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Nonlinear error correction in spot and forward exchange rates
McMillan, David G.; Black, Angela J. - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 137 (2001) 4, pp. 738-750
Persistent link: https://www.econbiz.de/10001634496
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Are international value premiums driven by the same set of fundamentals?
Black, Angela J.; Fraser, Patricia; McMillan, David G. - In: International review of economics & finance : IREF 16 (2007) 1, pp. 113-129
Persistent link: https://www.econbiz.de/10003461536
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Cointegration between stock prices, dividends, output and consumption : evidence and forecasting ability for 29 markets
Black, Angela J.; McMillan, David G.; McMillan, Fiona J. - In: Review of accounting & finance 14 (2015) 1, pp. 81-103
Persistent link: https://www.econbiz.de/10010518777
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Nonlinear predictability of short-run deviations in UK stock market return
McMillan, David G. - In: Economics letters 84 (2004) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10002116187
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Time variation in the cointegrating relationship between stock prices and economic activity
McMillan, David G. - In: International review of applied economics 19 (2005) 3, pp. 359-368
Persistent link: https://www.econbiz.de/10002894355
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Non-linear cointegration and adjustment : an asymmetric exponential smooth-transition model for US interest rates
McMillan, David G. - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 591-606
Persistent link: https://www.econbiz.de/10003776781
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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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Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G.; Speight, Alan E. H. - In: The journal of futures markets 26 (2006) 4, pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
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Using interest rates to predict economic growth : are corporate bonds better?
McMillan, David G. - 2024
Persistent link: https://www.econbiz.de/10015337691
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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