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Cointegrating behaviour between spot and forward exchange rates
McMillan, David G. - In: Applied financial economics 15 (2005) 16, pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
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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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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
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Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
Mcmillan, David G.; Speight, Alan E.H. - In: Applied financial economics 14 (2004) 4, pp. 253-264
Persistent link: https://www.econbiz.de/10007650954
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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. 599-608
Persistent link: https://www.econbiz.de/10007655548
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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/10007672033
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Output and stock prices: an examination of the relationship over 200 years
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 22 (2012) 19, pp. 1615-1630
Persistent link: https://www.econbiz.de/10009966923
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Structural breaks in volatility: the case of UK sector returns
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 15, pp. 1079-1094
Persistent link: https://www.econbiz.de/10009181351