Mark Wohar : Citation Profile


Are you Mark Wohar?

University of Nebraska-Omaha

24

H index

56

i10 index

2327

Citations

RESEARCH PRODUCTION:

188

Articles

108

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   37 years (1983 - 2020). See details.
   Cites by year: 62
   Journals where Mark Wohar has often published
   Relations with other researchers
   Recent citing documents: 367.    Total self citations: 94 (3.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwo4
   Updated: 2020-08-01    RAS profile: 2020-07-03    
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Relations with other researchers


Works with:

GUPTA, RANGAN (129)

Balcilar, Mehmet (25)

Selmi, Refk (16)

bouoiyour, jamal (12)

Plakandaras, Vasilios (11)

Olson, Eric (10)

Pierdzioch, Christian (9)

Plastun, Alex (9)

Sousa, Ricardo (8)

Tiwari, Aviral (8)

Demirer, Riza (8)

Baharumshah, Ahmad Zubaidi (6)

Miller, Stephen (6)

Suleman, Tahir (5)

Lau, Chi Keung (5)

Gil-Alana, Luis (4)

Soon, Siew-Voon (4)

Clance, Matthew (3)

Gkillas (Gillas), Konstantinos (3)

Errami, Youssef (3)

van Eyden, Renee (3)

Gebka, Bartosz (2)

Kollias, Christos (2)

Slesman, Ly (2)

Muteba Mwamba, John Weirstrasd (2)

Uribe, Jorge (2)

Wang, Shixuan (2)

Bouri, Elie (2)

Kyei, Clement (2)

Bataa, Erdenebat (2)

Hollander, Hylton (2)

Nguyen, Duc Khuong (2)

Kellard, Neil (2)

Bekiros, Stelios (2)

Ozdemir, Zeynel (2)

Papadamou, Stephanos (2)

Chuliá, Helena (2)

Jooste, Charl (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 (259)

Pierdzioch, Christian (44)

Balcilar, Mehmet (32)

Tiwari, Aviral (30)

Demirer, Riza (22)

Lau, Chi Keung (22)

Hammoudeh, Shawkat (20)

Gabauer, David (20)

Ghoshray, Atanu (20)

Bouri, Elie (19)

Byrne, Joseph (19)

Cites to:

GUPTA, RANGAN (225)

Campbell, John (185)

Perron, Pierre (106)

Shiller, Robert (101)

Balcilar, Mehmet (91)

Kilian, Lutz (75)

Stock, James (53)

Engle, Robert (52)

West, Kenneth (49)

Hamilton, James (48)

Watson, Mark (47)

Main data


Where Mark Wohar has published?


Journals with more than one article published# docs
Applied Economics13
International Review of Economics & Finance10
The North American Journal of Economics and Finance7
Journal of Macroeconomics7
Applied Financial Economics6
Finance Research Letters6
Energy Economics5
Journal of International Money and Finance5
The European Journal of Finance5
International Review of Financial Analysis4
Manchester School4
Journal of Applied Econometrics4
International Journal of Forecasting4
Applied Economics Letters3
Journal of International Economics3
Southern Economic Journal3
International Journal of Finance & Economics3
Journal of Forecasting3
Journal of Money, Credit and Banking3
The Quarterly Review of Economics and Finance3
Research in International Business and Finance3
Studies in Nonlinear Dynamics & Econometrics3
Journal of International Financial Markets, Institutions and Money3
The Review of Economics and Statistics3
Journal of Financial Research3
Review of Financial Economics2
Review of Quantitative Finance and Accounting2
Economic Inquiry2
Global Finance Journal2
Journal of Regional Analysis and Policy2
Journal of Multinational Financial Management2
Open Economies Review2
Journal of Economics and Finance2
The Financial Review2
Bulletin of Economic Research2
Empirical Economics2
International Economic Review2
Journal of Economics and Business2
International Journal of Finance & Economics2
Economic Modelling2
International Review of Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics75
Post-Print / HAL7
Working Papers / Federal Reserve Bank of Dallas2
Computing in Economics and Finance 2005 / Society for Computational Economics2
Working Papers / Eastern Mediterranean University, Department of Economics2
EcoMod2010 / EcoMod2
Finance / University Library of Munich, Germany2

Recent works citing Mark Wohar (2020 and 2019)


YearTitle of citing document
2019OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration. (2019). Yoon, Seong-Min ; Lau, Chi Keung ; Gupta, Rangan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:1-23.

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2019Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors. (2019). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-04.

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2018Profitability 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.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; von Sachs, R ; Barigozzi, M. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019024.

