32
H index
85
i10 index
3615
Citations
Mark Wohar : Citation Profile
University of Nebraska-Omaha | RESEARCH PRODUCTION: 209 Articles 111 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1983 - 2021). Relations with other researchers
Main data
Where Mark Wohar has published?
Recent works citing Mark Wohar (2021 and 2020)
| Year | Title of citing document | |
|---|---|---|
| 2020 | Time-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. Full description at Econpapers || Download paper | |
| 2021 | Network 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. Full description at Econpapers || Download paper | |
| 2020 | Exchange 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. Full description at Econpapers || Download paper | |
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
| 2021 | Foreign 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. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2020 | Money and Output in Tanzania: A Test for Causality. (2020). , Michael ; Maganya, Mnaku H. In: African Journal of Economic Review. RePEc:ags:afjecr:304714. Full description at Econpapers || Download paper | |
| 2021 | Imported 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. Full description at Econpapers || Download paper | |
| 2021 | Uncertainty 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. Full description at Econpapers || Download paper | |
| 2021 | Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367. Full description at Econpapers || Download paper | |
| 2021 | Persistence in Commodity Prices. (2021). Gil-Alana, Luis. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310529. Full description at Econpapers || Download paper | |
| 2020 | The 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. Full description at Econpapers || Download paper | |
| 2020 | Time-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. Full description at Econpapers || Download paper | |
| 2021 | Network 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. Full description at Econpapers || Download paper | |
| 2020 | Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013. Full description at Econpapers || Download paper | |
| 2020 | Determining the Interaction of the International Portfolio Flows with Exchange Rate Volatility in Developing Countries. (2020). Altunoz, Utku. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:1:p:41-54. Full description at Econpapers || Download paper | |
| 2020 | Volatility 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. Full description at Econpapers || Download paper | |
| 2020 | “Measuring and assessing economic uncertaintyâ€. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003. Full description at Econpapers || Download paper | |
| 2020 | Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers || Download paper | |
| 2020 | Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266. Full description at Econpapers || Download paper | |
| 2021 | A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction. (2020). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Papers. RePEc:arx:papers:2006.05750. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic forecasting with statistically validated knowledge graphs. (2021). Tilly, Sonja ; Livan, Giacomo. In: Papers. RePEc:arx:papers:2104.10457. Full description at Econpapers || Download paper | |
| 2022 | Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Maria. In: Papers. RePEc:arx:papers:2202.02254. Full description at Econpapers || Download paper | |
| 2022 | Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777. Full description at Econpapers || Download paper | |
| 2020 | Stock Market Sensitivity to Macroeconomic Factors: Evidence from China and India. (2020). Faniband, Muhammadriyaj ; Chellaswamy, Karthigai Prakasam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:146-159. Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2020 | Do macroeconomic factors impact corporate debt? Evidence from India. (2020). Marulkar, Kedar ; Faniband, Muhammadriyaj. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2020:p:16-23. Full description at Econpapers || Download paper | |
| 2020 | Dynamic Relationship between Oil Price and Inflation in Oil Exporting Economy: Empirical Evidence from Wavelet Coherence Technique. (2020). Adebayo, Tomiwa Sunday. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:12-22. Full description at Econpapers || Download paper | |
| 2020 | . Full description at Econpapers || Download paper | |
| 2021 | Hedging Against Inflation: Housing vs. Equity. (2021). Fehrle, Daniel. In: Discussion Paper Series. RePEc:aug:augsbe:0342. Full description at Econpapers || Download paper | |
| 2021 | How Does Economic Policy Uncertainty Connect With the Volatility Spillovers in Asia-Pacific Markets?. (2021). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Agbatogun, Taofeek. In: Asian Economics Letters. RePEc:ayb:jrnael:32. Full description at Econpapers || Download paper | |
| 2021 | Can Uncertainty Due to Pandemic Predict Asia-Pacific Energy Stock Markets?. (2021). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Oliyide, Johnson A. In: Asian Economics Letters. RePEc:ayb:jrnael:34. Full description at Econpapers || Download paper | |
| 2021 | Uncertainty Due to Pandemic and the Volatility Connectedness Among Asian REITs Market. (2021). Periola-Fatunsin, Ololade ; Fasanya, Ismail O ; Oliyide, Johnson A. In: Asian Economics Letters. RePEc:ayb:jrnael:48. Full description at Econpapers || Download paper | |
| 2020 | Commodity 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. Full description at Econpapers || Download paper | |
| 2021 | The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07. Full description at Econpapers || Download paper | |
| 2021 | Foreign Direct Investment and Labor Productivity in Regional Manufacturing Industry. (2021). Gonzalez, Erick Rangel ; Rangelgonzalez, Erick ; Lopez, Luis Fernando. In: Working Papers. RePEc:bdm:wpaper:2021-12. Full description at Econpapers || Download paper | |
| 2020 | THE 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. Full description at Econpapers || Download paper | |
| 2021 | Risk contagion of global stock markets under COVID?19:A network connectedness method. (2021). Zhao, Xuezhou ; DING, Yuang ; Chu, Wangyu ; Yu, Honghai. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5745-5782. Full description at Econpapers || Download paper | |
| 2022 | The prices of renewable commodities: a robust stationarity analysis. (2022). Presno, Maria Jose ; Landajo, Manuel. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:447-470. Full description at Econpapers || Download paper | |
