Mark Wohar : Citation Profile


Are you Mark Wohar?

University of Nebraska-Omaha

20

H index

39

i10 index

1461

Citations

RESEARCH PRODUCTION:

120

Articles

49

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   34 years (1983 - 2017). See details.
   Cites by year: 42
   Journals where Mark Wohar has often published
   Relations with other researchers
   Recent citing documents: 249.    Total self citations: 45 (2.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo4
   Updated: 2017-11-18    RAS profile: 2017-09-06    
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Relations with other researchers


Works with:

GUPTA, RANGAN (38)

Balcilar, Mehmet (13)

Olson, Eric (5)

Sousa, Ricardo (5)

Pierdzioch, Christian (4)

Baharumshah, Ahmad Zubaidi (3)

Madsen, Jakob (3)

Kellard, Neil (3)

Gebka, Bartosz (3)

Balke, Nathan (2)

Chuliá, Helena (2)

Demirer, Riza (2)

Jooste, Charl (2)

Miller, Stephen (2)

Lau, Chi Keung (2)

Plakandaras, Vasilios (2)

Sirichand, Kavita (2)

Slesman, Ly (2)

Uribe, Jorge (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Wohar.

Is cited by:

GUPTA, RANGAN (79)

Pierdzioch, Christian (21)

Balcilar, Mehmet (19)

Frankel, Jeffrey (19)

Hammoudeh, Shawkat (18)

Byrne, Joseph (18)

Menkhoff, Lukas (15)

Nguyen, Duc Khuong (15)

Korobilis, Dimitris (14)

Miller, Stephen (14)

Mark, Nelson (13)

Cites to:

Campbell, John (157)

Perron, Pierre (102)

GUPTA, RANGAN (87)

Shiller, Robert (75)

Kilian, Lutz (61)

Stock, James (42)

Balcilar, Mehmet (42)

Watson, Mark (37)

West, Kenneth (34)

McCracken, Michael (29)

Phillips, Peter (29)

Main data


Where Mark Wohar has published?


Journals with more than one article published# docs
Applied Economics9
Applied Financial Economics6
International Review of Economics & Finance6
Journal of International Money and Finance5
Journal of Macroeconomics5
Journal of Financial Research4
International Journal of Forecasting4
International Review of Financial Analysis4
Journal of Applied Econometrics4
Southern Economic Journal3
Journal of International Financial Markets, Institutions and Money3
Energy Economics3
Journal of Money, Credit and Banking3
Journal of International Economics3
Manchester School3
International Journal of Finance & Economics3
The Review of Economics and Statistics3
Journal of Economics and Business2
Review of Financial Economics2
Open Economies Review2
Economic Inquiry2
The European Journal of Finance2
International Economic Review2
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics29
EcoMod2010 / EcoMod2
Computing in Economics and Finance 2005 / Society for Computational Economics2
Working Papers / Federal Reserve Bank of Dallas2

Recent works citing Mark Wohar (2017 and 2016)


YearTitle of citing document
2017Investigating Properties of Commodity Price Responses to Real and Nominal Shocks. (2017). Kim, Hyeongwoo ; Zhang, Yunxiao . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-02.

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2016SMALL SAMPLE PROPERTIES OF PANEL COINTEGRATION TESTS IN THE PRESENCE OF STRUCTURAL CHANGE. (2016). Marinov, Georgi . In: Journal of Social and Economic Statistics. RePEc:aes:jsesro:v:5:y:2016:i:1:p:35-41.

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2016The relationships among the returns of investment instruments: a vector autoregressive approach for Turkey. (2016). Iltas, Yuksel ; Bulut, Umit . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(609):y:2016:i:4(609):p:273-280.

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2016The relationships among the returns of investment instruments: a vector autoregressive approach for Turkey. (2016). Bulut, Umit ; Iltas, Yuksel . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:273-280.

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2016Financial Markets and Agricultural Commodities: Volatility Impulse Response Analysis. (2016). Vandone, Daniela ; Peri, Massimo ; Baldi, Lucia . In: 2016 International European Forum, February 15-19, 2016, Innsbruck-Igls, Austria. RePEc:ags:iefi16:244461.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2017U.S. Savings Banks Demutualization and Depositor Welfare. (2017). Girotti, Mattia ; Meade, Richard . In: Working Papers. RePEc:aut:wpaper:201708.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2017U.S. Savings Banks Demutualization and Depositor Welfare. (2017). Girotti, Mattia ; Meade, Richard . In: Working papers. RePEc:bfr:banfra:639.

