Mark Wohar : Citation Profile


Are you Mark Wohar?

University of Nebraska-Omaha

34

H index

104

i10 index

4434

Citations

RESEARCH PRODUCTION:

231

Articles

114

Papers

1

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   39 years (1983 - 2022). See details.
   Cites by year: 113
   Journals where Mark Wohar has often published
   Relations with other researchers
   Recent citing documents: 261.    Total self citations: 124 (2.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo4
   Updated: 2024-01-16    RAS profile: 2022-08-13    
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Relations with other researchers


Works with:

GUPTA, RANGAN (71)

Balcilar, Mehmet (19)

Selmi, Refk (14)

bouoiyour, jamal (11)

Plastun, Alex (10)

Tiwari, Aviral (7)

van Eyden, Renee (6)

Ozdemir, Zeynel (6)

Sousa, Ricardo (5)

Demirer, Riza (5)

USMAN, OJONUGWA (4)

Errami, Youssef (4)

Plakandaras, Vasilios (3)

Olson, Eric (3)

Floros, Christos (3)

Salisu, Afees (3)

Roubaud, David (2)

Wang, Shixuan (2)

Apostolakis, George (2)

Theodoridis, Konstantinos (2)

Lau, Chi Keung (2)

Bouri, Elie (2)

Miller, Stephen (2)

Olayeni, Olaolu (2)

Clance, Matthew (2)

coskun, yener (2)

AYINDE, Taofeek (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 (719)

Pierdzioch, Christian (140)

Salisu, Afees (112)

Balcilar, Mehmet (107)

Demirer, Riza (75)

Bouri, Elie (58)

Gabauer, David (57)

Tiwari, Aviral (48)

Ji, Qiang (43)

Lau, Chi Keung (37)

Gil-Alana, Luis (36)

Cites to:

GUPTA, RANGAN (389)

Campbell, John (258)

Balcilar, Mehmet (170)

Shiller, Robert (139)

Perron, Pierre (126)

Kilian, Lutz (88)

Sousa, Ricardo (69)

Stock, James (63)

Engle, Robert (62)

Hamilton, James (62)

Diebold, Francis (60)

Main data


Where Mark Wohar has published?


Journals with more than one article published# docs
Applied Economics16
International Review of Economics & Finance13
Finance Research Letters10
The North American Journal of Economics and Finance9
Energy Economics8
Journal of Macroeconomics7
Applied Economics Letters6
Journal of International Money and Finance5
Research in International Business and Finance5
The European Journal of Finance5
Manchester School4
Journal of International Financial Markets, Institutions and Money4
International Journal of Forecasting4
International Review of Financial Analysis4
The Quarterly Review of Economics and Finance4
Journal of Applied Econometrics4
International Review of Finance4
International Journal of Finance & Economics3
The Review of Economics and Statistics3
Journal of International Economics3
Empirical Economics3
Journal of Financial Research3
Studies in Nonlinear Dynamics & Econometrics3
Economic Modelling3
Journal of Forecasting3
Journal of Money, Credit and Banking3
Southern Economic Journal3
Review of Financial Economics3
International Journal of Finance & Economics2
Journal of Economics and Business2
The Journal of Real Estate Finance and Economics2
Bulletin of Economic Research2
Global Finance Journal2
Journal of Multinational Financial Management2
Review of Quantitative Finance and Accounting2
The Financial Review2
Review of Financial Economics2
Journal of Regional Analysis and Policy2
Emerging Markets Finance and Trade2
Economic Inquiry2
International Economic Review2
International Economics2
Journal of Economics and Finance2
Open Economies Review2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics79
Post-Print / HAL7
IZA Discussion Papers / Institute of Labor Economics (IZA)3
Finance / University Library of Munich, Germany2
Working Papers / Federal Reserve Bank of Dallas2
Computing in Economics and Finance 2005 / Society for Computational Economics2
Working Papers / Eastern Mediterranean University, Department of Economics2
EcoMod2010 / EcoMod2

Recent works citing Mark Wohar (2024 and 2023)


YearTitle of citing document
2023.

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2023The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2023Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2023Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096.

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2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

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2023.

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2023.

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2023.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

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2023Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237.

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2023Nature of comovements in US state and MSA housing prices. (2023). Banerjee, Piyali ; Lee, Junsoo ; Lu, Yan ; Tidwell, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:959-989.

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2023What drives most jumps in global crude oil prices? Fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants. (2023). Selmi, Refk ; Wohar, Mark E ; Hammoudeh, Shawkat. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:3:p:598-618.

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2023.

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2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Monteiro, Sofia ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801.

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2023The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16.

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2023Analyzing the Connection between Energy Prices and Cryptocurrency throughout the Pandemic Period. (2023). Abdulhasanov, Tural ; Akbulaev, Nurkhodzha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-25.

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2023Impact of Russia-Ukraine War on Sustainable Development Goals: A Study through Indian Financial Market Perspective. (2023). Virani, Shreya ; Gurbaxani, Arpita ; Thakkar, Jalpa ; Pathak, Smriti. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-42.

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2023Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Ahmed, Gouher ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila ; Tellez, Jesus Cuauhtemoc ; Paramaiah, CH. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-56.

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2023Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25.

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2023Modeling and Mediating the Interaction between Oil Prices and Economic Sectors Advancement: The Case of Middle East. (2023). Samara, Husni ; Almaharmeh, Mohammaad ; Aladwan, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-5.

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2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187.

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2023Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155.

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2023Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182.

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2023The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583.

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2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Huang, Jianglu ; Qi, Zikang ; Wang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923.