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2020Determining the Interaction of the International Portfolio Flows with Exchange Rate Volatility in Developing Countries. (2020). Altunoz, Utku. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:1:p:41-54.

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2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

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2019Energy 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.

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2020Does 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.

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2019The 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.

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2020Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266.

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2020A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction. (2020). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Papers. RePEc:arx:papers:2006.05750.

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2020Stock Market Sensitivity to Macroeconomic Factors: Evidence from China and India. (2020). Faniband, Muhammadriyaj ; Chellaswamy, Karthigai Prakasam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:146-159.

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2019Effects 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.

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2020Do macroeconomic factors impact corporate debt? Evidence from India. (2020). Marulkar, Kedar ; Faniband, Muhammadriyaj. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2020:p:16-23.

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2020Dynamic Relationship between Oil Price and Inflation in Oil Exporting Economy: Empirical Evidence from Wavelet Coherence Technique. (2020). Adebayo, Tomiwa Sunday. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:12-22.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2019Exchange 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.

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2019REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST. (2019). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Ranjbar, Omid ; Elmi, Zahra ; Bahmanioskooee, Mohsen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:3:p:348-358.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2020Corporate decision making in the presence of political uncertainty: The case of corporate cash holdings. (2020). Hankins, William ; Stone, Annaleigh ; Chiu, Chingwai ; Jack, Chak Hung. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:307-337.

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2020Characterizing Monetary and Fiscal Policy Rules and Interactions when Commodity Prices Matter. (2020). Middleditch, Paul ; Chuku, Chuku. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:3:p:373-404.

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2020Housing, Wealth, Income and Consumption: China and Homeownership Heterogeneity. (2020). Hardin, William ; Chen, Jie ; Hu, Mingzhi. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:373-405.

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2019Does aid for trade diversify the export structure of recipient countries?. (2019). Ri, YU. In: The World Economy. RePEc:bla:worlde:v:42:y:2019:i:9:p:2684-2722.

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2020Dissecting interbank risk using basis swap spreads. (2020). Petit, Nuria ; Lafuente, Juan Angel ; Serrano, Pedro ; Ruiz, Jesus. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:729-757.

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2019A Model for International Spillovers to Emerging Markets. (2019). Houssa, Romain ; Otrok, Chris ; Mohimont, Jolan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7702.

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2020On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8189.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2019Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

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2019Commodity Prices In Empirical Research. (2019). Carpantier, Jean-Franois. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2020021.

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2019Pension 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.

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2019Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2019). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:660.

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2019Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the US Experience. (2019). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-19.

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2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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2019Wealth Effects and Macroeconomic Dynamics. (2019). Swamy, Vighneswara. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00359.

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2019Should Bitcoin be used to help devastated economies? Evidence from Greece. (2019). Selmi, Refk ; bouoiyour, jamal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00945.

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2019How do futures contracts affect Bitcoin prices?. (2019). Selmi, Refk ; Bouoiyour, Jamal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00212.

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2020Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608.

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2020The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China. (2020). Troy, Carol ; Liang, Chin Chia ; Rouyer, Ellen. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00167.

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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/283963.

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2019Examining 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.

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2020The Effects of Oil Prices on Macroeconomic Variables: Evidence from Azerbaijan. (2020). Mukhtarov, Shahriyar ; Zeynalov, Javid ; Aliyev, Sannur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-11.

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2020Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-50.

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2020Empirical Investigation of Relationship between Oil Price and Inflation: The case of India. (2020). Yousef, Tarek Tawfek ; Sultan, Zafar Ahmad ; Fawaz, Mahmoud Mohamed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-11.

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2019Spillover analysis of tourist movements within Europe. (2019). Jana, R K ; Chattopadhyay, Manojit ; Mitra, Subrata Kumar. In: Annals of Tourism Research. RePEc:eee:anture:v:79:y:2019:i:c:s0160738319301112.

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2019Impact 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.

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2019Energy 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.

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2019Predicting firm level stock returns: Implications for asset pricing and economic links. (2019). McMillan, David G. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:333-351.

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2019The 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.

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2019The 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.

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2019US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151.

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2019Improving 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.

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2019Testing 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.

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2019Exchange 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.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2020The macroeconomic effects of tax changes: Evidence using real-time data for the European Union. (2020). van der Wielen, Wouter. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:302-321.

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2019Predictive 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.

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2019International 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.

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2019Uncertainty 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.

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2019Improving 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.

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2019Financial contagion and flight to quality between emerging markets and U.S. bond market. (2019). Gulolu, Bulent ; Soylu, Pinar Kaya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304042.

