Narrow search
Showing 111 - 120 of 395
Cover Image
Equity-bond returns correlation and the bond yield : evidence of switching behaviour from the G7 markets
Humpe, Andreas; McMillan, David G. - In: Credit and capital markets : Kredit und Kapital 49 (2016) 3, pp. 415-444
Persistent link: https://www.econbiz.de/10011555125
Cover Image
Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: Oxford bulletin of economics and statistics 76 (2014) 4, pp. 510-535
Persistent link: https://www.econbiz.de/10010474888
Cover Image
Realised hedge ratio properties, performance and implications for risk management: evidence from the spanish ibex 35 spot and futures markets
McMillan, David G.; García, Raquel Quiroga - 2010
Persistent link: https://www.econbiz.de/10010418466
Cover Image
The credit crunch and insider trading
Tavakoli, Manouchehr; McMillan, David G.; McKnight, … - In: Financial markets, institutions & instruments 23 (2014) 2, pp. 71-100
Persistent link: https://www.econbiz.de/10010411219
Cover Image
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
Cover Image
Sum of the parts stock return forecasting : international evidence
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 10/12, pp. 837-845
Persistent link: https://www.econbiz.de/10009232515
Cover Image
Persistent mispricing in a recently opened emerging index futures market : arbitrageurs invited
McMillan, David G.; Ülkü, Numan - In: The journal of futures markets 29 (2009) 3, pp. 218-243
Persistent link: https://www.econbiz.de/10003831097
Cover Image
Intra-day volatility forecats
McMillan, David G.; Garcia, Raquel Quiroga - In: Applied financial economics 19 (2009) 7/9, pp. 611-623
This article seeks to examine the forecasting performance of competing models for intra-day volatility for the IBEX-35 index futures market. Whilst the use of intra-day is becoming common in examining daily forecasts through realized volatility, relatively little research examines the...
Persistent link: https://www.econbiz.de/10003842667
Cover Image
Value-at-risk in emerging equity markets : comparative evidence for symmetric, asymmetric, and long-memory GARCH models
McMillan, David G.; Speight, Alan E. H. - In: International review of finance 7 (2007) 1/2, pp. 1-19
Persistent link: https://www.econbiz.de/10003626702
Cover Image
Time-varying predictability for stock returns, dividend growth and consumption growth
McMillan, David G. - In: International journal of finance & economics : IJFE 20 (2015) 4, pp. 362-373
Persistent link: https://www.econbiz.de/10011495564