dynamics in international stock market returns

McMillan, David G. - In: Review of financial economics : RFE 14 (2005) 1, pp. 81-91

Persistent link: https://www.econbiz.de/10002524259

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

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

Forward interest rate premium and asymmetric adjustment : evidence from 16 countries

McMillan, David G. - In: Journal of international financial markets, … 19 (2009) 2, pp. 258-273

Persistent link: https://www.econbiz.de/10003799788

Are UK share prices too high? : fundamental value or new era

McMillan, David G. - In: Bulletin of economic research 61 (2009) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10003800451