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Nonlinearities in the black market zloty-dollar exchange rate : some further evidence
McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 11 (2001) 2, pp. 209-220
Persistent link: https://www.econbiz.de/10001563379
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The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain; McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 9 (1999) 6, pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
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Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 13 (2003) 8, pp. 599-607
Persistent link: https://www.econbiz.de/10001770840
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Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium
Grossmann, Axel; McMillan, David G. - In: Journal of international financial markets, … 20 (2010) 4, pp. 436-451
Persistent link: https://www.econbiz.de/10008705363
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Contemporary issues in financial institutions and markets
Wilson, John O.S.; McMillan, David G.; Casu, Barbara - In: The European journal of finance 17 (2011) 9, pp. 765-769
Persistent link: https://www.econbiz.de/10009343741
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Persistence and time-varying coefficients
McMillan, David G.; Wohar, Mark E. - In: Economics letters 108 (2010) 1, pp. 85-89
Persistent link: https://www.econbiz.de/10008422803
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Consumption and stock prices: Evidence from a small international panel
McMillan, David G. - In: Journal of macroeconomics 36 (2013), pp. 76-88
Persistent link: https://www.econbiz.de/10010102175
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A PANEL ANALYSIS OF THE STOCK RETURN–DIVIDEND YIELD RELATION: PREDICTING RETURNS AND DIVIDEND GROWTH*
MCMILLAN, DAVID G.; WOHAR, MARK E. - In: The Manchester School 81 (2013) 3, pp. 386-400
Persistent link: https://www.econbiz.de/10010104292
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Time-varying hedge ratios for non-ferrous metals prices
Mcmillan, David G. - In: Resources policy 30 (2004) 3, pp. 186-193
Persistent link: https://www.econbiz.de/10007647405
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Long run trends and volatility spillovers in daily exchange rates
Black, Angela J.; Mcmillan, David G. - In: Applied financial economics 14 (2004) 12, pp. 895
Persistent link: https://www.econbiz.de/10007647914