| 2020 | Testing 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. Full description at Econpapers || Download paper | |
| 2021 | Time?varying impact of global, region?, and country?specific uncertainties on the volatility of international trade. (2021). GUPTA, RANGAN ; Gul, Selcuk. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:4:p:691-700. Full description at Econpapers || Download paper | |
| 2020 | Trade 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. Full description at Econpapers || Download paper | |
| 2020 | Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807. Full description at Econpapers || Download paper | |
| 2020 | Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks. (2020). Wang, Pengfei ; Urquhart, Andrew ; Shen, Dehua. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:5:p:1294-1323. Full description at Econpapers || Download paper | |
| 2020 | Corporate decision making in the presence of political uncertainty: The case of corporate cash holdings. (2020). Hankins, William ; Chiu, Chingwai ; Jack, Chak Hung ; Stone, Annaleigh. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:307-337. Full description at Econpapers || Download paper | |
| 2021 | Does firm?level political risk influence corporate social responsibility (CSR)? Evidence from earnings conference calls. (2021). Jiraporn, Pornsit ; Treepongkaruna, Sirimon ; Chatjuthamard, Pattanaporn. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:721-741. Full description at Econpapers || Download paper | |
| 2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64. Full description at Econpapers || Download paper | |
| 2021 | Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:324-335. Full description at Econpapers || Download paper | |
| 2021 | Variants of consumption?wealth ratios and predictability of U.S. government bond risk premia. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Epni, Ouzhan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:661-674. Full description at Econpapers || Download paper | |
| 2020 | FROM THE CLASSICAL ECONOMISTS TO EMPIRICISTS: A REVIEW OF THE TERMS OF TRADE CONTROVERSY. (2020). Sarkar, Prabirjit ; Chakraborty, Shouvik. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:5:p:1111-1133. Full description at Econpapers || Download paper | |
| 2022 | Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966. Full description at Econpapers || Download paper | |
| 2020 | Characterizing Monetary and Fiscal Policy Rules and Interactions when Commodity Prices Matter. (2020). Middleditch, Paul ; Chuku, Chuku. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:3:p:373-404. Full description at Econpapers || Download paper | |
| 2022 | Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379. Full description at Econpapers || Download paper | |
| 2021 | Exchange rate pass?through to import prices: Evidence from a heterogeneous panel of West African countries. (2021). Barry, Hamidou ; Kinda, Mohamed Tidjane. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:4:p:2454-2472. Full description at Econpapers || Download paper | |
| 2022 | Monetary policy and inflation–output variability in Sri Lanka: Lessons for developing economies. (2022). Middleditch, Paul ; Mayandy, Kesavarajah. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:1:p:259-279. Full description at Econpapers || Download paper | |
| 2020 | Housing, 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. Full description at Econpapers || Download paper | |
| 2020 | The South African Financial Cycle and its Relation to Household Deleveraging. (2020). Koch, Steven F ; Bosch, Adel . In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:145-173. Full description at Econpapers || Download paper | |
| 2020 | Economic 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. Full description at Econpapers || Download paper | |
| 2020 | Politics 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. Full description at Econpapers || Download paper | |
| 2020 | Dissecting 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. Full description at Econpapers || Download paper | |
| 2020 | Time-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. Full description at Econpapers || Download paper | |
| 2020 | Conventional 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. Full description at Econpapers || Download paper | |
| 2020 | Uncertainty and Forecasts of U.S. Recessions. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Christian, Pierdzioch. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:20:n:1. Full description at Econpapers || Download paper | |
| 2021 | The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87. Full description at Econpapers || Download paper | |
| 2020 | Behavioural 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. Full description at Econpapers || Download paper | |
| 2020 | On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8189. Full description at Econpapers || Download paper | |
| 2021 | Nonlinearities 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. Full description at Econpapers || Download paper | |
| 2021 | Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks. (2021). Kočenda, Evžen ; Kocenda, Even ; Bro, Vaclav. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9463. Full description at Econpapers || Download paper | |
| 2022 | Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9544. Full description at Econpapers || Download paper | |
| 2022 | Persistence in the Passion Investment Market. (2022). Havrylina, Ahniia ; Plastun, Alex ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9586. Full description at Econpapers || Download paper | |
| 2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
| 2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
| 2021 | The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data. (2021). GUPTA, RANGAN ; van Eyden, Renee ; André, Christophe ; Sheng, Xin ; Andre, Christophe. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_008. Full description at Econpapers || Download paper | |
| 2021 | Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017. Full description at Econpapers || Download paper | |
| 2020 | Anything but gold. The golden constant revisited. (2020). Carpantier, Jean-François. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2020036. Full description at Econpapers || Download paper | |
| 2021 | The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic. (2021). Ramona, Dumitriu ; Razvan, Stefanescu. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2021:p:293-303. Full description at Econpapers || Download paper | |
