E-LIB Suche - Ergebnisse für: McMillan, David G.

1

Left-tail risk and UK stock return predictability: Underrea..:

Khasawneh, Maher ; McMillan, David G. ; Kambouroudis, Dimos
International Review of Financial Analysis. 95 (2024) - p. 103333 , 2024

Link: https://doi.org/10.1016/..

2

Using interest rates to predict economic growth: Are corpor..:

McMillan, David G.
International Journal of Finance & Economics. , 2023

Link: https://doi.org/10.1002/..

3

Do artificial neural networks provide improved volatility f..:

Sahiner, Mehmet ; McMillan, David G. ; Kambouroudis, Dimos
Journal of Economics and Finance. 47 (2023) 3 - p. 723-762 , 2023

Link: https://doi.org/10.1007/..

4

Oil price shocks and stock–bond correlation:

Ziadat, Salem Adel ; Al Rababa'a, Abdel Razzaq A. ; Rehman, Mobeen.
The North American Journal of Economics and Finance. 68 (2023) - p. 101989 , 2023

Link: https://doi.org/10.1016/..

5

Do extreme range estimators improve realized volatility for..:

Korkusuz, Burak ; Kambouroudis, Dimos ; McMillan, David G.
Finance Research Letters. 55 (2023) - p. 103992 , 2023

Link: https://doi.org/10.1016/..

6

Do financial markets predict macroeconomic performance? US ..:

McMillan, David G.
The Manchester School. 91 (2023) 5 - p. 439-466 , 2023

Link: https://doi.org/10.1111/..

7

Oil shocks and equity returns during bull and bear markets:..:

Ziadat, Salem Adel ; McMillan, David G. ; Herbst, Patrick
Resources Policy. 75 (2022) - p. 102461 , 2022

Link: https://doi.org/10.1016/..

8

Expected profitability, the 52-week high and the idiosyncra..:

Khasawneh, Maher ; McMillan, David G. ; Kambouroudis, Dimos
The European Journal of Finance. 29 (2022) 14 - p. 1621-1648 , 2022

Link: https://doi.org/10.1080/..

9

Factors Affecting Dental Students' Comfort with Online Sync..:

McMillan, David G. ; Kalloo, Olivia R. ; Lara, Roberto A...
Dentistry Journal. 10 (2022) 2 - p. 26 , 2022

Link: https://doi.org/10.3390/..

10

Complex network analysis of volatility spillovers between g..:

Korkusuz, Burak ; McMillan, David G. ; Kambouroudis, Dimos
Empirical Economics. 64 (2022) 4 - p. 1517-1537 , 2022

Link: https://doi.org/10.1007/..

11

The role of oil as a determinant of stock market interdepen..:

McMillan, David G. ; Ziadat, Salem Adel ; Herbst, Patrick
Energy Economics. 95 (2021) - p. 105102 , 2021

Link: https://doi.org/10.1016/..

12

Forecasting realised volatility: Does the LASSO approach ou..:

Ding, Yi ; Kambouroudis, Dimos ; McMillan, David G.
Journal of International Financial Markets, Institutions and Money. 74 (2021) - p. 101386 , 2021

Link: https://doi.org/10.1016/..

13

The Time-Varying Relation between Stock Returns and Monetar..:

McMillan, David G.
Journal of Risk and Financial Management. 15 (2021) 1 - p. 9 , 2021

Link: https://doi.org/10.3390/..

14

Forecasting sector stock market returns:

McMillan, David G.
Journal of Asset Management. 22 (2021) 4 - p. 291-300 , 2021

Link: https://doi.org/10.1057/..

15

When and why do stock and bond markets predict US economic ..:

McMillan, David G.
The Quarterly Review of Economics and Finance. 80 (2021) - p. 331-343 , 2021

Link: https://doi.org/10.1016/..