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2019Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. (2019). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305849.

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2019Returns spillovers between tourism ETFs. (2019). Lee, Yun-Huan ; Chang, Shu-Lien. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305898.

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2019Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries. (2019). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306296.

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2019Time-varying risk aversion and realized gold volatility. (2019). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399.

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2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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2020Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach. (2020). Sohag, Kazi ; Alqahtani, Faisal ; Kutan, Ali M ; Samargandi, Nahla. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303255.

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2020Investigating properties of commodity price responses to real and nominal shocks. (2020). Kim, Hyeongwoo ; Zhang, Yunxiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305151.

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2020U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485.

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2020The asymmetric response of the economy to tax changes before and after 1980. (2020). Bossie, Andrew. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305916.

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2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

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2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

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2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

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2020Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets. (2020). Zeng, Zhixiong ; Yan, Yuruo ; Wan, Xiaoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294082030070x.

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2019Trade, 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.

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2019Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20.

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2020Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). GUPTA, RANGAN ; Sun, Xiaojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386.

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2020Investigating asymmetric determinants of the CNY–CNH exchange rate spreads: The role of economic policy uncertainty. (2020). Li, Xiao-Lin ; Si, Deng-Kui. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304185.

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2020A mixed frequency approach for stock returns and valuation ratios. (2020). Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304355.

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2020Does modeling a structural break improve forecast accuracy?. (2020). Pick, Andreas ; Boot, Tom. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:35-59.

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2019What drives fluctuations in exchange rate growth in emerging markets – A multi-level dynamic factor approach. (2019). Wang, Ben ; Zhang, JI ; Liu, Clark. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:2:7.

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2019Malthus was right: Explaining a millennium of stagnation. (2019). Madsen, Jakob ; Robertson, Peter E ; Ye, Longfeng. In: European Economic Review. RePEc:eee:eecrev:v:118:y:2019:i:c:p:51-68.

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2020The role of search frictions in the long-run relationships between inflation, unemployment and capital. (2020). Gomis-Porqueras, Pedro ; Sun, Hongfei ; Huangfu, Stella. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300283.

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2019Improving 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.

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2019The Fisher puzzle, real rate anomaly, and Wicksell effect. (2019). Anari, Ali ; Kolari, James. In: Journal of Empirical Finance. RePEc:eee:empfin:v:52:y:2019:i:c:p:128-148.

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2019The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221.

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2019Panel 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.

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2019The 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.

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2019The 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.

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2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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2019Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective. (2019). Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:995-1009.

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2019Futures-based forecasts: How useful are they for oil price volatility forecasting?. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:639-649.

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2019Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

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2019Time-varied causality between US partisan conflict shock and crude oil return. (2019). Wu, Yanrui ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303019.

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2019Geopolitical risk and oil volatility: A new insight. (2019). Liu, Jing ; Zhang, Yaojie ; Tang, Yingkai ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303433.

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2020Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2020Asymmetric effects of oil price uncertainty on corporate investment. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304190.

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2020Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets. (2020). Smyth, Russell ; Bissoondoyal-Bheenick, Emawtee ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300281.

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

Mark Wohar has edited the books:


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YearTitleTypeCited
2019PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES In: Advances in Decision Sciences.
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1990The Adjustment of Expectations to a Change in Regime: Comment. In: American Economic Review.
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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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2009Determinants of State Labor Productivity: The Changing Role of Density In: Journal of Regional Analysis and Policy.
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2008The Composition of Industry and the Duration of State Recessions In: Journal of Regional Analysis and Policy.
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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean In: Papers.
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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean.(2018) In: Economic Modelling.
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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean.(2018) In: Post-Print.
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2012Trends and Cycles in Real Commodity Prices: 1650-2010 In: CEH Discussion Papers.
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paper3
2016FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION In: Bulletin of Economic Research.
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2019Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014 In: Bulletin of Economic Research.
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article1
2015Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014.(2015) In: MPRA Paper.
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1992Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets. In: The Financial Review.
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2017A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set In: The Financial Review.
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2017Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data In: International Finance.
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article4
2018Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: International Review of Finance.
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2017Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test.(2017) In: Working Papers.
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2019US Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: International Review of Finance.
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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working Papers.
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paper
2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working papers.
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paper
1999Are Tax Effects Important in the Long‐Run Fisher Relationship? Evidence from the Municipal Bond Market In: Journal of Finance.
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1991NEW EVIDENCE CONCERNING THE EXPECTATIONS THEORY FOR THE SHORT END OF THE MATURITY SPECTRUM In: Journal of Financial Research.
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article15
1995DETERMINANTS OF PERSISTENCE IN RELATIVE PERFORMANCE OF MUTUAL FUNDS In: Journal of Financial Research.
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2006IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY In: Journal of Financial Research.
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1993BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER In: Journal of Time Series Analysis.
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2004A Cautionary Note on the Order of Integration of Post-war Aggregate Wage, Price and Productivity Measures In: Manchester School.
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2011PROFIT PERSISTENCE REVISITED: THE CASE OF THE UK In: Manchester School.
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2013A PANEL ANALYSIS OF THE STOCK RETURN–DIVIDEND YIELD RELATION: PREDICTING RETURNS AND DIVIDEND GROWTH In: Manchester School.
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2018Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks In: Manchester School.
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2020What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors? In: Oxford Bulletin of Economics and Statistics.
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2019Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries In: Real Estate Economics.
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1997Convergence in Interest Rates and Inflation Rates across Countries and over Time. In: Review of International Economics.
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2014Breaks, trends and unit roots in commodity prices: a robust investigation In: Studies in Nonlinear Dynamics & Econometrics.
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2018Nonlinear Taylor rules: evidence from a large dataset In: Studies in Nonlinear Dynamics & Econometrics.
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2019Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data In: Studies in Nonlinear Dynamics & Econometrics.
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2017Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data.(2017) In: Working Papers.
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2019Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies In: Journal of Central Banking Theory and Practice.
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2020Is there a National Housing Market Bubble Brewing in the United States? In: Cardiff Economics Working Papers.
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2020Is there a National Housing Market Bubble Brewing in the United States?.(2020) In: Working Papers.
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2003Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes In: CEPR Discussion Papers.
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2004Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes.(2004) In: Economic Inquiry.
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2003Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes.(2003) In: Computing in Economics and Finance 2003.
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2015A BAYESIAN ANALYSIS OF WEAK IDENTIFICATION IN STOCK PRICE DECOMPOSITIONS In: Macroeconomic Dynamics.
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2019Bitcoin: competitor or complement to gold? In: Economics Bulletin.
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2019Bitcoin: competitor or complement to gold?.(2019) In: Post-Print.
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2003Trends and Persistence in Primary Commodity Prices In: Royal Economic Society Annual Conference 2003.
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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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2019Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data In: Applied Energy.
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1999Derivative activities and managerial incentives in the banking industry In: Journal of Corporate Finance.
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2006On the prevalence of trends in primary commodity prices In: Journal of Development Economics.
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2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach In: Economic Modelling.
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2018Does 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.
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article8
2019The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data In: The North American Journal of Economics and Finance.
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article0
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.(2017) In: Working Papers.
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paper
2019Rise and fall of calendar anomalies over a century In: The North American Journal of Economics and Finance.
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2019Rise and Fall of Calendar Anomalies over a Century.(2019) In: Working Papers.
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2019Time-varying predictability of oil market movements over a century of data: The role of US financial stress In: The North American Journal of Economics and Finance.
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article2
2018Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress.(2018) In: Working Papers.
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paper
2020Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies In: The North American Journal of Economics and Finance.
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article1
2020Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance.
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2019Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers.
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2020Price gap anomaly in the US stock market: The whole story In: The North American Journal of Economics and Finance.
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2019Price Gap Anomaly in the US Stock Market: The Whole Story.(2019) In: Working Papers.
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2010Persistence and time-varying coefficients In: Economics Letters.
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2016Inflation, inflation uncertainty, and economic growth in emerging and developing countries: Panel data evidence In: Economic Systems.
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2006In-sample vs. out-of-sample tests of stock return predictability in the context of data mining In: Journal of Empirical Finance.
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2014The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics.
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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics.
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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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2017Forecasting oil and stock returns with a Qual VAR using over 150years off data In: Energy Economics.
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2015Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data.(2015) In: Working Papers.
