Mark Wohar : Citation Profile


Are you Mark Wohar?

University of Nebraska-Omaha

28

H index

67

i10 index

2825

Citations

RESEARCH PRODUCTION:

208

Articles

111

Papers

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   38 years (1983 - 2021). See details.
   Cites by year: 74
   Journals where Mark Wohar has often published
   Relations with other researchers
   Recent citing documents: 432.    Total self citations: 103 (3.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo4
   Updated: 2021-06-07    RAS profile: 2021-03-05    
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Relations with other researchers


Works with:

GUPTA, RANGAN (138)

Balcilar, Mehmet (27)

Selmi, Refk (18)

bouoiyour, jamal (13)

Plakandaras, Vasilios (12)

Demirer, Riza (10)

Tiwari, Aviral (10)

Sousa, Ricardo (9)

Pierdzioch, Christian (9)

Plastun, Alex (9)

Olson, Eric (8)

Miller, Stephen (6)

Lau, Chi Keung (5)

Suleman, Tahir (5)

van Eyden, Renee (5)

Gil-Alana, Luis (4)

Baharumshah, Ahmad Zubaidi (4)

Errami, Youssef (4)

Risse, Marian (4)

Ozdemir, Zeynel (4)

Soon, Siew-Voon (3)

Clance, Matthew (3)

Gkillas (Gillas), Konstantinos (3)

Hollander, Hylton (2)

Uribe, Jorge (2)

Chuliá, Helena (2)

Bouri, Elie (2)

Gebka, Bartosz (2)

Papadamou, Stephanos (2)

Katrakilidis, Constantinos (2)

Wang, Shixuan (2)

Olasehinde-Williams, Godwin (2)

Bekiros, Stelios (2)

coskun, yener (2)

Jooste, Charl (2)

Kollias, Christos (2)

Muteba Mwamba, John Weirstrass (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 (416)

Pierdzioch, Christian (75)

Balcilar, Mehmet (46)

Demirer, Riza (44)

Salisu, Afees (43)

Tiwari, Aviral (40)

Ji, Qiang (36)

Lau, Chi Keung (32)

Gabauer, David (30)

Bouri, Elie (30)

Gil-Alana, Luis (23)

Cites to:

GUPTA, RANGAN (288)

Campbell, John (194)

Balcilar, Mehmet (123)

Perron, Pierre (108)

Shiller, Robert (107)

Kilian, Lutz (78)

Stock, James (56)

Engle, Robert (56)

Sousa, Ricardo (55)

Hamilton, James (52)

West, Kenneth (52)

Main data


Where Mark Wohar has published?


Journals with more than one article published# docs
Applied Economics15
International Review of Economics & Finance12
Finance Research Letters8
The North American Journal of Economics and Finance8
Journal of Macroeconomics7
Energy Economics6
Applied Financial Economics6
Journal of International Money and Finance5
The European Journal of Finance5
Manchester School4
Applied Economics Letters4
International Journal of Forecasting4
Journal of Applied Econometrics4
International Review of Financial Analysis4
The Quarterly Review of Economics and Finance4
International Journal of Finance & Economics3
Empirical Economics3
Research in International Business and Finance3
Journal of Money, Credit and Banking3
Studies in Nonlinear Dynamics & Econometrics3
Journal of Financial Research3
Journal of Forecasting3
Journal of International Economics3
Journal of International Financial Markets, Institutions and Money3
The Review of Economics and Statistics3
Review of Financial Economics2
Journal of Multinational Financial Management2
International Review of Finance2
Journal of Economics and Finance2
Economic Inquiry2
Economic Modelling2
Review of Quantitative Finance and Accounting2
Journal of Regional Analysis and Policy2
International Journal of Finance & Economics2
The Financial Review2
Journal of Economics and Business2
Bulletin of Economic Research2
Global Finance Journal2
Open Economies Review2
International Economic Review2
The Journal of Real Estate Finance and Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics78
Post-Print / HAL7
Working Papers / Eastern Mediterranean University, Department of Economics2
EcoMod2010 / EcoMod2
Computing in Economics and Finance 2005 / Society for Computational Economics2
Working Papers / Federal Reserve Bank of Dallas2
Finance / University Library of Munich, Germany2

Recent works citing Mark Wohar (2021 and 2020)


YearTitle of citing document
2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Hkiri, Besma ; Gupta, Rangan ; Coronado, Semei ; Rojas, Omar. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:4:p:44-76.

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2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:1:p:188-215.