| 2020 | Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16. Full description at Econpapers || Download paper | |
| 2020 | Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608. Full description at Econpapers || Download paper | |
| 2020 | Bitcoinomics 101: principles of the Bitcoin market. (2020). Goorha, Prateek. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00877. Full description at Econpapers || Download paper | |
| 2020 | New 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. Full description at Econpapers || Download paper | |
| 2020 | The 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. Full description at Econpapers || Download paper | |
| 2021 | How persistent is unemployment in major Latin American economies?. (2021). Clavijo-Cortes, Pedro. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00415. Full description at Econpapers || Download paper | |
| 2020 | Interplay 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. Full description at Econpapers || Download paper | |
| 2021 | Does Inflation Affect Economic Growth? A case of Turkey and U.S.. (2021). Canakci, Mehmet. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-6. Full description at Econpapers || Download paper | |
| 2020 | The Effects of Oil Prices on Macroeconomic Variables: Evidence from Azerbaijan. (2020). Mukhtarov, Shahriyar ; Zeynalov, Javid ; Aliyev, Sannur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-11. Full description at Econpapers || Download paper | |
| 2020 | Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-50. Full description at Econpapers || Download paper | |
| 2020 | Empirical Investigation of Relationship between Oil Price and Inflation: The case of India. (2020). Fawaz, Mahmoud Mohamed ; Yousef, Tarek Tawfek ; Sultan, Zafar Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-11. Full description at Econpapers || Download paper | |
| 2020 | Oil 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. Full description at Econpapers || Download paper | |
| 2021 | Does 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. Full description at Econpapers || Download paper | |
| 2021 | Effects 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. Full description at Econpapers || Download paper | |
| 2021 | Oil 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. Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2021 | World Oil Price Shocks in Macroeconomic ASEAN +3 Countries: Measurement of Risk Management and Decision-making a Linear Dynamic Panel Approach. (2021). Sani, Ahmad Zaharuddin ; Singagerda, Faurani Santi ; Sanusi, Anuar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-10. Full description at Econpapers || Download paper | |
| 2021 | Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach. (2021). Canepa, Alessandra ; Al-Saraireh, Ahmad ; Alqaralleh, Huthaifa Sameeh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-17. Full description at Econpapers || Download paper | |
| 2021 | Asymmetric Impact of World Oil Prices on Marketing Margins: Application of NARDL Model for the Indonesian Coffee. (2021). Abd, Shabri M ; Syahnur, Sofyan ; Masbar, Raja ; Hazmi, Yusri ; Kamaruddin, Kamaruddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-25. Full description at Econpapers || Download paper | |
| 2021 | Speculation and price volatility in the coffee market. (2021). Aliaga Lordemann, Francisco Javier ; Mora-Garcia, Claudio ; Mulder, Nanno. In: Documentos de Proyectos. RePEc:ecr:col022:46923. Full description at Econpapers || Download paper | |
| 2020 | Comovement 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. Full description at Econpapers || Download paper | |
| 2020 | Political 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. Full description at Econpapers || Download paper | |
| 2021 | Multilateral political effects on outbound tourism. (2021). Zhou, Peng ; Zhang, Ying. In: Annals of Tourism Research. RePEc:eee:anture:v:88:y:2021:i:c:s0160738321000463. Full description at Econpapers || Download paper | |
| 2021 | OFDI and stock returns: Evidence from manufacturing firms listed on the Chinese A-shares market. (2021). Xie, Shenxiang ; Woo, Wing Thye ; Wu, Huan ; Wang, Xiaosong. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000336. Full description at Econpapers || Download paper | |
| 2021 | The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model. (2021). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001275. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Mark Wohar has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Mark Wohar:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 1990 | The Adjustment of Expectations to a Change in Regime: Comment. In: American Economic Review. [Full Text][Citation analysis] | article | 15 |
| 2011 | Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Determinants of State Labor Productivity: The Changing Role of Density In: Journal of Regional Analysis and Policy. [Full Text][Citation analysis] | article | 2 |
| 2008 | The Composition of Industry and the Duration of State Recessions In: Journal of Regional Analysis and Policy. [Full Text][Citation analysis] | article | 3 |
| 2018 | Measuring the response of gold prices to uncertainty: An analysis beyond the mean In: Papers. [Full Text][Citation analysis] | paper | 41 |
| 2018 | Measuring the response of gold prices to uncertainty: An analysis beyond the mean.(2018) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
| 2018 | Measuring the response of gold prices to uncertainty: An analysis beyond the mean.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2012 | Trends and Cycles in Real Commodity Prices: 1650-2010 In: CEH Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2019 | Changes in the relationship between short?term interest rate, inflation and growth: evidence from the UK, 1820–2014 In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 5 |
| 2015 | Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 1992 | Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets. In: The Financial Review. [Citation analysis] | article | 1 |
| 2017 | A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set In: The Financial Review. [Full Text][Citation analysis] | article | 2 |
| 2017 | Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data In: International Finance. [Full Text][Citation analysis] | article | 18 |
