Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Exchange rate"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Market trader heterogeneity an...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Exchange rate
Capital income
101
Kapitaleinkommen
101
Forecasting model
90
Prognoseverfahren
90
Börsenkurs
81
Share price
81
Volatility
75
Volatilität
75
Theorie
71
Theory
71
Großbritannien
66
United Kingdom
66
Estimation
51
Schätzung
51
Aktienmarkt
49
Stock market
49
ARCH model
35
ARCH-Modell
35
Time series analysis
31
USA
31
United States
31
Zeitreihenanalyse
30
Wechselkurs
27
Welt
25
World
25
Forecast
20
Prognose
20
Capital market returns
18
Correlation
18
Kapitalmarktrendite
18
Korrelation
17
Dividend
16
Dividende
16
Japan
16
Portfolio selection
16
Portfolio-Management
16
Stock returns
16
Cointegration
15
Kointegration
14
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
23
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Aufsatz im Buch
2
Book section
2
Graue Literatur
1
Non-commercial literature
1
Language
All
English
27
Author
All
McMillan, David G.
19
Speight, Alan E. H.
15
Evans, Kevin P.
6
Bajo Rubio, Oscar
3
Berke, Burcu
3
Peel, David
3
Ruiz, Isabel
3
Black, Angela J.
2
Abbas, Ghulam
1
Chakraborty, Nilanjana
1
Elgammal, Mohammed
1
Grossmann, Axel
1
Kambouroudis, Dimos S.
1
more ...
less ...
Published in...
All
Applied financial economics
3
International journal of finance & economics : IJFE
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
The European journal of finance
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Applied economics
1
Asia-Pacific financial markets
1
Current politics and economics of Europe
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
International journal of financial markets and derivatives
1
International journal of monetary economics and finance
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of multinational financial management
1
Money and macroeconomic policy
1
Perspectives on European politics and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility spillovers in east European black-market exchange rates
Speight, Alan E. H.
;
McMillan, David G.
- In:
Journal of international money and finance
20
(
2001
)
3
,
pp. 367-378
Persistent link: https://www.econbiz.de/10001580072
Saved in:
2
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
Saved in:
3
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
Saved in:
4
Correlations and spillovers among three euro rates : evidence using realised variance
McMillan, David G.
;
Ruiz, Isabel
;
Speight, Alan E. H.
- In:
The European journal of finance
16
(
2010
)
8
,
pp. 753-767
Persistent link: https://www.econbiz.de/10008759337
Saved in:
5
Volatility dynamics and heterogeneous markets
McMillan, David G.
;
Speight, Alan E. H.
- In:
International journal of finance & economics : IJFE
11
(
2006
)
2
,
pp. 115-121
Persistent link: https://www.econbiz.de/10003322575
Saved in:
6
How useful is intraday data for evaluating daily value-at-risk? : evidence from three Euro rates
McMillan, David G.
;
Speight, Alan E. H.
;
Evans, Kevin P.
- In:
Journal of multinational financial management
18
(
2008
)
5
,
pp. 488-503
Persistent link: https://www.econbiz.de/10003789977
Saved in:
7
Long-memory and heterogeneous in high frequency pacific-basin exchange rate volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Asia-Pacific financial markets
12
(
2005
)
3
,
pp. 199-226
Persistent link: https://www.econbiz.de/10003407435
Saved in:
8
Non-linear hyperinflationary exchange rate dynamics : the Polish zloty, 1988 - 90
Peel, David
;
Speight, Alan E. H.
-
1999
Persistent link: https://www.econbiz.de/10001433137
Saved in:
9
Testing for non-linear dependence in inter-war exchange rates
Peel, David
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
130
(
1994
)
2
,
pp. 391-417
Persistent link: https://www.econbiz.de/10001163322
Saved in:
10
Non-linearities in East European black-market exchange rates
Peel, David
- In:
International journal of finance & economics : IJFE
2
(
1997
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10001212977
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