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2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

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2021Macro-Economic Variables and Stock Market: are they Co-integrated? - A Study on NSE India. (2021). Sahoo, Aditya Prasad. In: ComFin Research. RePEc:acg:comfin:v:9:y:2021:i:2:p:25-30.

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2021Foreign Direct Investment and poverty in Sub-Saharan African countries: the role of host absorptive capacity. (2021). Eita, Joel ; Biyase, Mduduzi ; Arogundade, Sodiq. In: Economic Development and Well-being Research Group Working Paper Series. RePEc:ady:wpaper:edwrg-04-2021.

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2020Money and Output in Tanzania: A Test for Causality. (2020). , Michael ; Maganya, Mnaku H. In: African Journal of Economic Review. RePEc:ags:afjecr:304714.

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2021Imported Intermediate Inputs and Manufactured Exports in Nigeria: The Role of Dual Exchange Rate Regime. (2021). Sule, Abubakar ; Shitile, Tersoo Shimonkabir ; Doki, Naomi Onyeje. In: African Journal of Economic Review. RePEc:ags:afjecr:308770.

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2021Uncertainty and Stock Returns in Energy Markets: A Quantile Regression Approach. (2021). Uddin, Gazi Salah ; Manera, Matteo ; Mahmoud, Alwan ; Cedic, Samir. In: FEEM Working Papers. RePEc:ags:feemwp:310388.

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2020The US Term Structure and Return Volatility in Global REIT Markets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Yuksel, Aydin. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:3:p:84-109.

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2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Gupta, Rangan ; Coronado, Semei ; Rojas, Omar ; Hkiri, Besma. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:4:p:44-76.

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2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:25:y:2021:i:1:p:188-215.

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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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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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2020Volatility Transmission between Oil Prices and Stock Prices as a New Source of Instability: Lessons from the UK Experience. (2020). Of, Dundee University ; Robertson, John . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:217-223.

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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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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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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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2021A 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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2021The Short and Long Run Dynamics of Monetary Policy, Oil Price Volatility and Economic Growth in the CEMAC Region. (2021). Maredza, Andrew ; Olamide, Ebenezer G. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:78-89.

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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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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2020THE PUBLIC–PRIVATE INVESTMENT NEXUS IN INDIA: EVIDENCE FROM A POLICY SIMULATION APPROACH. (2020). Ajaz, Taufeeq ; Bhat, Javed Ahmad. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:224:p:101-128.

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2020Testing for the effects of credit crunch on agriculture investment in the EU. (2020). mamatzakis, emmanuel ; Staikouras, C. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:4:p:434-450.

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2020Trade uncertainties and the hedging abilities of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173.

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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 ; Chiu, Chingwai ; Jack, Chak Hung ; Stone, Annaleigh. 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). Hu, Mingzhi ; Hardin, William ; Chen, Jie. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:373-405.

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2020Economic Development and South Africa: 25 Years Analysis (1994 to 2019). (2020). Dhamija, Pavitra. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:3:p:298-322.

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2020Politics and the UKs monetary policy. (2020). Chen, Shiu-Sheng ; Chang, Fangshuo ; Wang, Poyuan. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:67:y:2020:i:5:p:486-522.

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

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2020Time-varying return predictability and adaptive markets hypothesis: Evidence on MIST countries from a novel wild bootstrap likelihood ratio approach. (2020). Ozkan, Oktay. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:34:y:2020:i:2:p:101-113.

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2020Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions. (2020). Naraidoo, Ruthira ; GUPTA, RANGAN ; Rangan, Gupta ; Christina, Christou. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:17:n:4.

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2020Behavioural Finance at Home: Testing Deviations of House Prices from their Fundamental Values. (2020). Lake, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20104.

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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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2021Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8921.

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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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2021The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data. (2021). van Eyden, Renee ; André, Christophe ; Sheng, Xin ; Andre, Christophe ; Gupta, Rangan. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_008.

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2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; Das, Sonali ; Karmakar, Sayar ; Gupta, Rangan. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017.

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2020Anything but gold. The golden constant revisited. (2020). Carpantier, Jean-François. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2020036.

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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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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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2020Bitcoinomics 101: principles of the Bitcoin market. (2020). Goorha, Prateek. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00877.

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2020New Zealands Residential Price Dynamics: Do capability to consume and government policies matter?. (2020). Liew, Venus Khim-Shen ; Chong, Fennee. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01105.

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

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2021How persistent is unemployment in major Latin American economies?. (2021). Clavijo-Cortes, Pedro. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00415.

