24
H index
56
i10 index
2327
Citations
Mark Wohar : Citation Profile
University of Nebraska-Omaha | RESEARCH PRODUCTION: 188 Articles 108 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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37 years (1983 - 2020). Relations with other researchers
Main data
Where Mark Wohar has published?
Recent works citing Mark Wohar (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 2019 | OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration. (2019). Yoon, Seong-Min ; Lau, Chi Keung ; Gupta, Rangan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:1-23. Full description at Econpapers || Download paper | |
| 2019 | Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors. (2019). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-04. Full description at Econpapers || Download paper | |
| 2018 | Profitability and Competition in EU Food Retailing. (2018). Finger, Robert ; Hirsch, Stefan ; Lanter, David. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274202. Full description at Econpapers || Download paper | |
| 2020 | Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013. Full description at Econpapers || Download paper | |
| 2019 | Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; von Sachs, R ; Barigozzi, M. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019024. Full description at Econpapers || Download paper | |
| 2020 | Determining the Interaction of the International Portfolio Flows with Exchange Rate Volatility in Developing Countries. (2020). Altunoz, Utku. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:1:p:41-54. Full description at Econpapers || Download paper | |
| 2020 | “Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003. Full description at Econpapers || Download paper | |
| 2019 | Energy Prices-Inflation Nexus: A Historical Analysis for the Case of Ottoman Empire. (2019). Zaydan, Zgr. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2019:p:86-93. Full description at Econpapers || Download paper | |
| 2020 | Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers || Download paper | |
| 2019 | The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Papers. RePEc:arx:papers:1903.08076. Full description at Econpapers || Download paper | |
| 2020 | Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266. Full description at Econpapers || Download paper | |
| 2020 | A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction. (2020). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Papers. RePEc:arx:papers:2006.05750. Full description at Econpapers || Download paper | |
| 2020 | Stock Market Sensitivity to Macroeconomic Factors: Evidence from China and India. (2020). Faniband, Muhammadriyaj ; Chellaswamy, Karthigai Prakasam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:146-159. Full description at Econpapers || Download paper | |
| 2019 | Effects of Socio-Economic Conditions on the Relationship between Public and Private investments in the CEMAC Zone. (2019). Honore, Tekam Oumbe ; Gilbert, Noula Armand ; Orfe, Chouafi Nguekam ; Ibrahim, Ngouhouo . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:1-13. Full description at Econpapers || Download paper | |
| 2020 | Do macroeconomic factors impact corporate debt? Evidence from India. (2020). Marulkar, Kedar ; Faniband, Muhammadriyaj. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2020:p:16-23. Full description at Econpapers || Download paper | |
| 2020 | Dynamic Relationship between Oil Price and Inflation in Oil Exporting Economy: Empirical Evidence from Wavelet Coherence Technique. (2020). Adebayo, Tomiwa Sunday. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:12-22. Full description at Econpapers || Download paper | |
| 2019 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162. Full description at Econpapers || Download paper | |
| 2019 | Exchange Rate Pass-Through in Brazil: À Markov Switching DSGE Estimation for the Inflation Targeting Period. (2019). Portugal, Marcelo Savino ; Marodin, Fabrizio Almeida. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:36-66. Full description at Econpapers || Download paper | |
| 2019 | REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST. (2019). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Ranjbar, Omid ; Elmi, Zahra ; Bahmanioskooee, Mohsen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:3:p:348-358. Full description at Econpapers || Download paper | |
| 2020 | Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807. Full description at Econpapers || Download paper | |
| 2020 | Corporate decision making in the presence of political uncertainty: The case of corporate cash holdings. (2020). Hankins, William ; Stone, Annaleigh ; Chiu, Chingwai ; Jack, Chak Hung. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:307-337. Full description at Econpapers || Download paper | |
| 2020 | Characterizing Monetary and Fiscal Policy Rules and Interactions when Commodity Prices Matter. (2020). Middleditch, Paul ; Chuku, Chuku. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:3:p:373-404. Full description at Econpapers || Download paper | |
| 2020 | Housing, Wealth, Income and Consumption: China and Homeownership Heterogeneity. (2020). Hardin, William ; Chen, Jie ; Hu, Mingzhi. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:373-405. Full description at Econpapers || Download paper | |
| 2019 | Does aid for trade diversify the export structure of recipient countries?. (2019). Ri, YU. In: The World Economy. RePEc:bla:worlde:v:42:y:2019:i:9:p:2684-2722. Full description at Econpapers || Download paper | |
| 2020 | Dissecting interbank risk using basis swap spreads. (2020). Petit, Nuria ; Lafuente, Juan Angel ; Serrano, Pedro ; Ruiz, Jesus. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:729-757. Full description at Econpapers || Download paper | |
| 2019 | A Model for International Spillovers to Emerging Markets. (2019). Houssa, Romain ; Otrok, Chris ; Mohimont, Jolan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7702. Full description at Econpapers || Download paper | |
