22
H index
48
i10 index
2034
Citations
Mark Wohar : Citation Profile
University of Nebraska-Omaha | RESEARCH PRODUCTION: 155 Articles 79 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
36 years (1983 - 2019). Relations with other researchers
Main data
Where Mark Wohar has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Pretoria, Department of Economics | 54 |
| Post-Print / HAL | 3 |
| Working Papers / Federal Reserve Bank of Dallas | 2 |
| EcoMod2010 / EcoMod | 2 |
| Finance / University Library of Munich, Germany | 2 |
| Computing in Economics and Finance 2005 / Society for Computational Economics | 2 |
Recent works citing Mark Wohar (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09. 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 | |
| 2018 | Food Price Variability and Import Dependence: A Country Panel Analysis. (2018). Villoria, Nelson ; Chen, Bowen . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274285. Full description at Econpapers || Download paper | |
| 2018 | International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, T ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376. Full description at Econpapers || Download paper | |
| 2018 | BUBBLES IN THE PRICES OF HOUSING? EVIDENCE TO BRAZIL?S ECONOMY. (2018). Silva, Marcelo ; da Nobrega, Cassio ; Paes, Nelson Leito. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:118. 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 | |
| 2018 | 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 | |
| 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 | |
| 2018 | Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors. (2018). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1886. Full description at Econpapers || Download paper | |
| 2018 | Derivatives Usage by Australian Industrial Firms: Pre-, during and post-GFC. (2018). Tanha, Hassan ; Labeb, Mena ; Dempsey, Michael. In: Review of Economics & Finance. RePEc:bap:journl:180103. Full description at Econpapers || Download paper | |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper | |
| 2018 | Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Papers. RePEc:bis:bisbps:97. 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 | |
| 2018 | Improving equity premium forecasts by incorporating structural break uncertainty. (2018). Tian, Jing ; Zhou, Qing. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:619-656. Full description at Econpapers || Download paper | |
| 2018 | Inflation and the Dispersion of Relative Prices: A Case for 4 % Solution. (2018). Rather, Sartaj Rasool ; Ramachandran, M ; Durai, Raja Sethu ; Sethudurai, Raja . In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:1:p:81-91. Full description at Econpapers || Download paper | |
| 2018 | FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334. Full description at Econpapers || Download paper | |
| 2017 | Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533. Full description at Econpapers || Download paper | |
| 2018 | The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007. Full description at Econpapers || Download paper | |
| 2018 | What is the Spillover Effect of the U.S. Equity and Money Market on the Key Latin American Agricultural Exports?. (2018). Andres, Giron ; Victor, Giron ; Eduardo, Giron Luis ; Paola, Sierra Lya. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:4:p:9:n:4. Full description at Econpapers || Download paper | |
| 2017 | Specification 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. Full description at Econpapers || Download paper | |
| 2018 | Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/6. Full description at Econpapers || Download paper | |
| 2018 | FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY. (2015). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2cm6p186. Full description at Econpapers || Download paper | |
| 2017 | Testing 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. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Methods in Finance. (2018). Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12692. Full description at Econpapers || Download paper | |
| 2018 | Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885. Full description at Econpapers || Download paper | |
| 2019 | Predictive Regressions. (2019). Gonzalo, Jesus ; Pitarakis, Jean-Yves. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554. Full description at Econpapers || Download paper | |
| 2018 | Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055. Full description at Econpapers || Download paper | |
| 2018 | Testing the predictability of commodity prices in stock returns: A new perspective. (2018). Salisu, Afees ; Raheem, Ibrahim D ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0061. 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 | |
| 2017 | Testing 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. Full description at Econpapers || Download paper | |
| 2018 | Exchange rates, sunspots and cycles. (2018). Eugeni, Sara ; Bambi, Mauro. In: Working Papers. RePEc:dur:durham:2018_05. Full description at Econpapers || Download paper | |
| 2018 | Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-01019. Full description at Econpapers || Download paper | |
| 2018 | Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237. 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 | |
| 2018 | Inflation Expectation Dynamics: A Structural Long-run Analysis for Turkey. (2018). Aykaç Alp, Elçin ; Biyik, Zeynep. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-02-43. 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 | |
| 2018 | Tourism in Iceland: Persistence and seasonality. (2018). Gil-Alana, Luis ; Huijbens, Edward H. In: Annals of Tourism Research. RePEc:eee:anture:v:68:y:2018:i:c:p:20-29. Full description at Econpapers || Download paper | |
| 2018 | New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217. 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 | |
| 2018 | Unit roots, flexible trends, and the Prebisch-Singer hypothesis. (2018). Winkelried, Diego. In: Journal of Development Economics. RePEc:eee:deveco:v:132:y:2018:i:c:p:1-17. 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 | |
| 2018 | Testing for bubbles in the art markets: An empirical investigation. (2018). Assaf, Ata. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:340-355. Full description at Econpapers || Download paper | |
| 2018 | Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660. Full description at Econpapers || Download paper | |
| 2018 | Brexit and financial stability: An agent-based simulation. (2018). Samitas, Aristeidis ; SIRIOPOULOS, COSTAS ; Polyzos, Stathis . In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:181-192. Full description at Econpapers || Download paper | |
| 2018 | International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236. Full description at Econpapers || Download paper | |
| 2018 | Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114. Full description at Econpapers || Download paper | |