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2017Free Falling Terms of Trade Despite Industrialization: The Case of Bangladesh. (2017). Gunter, Bernhard ; Sejas, Valeria Vargas. In: Bangladesh Development Research Working Paper Series (BDRWPS). RePEc:bnr:wpaper:33.

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2016Forecasting exchange rates using multivariate threshold models. (2016). Huber, Florian ; Florian, Huber . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:1:p:193-210:n:8.

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2017Specification analysis in regime-switching continuous-time diffusion models for market volatility. (2017). Ruijun, BU ; Kaddour, Hadri ; Jie, Cheng . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:65-80:n:3.

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2017Changes in persistence, spurious regressions and the Fisher hypothesis. (2017). Ventosa-Santaulària, Daniel ; Antonio, Noriega ; Daniel, Ventosa-Santaularia ; Robinson, Kruse . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:3:p:28:n:1.

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2016IPOs in New Zealand: Valuation Multiples and Benchmark Adjusted Performance. (2016). Dang, Huong ; Jolly, Michael . In: Working Papers in Economics. RePEc:cbt:econwp:16/32.

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2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6482.

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2016Six Centuries of British Economic Growth: a Time-Series Perspective. (2016). Crafts, Nicholas ; Mills, Terence C. In: CAGE Online Working Paper Series. RePEc:cge:wacage:297.

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2016Six Centuries of British Economic Growth: a Time-Series Perspective. (2016). Crafts, Nicholas ; Mills, Terence C. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11427.

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2016Point, interval and density forecasts of exchange rates with time-varying parameter models. (2016). Marcellino, Massimiliano ; Abbate, Angela. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11559.

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2017Lags, Costs and Shocks: An Equilibrium Model of the Oil Industry. (2017). Bornstein, Gideon ; Rebelo, Sergio ; Krusell, Per . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12047.

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2016Lewis revisited : tropical polities competing on the world market 1830-1938. (2016). Tena-Junguito, Antonio ; Federico, Giovanni . In: IFCS - Working Papers in Economic History.WH. RePEc:cte:whrepe:23305.

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2017A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond . In: Working Papers. RePEc:cui:wpaper:0024.

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2016Equity Premium Prediction: Are Economic and Technical Indicators Unstable?. (2016). Menkhoff, Lukas ; Baetje, Fabian . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1552.

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2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1667.

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2016Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Ameer, Saba . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00683.

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2016Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages. (2016). Mongi, Arfaoui ; Dhouha, Hajali . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-34.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2017Can Inflation be Claimed as a Monetary Phenomenon? The Malaysian Experience. (2017). Ozturk, Ilhan ; Tang, Chor Foon . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-59.

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2017The Effect of Stock Prices and Exchange Rates on Economic Growth in Indonesia. (2017). Adam, Pasrun ; Balaka, Muh Yani ; Saenong, Zainuddin ; Saidi, LA. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-68.

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2017Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns. (2017). Sierra, Lya Paola ; Osorio, Carolina ; Giron, Luis Eduardo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-03.

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2017The Lead Lag Relationship Between Spot and Futures Markets in the Energy Sector. (2017). Chen, Jengchung Victor ; Ha, Quang-An ; Prince, Yolanda Gabriela. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-04.

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2017Does Oil Prices Uncertainty Affect Stock Returns in Russia: A Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean Approach. (2017). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-27.

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2017A financial analysis of the potential of dead trees from the boreal forest of eastern Canada to serve as feedstock for wood pellet export. (2017). Barrette, Julie ; de Grandpre, Louis ; Pothier, David ; Junginger, Martin ; Achim, Alexis ; Thiffault, Evelyne . In: Applied Energy. RePEc:eee:appene:v:198:y:2017:i:c:p:410-425.

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2016The implications of monetary expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:46:y:2016:i:c:p:71-84.

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2017Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?. (2017). Wali, Muammer ; Manzur, Meher ; Chan, Felix . In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:62-72.

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2016Asymmetric Effects of Exogenous Tax Changes. (2016). Hussain, Syed ; Malik, Samreen . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:268-300.

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2016Are there periodically collapsing bubbles in the stock markets? New international evidence. (2016). Chen, Shyh-Wei ; Xie, Zixong ; Hsu, Chi-Sheng . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:442-451.