| 2018 | Wealth?to?Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | US Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: International Review of Finance. [Full Text][Citation analysis] | article | 4 |
| 2017 | U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2017 | U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1999 | Are Tax Effects Important in the Long?Run Fisher Relationship? Evidence from the Municipal Bond Market In: Journal of Finance. [Full Text][Citation analysis] | article | 33 |
| 1991 | NEW EVIDENCE CONCERNING THE EXPECTATIONS THEORY FOR THE SHORT END OF THE MATURITY SPECTRUM In: Journal of Financial Research. [Full Text][Citation analysis] | article | 15 |
| 1995 | DETERMINANTS OF PERSISTENCE IN RELATIVE PERFORMANCE OF MUTUAL FUNDS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 20 |
| 2006 | IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY In: Journal of Financial Research. [Full Text][Citation analysis] | article | 12 |
| 1993 | BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 67 |
| 2004 | A Cautionary Note on the Order of Integration of Post?war Aggregate Wage, Price and Productivity Measures In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2011 | PROFIT PERSISTENCE REVISITED: THE CASE OF THE UK In: Manchester School. [Full Text][Citation analysis] | article | 21 |
| 2013 | A PANEL ANALYSIS OF THE STOCK RETURN–DIVIDEND YIELD RELATION: PREDICTING RETURNS AND DIVIDEND GROWTH In: Manchester School. [Full Text][Citation analysis] | article | 6 |
| 2018 | Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks In: Manchester School. [Full Text][Citation analysis] | article | 5 |
| 2020 | What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors? In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries In: Real Estate Economics. [Full Text][Citation analysis] | article | 6 |
| 1997 | Convergence in Interest Rates and Inflation Rates across Countries and over Time. In: Review of International Economics. [Citation analysis] | article | 41 |
| 2021 | Testing the asymmetric effects of exchange rate pass?through in BRICS countries: Does the state of the economy matter? In: The World Economy. [Full Text][Citation analysis] | article | 5 |
| 2014 | Breaks, trends and unit roots in commodity prices: a robust investigation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2018 | Nonlinear Taylor rules: evidence from a large dataset In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2017 | Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2019 | Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies In: Journal of Central Banking Theory and Practice. [Full Text][Citation analysis] | article | 1 |
| 2020 | Is there a National Housing Market Bubble Brewing in the United States? In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Is there a National Housing Market Bubble Brewing in the United States?.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2003 | Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 60 |
| 2004 | Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes.(2004) In: Economic Inquiry. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | article | |
| 2003 | Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
| 2015 | A BAYESIAN ANALYSIS OF WEAK IDENTIFICATION IN STOCK PRICE DECOMPOSITIONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Bitcoin: competitor or complement to gold? In: Economics Bulletin. [Full Text][Citation analysis] | article | 17 |
| 2019 | Bitcoin: competitor or complement to gold?.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2003 | Trends and Persistence in Primary Commodity Prices In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 4 |
| 1996 | The Road Less Travelled: Institutional Aspects of Data and Their Influence on Empirical Estimates with an Application to Tests of Forward Rate Unbiasedness. In: Economic Journal. [Full Text][Citation analysis] | article | 16 |
| 2019 | Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data In: Applied Energy. [Full Text][Citation analysis] | article | 54 |
| 1999 | Derivative activities and managerial incentives in the banking industry In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 23 |
| 2006 | On the prevalence of trends in primary commodity prices In: Journal of Development Economics. [Full Text][Citation analysis] | article | 95 |
| 2018 | The predictive power of the yield spread for future economic expansions: Evidence from a new approach In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2018 | Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 24 |
| 2019 | The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Rise and fall of calendar anomalies over a century In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
| 2019 | Rise and Fall of Calendar Anomalies over a Century.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2019 | Time-varying predictability of oil market movements over a century of data: The role of US financial stress In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 2018 | Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2020 | Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
| 2020 | Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2019 | Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2020 | Price gap anomaly in the US stock market: The whole story In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Price Gap Anomaly in the US Stock Market: The Whole Story.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Spillover effects in oil-related CDS markets during and after the sub-prime crisis In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2010 | Persistence and time-varying coefficients In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | Inflation, inflation uncertainty, and economic growth in emerging and developing countries: Panel data evidence In: Economic Systems. [Full Text][Citation analysis] | article | 11 |
| 2006 | In-sample vs. out-of-sample tests of stock return predictability in the context of data mining In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 100 |
| 2014 | The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics. [Full Text][Citation analysis] | article | 61 |
| 2017 | Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics. [Full Text][Citation analysis] | article | 32 |
| 2015 | Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2017 | Forecasting oil and stock returns with a Qual VAR using over 150years off data In: Energy Economics. [Full Text][Citation analysis] | article | 32 |
| 2015 | Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2018 | Time-varying rare disaster risks, oil returns and volatility In: Energy Economics. [Full Text][Citation analysis] | article | 35 |