| 2020 | On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8189. Full description at Econpapers || Download paper | |
| 2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
| 2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
| 2019 | Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554. Full description at Econpapers || Download paper | |
| 2019 | Commodity Prices In Empirical Research. (2019). Carpantier, Jean-Franois. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2020021. Full description at Econpapers || Download paper | |
| 2019 | Pension funds, large capital inflows and stock returns in a thin market. (2019). Serwa, Dobromi ; Bohl, Martin T ; Brzeszczyski, Janusz. In: Journal of Pension Economics and Finance. RePEc:cup:jpenef:v:18:y:2019:i:03:p:347-387_00. Full description at Econpapers || Download paper | |
| 2019 | Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2019). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:660. Full description at Econpapers || Download paper | |
| 2019 | Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the US Experience. (2019). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-19. Full description at Econpapers || Download paper | |
| 2020 | Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16. Full description at Econpapers || Download paper | |
| 2019 | Wealth Effects and Macroeconomic Dynamics. (2019). Swamy, Vighneswara. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00359. Full description at Econpapers || Download paper | |
| 2019 | Should Bitcoin be used to help devastated economies? Evidence from Greece. (2019). Selmi, Refk ; bouoiyour, jamal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00945. Full description at Econpapers || Download paper | |
| 2019 | How do futures contracts affect Bitcoin prices?. (2019). Selmi, Refk ; Bouoiyour, Jamal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00212. Full description at Econpapers || Download paper | |
| 2020 | Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608. Full description at Econpapers || Download paper | |
| 2020 | The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China. (2020). Troy, Carol ; Liang, Chin Chia ; Rouyer, Ellen. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00167. Full description at Econpapers || Download paper | |
| 2019 | Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/283963. Full description at Econpapers || Download paper | |
| 2019 | Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates. (2019). Salisu, Afees ; Popoola, Olabisi Rasheedat ; Omoju, Oluwasola Emmanel ; Dada, Oluwasogo ; Dahunsi, Olatunde ; Asaleye, Abiola John ; Olayanju, Adeniyi ; Lawal, Adedoyin Isola. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-19. Full description at Econpapers || Download paper | |
| 2020 | The Effects of Oil Prices on Macroeconomic Variables: Evidence from Azerbaijan. (2020). Mukhtarov, Shahriyar ; Zeynalov, Javid ; Aliyev, Sannur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-11. Full description at Econpapers || Download paper | |
| 2020 | Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-50. Full description at Econpapers || Download paper | |
| 2020 | Empirical Investigation of Relationship between Oil Price and Inflation: The case of India. (2020). Yousef, Tarek Tawfek ; Sultan, Zafar Ahmad ; Fawaz, Mahmoud Mohamed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-11. Full description at Econpapers || Download paper | |
| 2019 | Spillover analysis of tourist movements within Europe. (2019). Jana, R K ; Chattopadhyay, Manojit ; Mitra, Subrata Kumar. In: Annals of Tourism Research. RePEc:eee:anture:v:79:y:2019:i:c:s0160738319301112. Full description at Econpapers || Download paper | |
| 2019 | Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes. (2019). Murray, Alan T ; Lu, Feng ; Fang, Zhixiang ; Yu, Hongchu ; Chen, Jinhai ; Mei, Qiang ; Peng, Peng ; Zhang, Hengcai. In: Applied Energy. RePEc:eee:appene:v:237:y:2019:i:c:p:390-403. Full description at Econpapers || Download paper | |
| 2019 | Energy sector uncertainty decomposition: New approach based on implied volatilities. (2019). Rothovius, Timo ; Nikkinen, Jussi. In: Applied Energy. RePEc:eee:appene:v:248:y:2019:i:c:p:141-148. Full description at Econpapers || Download paper | |
| 2019 | Predicting firm level stock returns: Implications for asset pricing and economic links. (2019). McMillan, David G. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:333-351. Full description at Econpapers || Download paper | |
| 2019 | The surprising instability of export specializations. (2019). Daruich, Diego ; Reshef, Ariell ; Easterly, William . In: Journal of Development Economics. RePEc:eee:deveco:v:137:y:2019:i:c:p:36-65. Full description at Econpapers || Download paper | |
| 2019 | The shifting natural wealth of nations: The role of market orientation. (2019). van der Ploeg, Frederick (Rick) ; Toscani, Frederik ; arezki, rabah. In: Journal of Development Economics. RePEc:eee:deveco:v:138:y:2019:i:c:p:228-245. Full description at Econpapers || Download paper | |
| 2019 | US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151. Full description at Econpapers || Download paper | |
| 2019 | Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171. Full description at Econpapers || Download paper | |
| 2019 | Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices. (2019). Lin, Hai ; Premachandra, IM ; Kuruppuarachchi, Duminda. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:92-112. Full description at Econpapers || Download paper | |
| 2019 | Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224. Full description at Econpapers || Download paper | |
| 2020 | Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189. Full description at Econpapers || Download paper | |
| 2020 | The macroeconomic effects of tax changes: Evidence using real-time data for the European Union. (2020). van der Wielen, Wouter. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:302-321. Full description at Econpapers || Download paper | |