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2018Time-varying rare disaster risks, oil returns and volatility In: Energy Economics.
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2017Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers.
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2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? In: Energy Economics.
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2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?.(2019) In: Post-Print.
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2013The output gap and stock returns: Do cyclical fluctuations predict portfolio returns? In: International Review of Financial Analysis.
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article6
2013The determinants of quantile autocorrelations: Evidence from the UK In: International Review of Financial Analysis.
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2015Examining real interest parity: Which component reverts quickest and in which regime? In: International Review of Financial Analysis.
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article3
2014Examining real interest parity: which component reverts quickest and in which regime?.(2014) In: Discussion Paper Series.
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1998Two puzzles in the analysis of foreign exchange market efficiency In: International Review of Financial Analysis.
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1996Two Puzzles in the Analysis of Foreign Exchange Market Efficiency..(1996) In: Discussion Papers.
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2013Time varying stock return predictability: Evidence from US sectors In: Finance Research Letters.
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article10
2017The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters.
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2016The Depreciation of the Pound Post-Brexit: Could it have been Predicted?.(2016) In: Working Papers.
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2018The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach In: Finance Research Letters.
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2016The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach.(2016) In: Working Papers.
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2018Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis In: Finance Research Letters.
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2018Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis.(2018) In: Post-Print.
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2018Volatility jumps: The role of geopolitical risks In: Finance Research Letters.
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2018Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers.
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2019The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests In: Finance Research Letters.
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2018The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests.(2018) In: Working Papers.
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2019What is a better cross-hedge for energy: Equities or other commodities? In: Global Finance Journal.
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1998Cointegration, forecasting and international stock prices In: Global Finance Journal.
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2002Testing the monetary model of exchange rate determination: new evidence from a century of data In: Journal of International Economics.
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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.
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2013The contribution of economic fundamentals to movements in exchange rates In: Journal of International Economics.
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2020Halloween Effect in developed stock markets: A historical perspective In: International Economics.
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2012Commodity volatility breaks In: Journal of International Financial Markets, Institutions and Money.
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2013International herding: Does it differ across sectors? In: Journal of International Financial Markets, Institutions and Money.
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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.
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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers.
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2005Macro variables and international stock return predictability In: International Journal of Forecasting.
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2006The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior In: International Journal of Forecasting.
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2017Forecasting market returns: bagging or combining? In: International Journal of Forecasting.
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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.
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2013Changes in the oil price-inflation pass-through In: Journal of Economics and Business.
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2004Testing the monetary model of exchange rate determination: a closer look at panels In: Journal of International Money and Finance.
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2009Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence In: Journal of International Money and Finance.
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2012“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads In: Journal of International Money and Finance.
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2014Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market In: Journal of International Money and Finance.
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2015Spurious long memory, uncommon breaks and the implied–realized volatility puzzle In: Journal of International Money and Finance.
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1995Public and private investment: Are there causal linkages? In: Journal of Macroeconomics.
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2012An empirical investigation of the Taylor curve In: Journal of Macroeconomics.
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2015Asymmetric tax multipliers In: Journal of Macroeconomics.
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2016An evaluation of ECB policy in the Euros big four In: Journal of Macroeconomics.
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2017The cyclicality of fiscal policy: New evidence from unobserved components approach In: Journal of Macroeconomics.
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2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty In: Journal of Macroeconomics.
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2017Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty.(2017) In: Working Papers.
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1987The determinants of international reserves in the small open economy: The case of Honduras In: Journal of Macroeconomics.
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2017Predictability and underreaction in industry-level returns: Evidence from commodity markets In: Journal of Commodity Markets.
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2018UK macroeconomic volatility: Historical evidence over seven centuries In: Journal of Policy Modeling.
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2018News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets In: Journal of Multinational Financial Management.
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2017News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets.(2017) In: Working Papers.
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2019Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017 In: Journal of Multinational Financial Management.
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2018Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017.(2018) In: Working Papers.
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2019Growth volatility and inequality in the U.S.: A wavelet analysis In: Physica A: Statistical Mechanics and its Applications.
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2018Growth Volatility and Inequality in the U.S.: A Wavelet Analysis.(2018) In: Working Papers.
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2018Growth Volatility and Inequality in the U.S.: A Wavelet Analysis.(2018) In: Working papers.
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1990Monetary institutions, budget deficits and inflation : Empirical results for eight countries In: European Journal of Political Economy.
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2015Consumption growth, preference for smoothing, changes in expectations and risk premium In: The Quarterly Review of Economics and Finance.
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2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance.
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2016Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.(2016) In: Working Papers.
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2018Volatility spillovers across global asset classes: Evidence from time and frequency domains In: The Quarterly Review of Economics and Finance.
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2017Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains.(2017) In: Working Papers.
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2013Causality between trading volume and returns: Evidence from quantile regressions In: International Review of Economics & Finance.
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2014Determining what drives stock returns: Proper inference is crucial: Evidence from the UK In: International Review of Economics & Finance.
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2016Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors In: International Review of Economics & Finance.
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2016Can commodity returns forecast Canadian sector stock returns? In: International Review of Economics & Finance.
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2017Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test In: International Review of Economics & Finance.
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