| 2018 | Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric import cost pass-through in GCC countries: Evidence from nonlinear panel analysis. (2018). Al Samara, Mouyad ; Dombrecht, Michel ; Mrabet, Zouhair ; Alsamara, Mouyad. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:432-440. 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 | |
| 2018 | Cross herding between American industries and the oil market. (2018). Ben Mabrouk, Houda ; Litimi, Houda ; Benmabrouk, Houda. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:196-205. Full description at Econpapers || Download paper | |
| 2018 | OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach. (2018). GUPTA, RANGAN ; Yoon, Seong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:206-214. Full description at Econpapers || Download paper | |
| 2018 | On credit and output: Is the supply of credit relevant?. (2018). Wojnilower, Joshua . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:38-56. 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 | 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. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Volkman, David A ; Risse, Marian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:391-405. 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 | 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 | |
| 2018 | Dynamic connectedness of uncertainty across developed economies: A time-varying approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75. Full description at Econpapers || Download paper | |
| 2018 | On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71. Full description at Econpapers || Download paper | |
| 2018 | ArCo: An artificial counterfactual approach for high-dimensional panel time-series data. (2018). Carvalho, Carlos ; Medeiros, Marcelo C ; Masini, Ricardo . In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:352-380. Full description at Econpapers || Download paper | |
| 2018 | Geopolitical risks and stock market dynamics of the BRICS. (2018). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bonato, Matteo. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:295-306. Full description at Econpapers || Download paper | |
| 2018 | Robust endogenous growth. (2018). Peretto, Pietro. In: European Economic Review. RePEc:eee:eecrev:v:108:y:2018:i:c:p:49-77. 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 | |
| 2018 | Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142. Full description at Econpapers || Download paper | |
| 2018 | Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis H ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:42-63. Full description at Econpapers || Download paper | |
| 2017 | Predicting 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. Full description at Econpapers || Download paper | |
| 2018 | Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions. (2018). Hasanov, Akram Shavkatovich ; Heng, Zin Yau ; Al-Freedi, Ajab ; Poon, Wai Ching. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:307-333. Full description at Econpapers || Download paper | |
| 2018 | Forecasting the WTI crude oil price by a hybrid-refined method. (2018). Chai, Jian ; Li, Jie-Xun ; Zhang, Zhe George ; Zhou, Xiao-Yang ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:114-127. Full description at Econpapers || Download paper | |
| 2018 | Oil returns and volatility: The role of mergers and acquisitions. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69. Full description at Econpapers || Download paper | |
| 2018 | Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801. Full description at Econpapers || Download paper | |
| 2018 | Uncovering the nonlinear predictive causality between natural gas and electricity prices. (2018). Uribe, Jorge ; Mosquera-Lopez, Stephania ; Guillen, Montserrat. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:904-916. Full description at Econpapers || Download paper | |
| 2018 | Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shi, Xunpeng ; Padinjare, Hari Malamakkavu ; Shen, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:377-388. Full description at Econpapers || Download paper | |
| 2018 | Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices. (2018). Ferrer, Roman ; Jareo, Francisco ; Lopez, Raquel ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:1-20. 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 | |
| 2018 | Addressing COP21 using a stock and oil market integration index. (2018). Szilagyi, Peter ; Batten, Jonathan ; Wagner, Niklas F ; Kinateder, Harald. In: Energy Policy. RePEc:eee:enepol:v:116:y:2018:i:c:p:127-136. Full description at Econpapers || Download paper | |
| 2018 | Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473. Full description at Econpapers || Download paper | |
| 2019 | The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:577-586. Full description at Econpapers || Download paper | |
| 2019 | Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests. (2019). Chen, Cuiqiong ; Mo, Bin ; Jiang, Yonghong ; Nie, HE. In: Energy. RePEc:eee:energy:v:178:y:2019:i:c:p:234-251. Full description at Econpapers || Download paper | |
| 2018 | Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180. Full description at Econpapers || Download paper | |
| 2018 | Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:208-220. Full description at Econpapers || Download paper | |
| 2018 | An analysis of time-varying commodity market price discovery. (2018). Narayan, Paresh Kumar ; Sharma, Susan Sunila. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:122-133. Full description at Econpapers || Download paper | |
| 2018 | Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Karanasos, Menelaos ; Nath, Rajat ; Margaronis, Zannis ; Ali, Faek Menla. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:246-256. Full description at Econpapers || Download paper | |
| 2019 | The finite sample power of long-horizon predictive tests in models with financial bubbles. (2019). Ren, Dongmeng ; Maynard, Alex. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:418-430. Full description at Econpapers || Download paper | |
| 2019 | Are cash-flow betas really bad? Evidence from the Greater Chinese stock markets. (2019). Ohk, Ki Yool ; Wu, Ming ; Ko, Kwangsoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:58-68. Full description at Econpapers || Download paper | |
| 2017 | Examining 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. Full description at Econpapers || Download paper | |
| 2018 | The relationship among China’s fuel oil spot, futures and stock markets. (2018). Ping, LI ; Qingchao, Zeng ; Tianna, Yang ; Ziyi, Zhang. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:151-162. Full description at Econpapers || Download paper | |
| 2018 | Output and stock prices: New evidence from the robust wavelet approach. (2018). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Das, Debojyoti ; Bhattacharyya, Malay. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:154-160. Full description at Econpapers || Download paper | |