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2016Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations. (2016). Park, Sung Y. ; Li, Haiqi ; Zhong, Wanling . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:661-671.

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2016Threshold, smooth transition and mean reversion in inflation: New evidence from European countries. (2016). Hsu, Chi-Sheng ; Chen, Shyh-Wei . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:23-36.

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2016Durable consumption and asset returns: Cointegration analysis. (2016). Ren, Yu ; Chen, Guojin ; Hong, Zhiwu . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:231-244.

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2016How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts. (2016). Bec, Frédérique ; de Gaye, Annabelle . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:75-88.

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2016Can consumer price index predict gold price returns?. (2016). Sharma, Susan. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:269-278.

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2016Gold returns: Do business cycle asymmetries matter? Evidence from an international country sample. (2016). Apergis, Nicholas ; Eleftheriou, Sofia . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:164-170.

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2016International sign predictability of stock returns: The role of the United States. (2016). Pönkä, Harri ; Nyberg, Henri ; Ponka, Harri . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:323-338.

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2016Fundamentals and rational bubbles in the Korean housing market: A modified present-value approach. (2016). Kim, Jan R ; Lim, Gieyoung . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:174-181.

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2017Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401.

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2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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2017Does foreign direct investment crowd in or crowd out private domestic investment in China? The effect of entry mode. (2017). Malizard, Julien ; Chen, George ; Yao, Yao. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:409-419.

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2017Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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2017Generalized financial ratios to predict the equity premium. (2017). Algaba, Andres ; Boudt, Kris. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:244-257.

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2016Forecasting economic activity from yield curve factors. (2016). Tzavalis, Elias ; Argyropoulos, Efthymios . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:293-311.

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2016Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Al-Shboul, Mohammad ; Anwar, Sajid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

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2016What does money and credit tell us about real activity in the United States?. (2016). Seitz, Franz ; Albuquerque, Bruno ; Baumann, Ursel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:328-347.

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2016Global patterns of metal extractivism, 1950–2010: Providing the bones for the industrial societys skeleton. (2016). Krausmann, Fridolin ; Eisenmenger, Nina ; Mayer, Andreas ; Schaffartzik, Anke . In: Ecological Economics. RePEc:eee:ecolec:v:122:y:2016:i:c:p:101-110.

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2016On the identification of multivariate correlated unobserved components models. (2016). Weber, Enzo ; Trenkler, Carsten. In: Economics Letters. RePEc:eee:ecolet:v:138:y:2016:i:c:p:15-18.

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2017Two simple tests of the trend hypothesis under time-varying variance. (2017). Yang, Yang ; Wang, Shaoping . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:123-128.

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2017Meta-analytic cointegrating rank tests for dependent panels. (2017). Deniz Dilan Karaman , ; Arsova, Antonia . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:61-72.

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2016Intraday return predictability, portfolio maximisation, and hedging. (2016). Sharma, Susan ; Narayan, Paresh Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:105-116.

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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46.

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2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Zeitun, Rami ; Mensi, Walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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2016How regular are directional movements in commodity and asset prices? A Wald test. (2016). Kleppe, Tore ; Oglend, Atle . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:290-306.

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2016Bubbling over! The behaviour of oil futures along the yield curve. (2016). Kellard, Neil ; Tsvetanov, Daniel ; Coakley, Jerry . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:516-533.

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2016Tests for explosive financial bubbles in the presence of non-stationary volatility. (2016). Taylor, Robert ; Sollis, Robert ; Leybourne, Stephen J ; Harvey, David I ; Robert, A M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:548-574.

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2016Dynamics of interest and inflation rates. (2016). Kolari, James ; Anari, Ali . In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pa:p:129-144.

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2017Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Lawrenz, Jochen ; Zorn, Josef. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:159-184.

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2016Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics. (2016). Prasanna, Krishna ; Shalini, Velappan . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:40-57.

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2016Linking the gas and oil markets with the stock market: Investigating the U.S. relationship. (2016). Gatfaoui, Hayette. In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:5-16.

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2016Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. (2016). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:235-247.

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2016Persistence in world energy consumption: Evidence from subsampling confidence intervals. (2016). Voia, Marcel ; Fallahi, Firouz ; Karimi, Mohammad . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:175-183.

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2016Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Kuruppuarachchi, Duminda ; Premachandra, I M. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294.