| 2019 | Predictive ability of financial variables in changing economic circumstances. (2019). Vataja, Juuso ; Rahko, Jaana ; Kuosmanen, Petri. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:37-47. Full description at Econpapers || Download paper | |
| 2019 | International implied volatility risk indexes and Saudi stock return-volatility predictabilities. (2019). Azibi, Jamel ; Tissaoui, Kais . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:65-84. Full description at Econpapers || Download paper | |
| 2019 | Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729. Full description at Econpapers || Download paper | |
| 2019 | Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867. Full description at Econpapers || Download paper | |
| 2019 | Financial contagion and flight to quality between emerging markets and U.S. bond market. (2019). Gulolu, Bulent ; Soylu, Pinar Kaya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304042. Full description at Econpapers || Download paper | |
| 2019 | Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. (2019). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305849. Full description at Econpapers || Download paper | |
| 2019 | Returns spillovers between tourism ETFs. (2019). Lee, Yun-Huan ; Chang, Shu-Lien. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305898. Full description at Econpapers || Download paper | |
| 2019 | Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries. (2019). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306296. Full description at Econpapers || Download paper | |
| 2019 | Time-varying risk aversion and realized gold volatility. (2019). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399. Full description at Econpapers || Download paper | |
| 2019 | High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093. Full description at Econpapers || Download paper | |
| 2020 | Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach. (2020). Sohag, Kazi ; Alqahtani, Faisal ; Kutan, Ali M ; Samargandi, Nahla. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303255. Full description at Econpapers || Download paper | |
| 2020 | Investigating properties of commodity price responses to real and nominal shocks. (2020). Kim, Hyeongwoo ; Zhang, Yunxiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305151. Full description at Econpapers || Download paper | |
| 2020 | U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485. Full description at Econpapers || Download paper | |
| 2020 | The asymmetric response of the economy to tax changes before and after 1980. (2020). Bossie, Andrew. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305916. Full description at Econpapers || Download paper | |
| 2020 | Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183. Full description at Econpapers || Download paper | |
| 2020 | Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085. Full description at Econpapers || Download paper | |
| 2020 | Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, MarÃa ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633. Full description at Econpapers || Download paper | |
| 2020 | Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006. Full description at Econpapers || Download paper | |
| 2020 | Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets. (2020). Zeng, Zhixiong ; Yan, Yuruo ; Wan, Xiaoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294082030070x. Full description at Econpapers || Download paper | |
| 2019 | Trade, Ecologically Unequal Exchange and Colonial Legacy: The Case of France and its Former Colonies (1962–2015). (2019). Infante-Amate, Juan ; Krausmann, Fridolin. In: Ecological Economics. RePEc:eee:ecolec:v:156:y:2019:i:c:p:98-109. Full description at Econpapers || Download paper | |
| 2019 | Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20. Full description at Econpapers || Download paper | |
| 2020 | Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). GUPTA, RANGAN ; Sun, Xiaojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386. Full description at Econpapers || Download paper | |
| 2020 | Investigating asymmetric determinants of the CNY–CNH exchange rate spreads: The role of economic policy uncertainty. (2020). Li, Xiao-Lin ; Si, Deng-Kui. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304185. Full description at Econpapers || Download paper | |
| 2020 | A mixed frequency approach for stock returns and valuation ratios. (2020). Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304355. Full description at Econpapers || Download paper | |
| 2020 | Does modeling a structural break improve forecast accuracy?. (2020). Pick, Andreas ; Boot, Tom. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:35-59. Full description at Econpapers || Download paper | |
| 2019 | What drives fluctuations in exchange rate growth in emerging markets – A multi-level dynamic factor approach. (2019). Wang, Ben ; Zhang, JI ; Liu, Clark. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:2:7. Full description at Econpapers || Download paper | |
| 2019 | Malthus was right: Explaining a millennium of stagnation. (2019). Madsen, Jakob ; Robertson, Peter E ; Ye, Longfeng. In: European Economic Review. RePEc:eee:eecrev:v:118:y:2019:i:c:p:51-68. Full description at Econpapers || Download paper | |
| 2020 | The role of search frictions in the long-run relationships between inflation, unemployment and capital. (2020). Gomis-Porqueras, Pedro ; Sun, Hongfei ; Huangfu, Stella. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300283. Full description at Econpapers || Download paper | |
| 2019 | Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements. (2019). Sung, Ming-Chien ; Cheah, Eng-Tuck ; Tai, Chung-Ching ; David, . In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:1:p:389-405. Full description at Econpapers || Download paper | |
| 2019 | The Fisher puzzle, real rate anomaly, and Wicksell effect. (2019). Anari, Ali ; Kolari, James. In: Journal of Empirical Finance. RePEc:eee:empfin:v:52:y:2019:i:c:p:128-148. Full description at Econpapers || Download paper | |