| 2017 | Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 2019 | What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? In: Energy Economics. [Full Text][Citation analysis] | article | 29 |
| 2019 | What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2020 | Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
| 2013 | The output gap and stock returns: Do cyclical fluctuations predict portfolio returns? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
| 2013 | The determinants of quantile autocorrelations: Evidence from the UK In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
| 2015 | Examining real interest parity: Which component reverts quickest and in which regime? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
| 2014 | Examining real interest parity: which component reverts quickest and in which regime?.(2014) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1998 | Two puzzles in the analysis of foreign exchange market efficiency In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 24 |
| 1996 | Two Puzzles in the Analysis of Foreign Exchange Market Efficiency..(1996) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2013 | Time varying stock return predictability: Evidence from US sectors In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
| 2017 | The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
| 2016 | The Depreciation of the Pound Post-Brexit: Could it have been Predicted?.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2018 | The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
| 2016 | The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2018 | Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2018 | Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2018 | Volatility jumps: The role of geopolitical risks In: Finance Research Letters. [Full Text][Citation analysis] | article | 26 |
| 2018 | Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2019 | The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
| 2018 | The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2020 | Historical volatility of advanced equity markets: The role of local and global crises In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2019 | Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2021 | Gold, platinum and the predictability of bond risk premia In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2019 | Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2020 | The role of an aligned investor sentiment index in predicting bond risk premia of the U.S In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 8 |
| 2019 | What is a better cross-hedge for energy: Equities or other commodities? In: Global Finance Journal. [Full Text][Citation analysis] | article | 5 |
| 1998 | Cointegration, forecasting and international stock prices In: Global Finance Journal. [Full Text][Citation analysis] | article | 23 |
| 2002 | Testing the monetary model of exchange rate determination: new evidence from a century of data In: Journal of International Economics. [Full Text][Citation analysis] | article | 160 |
| 2011 | Pierre L. Siklos, Martin T. Bohl and Mark E. Wohar, Challenges in central banking: the current institutional environment and forces affecting monetary policy , Cambridge University Press (2010). In: Journal of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | The contribution of economic fundamentals to movements in exchange rates In: Journal of International Economics. [Full Text][Citation analysis] | article | 45 |
| 2020 | Halloween Effect in developed stock markets: A historical perspective In: International Economics. [Full Text][Citation analysis] | article | 2 |
| 2012 | Commodity volatility breaks In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 123 |
| 2013 | International herding: Does it differ across sectors? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 36 |
| 2017 | Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 61 |
| 2016 | Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 1995 | The expectations theory of interest rates: Cointegration and factor decomposition In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2005 | Macro variables and international stock return predictability In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 159 |
| 2006 | The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 63 |
| 2017 | Forecasting market returns: bagging or combining? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
| 2001 | Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993 In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 11 |
| 2013 | Changes in the oil price-inflation pass-through In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 30 |
| 2004 | Testing the monetary model of exchange rate determination: a closer look at panels In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 89 |
| 2009 | Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 9 |
| 2012 | “Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 12 |
| 2014 | Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 8 |
| 2015 | Spurious long memory, uncommon breaks and the implied–realized volatility puzzle In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 7 |
| 1995 | Public and private investment: Are there causal linkages? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 61 |
| 2012 | An empirical investigation of the Taylor curve In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 6 |
| 2015 | Asymmetric tax multipliers In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 12 |
| 2016 | An evaluation of ECB policy in the Euros big four In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2017 | The cyclicality of fiscal policy: New evidence from unobserved components approach In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 5 |
| 2018 | Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 58 |
| 2017 | Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
| 1987 | The determinants of international reserves in the small open economy: The case of Honduras In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Predictability and underreaction in industry-level returns: Evidence from commodity markets In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 1 |
| 2018 | UK macroeconomic volatility: Historical evidence over seven centuries In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 2018 | News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 7 |