| 2018 | The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach. (2018). Gupta, Suman ; Tiwari, Aviral Kumar ; Hasim, Haslifah ; Das, Debojyoti. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:91-98. Full description at Econpapers || Download paper | |
| 2019 | Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Aye, Goodness C. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:398-411. 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 |
|---|---|---|---|
| 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 | 9 |
| 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: 9 | 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: 9 | 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 |
| 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 | 0 |
| 2017 | Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data In: International Finance. [Full Text][Citation analysis] | article | 5 |
| 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 | |
| 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 | 26 |
| 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 | 6 |
| 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 | 8 |
| 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 | 18 |
| 2013 | A PANEL ANALYSIS OF THE STOCK RETURN–DIVIDEND YIELD RELATION: PREDICTING RETURNS AND DIVIDEND GROWTH In: Manchester School. [Full Text][Citation analysis] | article | 4 |
| 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 |
| 1997 | Convergence in Interest Rates and Inflation Rates across Countries and over Time. In: Review of International Economics. [Citation analysis] | article | 34 |
| 2014 | Breaks, trends and unit roots in commodity prices: a robust investigation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2018 | Nonlinear Taylor rules: evidence from a large dataset In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2003 | Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 59 |
| 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: 59 | 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: 59 | 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 | 4 |
| 2019 | Bitcoin: competitor or complement to gold?.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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 | 6 |
| 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 | 77 |
| 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 | 0 |
| 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 | 4 |
| 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 | 3 |
| 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 | 72 |
| 2014 | The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics. [Full Text][Citation analysis] | article | 35 |
| 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 | 13 |
| 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: 13 | paper | |
| 2017 | Forecasting oil and stock returns with a Qual VAR using over 150years off data In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
| 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: 11 | paper | |
| 2018 | Time-varying rare disaster risks, oil returns and volatility In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
| 2017 | Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | 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 | 1 |
| 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: 1 | 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 | 7 |
| 2017 | The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
| 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: 6 | 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 | 2 |
| 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: 2 | paper | |
| 2018 | Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2018 | Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Volatility jumps: The role of geopolitical risks In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2018 | Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1998 | Cointegration, forecasting and international stock prices In: Global Finance Journal. [Full Text][Citation analysis] | article | 21 |
| 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 | 139 |
| 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 | 33 |
| 2012 | Commodity volatility breaks In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 80 |
| 2013 | International herding: Does it differ across sectors? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 22 |
| 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 | 20 |
| 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: 20 | 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 | 119 |
| 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 | 51 |
| 2017 | Forecasting market returns: bagging or combining? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 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 | 15 |
| 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 | 75 |
| 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 | 6 |
| 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 | 11 |
| 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 | 4 |
| 1995 | Public and private investment: Are there causal linkages? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 38 |
| 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 | 5 |
| 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 | 1 |
| 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 | 9 |
| 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: 9 | 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 |
| 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 | |
| 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 | 5 |
| 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 | 4 |
| 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: 4 | 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 | 8 |
| 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: 8 | paper | |
| 2013 | Causality between trading volume and returns: Evidence from quantile regressions In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 33 |
| 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 | 4 |
| 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 | 3 |
| 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 |
| 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 | 5 |
| 2016 | Periodically Collapsing Bubbles in the South African Stock Market.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Do commodities make effective hedges for equity investors? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
| 2017 | Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day In: World Development. [Full Text][Citation analysis] | article | 5 |
| 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 |
| 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 |
| 2001 | Low frequency movements in stock prices: a state space decomposition In: Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 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: 36 | 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 | 46 |