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2016On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

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2017Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Hammoudeh, Shawkat ; Castro, Vitor ; Agnello, Luca . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:209-220.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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2017Assessing contagion risk from energy and non-energy commodity markets. (2017). Algieri, Bernardina ; Leccadito, Arturo . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:312-322.

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2017Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model. (2017). Herrera, Rodrigo ; Pino, Gabriel ; Rodriguez, Alejandro . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:129-143.

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2017Stochastic convergence in per capita energy use in world. (2017). Fallahi, Firouz. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:228-239.

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2017Cost efficiency and electricity market structure: A case study of OECD countries. (2017). Ajayi, Victor ; Glass, Anthony ; Weyman-Jones, Thomas . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:283-291.

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2017Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

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2017Crude inventory accounting and speculation in the physical oil market. (2017). Diaz-Rainey, Ivan ; Lont, David H ; Roberts, Helen. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:508-522.

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2017Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

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2016Supply and demand determinants of natural gas price volatility in the U.K.: A vector autoregression approach. (2016). Misund, BÃ¥rd ; Oglend, Atle . In: Energy. RePEc:eee:energy:v:111:y:2016:i:c:p:178-189.

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2017Modelling oil price-inflation nexus: The role of asymmetries. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; Isah, Kazeem ; Akanni, Lateef. In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:97-106.

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2016Global commodities and African stocks: A ‘market of one?’. (2016). ALAGIDEDE, PAUL ; Boako, Gideon. In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:226-237.

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2016Interest parity, cointegration, and the term structure: Testing in an integrated framework. (2016). Kouretas, Georgios ; Georgoutsos, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:281-294.

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2016On the intensity of liquidity spillovers in the Eurozone. (2016). Smimou, K ; Khallouli, W. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:388-405.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2017Intraday herding on a cross-border exchange. (2017). Kallinterakis, Vasileios ; Leite, Mario Pedro ; Verousis, Thanos ; Andrikopoulos, Panagiotis . In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:25-36.

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2017International stock return predictability: Evidence from new statistical tests. (2017). Kim, Jae H ; Charles, Amelie ; Darne, Olivier . In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:97-113.

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2016Quantile behaviour of cointegration between silver and gold prices. (2016). Peng, Cheng ; Zhu, Huiming ; You, Wanhai . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:119-125.

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2016Dynamic spillovers between Shanghai and London nonferrous metal futures markets. (2016). Yoon, Seong-Min ; Kang, Sang Hoon . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:181-188.

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2017Examining the flight-to-safety with the implied volatilities. (2017). GhulamSarwar, . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:118-124.

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2017On the short-term predictability of stock returns: A quantile boosting approach. (2017). Demirer, Riza ; Zhang, Huacheng ; Pierdzioch, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:35-41.

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2017Herding effect on idiosyncratic volatility in U.S. industries. (2017). Bensaida, Ahmed . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:121-132.

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2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Tiwari, Aviral Kumar . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

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2016Stock returns and economic forces—An empirical investigation of Chinese markets. (2016). Chiang, Thomas C ; Chen, Xiaoyu . In: Global Finance Journal. RePEc:eee:glofin:v:30:y:2016:i:c:p:45-65.

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2016Oil price shocks and exchange rate movements. (2016). Volkov, Nikanor I ; Yuhn, Ky-Hyang . In: Global Finance Journal. RePEc:eee:glofin:v:31:y:2016:i:c:p:18-30.

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2016Nonparametric long term prediction of stock returns with generated bond yields. (2016). Sperlich, Stefan ; Nielsen, Jens Perch ; Scholz, Michael . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:82-96.

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2017Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175.

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2017Can investors gain from investing in certain sectors?. (2017). Narayan, Paresh Kumar ; Ahmed, Huson Ali . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:160-177.

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2017On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning. (2017). Keddad, Benjamin ; DE TRUCHIS, Gilles ; Delleva, Cyril . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:82-98.

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More than 100 citations found, this list is not complete...