| 2019 | The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221. Full description at Econpapers || Download paper | |
| 2019 | Panel evidence on the ability of oil returns to predict stock returns in the G7 area. (2019). Sharma, Susan Sunila ; Westerlund, Joakim. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:3-12. Full description at Econpapers || Download paper | |
| 2019 | The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79. Full description at Econpapers || Download paper | |
| 2019 | The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234. Full description at Econpapers || Download paper | |
| 2019 | Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792. Full description at Econpapers || Download paper | |
| 2019 | Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective. (2019). Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:995-1009. Full description at Econpapers || Download paper | |
| 2019 | Futures-based forecasts: How useful are they for oil price volatility forecasting?. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:639-649. Full description at Econpapers || Download paper | |
| 2019 | Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143. Full description at Econpapers || Download paper | |
| 2019 | Time-varied causality between US partisan conflict shock and crude oil return. (2019). Wu, Yanrui ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303019. Full description at Econpapers || Download paper | |
| 2019 | Geopolitical risk and oil volatility: A new insight. (2019). Liu, Jing ; Zhang, Yaojie ; Tang, Yingkai ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303433. Full description at Econpapers || Download paper | |
| 2020 | Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x. Full description at Econpapers || Download paper | |
| 2020 | Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615. Full description at Econpapers || Download paper | |
| 2020 | Asymmetric effects of oil price uncertainty on corporate investment. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304190. Full description at Econpapers || Download paper | |
| 2020 | Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets. (2020). Smyth, Russell ; Bissoondoyal-Bheenick, Emawtee ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300281. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Mark Wohar has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Mark Wohar:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
| 1990 | The Adjustment of Expectations to a Change in Regime: Comment. In: American Economic Review. [Full Text][Citation analysis] | article | 14 |
| 2011 | Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Determinants of State Labor Productivity: The Changing Role of Density In: Journal of Regional Analysis and Policy. [Full Text][Citation analysis] | article | 0 |
| 2008 | The Composition of Industry and the Duration of State Recessions In: Journal of Regional Analysis and Policy. [Full Text][Citation analysis] | article | 1 |
| 2018 | Measuring the response of gold prices to uncertainty: An analysis beyond the mean In: Papers. [Full Text][Citation analysis] | paper | 16 |
| 2018 | Measuring the response of gold prices to uncertainty: An analysis beyond the mean.(2018) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2018 | Measuring the response of gold prices to uncertainty: An analysis beyond the mean.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2012 | Trends and Cycles in Real Commodity Prices: 1650-2010 In: CEH Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2019 | Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014 In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 1 |
| 2015 | Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1992 | Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets. In: The Financial Review. [Citation analysis] | article | 0 |
| 2017 | A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set In: The Financial Review. [Full Text][Citation analysis] | article | 1 |
| 2017 | Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data In: International Finance. [Full Text][Citation analysis] | article | 4 |
| 2018 | Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | US Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1999 | Are Tax Effects Important in the Long‐Run Fisher Relationship? Evidence from the Municipal Bond Market In: Journal of Finance. [Full Text][Citation analysis] | article | 29 |
| 1991 | NEW EVIDENCE CONCERNING THE EXPECTATIONS THEORY FOR THE SHORT END OF THE MATURITY SPECTRUM In: Journal of Financial Research. [Full Text][Citation analysis] | article | 15 |
| 1995 | DETERMINANTS OF PERSISTENCE IN RELATIVE PERFORMANCE OF MUTUAL FUNDS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 7 |
| 2006 | IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY In: Journal of Financial Research. [Full Text][Citation analysis] | article | 10 |
| 1993 | BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 13 |
| 2004 | A Cautionary Note on the Order of Integration of Post-war Aggregate Wage, Price and Productivity Measures In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2011 | PROFIT PERSISTENCE REVISITED: THE CASE OF THE UK In: Manchester School. [Full Text][Citation analysis] | article | 19 |
| 2013 | A PANEL ANALYSIS OF THE STOCK RETURN–DIVIDEND YIELD RELATION: PREDICTING RETURNS AND DIVIDEND GROWTH In: Manchester School. [Full Text][Citation analysis] | article | 5 |
| 2018 | Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks In: Manchester School. [Full Text][Citation analysis] | article | 2 |
| 2020 | What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors? In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries In: Real Estate Economics. [Full Text][Citation analysis] | article | 2 |
| 1997 | Convergence in Interest Rates and Inflation Rates across Countries and over Time. In: Review of International Economics. [Citation analysis] | article | 37 |
