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Are RiskMetrics forecasts good...
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McMillan, David G.
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Kambouroudis, Dimos
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ECONIS (ZBW)
22
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1
Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
Saved in:
2
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:
3
Cross-border exchanges and volatility forecasting
Goyal, Abhinav
;
Kallinterakis, Vasileios
;
Kambouroudis, …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 789-799
Persistent link: https://www.econbiz.de/10011907940
Saved in:
4
Threshold adjustment in spot-futures metals prices
McMillan, David G.
- In:
Applied financial economics letters
1
(
2005
)
1
,
pp. 5-8
Persistent link: https://www.econbiz.de/10002550001
Saved in:
5
Consumption and stock prices : evidence from a small international panel
McMillan, David G.
- In:
Journal of macroeconomics
36
(
2013
),
pp. 76-88
Persistent link: https://www.econbiz.de/10009751139
Saved in:
6
Forward interest rate premium and asymmetric adjustment : evidence from 16 countries
McMillan, David G.
- In:
Journal of international financial markets, …
19
(
2009
)
2
,
pp. 258-273
Persistent link: https://www.econbiz.de/10003799788
Saved in:
7
Bubbles in the dividend-price ratio? : evidence from an asymmetric exponential smooth-transition model
McMillan, David G.
- In:
Journal of banking & finance
31
(
2007
)
3
,
pp. 787-804
Persistent link: https://www.econbiz.de/10003429782
Saved in:
8
The confusing time-series behaviour of real exchange rates : are asymmetries important?
McMillan, David G.
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 692-711
Persistent link: https://www.econbiz.de/10003879522
Saved in:
9
Forecasting stock returns : does switching between models help?
McMillan, David G.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 229-248)
.
2014
Persistent link: https://www.econbiz.de/10011406772
Saved in:
10
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
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