David McMillan

Professor David McMillan is affiliated with the University of Stirling in the Accounting & Finance department. His research primarily focuses on financial markets, macroeconomic influences on stock returns, and volatility dynamics.

Research Interests include:

• Financial econometrics
• Stock market volatility forecasting
• Macroeconomic determinants of equity returns
• Oil market interactions with financial assets
• Portfolio diversification effectiveness

Recent Publications (2023-2025) span volatility spillovers, return predictability, and macroeconomic linkages, with applications to G7 markets, BRICS nations, and the GCC bloc. Methodologies include regime-switching models, wavelet analysis, and machine learning techniques.