| 2014 | Breaks, trends and unit roots in commodity prices: a robust investigation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2018 | Nonlinear Taylor rules: evidence from a large dataset In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies In: Journal of Central Banking Theory and Practice. [Full Text][Citation analysis] | article | 0 |
| 2020 | Is there a National Housing Market Bubble Brewing in the United States? In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Is there a National Housing Market Bubble Brewing in the United States?.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 58 |
| 2004 | Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes.(2004) In: Economic Inquiry. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
| 2003 | Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
| 2015 | A BAYESIAN ANALYSIS OF WEAK IDENTIFICATION IN STOCK PRICE DECOMPOSITIONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Bitcoin: competitor or complement to gold? In: Economics Bulletin. [Full Text][Citation analysis] | article | 7 |
| 2019 | Bitcoin: competitor or complement to gold?.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2003 | Trends and Persistence in Primary Commodity Prices In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 1 |
| 1996 | The Road Less Travelled: Institutional Aspects of Data and Their Influence on Empirical Estimates with an Application to Tests of Forward Rate Unbiasedness. In: Economic Journal. [Full Text][Citation analysis] | article | 15 |
| 2019 | Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data In: Applied Energy. [Full Text][Citation analysis] | article | 10 |
| 1999 | Derivative activities and managerial incentives in the banking industry In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 21 |
| 2006 | On the prevalence of trends in primary commodity prices In: Journal of Development Economics. [Full Text][Citation analysis] | article | 85 |
| 2018 | The predictive power of the yield spread for future economic expansions: Evidence from a new approach In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2018 | Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2019 | The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Rise and fall of calendar anomalies over a century In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Rise and Fall of Calendar Anomalies over a Century.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Time-varying predictability of oil market movements over a century of data: The role of US financial stress In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2020 | Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2019 | Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2020 | Price gap anomaly in the US stock market: The whole story In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Price Gap Anomaly in the US Stock Market: The Whole Story.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Persistence and time-varying coefficients In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | Inflation, inflation uncertainty, and economic growth in emerging and developing countries: Panel data evidence In: Economic Systems. [Full Text][Citation analysis] | article | 5 |
| 2006 | In-sample vs. out-of-sample tests of stock return predictability in the context of data mining In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 78 |
| 2014 | The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics. [Full Text][Citation analysis] | article | 44 |
| 2017 | Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics. [Full Text][Citation analysis] | article | 16 |
| 2015 | Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2017 | Forecasting oil and stock returns with a Qual VAR using over 150years off data In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
| 2015 | Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2018 | Time-varying rare disaster risks, oil returns and volatility In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
| 2017 | Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2019 | What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | The output gap and stock returns: Do cyclical fluctuations predict portfolio returns? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
| 2013 | The determinants of quantile autocorrelations: Evidence from the UK In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2015 | Examining real interest parity: Which component reverts quickest and in which regime? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2014 | Examining real interest parity: which component reverts quickest and in which regime?.(2014) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1998 | Two puzzles in the analysis of foreign exchange market efficiency In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 18 |
| 1996 | Two Puzzles in the Analysis of Foreign Exchange Market Efficiency..(1996) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2013 | Time varying stock return predictability: Evidence from US sectors In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
| 2017 | The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
| 2016 | The Depreciation of the Pound Post-Brexit: Could it have been Predicted?.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2016 | The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2018 | Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | Volatility jumps: The role of geopolitical risks In: Finance Research Letters. [Full Text][Citation analysis] | article | 13 |
| 2018 | Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2019 | The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2018 | The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2019 | What is a better cross-hedge for energy: Equities or other commodities? In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 1998 | Cointegration, forecasting and international stock prices In: Global Finance Journal. [Full Text][Citation analysis] | article | 22 |
| 2002 | Testing the monetary model of exchange rate determination: new evidence from a century of data In: Journal of International Economics. [Full Text][Citation analysis] | article | 142 |