| 2017 | News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2019 | Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017 In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 3 |
| 2018 | Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2019 | Growth volatility and inequality in the U.S.: A wavelet analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2018 | Growth Volatility and Inequality in the U.S.: A Wavelet Analysis.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | Growth Volatility and Inequality in the U.S.: A Wavelet Analysis.(2018) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1990 | Monetary institutions, budget deficits and inflation : Empirical results for eight countries In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 8 |
| 2015 | Consumption growth, preference for smoothing, changes in expectations and risk premium In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2017 | Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 13 |
| 2016 | Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2018 | Volatility spillovers across global asset classes: Evidence from time and frequency domains In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 58 |
| 2017 | Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
| 2020 | Fed’s unconventional monetary policy and risk spillover in the US financial markets In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2019 | Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Causality between trading volume and returns: Evidence from quantile regressions In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 58 |
| 2014 | Determining what drives stock returns: Proper inference is crucial: Evidence from the UK In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 24 |
| 2016 | Can commodity returns forecast Canadian sector stock returns? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 11 |
| 2017 | Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 14 |
| 2017 | The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 9 |
| 2016 | The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2018 | Do house prices hedge inflation in the US? A quantile cointegration approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
| 2017 | Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 1996 | Cointegration and the term structure: A multicountry comparison In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 12 |
| 2019 | Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 5 |
| 2021 | Day-of-the-week effect and spread determinants: Some international evidence from equity markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1996 | Abnormal profits and relative strength in mutual fund returns In: Review of Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 1996 | Abnormal profits and relative strength in mutual fund returns.(1996) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 1999 | The changing long-run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act In: Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 1999 | The changing long?run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act.(1999) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2016 | Periodically collapsing bubbles in the South African stock market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 13 |
| 2016 | Periodically Collapsing Bubbles in the South African Stock Market.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2017 | Do commodities make effective hedges for equity investors? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 18 |
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| 2020 | The effect of global and regional stock market shocks on safe haven assets In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 5 |
| 2017 | Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day In: World Development. [Full Text][Citation analysis] | article | 17 |
| 2010 | The Dynamics of Inflation: A Study of a Large Number of Countries In: EcoMod2010. [Full Text][Citation analysis] | paper | 9 |
| 2012 | The dynamics of inflation: a study of a large number of countries.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2010 | The Strategic Implications of Setting Border Tax Adjustments In: EcoMod2010. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 8 |
| 2001 | Explaining stock price movements: is there a case for fundamentals? In: Economic and Financial Policy Review. [Full Text][Citation analysis] | article | 14 |
| 2000 | Low frequency movements in stock prices: a state space decomposition In: Working Papers. [Full Text][Citation analysis] | paper | 58 |
| 2002 | Low-Frequency Movements in Stock Prices: A State-Space Decomposition.(2002) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
| 1997 | Nonlinear dynamics and covered interest rate parity In: Working Papers. [Full Text][Citation analysis] | paper | 63 |
| 1998 | Nonlinear dynamics and covered interest rate parity.(1998) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
| 2009 | Can the term spread predict output growth and recessions? a survey of the literature In: Review. [Full Text][Citation analysis] | article | 62 |
| 2021 | Multi-Horizon Financial and Housing Wealth Effects across the U.S. States In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2019 | Multi-Horizon Financial and Housing Wealth Effects across the U.S. States.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals In: Post-Print. [Citation analysis] | paper | 11 |
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| 2020 | Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump In: Post-Print. [Citation analysis] | paper | 1 |
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| 1983 | Regulation, Scale Economies, and Productivity in Steam-Electric Generation. In: International Economic Review. [Full Text][Citation analysis] | article | 28 |
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| 2010 | Stock return predictability and dividend-price ratio: a nonlinear approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 13 |
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| 2020 | Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 1996 | PcGive Professional (Version 8) and Eviews (MicroTSP for Windows Version 1.1A): A Comparative Review. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
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| 2009 | Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 9 |
