Similar Search Results

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

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

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

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

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

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

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

Explaining Subsequent Trading Activity Using Wavelet Time-Scale Analysis : International Evidence

Al Rababa'a, Abdel Razzaq - 2018

This study seeks to examine the behaviour of subsequent trading activity in international stock markets. We investigate whether stock returns can explain subsequent trading using wavelet time-scaled returns and volume. A wavelet decomposition of trading volume over time-scales of up to 32 days...

Persistent link: https://www.econbiz.de/10012919218

Sum of the parts stock return forecasting : international evidence

McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 10/12, pp. 837-845

Persistent link: https://www.econbiz.de/10009232515

The relationship between temperature and CO2 emissions : evidence from a short and very long dataset

McMillan, David G.; Wohar, Mark E. - In: Applied economics 45 (2013) 25/27, pp. 3683-3690

Persistent link: https://www.econbiz.de/10010345882