Similar Search Results

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

The behaviour of the equity yield and its relation with the bond yield : the role of inflation

McMillan, David G. - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-18

Understanding the behaviour of the equity yield and its relation to the bond yield is important for portfolio managers and those engaged in modelling the interaction between asset classes. During the mid-1900s, the equity yield-which was previously greater than the bond yield-declined, while the...

Persistent link: https://www.econbiz.de/10011963922

Cross-asset relations, correlations and economic implications

McMillan, David G. - In: Global finance journal 41 (2019), pp. 60-78

Persistent link: https://www.econbiz.de/10012257060

Intra-day volatility components in FTSE-100 stock index futures

Speight, Alan E. H.; McMillan, David G.; Ap Gwilym, Owain - In: The journal of futures markets 20 (2000) 5, pp. 425-444

Persistent link: https://www.econbiz.de/10001500111

Non-ferrous metals price volatility : a component analysis of daily LME settlement price data

McMillan, David G.; Speight, Alan E. H. - 2001

Persistent link: https://www.econbiz.de/10001609654

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

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

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

Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market

McMillan, David G.; Speight, Alan E. H. - In: The journal of futures markets 22 (2002) 11, pp. 1037-1057

Persistent link: https://www.econbiz.de/10001713575

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