| 2011 | Pierre L. Siklos, Martin T. Bohl and Mark E. Wohar, Challenges in central banking: the current institutional environment and forces affecting monetary policy , Cambridge University Press (2010). In: Journal of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | The contribution of economic fundamentals to movements in exchange rates In: Journal of International Economics. [Full Text][Citation analysis] | article | 37 |
| 2020 | Halloween Effect in developed stock markets: A historical perspective In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Commodity volatility breaks In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 92 |
| 2013 | International herding: Does it differ across sectors? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 25 |
| 2017 | Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 27 |
| 2016 | Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 1995 | The expectations theory of interest rates: Cointegration and factor decomposition In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2005 | Macro variables and international stock return predictability In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 127 |
| 2006 | The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 56 |
| 2017 | Forecasting market returns: bagging or combining? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2001 | Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993 In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 6 |
| 2013 | Changes in the oil price-inflation pass-through In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 20 |
| 2004 | Testing the monetary model of exchange rate determination: a closer look at panels In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 79 |
| 2009 | Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 7 |
| 2012 | “Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 12 |
| 2014 | Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 2015 | Spurious long memory, uncommon breaks and the implied–realized volatility puzzle In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 1995 | Public and private investment: Are there causal linkages? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 44 |
| 2012 | An empirical investigation of the Taylor curve In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Asymmetric tax multipliers In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 8 |
| 2016 | An evaluation of ECB policy in the Euros big four In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2017 | The cyclicality of fiscal policy: New evidence from unobserved components approach In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 21 |
| 2017 | Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 1987 | The determinants of international reserves in the small open economy: The case of Honduras In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Predictability and underreaction in industry-level returns: Evidence from commodity markets In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
| 2018 | UK macroeconomic volatility: Historical evidence over seven centuries In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 2018 | News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 1 |
| 2017 | News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017 In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2018 | Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Growth volatility and inequality in the U.S.: A wavelet analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2018 | Growth Volatility and Inequality in the U.S.: A Wavelet Analysis.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Growth Volatility and Inequality in the U.S.: A Wavelet Analysis.(2018) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1990 | Monetary institutions, budget deficits and inflation : Empirical results for eight countries In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 5 |
| 2015 | Consumption growth, preference for smoothing, changes in expectations and risk premium In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2017 | Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2016 | Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2018 | Volatility spillovers across global asset classes: Evidence from time and frequency domains In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 21 |
| 2017 | Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2013 | Causality between trading volume and returns: Evidence from quantile regressions In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 42 |
| 2014 | Determining what drives stock returns: Proper inference is crucial: Evidence from the UK In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 15 |
| 2016 | Can commodity returns forecast Canadian sector stock returns? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2017 | Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
| 2017 | The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 5 |
| 2016 | The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2018 | Do house prices hedge inflation in the US? A quantile cointegration approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1996 | Cointegration and the term structure: A multicountry comparison In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 9 |
| 2019 | Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 1996 | Abnormal profits and relative strength in mutual fund returns In: Review of Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 1999 | The changing long-run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act In: Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Periodically collapsing bubbles in the South African stock market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 6 |
| 2016 | Periodically Collapsing Bubbles in the South African Stock Market.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2017 | Do commodities make effective hedges for equity investors? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 6 |