Mark Wohar has edited the books:


YearTitleTypeCited

Works by Mark Wohar:


YearTitleTypeCited
1990The Adjustment of Expectations to a Change in Regime: Comment. In: American Economic Review.
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article14
2011Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
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paper0
2009Determinants of State Labor Productivity: The Changing Role of Density In: Journal of Regional Analysis and Policy.
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article0
2012Trends and Cycles in Real Commodity Prices: 1650-2010 In: CEH Discussion Papers.
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paper2
2016FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION In: Bulletin of Economic Research.
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article0
1992Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets. In: The Financial Review.
[Citation analysis]
article0
1999Are Tax Effects Important in the Long-Run Fisher Relationship? Evidence from the Municipal Bond Market In: Journal of Finance.
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article20
1991New Evidence Concerning the Expectations Theory for the Short End of the Maturity Spectrum In: Journal of Financial Research.
[Citation analysis]
article13
1995Determinants of Persistence in Relative Performance of Mutual Funds In: Journal of Financial Research.
[Citation analysis]
article13
1995DETERMINANTS OF PERSISTENCE IN RELATIVE PERFORMANCE OF MUTUAL FUNDS.(1995) In: Journal of Financial Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2006IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY In: Journal of Financial Research.
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article10
2004A Cautionary Note on the Order of Integration of Post-war Aggregate Wage, Price and Productivity Measures In: Manchester School.
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article0
2011PROFIT PERSISTENCE REVISITED: THE CASE OF THE UK In: Manchester School.
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article12
2013A PANEL ANALYSIS OF THE STOCK RETURN–DIVIDEND YIELD RELATION: PREDICTING RETURNS AND DIVIDEND GROWTH In: Manchester School.
[Full Text][Citation analysis]
article2
1997Convergence in Interest Rates and Inflation Rates across Countries and over Time. In: Review of International Economics.
[Citation analysis]
article31
2014Breaks, trends and unit roots in commodity prices: a robust investigation In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article6
2003Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes In: CEPR Discussion Papers.
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paper52
2004Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes.(2004) In: Economic Inquiry.
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This paper has another version. Agregated cites: 52
article
2003Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes.(2003) In: Computing in Economics and Finance 2003.
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This paper has another version. Agregated cites: 52
paper
2015A BAYESIAN ANALYSIS OF WEAK IDENTIFICATION IN STOCK PRICE DECOMPOSITIONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2003Trends and Persistence in Primary Commodity Prices In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]
paper1
1996The 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.
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article15
1999Derivative activities and managerial incentives in the banking industry In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article18
2006On the prevalence of trends in primary commodity prices In: Journal of Development Economics.
[Full Text][Citation analysis]
article55
2010Persistence and time-varying coefficients In: Economics Letters.
[Full Text][Citation analysis]
article0
2016Inflation, inflation uncertainty, and economic growth in emerging and developing countries: Panel data evidence In: Economic Systems.
[Full Text][Citation analysis]
article1
2006In-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]
article57
2014The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics.
[Full Text][Citation analysis]
article21
2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics.
[Full Text][Citation analysis]
article4
2015Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data.(2015) In: Working Papers.
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paper
2017Forecasting oil and stock returns with a Qual VAR using over 150years off data In: Energy Economics.
[Full Text][Citation analysis]
article2
2015Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2013The output gap and stock returns: Do cyclical fluctuations predict portfolio returns? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article4
2013The determinants of quantile autocorrelations: Evidence from the UK In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2015Examining real interest parity: Which component reverts quickest and in which regime? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2014Examining 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: 0
paper
1998Two puzzles in the analysis of foreign exchange market efficiency In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article18
1996Two Puzzles in the Analysis of Foreign Exchange Market Efficiency..(1996) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 18
paper
2013Time varying stock return predictability: Evidence from US sectors In: Finance Research Letters.
[Full Text][Citation analysis]
article6
2017The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2016The Depreciation of the Pound Post-Brexit: Could it have been Predicted?.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
1998Cointegration, forecasting and international stock prices In: Global Finance Journal.
[Full Text][Citation analysis]
article18
2002Testing the monetary model of exchange rate determination: new evidence from a century of data In: Journal of International Economics.
[Full Text][Citation analysis]
article107
2011Pierre 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]
article0
2013The contribution of economic fundamentals to movements in exchange rates In: Journal of International Economics.
[Full Text][Citation analysis]
article21
2012Commodity volatility breaks In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article59
2013International herding: Does it differ across sectors? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article14
2017Impact 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]
article3
2016Impact 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: 3
paper
1995The expectations theory of interest rates: Cointegration and factor decomposition In: International Journal of Forecasting.
[Full Text][Citation analysis]
article5
2005Macro variables and international stock return predictability In: International Journal of Forecasting.
[Full Text][Citation analysis]
article95
2006The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior In: International Journal of Forecasting.
[Full Text][Citation analysis]
article41