| 1983 | Regulation, Scale Economies, and Productivity in Steam-Electric Generation. In: International Economic Review. [Full Text][Citation analysis] | article | 19 |
| 1987 | Regulation, Scale and Productivity: Reply. In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2010 | Stock return predictability and dividend-price ratio: a nonlinear approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 11 |
| 2004 | The persistence in international real interest rates In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 34 |
| 1996 | PcGive Professional (Version 8) and Eviews (MicroTSP for Windows Version 1.1A): A Comparative Review. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Valuation ratios and long-horizon stock price predictability In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 22 |
| 2009 | Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1987 | Alternative 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] | article | 1 |
| 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 |
| 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 | 15 |
| 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: 15 | 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 | |
| 1999 | Models with Unexpected Components: The Case for Efficient Estimation. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 3 |
| 1995 | The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 12 |
| 2005 | Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 73 |
| 2013 | An Unobserved Components Model that Yields Business and Medium‐Run Cycles In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
| 2016 | Structural Breaks in Volatility: The Case of Chinese Stock Returns In: Chinese Economy. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 1998 | Stock Price Effects of Permanent and Transitory Shocks. In: Economic Inquiry. [Citation analysis] | article | 10 |
| 2006 | Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 66 |
| 2015 | Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014 In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 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 | 3 |
| 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: 3 | 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 | 4 |
| 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: 4 | 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 | 1 |
| 2016 | Forecasting US GNP Growth: The Role of Uncertainty In: Working Papers. [Citation analysis] | paper | 2 |
| 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 | The 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] | paper | 7 |
| 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 | Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: Working Papers. [Citation analysis] | paper | 0 |
| 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 | |
| 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 | 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: Working Papers. [Citation analysis] | paper | 0 |
| 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 | 6 |
| 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 |
| 2018 | International Monetary Policy Spillovers: Evidence from a TVP-VAR In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 |
| 2018 | The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests In: Working Papers. [Citation analysis] | paper | 1 |
| 2018 | Persistence of Economic Uncertainty: A Comprehensive Analysis In: Working Papers. [Citation analysis] | paper | 1 |
| 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 |
| 2018 | Growth Volatility and Inequality in the U.S.: A Wavelet Analysis In: Working Papers. [Citation analysis] | paper | 0 |
| 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: 0 | paper | |
| 2018 | Are BRICS Exchange Rates Chaotic? In: Working Papers. [Citation analysis] | paper | 5 |
| 2018 | Oil Shocks and Volatility Jumps In: Working Papers. [Citation analysis] | paper | 1 |
| 2018 | Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress 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 | Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017 In: Working Papers. [Citation analysis] | paper | 0 |
| 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. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Rise and Fall of Calendar Anomalies over a Century In: Working Papers. [Citation analysis] | paper | 2 |
| 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 |
| 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 |
| 1987 | Keynes on Investment and the Business Cycle In: Review of Radical Political Economics. [Full Text][Citation analysis] | article | 0 |
| 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 | 2 |
| 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 | 15 |
| 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 |
| 2006 | Identifying regime changes in closed-end fund discounts In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 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 | 1 |
| 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 | 2 |
| 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 | 6 |
| 2014 | Expected returns and expected dividend growth: time to rethink an established empirical literature In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | The conditional influence of term spread and pattern changes on future equity returns In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Location, location, location: currency effects and return predictability? In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 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 |
| 2004 | Technological convergence among US regions and states In: Economics of Innovation and New Technology. [Full Text][Citation analysis] | article | 6 |
| 2013 | Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach In: Econometric Reviews. [Full Text][Citation analysis] | article | 8 |
| 2010 | UK stock price effects of permanent and transitory shocks In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 1984 | Monetarism and the Aggregate Economy: Some Longer-Run Evidence. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2010 | The Prebisch-Singer Hypothesis: Four Centuries of Evidence In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 97 |
| 1993 | Corporate Ownership and the Thrift Crisis. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 21 |
| 1993 | Convergence in Interest Rates and Inflation Rates Across Countries and Across Time. In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Capital Inflows and Economic Growth: Does the Role of Institutions Matter? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 10 |
| 2018 | Global factors and equity market valuations: Do country characteristics matter? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 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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