| 2020 | Historical evolution of monthly anomalies in international stock markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Historical Evolution of Monthly Anomalies in International Stock Markets.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day In: World Development. [Full Text][Citation analysis] | article | 9 |
| 2002 | The Dynamics of Inflation: A Study of a Large Number of Countries In: EcoMod2010. [Full Text][Citation analysis] | paper | 7 |
| 2012 | The dynamics of inflation: a study of a large number of countries.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2002 | The Strategic Implications of Setting Border Tax Adjustments In: EcoMod2010. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 8 |
| 2001 | Explaining stock price movements: is there a case for fundamentals? In: Economic and Financial Policy Review. [Full Text][Citation analysis] | article | 14 |
| 2000 | Low frequency movements in stock prices: a state space decomposition In: Working Papers. [Full Text][Citation analysis] | paper | 43 |
| 2002 | Low-Frequency Movements in Stock Prices: A State-Space Decomposition.(2002) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | article | |
| 1997 | Nonlinear dynamics and covered interest rate parity In: Working Papers. [Full Text][Citation analysis] | paper | 58 |
| 1998 | Nonlinear dynamics and covered interest rate parity.(1998) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
| 2009 | Can the term spread predict output growth and recessions? a survey of the literature In: Review. [Full Text][Citation analysis] | article | 51 |
| 2019 | Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals In: Post-Print. [Citation analysis] | paper | 0 |
| 2019 | Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2020 | Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Are U.S. industries resilient in dealing with trade uncertainty ? The case of U.S.-China trade war In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
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| 2006 | The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 7 |
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| 2020 | Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2007 | Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models This is a significantly revised version of our previous paper, Forecasting US Business Fixed I In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2019 | The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model In: Empirica. [Full Text][Citation analysis] | article | 19 |
| 2016 | The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2016 | Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test In: Open Economies Review. [Full Text][Citation analysis] | article | 24 |
| 2015 | Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2017 | The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
| 2016 | The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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| 1995 | The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 12 |
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| 2016 | Structural Breaks in Volatility: The Case of Chinese Stock Returns In: Chinese Economy. [Full Text][Citation analysis] | article | 0 |
| 2019 | The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for an Oil-Importing Country: The Case of South Africa In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
| 2007 | Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure In: Journal of Economic Insight (formerly the Journal of Economics (MVEA)). [Citation analysis] | article | 0 |
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| 2010 | UK stock price effects of permanent and transitory shocks.(2010) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2006 | Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 79 |
| 2015 | The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR.(2017) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers. [Citation analysis] | paper | 1 |
| 2018 | Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2016 | Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries In: Working Papers. [Citation analysis] | paper | 5 |
| 2018 | Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries.(2018) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2016 | Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis In: Working Papers. [Citation analysis] | paper | 1 |
| 2016 | Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks In: Working Papers. [Citation analysis] | paper | 1 |
| 2016 | The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa In: Working Papers. [Citation analysis] | paper | 2 |
| 2016 | Forecasting US GNP Growth: The Role of Uncertainty In: Working Papers. [Citation analysis] | paper | 7 |
| 2018 | Forecasting US GNP growth: The role of uncertainty.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2016 | Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 3 |
| 2018 | Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach.(2018) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2016 | Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data In: Working Papers. [Citation analysis] | paper | 7 |
| 2017 | Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Exchange rate returns and volatility: the role of time-varying rare disaster risks.(2019) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data In: Working Papers. [Citation analysis] | paper | 0 |
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| 2018 | Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data.(2019) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Persistence of Economic Uncertainty: A Comprehensive Analysis In: Working Papers. [Citation analysis] | paper | 2 |
| 2019 | Persistence of economic uncertainty: a comprehensive analysis.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2018 | Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data In: Working Papers. [Citation analysis] | paper | 1 |