2017Forecasting market returns: bagging or combining? In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2001Trend-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]
article6
2013Changes in the oil price-inflation pass-through In: Journal of Economics and Business.
[Full Text][Citation analysis]
article9
2004Testing the monetary model of exchange rate determination: a closer look at panels In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article66
2009Multi-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]
article2
2012“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article10
2014Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article3
2015Spurious long memory, uncommon breaks and the implied–realized volatility puzzle In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article1
1995Public and private investment: Are there causal linkages? In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article31
2012An empirical investigation of the Taylor curve In: Journal of Macroeconomics.
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article3
2015Asymmetric tax multipliers In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article2
2016An evaluation of ECB policy in the Euros big four In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
1987The determinants of international reserves in the small open economy: The case of Honduras In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
1990Monetary institutions, budget deficits and inflation : Empirical results for eight countries In: European Journal of Political Economy.
[Full Text][Citation analysis]
article4
2015Consumption growth, preference for smoothing, changes in expectations and risk premium In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article1
2013Causality between trading volume and returns: Evidence from quantile regressions In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article17
2014Determining what drives stock returns: Proper inference is crucial: Evidence from the UK In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article1
2016Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article9
2016Can commodity returns forecast Canadian sector stock returns? In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2017Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
1996Cointegration and the term structure: A multicountry comparison In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article7
1996Abnormal profits and relative strength in mutual fund returns In: Review of Financial Economics.
[Full Text][Citation analysis]
article2
1999The 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]
article0
2016Periodically collapsing bubbles in the South African stock market In: Research in International Business and Finance.
[Full Text][Citation analysis]
article2
2016Periodically Collapsing Bubbles in the South African Stock Market.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day In: World Development.
[Full Text][Citation analysis]
article1
2002The Dynamics of Inflation: A Study of a Large Number of Countries In: EcoMod2010.
[Full Text][Citation analysis]
paper5
2012The dynamics of inflation: a study of a large number of countries.(2012) In: Applied Economics.
[Full Text][Citation analysis]
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article
2002The Strategic Implications of Setting Border Tax Adjustments In: EcoMod2010.
[Full Text][Citation analysis]
paper0
2001Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests In: Working Paper.
[Full Text][Citation analysis]
paper8
2001Explaining stock price movements: is there a case for fundamentals? In: Economic and Financial Policy Review.
[Full Text][Citation analysis]
article13
2001Low frequency movements in stock prices: a state space decomposition In: Working Papers.
[Full Text][Citation analysis]
paper31
2002Low-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: 31
article
1997Nonlinear dynamics and covered interest rate parity In: Working Papers.
[Full Text][Citation analysis]
paper53
1998Nonlinear dynamics and covered interest rate parity.(1998) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
article
2009Can the term spread predict output growth and recessions? a survey of the literature In: Review.
[Full Text][Citation analysis]
article35
1983Regulation, Scale Economies, and Productivity in Steam-Electric Generation. In: International Economic Review.
[Full Text][Citation analysis]
article18
1987Regulation, Scale and Productivity: Reply. In: International Economic Review.
[Full Text][Citation analysis]
article0
2006The 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]
article5
2010Stock return predictability and dividend-price ratio: a nonlinear approach In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article6
2004The persistence in international real interest rates In: International Journal of Finance & Economics.
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article30
1996PcGive Professional (Version 8) and Eviews (MicroTSP for Windows Version 1.1A): A Comparative Review. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
2005Valuation ratios and long-horizon stock price predictability In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article19
2009Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article7
1987Alternative Modes of Deficit Financing and Endogeneous Monetary and Fiscal Policy in the U.S.A. 1923-1982. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article1
2007Forecasting 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]
article1
2016Does 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]
article6
2015Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2017The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach In: Open Economies Review.
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article0
2016The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach.(2016) In: Working Papers.
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paper
1999Models with Unexpected Components: The Case for Efficient Estimation. In: Review of Quantitative Finance and Accounting.
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article3
1995The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity. In: Journal of Money, Credit and Banking.
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article12
2005Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon? In: Journal of Money, Credit and Banking.
[Citation analysis]
article61
2013An Unobserved Components Model that Yields Business and Medium‐Run Cycles In: Journal of Money, Credit and Banking.
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article0
2007Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure In: Journal of Economic Insight (formerly the Journal of Economics (MVEA)).
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article0
1998Stock Price Effects of Permanent and Transitory Shocks. In: Economic Inquiry.
[Citation analysis]
article8
2006Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns In: Journal of Financial Econometrics.
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article48
2015Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014 In: MPRA Paper.