| 1987 | Alternative Modes of Deficit Financing and Endogeneous Monetary and Fiscal Policy in the U.S.A. 1923-1982. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2007 | Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models This is a significantly revised version of our previous paper, Forecasting US Business Fixed I In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2019 | The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model In: Empirica. [Full Text][Citation analysis] | article | 46 |
| 2016 | The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2021 | What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2021 | High-Frequency Volatility Forecasting of US Housing Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 4 |
| 2019 | High-Frequency Volatility Forecasting of US Housing Markets.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2016 | Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test In: Open Economies Review. [Full Text][Citation analysis] | article | 50 |
| 2015 | Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2017 | The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach In: Open Economies Review. [Full Text][Citation analysis] | article | 5 |
| 2016 | The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 1999 | Models with Unexpected Components: The Case for Efficient Estimation. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 3 |
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| 1995 | The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 12 |
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| 2013 | An Unobserved Components Model that Yields Business and Medium-Run Cycles In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 3 |
| 2013 | An Unobserved Components Model that Yields Business and Medium?Run Cycles.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2016 | Structural Breaks in Volatility: The Case of Chinese Stock Returns In: Chinese Economy. [Full Text][Citation analysis] | article | 4 |
| 2019 | The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for an Oil-Importing Country: The Case of South Africa In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 12 |
| 2007 | Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure In: Journal of Economic Insight. [Citation analysis] | article | 0 |
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| 2010 | UK stock price effects of permanent and transitory shocks.(2010) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2006 | Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 95 |
| 2019 | The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data In: Economics and Business Letters. [Full Text][Citation analysis] | article | 2 |
| 2018 | The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2015 | The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test In: Working Papers. [Citation analysis] | paper | 2 |
| 2015 | Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR In: Working Papers. [Citation analysis] | paper | 2 |
| 2017 | Forecasting key US macroeconomic variables with a factor?augmented Qual VAR.(2017) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2015 | Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers. [Citation analysis] | paper | 13 |
| 2018 | Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2016 | Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries In: Working Papers. [Citation analysis] | paper | 22 |
| 2018 | Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries.(2018) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2016 | Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis In: Working Papers. [Citation analysis] | paper | 7 |
| 2016 | Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks In: Working Papers. [Citation analysis] | paper | 1 |
| 2016 | The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa In: Working Papers. [Citation analysis] | paper | 4 |
| 2016 | Forecasting US GNP Growth: The Role of Uncertainty In: Working Papers. [Citation analysis] | paper | 11 |
| 2018 | Forecasting US GNP growth: The role of uncertainty.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2016 | Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 3 |
| 2018 | Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach.(2018) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2016 | Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data In: Working Papers. [Citation analysis] | paper | 9 |
| 2020 | Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data.(2020) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2017 | Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks In: Working Papers. [Citation analysis] | paper | 11 |
| 2019 | Exchange rate returns and volatility: the role of time-varying rare disaster risks.(2019) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2017 | The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility In: Working Papers. [Citation analysis] | paper | 4 |
| 2019 | The role of time?varying rare disaster risks in predicting bond returns and volatility.(2019) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2017 | An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | International Monetary Policy Spillovers: Evidence from a TVP-VAR In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data In: Working Papers. [Citation analysis] | paper | 4 |
| 2019 | Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data.(2019) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2018 | Persistence of Economic Uncertainty: A Comprehensive Analysis In: Working Papers. [Citation analysis] | paper | 6 |
| 2019 | Persistence of economic uncertainty: a comprehensive analysis.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2018 | Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data In: Working Papers. [Citation analysis] | paper | 1 |
| 2018 | Are BRICS Exchange Rates Chaotic? In: Working Papers. [Citation analysis] | paper | 10 |
| 2019 | Are BRICS exchange rates chaotic?.(2019) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2018 | Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels In: Working Papers. [Citation analysis] | paper | 11 |
| 2018 | Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Halloween Effect in Developed Stock Markets: A US Perspective In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Is the Housing Market in the United States Really Weakly-Efficient? In: Working Papers. [Citation analysis] | paper | 1 |
| 2020 | Is the Housing Market in the United States Really Weakly-Efficient?.(2020) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2019 | The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2020 | The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach.(2020) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2019 | Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data In: Working Papers. [Citation analysis] | paper | 6 |
