Peter Macmillan

University of St. Andrews - School of Management

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St. Andrews, Fife KY16 9SS

United Kingdom

  • University of St. Andrews - School of Management

SCHOLARLY PAPERS

3

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34

Scholarly Papers (3)

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1.

Can Macroeconomic Variables Explain Long Term Stock Market Movements? A Comparison of the US and Japan

CDMA Working Paper No. 07/20
Number of pages: 26 Posted: 31 Oct 2007
Andreas Humpe and Peter Macmillan
University of St. Andrews and University of St. Andrews - School of Management
Downloads 2,023 (17,348)
Citation 32

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Stock Market Indices, Cointegration, Interest Rates

2.

Non-Linear Predictability of Stock Market Returns: Comparative Evidence from Japan and the US

Investment Management and Financial Innovations, Volume 11, Issue 4, 2014
Number of pages: 13 Posted: 20 Dec 2015
Andreas Humpe and Peter Macmillan
University of St. Andrews and University of St. Andrews - School of Management
Downloads 251 (262,691)
Citation 1

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stock market return, smooth transition regression model, forecasting, behavioral finance, Japan

3.

Independence Day for the 'Old Lady': A Natural Experiment on the Implications of Central Bank Independence

Centre for Dynamic Macroeconomic Analysis Working Paper No. 0602
Number of pages: 30 Posted: 22 Feb 2006
Jagjit S. Chadha, Charles Nolan and Peter Macmillan
University of St. Andrews - School of Management, University of St. Andrews and University of St. Andrews - School of Management
Downloads 89 (621,069)
Citation 1

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Central bank independence, preferences, yield curve