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| 2019 | Are BRICS exchange rates chaotic?.(2019) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2018 | Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels In: Working Papers. [Citation analysis] | paper | 1 |
| 2018 | Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Halloween Effect in Developed Stock Markets: A US Perspective In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Is the Housing Market in the United States Really Weakly-Efficient? In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2020 | The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach.(2020) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2019 | Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Multi-Horizon Financial and Housing Wealth Effects across the U.S. States In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Giant Oil Discoveries and Conflicts In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Gold, Platinum and the Predictability of Bond Risk Premia In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence In: Working Papers. [Citation analysis] | paper | 1 |
| 2019 | The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | High-Frequency Volatility Forecasting of US Housing Markets In: Working Papers. [Citation analysis] | paper | 0 |
| 2020 | The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1989 | The Indeterminacy of the Optimal Aggregate for Stabilization Policy under Rational Expectations - L’indeterminatezza dell’aggregato monetario ottimale per la politica di stabilizzazione in presenz In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
| 2020 | What Trump’s China Tariffs Have Cost U.S. Companies? In: Journal of Economic Integration. [Full Text][Citation analysis] | article | 0 |
| 2005 | The Impact of Petroleum Product Prices on State Economic Conditions: An Analysis of the Economic Base In: The Review of Regional Studies. [Full Text][Citation analysis] | article | 1 |
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| 2005 | Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The Long and the Short of It: Long Memory Regressors and Predictive Regressions In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
| 2004 | The Linkage between Prices, Wages, and Labor Productivity: A Panel Study of Manufacturing Industries In: Southern Economic Journal. [Citation analysis] | article | 13 |
| 2006 | What Drives Stock Prices? Identifying the Determinants of Stock Price Movements In: Southern Economic Journal. [Citation analysis] | article | 3 |
| 2007 | Domestic–foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models In: Southern Economic Journal. [Citation analysis] | article | 1 |
| 2007 | Determinants of state diesel fuel excise tax rates: the political economy of fuel taxation in the United States In: The Annals of Regional Science. [Full Text][Citation analysis] | article | 16 |
| 2019 | Fiscal stance, foreign capital inflows and the behavior of current account in the Asian countries In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
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| 2018 | Exchange rate pass-through in the Asian countries: does inflation volatility matter? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | An analysis of the time series properties of the UK ex-post real interest rate: fractional integration, breaks or nonlinear In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Sum of the parts stock return forecasting: international evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Structural breaks in volatility: the case of UK sector returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
| 2012 | Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Output and stock prices: an examination of the relationship over 200 years In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2013 | UK stock market predictability: evidence of time variation In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2004 | A cointegrated structural VAR model of the Canadian economy In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2007 | Do increases in petroleum product prices put the incumbent party at risk in US presidential elections? In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2013 | The relationship between temperature and CO 2 emissions: evidence from a short and very long dataset In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Long-run growth empirics and new challenges for unified theory In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Expected returns and expected dividend growth: time to rethink an established empirical literature In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
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| 2015 | Parity reversion in the Asian real exchange rates: new evidence from the local-persistent model In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
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| 2013 | Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach In: Econometric Reviews. [Full Text][Citation analysis] | article | 8 |
| 2014 | Sources of the stock price fluctuations in Chinese equity market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | Stock returns forecasting with metals: sentiment vs. fundamentals In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2001 | U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks In: Trinity Economics Papers. [Full Text][Citation analysis] | paper | 4 |
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| 2015 | Capital Inflows and Economic Growth: Does the Role of Institutions Matter? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 11 |
| 2018 | Global factors and equity market valuations: Do country characteristics matter? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
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| 1997 | Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 1997 | The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act In: Finance. [Full Text][Citation analysis] | paper | 0 |
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