Peter Macmillan

University of St. Andrews - School of Management

The Gateway

Gateway

St. Andrews, Fife KY16 9SS

United Kingdom

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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3

CROSSREF CITATIONS

12

Scholarly Papers (3)

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 1,208 (17,276)
Citation 21

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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 94 (289,388)
Citation 1

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

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 54 (399,275)
Citation 1

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Central bank independence, preferences, yield curve

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

Manchester School, Vol. 75, No. 3, pp. 311-327, June 2007
Number of pages: 17 Posted: 02 May 2007
Jagjit S. Chadha, Peter Macmillan and Charles Nolan
University of St. Andrews - School of Management, University of St. Andrews - School of Management and University of St. Andrews
Downloads 13 (614,077)
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