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~language:"eng"
~language:"nor"
~person:"McMillan, David G."
~subject:"EU countries"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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EU countries
Schätzung
Capital income
68
Kapitaleinkommen
68
Börsenkurs
54
Share price
54
Forecasting model
52
Prognoseverfahren
52
Volatility
50
Volatilität
50
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44
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37
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37
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31
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31
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28
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19
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14
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predictability
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stock returns
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McMillan, David G.
Gupta, Rangan
188
Bahmani-Oskooee, Mohsen
164
Gil-Alaña, Luis A.
139
Apergēs, Nikolaos
118
Belke, Ansgar
114
Caporale, Guglielmo Maria
111
Chang, Tsangyao
101
Tiwari, Aviral Kumar
93
Wohar, Mark E.
84
Egger, Peter
77
Gros, Daniel
77
De Grauwe, Paul
76
Narayan, Paresh Kumar
75
Afonso, António
72
Haan, Jakob de
72
Lee, Chien-chiang
65
Zaremba, Adam
63
Nijkamp, Peter
61
Kumbhakar, Subal
59
Tsionas, Efthymios G.
58
Herwartz, Helmut
57
Pierdzioch, Christian
57
Shahbaz, Muhammad
57
Su, Chi-Wei
57
Serletis, Apostolos
56
Holmes, Mark J.
55
Sosvilla-Rivero, Simón
55
Wagner, Joachim
53
Eichengreen, Barry
52
Balcilar, Mehmet
51
Hughes Hallett, Andrew
51
Rodríguez-Pose, Andrés
51
Kutan, Ali Mustafa
50
Moosa, Imad A.
50
Xuan Vinh Vo
50
Jalles, João Tovar
49
Hammoudeh, Shawkat
48
Hsing, Yu
48
Payne, James E.
48
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Applied financial economics
3
International journal of finance & economics : IJFE
3
The Manchester School
3
The journal of asset management
3
Applied economics
2
Finance research letters
2
International review of applied economics
2
Research in international business and finance
2
Studies in economics and finance
2
The European journal of finance
2
Applied economics letters
1
Applied financial economics letters
1
Cogent economics & finance
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Economics : the open-access, open-assessment e-journal
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International Journal of Financial Studies : open access journal
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International journal of financial markets and derivatives
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of forecasting
1
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1
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1
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1
Journal of world economic review
1
Managerial finance
1
Oxford bulletin of economics and statistics
1
Resources policy
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Review of accounting & finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The British accounting review : the journal of the British Accounting Association
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
47
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41
Volatility dynamics in three euro exchange rates : correlations, spillovers and commonality
McMillan, David G.
;
Ruiz, Isabel
- In:
International journal of financial markets and derivatives
1
(
2009
)
1
,
pp. 64-74
Persistent link: https://www.econbiz.de/10003984988
Saved in:
42
Market trader heterogeneity and high frequency volatility dynamics : further evidence from intra-day FTSE-100 futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 99-103
Persistent link: https://www.econbiz.de/10003302494
Saved in:
43
Long run trends and volatility spillovers in daily exchange rates
Black, Angela J.
;
McMillan, David G.
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 895-907
Persistent link: https://www.econbiz.de/10002150770
Saved in:
44
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:
45
Non-ferrous metals price volatility : a component analysis
McMillan, David G.
;
Speight, Alan E. H.
- In:
Resources policy
27
(
2001
)
3
,
pp. 199-207
Persistent link: https://www.econbiz.de/10001653583
Saved in:
46
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:
47
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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