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2020Interplay of the Macroeconomy and Real Estate: Systematic Review of Literature. (2020). Haw, Chan Tze ; Kwakye, Benjamin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-05-30.

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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). Fawaz, Mahmoud Mohamed ; Yousef, Tarek Tawfek ; Sultan, Zafar Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-11.

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2020Oil Rent, Geopolitical Risk and Banking Sector Performance. (2020). van Hemmen, Stefan F ; Alsagr, Naif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-36.

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2021Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach. (2021). Raju, Guntur Anjana ; Manohar, Jambotkar Mrunali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-29.

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2021Effects of Crude Oil Prices Volatility, the Internet and Inflation on Economic Growth in ASEAN-5 Countries: A Panel Autoregressive Distributed Lag Approach. (2021). Tajuddin, Tajuddin ; Rosnawintang, Rosnawintang ; Saidi, La Ode ; Pasrun, Yuwanda Purnamasari ; Adam, Pasrun. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-3.

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2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

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2021The Impact of Oil Prices on the Food Inflation in Kazakhstan. (2021). Dandayeva, Botagoz ; Yermankulova, Rima ; Baibosynova, Gulzhan ; Kelesbayev, Dinmukhamed ; Baimaganbetov, Sabit. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-10.

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2020Comovement amongst the demand for New Zealand tourism. (2020). Vatsa, Puneet. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320301092.

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2020Political uncertainty and the us tourism index returns. (2020). Demiralay, Sercan. In: Annals of Tourism Research. RePEc:eee:anture:v:84:y:2020:i:c:s0160738320300190.

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2020Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty. (2020). Oloughlin, Daniel ; Gurdgiev, Constantin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301534.

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2020Business connectedness or market risk? Evidence from financial institutions in China. (2020). Li, Zheng ; Lu, Yanchen ; Liang, QI. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20301000.

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2020Growth cycles and business cycles of the Chinese economy through the lens of the unobserved components model. (2020). Liu, Zehao ; Han, Yang ; Ma, Jun. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x19300781.

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2020Can systemic risk measures predict economic shocks? Evidence from China. (2020). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541.

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2020High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s096007791930520x.

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2020Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach. (2020). Zhang, Tonghui ; Yuan, Ying. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306482.

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2021A portfolio strategy of stock market based on mean-MF-X-DMA model. (2021). Wu, Congxin ; Chen, Hongtao ; Ye, Xin ; Wang, Feng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310365.

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2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Alqahtani, Abdullah. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:239-249.

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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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2020Foreign aid, institutional quality and economic growth: Evidence from the developing world. (2020). Banerjee, Rajabrata ; Cavoli, Tony ; Maruta, Admasu Asfaw. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:444-463.

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2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

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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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2020Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the United States experience. (2020). Ehouman, Yao Axel. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:198-217.

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2021Financial spillovers and spillbacks: New evidence from China and G7 countries. (2021). Zhao, Yang ; Shi, Yukun ; Jing, Zhongbo ; Fang, YI. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:184-200.

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2021Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

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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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2020The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures. (2020). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303358.

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2020Equity premium prediction and optimal portfolio decision with Bagging. (2020). Yin, Anwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301686.

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2020Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data. (2020). Vo, Xuan Vinh ; Kang, Sang Hoon ; Wanas, Idries Mohammad ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301777.

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2021Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis. (2021). Shahbaz, Muhammad ; Hau, Liya ; Sun, Wuqin ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030187x.

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2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

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2021Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302278.

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2021House price synchronization across the US states: The role of structural oil shocks. (2021). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik A ; Sheng, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000127.

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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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2020A new test of asset return predictability with an unstable predictor. (2020). Chang, Seong Yeon. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303219.

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2020The impact of converting waste into resources on the regional economy, evidence from Poland. (2020). Avdiushchenko, A ; Zajc, P. In: Ecological Modelling. RePEc:eee:ecomod:v:437:y:2020:i:c:s0304380020303690.

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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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2020Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. (2020). Luger, Richard ; Gungor, Sermin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:750-770.

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2021Inferential theory for heterogeneity and cointegration in large panels. (2021). Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:474-503.

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2021Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; von Sachs, Rainer ; Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:324-343.

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2020Dynamic interactions between Central European currencies and the euro. (2020). Orlowski, Lucjan ; Gorman, Michael ; Roessler, Matthew H. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362520300881.