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paper0
2015The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test In: Working Papers.
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paper0
2015Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR In: Working Papers.
[Citation analysis]
paper0
2015Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers.
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paper1
2016Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries In: Working Papers.
[Citation analysis]
paper2
2016The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches In: Working Papers.
[Citation analysis]
paper0
2016Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis In: Working Papers.
[Citation analysis]
paper2
2016Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks In: Working Papers.
[Citation analysis]
paper0
2016Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach In: Working Papers.
[Citation analysis]
paper2
2016The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa In: Working Papers.
[Citation analysis]
paper0
2016Forecasting US GNP Growth: The Role of Uncertainty In: Working Papers.
[Citation analysis]
paper1
2016Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]
paper0
2016The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model In: Working Papers.
[Citation analysis]
paper1
2016Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data In: Working Papers.
[Citation analysis]
paper0
2016The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach In: Working Papers.
[Citation analysis]
paper0
2017Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach In: Working Papers.
[Citation analysis]
paper0
2017Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets In: Working Papers.
[Full Text][Citation analysis]
paper0
2017News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: Working Papers.
[Citation analysis]
paper0
2017Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data In: Working Papers.
[Full Text][Citation analysis]
paper0
2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: Working Papers.
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paper0
2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working papers.
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paper
2017Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model In: Working Papers.
[Citation analysis]
paper0
2017The 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: Working Papers.
[Full Text][Citation analysis]
paper0
1989The 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]
article0
2005The Impact of Petroleum Product Prices on State Economic Conditions: An Analysis of the Economic Base In: The Review of Regional Studies.
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article1
1987Keynes on Investment and the Business Cycle In: Review of Radical Political Economics.
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article0
2005Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence In: Computing in Economics and Finance 2005.
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paper0
2005The Long and the Short of It: Long Memory Regressors and Predictive Regressions In: Computing in Economics and Finance 2005.
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2004The Linkage between Prices, Wages, and Labor Productivity: A Panel Study of Manufacturing Industries In: Southern Economic Journal.
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article12
2006What Drives Stock Prices? Identifying the Determinants of Stock Price Movements In: Southern Economic Journal.
[Citation analysis]
article2
2007Domestic–foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models In: Southern Economic Journal.
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article1
2007Determinants of state diesel fuel excise tax rates: the political economy of fuel taxation in the United States In: The Annals of Regional Science.
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article13
2006Identifying regime changes in closed-end fund discounts In: Journal of Economics and Finance.
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article0
2010An analysis of the time series properties of the UK ex-post real interest rate: fractional integration, breaks or nonlinear In: Applied Financial Economics.
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2011Sum of the parts stock return forecasting: international evidence In: Applied Financial Economics.
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2011Structural breaks in volatility: the case of UK sector returns In: Applied Financial Economics.
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2012Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns In: Applied Financial Economics.
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2012Output and stock prices: an examination of the relationship over 200 years In: Applied Financial Economics.
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2013UK stock market predictability: evidence of time variation In: Applied Financial Economics.
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2004A cointegrated structural VAR model of the Canadian economy In: Applied Economics.
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article2
2007Do increases in petroleum product prices put the incumbent party at risk in US presidential elections? In: Applied Economics.
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2013The relationship between temperature and CO 2 emissions: evidence from a short and very long dataset In: Applied Economics.
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2013Long-run growth empirics and new challenges for unified theory In: Applied Economics.
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2014Expected returns and expected dividend growth: time to rethink an established empirical literature In: Applied Economics.
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2014The conditional influence of term spread and pattern changes on future equity returns In: Applied Economics.
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2015Location, location, location: currency effects and return predictability? In: Applied Economics.
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2015Parity reversion in the Asian real exchange rates: new evidence from the local-persistent model In: Applied Economics.
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2004Technological convergence among US regions and states In: Economics of Innovation and New Technology.
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2013Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach In: Econometric Reviews.
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2010UK stock price effects of permanent and transitory shocks In: The European Journal of Finance.
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2014Sources of the stock price fluctuations in Chinese equity market In: The European Journal of Finance.
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2001U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks In: Trinity Economics Papers.
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