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~language:"eng"
~person:"MacDonald, Ronald"
~person:"McMillan, David G."
~subject:"United Kingdom"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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United Kingdom
Volatilität
Welt
Theorie
89
Theory
89
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80
Schätzung
80
Capital income
69
Kapitaleinkommen
69
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63
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63
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140
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141
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MacDonald, Ronald
McMillan, David G.
Gupta, Rangan
203
Bahmani-Oskooee, Mohsen
114
Bouri, Elie
114
Eichengreen, Barry
111
Hammoudeh, Shawkat
101
Apergēs, Nikolaos
99
Ma, Feng
92
Machin, Stephen
92
McAleer, Michael
92
Lee, Chien-chiang
88
Lucey, Brian M.
88
Tiwari, Aviral Kumar
88
Gil-Alaña, Luis A.
87
Wohar, Mark E.
82
Aizenman, Joshua
78
Taylor, Mark P.
76
Wright, Mike
76
Caporale, Guglielmo Maria
72
Greenaway, David
72
Xuan Vinh Vo
71
Dreher, Axel
69
Crafts, Nicholas
67
Blundell, Richard W.
66
Kang, Sang Hoon
66
Demirgüç-Kunt, Asli
65
Mensi, Walid
63
Rose, Andrew
63
Hassan, M. Kabir
61
Anderson, Kym
60
Bollerslev, Tim
60
Ji, Qiang
60
Narayan, Paresh Kumar
58
Hoekman, Bernard M.
57
Goel, Rajeev K.
56
Haan, Jakob de
56
Moshirian, Fariborz
56
Arestis, Philip
54
Bordo, Michael D.
54
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Applied financial economics
14
Journal of international financial markets, institutions & money
11
Journal of international money and finance
7
Economics letters
5
Open economies review
5
Applied economics
4
Journal of forecasting
4
The European journal of finance
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Scottish journal of political economy : the journal of the Scottish Economic Society
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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International review of applied economics
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International review of financial analysis
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Journal of money, credit and banking : JMCB
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Journal of multinational financial management
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Oxford bulletin of economics and statistics
2
Resources policy
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Studies in economics and finance
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The Manchester School
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The Manchester School of Economic and Social Studies
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Asia-Pacific financial markets
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Asian African journal of economics and econometrics
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British review of economic issues
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China finance review international
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Economia : revista da ANPEC
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy economics
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Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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ECONIS (ZBW)
141
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1
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
2
Do artificial neural networks provide improved volatility forecasts : evidence from Asian markets
Sahiner, Mehmet
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Journal of economics and finance : JEF
47
(
2023
)
3
,
pp. 723-762
Persistent link: https://www.econbiz.de/10014380680
Saved in:
3
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
4
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
5
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
6
Oil-stock nexus : the role of oil shocks for GCC markets
Ziadat, Salem Adel
;
McMillan, David G.
- In:
Studies in economics and finance
39
(
2022
)
5
,
pp. 801-818
Persistent link: https://www.econbiz.de/10013390919
Saved in:
7
Forecasting realised volatility : does the LASSO approach outperform HAR?
Ding, Yi
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803163
Saved in:
8
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
Saved in:
9
Explaining the stock-stock, bond-bond and stock-bond correlation across countries
McMillan, David G.
- In:
International journal of monetary economics and finance …
13
(
2020
)
5
,
pp. 429-445
Persistent link: https://www.econbiz.de/10012515166
Saved in:
10
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
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