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

Mark Wohar has edited the books:


YearTitleTypeCited

Works by Mark Wohar:


YearTitleTypeCited
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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article0
1990The Adjustment of Expectations to a Change in Regime: Comment. In: American Economic Review.
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article14
2011Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
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2009Determinants of State Labor Productivity: The Changing Role of Density In: Journal of Regional Analysis and Policy.
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article1
2008The Composition of Industry and the Duration of State Recessions In: Journal of Regional Analysis and Policy.
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article3
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean In: Papers.
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paper28
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean.(2018) In: Economic Modelling.
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article
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean.(2018) In: Post-Print.
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paper
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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article0
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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article5
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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This paper has another version. Agregated cites: 5
paper
1992Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets. In: The Financial Review.
[Citation analysis]
article0
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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article2
2017Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data In: International Finance.
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article11
2018Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: International Review of Finance.
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article1
2017Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test.(2017) In: Working Papers.
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paper
2019US Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: International Review of Finance.
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article1
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
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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article30
1991NEW EVIDENCE CONCERNING THE EXPECTATIONS THEORY FOR THE SHORT END OF THE MATURITY SPECTRUM In: Journal of Financial Research.
[Full Text][Citation analysis]
article15
1995DETERMINANTS OF PERSISTENCE IN RELATIVE PERFORMANCE OF MUTUAL FUNDS In: Journal of Financial Research.
[Full Text][Citation analysis]
article10
2006IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY In: Journal of Financial Research.
[Full Text][Citation analysis]
article10
1993BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article15
2004A Cautionary Note on the Order of Integration of Post‐war Aggregate Wage, Price and Productivity Measures In: Manchester School.
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article0
2011PROFIT PERSISTENCE REVISITED: THE CASE OF THE UK In: Manchester School.
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article20
2013A PANEL ANALYSIS OF THE STOCK RETURN–DIVIDEND YIELD RELATION: PREDICTING RETURNS AND DIVIDEND GROWTH In: Manchester School.
[Full Text][Citation analysis]
article5
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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article4
2020What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors? In: Oxford Bulletin of Economics and Statistics.
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article0
2019Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries In: Real Estate Economics.
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article2
1997Convergence in Interest Rates and Inflation Rates across Countries and over Time. In: Review of International Economics.
[Citation analysis]
article37
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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article3
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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article3
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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article0
2020Is there a National Housing Market Bubble Brewing in the United States? In: Cardiff Economics Working Papers.
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paper4
2020Is there a National Housing Market Bubble Brewing in the United States?.(2020) In: Working Papers.
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paper
2003Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper59
2004Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes.(2004) In: Economic Inquiry.
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article
2003Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes.(2003) In: Computing in Economics and Finance 2003.
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This paper has another version. Agregated cites: 59
paper
2015A BAYESIAN ANALYSIS OF WEAK IDENTIFICATION IN STOCK PRICE DECOMPOSITIONS In: Macroeconomic Dynamics.
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article1
2019Bitcoin: competitor or complement to gold? In: Economics Bulletin.
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article11
2019Bitcoin: competitor or complement to gold?.(2019) In: Post-Print.
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paper
2003Trends and Persistence in Primary Commodity Prices In: Royal Economic Society Annual Conference 2003.
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paper1
1996The Road Less Travelled: Institutional Aspects of Data and Their Influence on Empirical Estimates with an Application to Tests of Forward Rate Unbiasedness. In: Economic Journal.
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article15
2019Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data In: Applied Energy.
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article27
1999Derivative activities and managerial incentives in the banking industry In: Journal of Corporate Finance.
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article22
2006On the prevalence of trends in primary commodity prices In: Journal of Development Economics.
[Full Text][Citation analysis]
article89
2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach In: Economic Modelling.
[Full Text][Citation analysis]
article3
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.
[Full Text][Citation analysis]
article14
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.
[Full Text][Citation analysis]
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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This paper has another version. Agregated cites: 0
paper
2019Rise and fall of calendar anomalies over a century In: The North American Journal of Economics and Finance.
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article1
2019Rise and Fall of Calendar Anomalies over a Century.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
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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article5
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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This paper has another version. Agregated cites: 5
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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article3
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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article5
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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2020Spillover effects in oil-related CDS markets during and after the sub-prime crisis In: The North American Journal of Economics and Finance.
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article1
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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article7
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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article86
2014The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics.
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article51
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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article29
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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2020Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate In: Energy Economics.
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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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article7
2013The determinants of quantile autocorrelations: Evidence from the UK In: International Review of Financial Analysis.
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article4
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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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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2020Historical volatility of advanced equity markets: The role of local and global crises In: Finance Research Letters.
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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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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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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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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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