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subject:"Großbritannien"
type_genre:"Hochschulschrift"
~person:"McMillan, David G."
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Großbritannien
United States
Estimation
44
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44
Capital income
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Kapitaleinkommen
31
Börsenkurs
27
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27
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McMillan, David G.
Gupta, Rangan
63
Gil-Alaña, Luis A.
47
Caporale, Guglielmo Maria
34
Bahmani-Oskooee, Mohsen
32
Wohar, Mark E.
26
Blundell, Richard W.
19
Apergēs, Nikolaos
15
Heckman, James J.
15
Payne, James E.
15
Balcilar, Mehmet
14
Moosa, Imad A.
14
Serletis, Apostolos
14
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13
Miller, Stephen M.
13
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12
Neumark, David
12
Pesaran, M. Hashem
12
Bollerslev, Tim
11
Hamermesh, Daniel S.
11
Sarno, Lucio
11
Belke, Ansgar
10
Cheung, Yin-Wong
10
Glaeser, Edward L.
10
Jenkins, Stephen
10
Moretti, Enrico
10
Attanasio, Orazio P.
9
Bali, Turan G.
9
Basu, Susanto
9
Brown, Sarah
9
Diebold, Francis X.
9
Dustmann, Christian
9
Engle, Robert F.
9
Gruber, Jonathan
9
Hamori, Shigeyuki
9
Hess, Gregory D.
9
Koopman, Siem Jan
9
Lanne, Markku
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Applied financial economics
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The Manchester School
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Finance research letters
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International review of economics & finance : IREF
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Journal of world economic review
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ECONIS (ZBW)
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1
Do financial markets predict macroeconomic performance? : US evidence from risk-based measures
McMillan, David G.
- In:
The Manchester School
91
(
2023
)
5
,
pp. 439-466
Persistent link: https://www.econbiz.de/10014326656
Saved in:
2
Forecasting U.S. stock returns
McMillan, David G.
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
Saved in:
3
Asymmetric patterns in international stock prices : evidence of random walk and reverting behaviour
McMillan, David G.
- In:
Journal of world economic review
14
(
2019
)
2
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012311001
Saved in:
4
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
5
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:
6
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
7
Non-linear error correction : evidence for UK interest rates
McMillan, David G.
- In:
The Manchester School
72
(
2004
)
5
,
pp. 626-640
Persistent link: https://www.econbiz.de/10002156757
Saved in:
8
Nonlinear predictability of stock market returns : evidence from nonparametric and threshold models
McMillan, David G.
- In:
International review of economics & finance : IREF
10
(
2001
)
4
,
pp. 353-368
Persistent link: https://www.econbiz.de/10001651410
Saved in:
9
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
Saved in:
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