| 2019 | Giant Oil Discoveries and Conflicts In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence In: Working Papers. [Citation analysis] | paper | 1 |
| 2019 | The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States In: Working Papers. [Citation analysis] | paper | 0 |
| 2020 | The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach In: Working Papers. [Citation analysis] | paper | 3 |
| 2020 | Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market In: Working Papers. [Citation analysis] | paper | 3 |
| 2020 | The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States In: Working Papers. [Citation analysis] | paper | 2 |
| 2020 | The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence In: Working Papers. [Citation analysis] | paper | 2 |
| 2021 | Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis In: Working Papers. [Citation analysis] | paper | 1 |
| 1989 | The Indeterminacy of the Optimal Aggregate for Stabilization Policy under Rational Expectations - L’indeterminatezza dell’aggregato monetario ottimale per la politica di stabilizzazione in presenz In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
| 2020 | What Trump’s China Tariffs Have Cost U.S. Companies? In: Journal of Economic Integration. [Full Text][Citation analysis] | article | 0 |
| 2005 | The Impact of Petroleum Product Prices on State Economic Conditions: An Analysis of the Economic Base In: The Review of Regional Studies. [Full Text][Citation analysis] | article | 1 |
| 1987 | Keynes on Investment and the Business Cycle In: Review of Radical Political Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The Long and the Short of It: Long Memory Regressors and Predictive Regressions In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Determinants of state diesel fuel excise tax rates: the political economy of fuel taxation in the United States In: The Annals of Regional Science. [Full Text][Citation analysis] | article | 18 |
| 2019 | Fiscal stance, foreign capital inflows and the behavior of current account in the Asian countries In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Identifying regime changes in closed-end fund discounts In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | Exchange rate pass-through in the Asian countries: does inflation volatility matter? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2010 | An analysis of the time series properties of the UK ex-post real interest rate: fractional integration, breaks or nonlinear In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2011 | Sum of the parts stock return forecasting: international evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Structural breaks in volatility: the case of UK sector returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
| 2012 | Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Output and stock prices: an examination of the relationship over 200 years In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
| 2013 | UK stock market predictability: evidence of time variation In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2004 | A cointegrated structural VAR model of the Canadian economy In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2007 | Do increases in petroleum product prices put the incumbent party at risk in US presidential elections? In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2013 | The relationship between temperature and CO 2 emissions: evidence from a short and very long dataset In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Long-run growth empirics and new challenges for unified theory In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
| 2014 | Expected returns and expected dividend growth: time to rethink an established empirical literature In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2014 | The conditional influence of term spread and pattern changes on future equity returns In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Location, location, location: currency effects and return predictability? In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2015 | Parity reversion in the Asian real exchange rates: new evidence from the local-persistent model In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2021 | Is COVID-19 Related Anxiety an Accelerator for Responsible and Sustainable Investing ? A Sentiment Analysis In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2004 | Technological convergence among US regions and states In: Economics of Innovation and New Technology. [Full Text][Citation analysis] | article | 6 |
| 2013 | Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach In: Econometric Reviews. [Full Text][Citation analysis] | article | 12 |
| 2014 | Sources of the stock price fluctuations in Chinese equity market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
| 2018 | Stock returns forecasting with metals: sentiment vs. fundamentals In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2020 | The impact of US uncertainty shocks on a panel of advanced and emerging market economies In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 14 |
| 2001 | U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks In: Trinity Economics Papers. [Full Text][Citation analysis] | paper | 6 |
| 1984 | Monetarism and the Aggregate Economy: Some Longer-Run Evidence. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
| 2010 | The Prebisch-Singer Hypothesis: Four Centuries of Evidence In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 134 |
| 1993 | Corporate Ownership and the Thrift Crisis. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 25 |
| 1993 | Convergence in Interest Rates and Inflation Rates Across Countries and Across Time. In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Capital Inflows and Economic Growth: Does the Role of Institutions Matter? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 19 |
| 2018 | Global factors and equity market valuations: Do country characteristics matter? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Volatility forecasting with bivariate multifractal models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 1997 | Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 1997 | The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2020 | CITY SIZE, LABOR PRODUCTIVITY AND WAGES IN KOREA In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2022. Contact: CitEc Team