David McMillan

University of Stirling

United Kingdom

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Articles (13)

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2025

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2025

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2025

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2023

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2023

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2023

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2023

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2023

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2023

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2023

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2023

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2022

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2021

Collaborators (3)

Sanghoon Kang

University of South Australia

AUSTRALIA

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Patrick Herbst

University of Hohenheim

GERMANY

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Mobeen Ur Rehman

Associate Professor

Keele University

UNITED KINGDOM

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David McMillan

Research Interests

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Articles (13)

Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers

The predictive power of the oil variance risk premium

Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors

Oil price shocks and stock–bond correlation

Capital structure and political connections: evidence from GCC banks and the financial crisis

Expected profitability, the 52-week high and the idiosyncratic volatility puzzle

Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets

Do financial markets predict macroeconomic performance? US evidence from risk‐based measures

Using interest rates to predict economic growth: Are corporate bonds better?

Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets

Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets

Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations

The Time-Varying Relation between Stock Returns and Monetary Variables

Collaborators (3)

Sanghoon Kang

Patrick Herbst

Mobeen Ur Rehman

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