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2023Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229.

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2023Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857.

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2023Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets. (2023). Yin, Anwen ; Procasky, William J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002121.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets. (2023). Li, Min-Jian ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000335.

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2023Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. (2023). He, Zhifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000700.

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2023Geopolitical risk and M&A: The role of national governance institutions. (2023). Corbet, Shaen ; Aldhawyan, Sulaiman ; Koirala, Santosh ; Rao, Sandeep. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000873.

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2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

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2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

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2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

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2023Examining crude oil price outlook amidst substitute energy price and household energy expenditure in the USA: A novel nonparametric multivariate QQR approach. (2023). Usman, Ojonugwa ; Ozkan, Oktay ; Alola, Andrew Adewale. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001111.

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2023Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329.

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2023Climate change and fossil fuel prices: A GARCH-MIDAS analysis. (2023). Salisu, Afees ; Nmadu, Yaaba B ; Tumala, Mohammed M. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002906.

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2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

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2023Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596.

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2023Forecasting crude oil prices in the COVID-19 era: Can machine learn better?. (2023). Meng, Yuhao ; Peng, Yuchao ; Tian, Guangning. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002864.

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2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

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2023The oil price-inflation nexus: The exchange rate pass- through effect. (2023). Du, Min ; Cui, Tianxiang ; Zheng, Dandan ; Ding, Shusheng. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003262.

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2023Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274.

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2023Oil price uncertainty and audit fees: Evidence from the energy industry. (2023). Miao, Xiao ; Zhang, Yun ; Chen, Meng ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s014098832300350x.

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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2023Impacts of alternative energy production innovation on reducing CO2 emissions: Evidence from China. (2023). Li, Yinuo ; Huang, Miao ; Du, Min ; Yang, Tianle. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000786.

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2023Is renewable energy use lowering resource-related uncertainties?. (2023). Olasehinde-Williams, Godwin ; Ozkan, Oktay ; Olanipekun, Ifedolapo Olabisi. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223003432.

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2023Energy security and CO2 emissions: New evidence from time-varying and quantile-varying aspects. (2023). Lobon, Oana-Ramona ; Su, Yun Hsuan ; Zhao, Yan-Xin ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:273:y:2023:i:c:s0360544223005583.

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2023How does COVID-19 affect the spillover effects of green finance, carbon markets, and renewable/non-renewable energy markets? Evidence from China. (2023). Liu, Xinyi ; Dong, Lingfei ; Jiang, Wei. In: Energy. RePEc:eee:energy:v:281:y:2023:i:c:s0360544223017450.

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2023Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045.

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2023COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Sureka, Riya ; Kumar, Satish ; Goodell, John W ; Boubaker, Sabri. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082.

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2023The calming effects of conflict: The impact of partisan conflict on market volatility. (2023). Fan, Zaifeng S ; Beyer, Deborah B. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004124.

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2023Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis. (2023). Ghosh, Sudeshna ; Dogan, Buhari ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000121.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Climate policy uncertainty and risks taken by the bank: Evidence from China. (2023). Zhang, Xiaotong ; Dai, Zhifeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000959.

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2023Geopolitical risk and corporate payout policy. (2023). Yuan, Jiayi ; Huang, Jin ; Gao, Yang ; Adra, Samer. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001291.

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2023A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns. (2023). Huang, Dengshi ; Bouri, Elie ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001722.

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2023Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models. (2023). Zhang, Hongwei ; Wang, Chenlu ; Niu, Zibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002545.

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2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

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2023Political connections and economic policy uncertainty: A global evidence. (2023). Hooy, Chee-Wooi ; Tee, Chwee-Ming. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005190.

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2023US monetary policy and BRICS stock market bubbles. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006122.

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2023The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213.

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2023Digital art and non-fungible-token: Bubble or revolution?. (2023). Aliano, Mauro ; Boido, Claudio. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005578.

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2023Geopolitical risk and stock market volatility: A global perspective. (2023). Li, Shaofang ; He, Mengxi ; Zhang, Yaojie. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007966.

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2023Geopolitical risk and corporate investment: How do politically connected firms respond?. (2023). Farjana, Ashupta ; Houston, Reza ; Alam, Ahmed W. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000557.

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2023Geopolitical risk and stock liquidity. (2023). Verdoliva, Vincenzo ; Pellegrino, Luigi Raffaele ; Meles, Antonio ; Fiorillo, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000612.

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2023Fintech market efficiency: A multifractal detrended fluctuation analysis. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001484.

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2023Geopolitical risk and the cost of bank loans. (2023). Ho, Tien ; Nguyen, Thanh Cong. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300185x.

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2023Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519.

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2023CEO power, bank risk-taking and national culture: International evidence. (2023). Amini, Shima ; Murinde, Victor ; Uddin, Moshfique ; Pour, Eilnaz Kashefi. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000335.

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2023Nonlinearities in the exchange rate pass-through: The role of inflation expectations. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101.

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2023Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287.

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2023Geopolitical risk and the dynamics of international capital flows. (2023). Xu, Yang ; Vigne, Samuel ; Han, Liyan ; Feng, Chaonan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001652.

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2023The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871.

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2023Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors. (2023). Elsayed, Ahmed ; Hadhri, Sinda ; Billah, Mabruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002001.

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2023Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US. (2023). Neuenkirch, Matthias ; Haase, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:587-605.

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2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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2023Household indebtedness and the macroeconomic effects of tax changes. (2023). Choi, Sangyup ; Shin, Junhyeok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:22-52.

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2023Recent developments in exchange rate pass-through: What have we learned from uncertain times?. (2023). ben Ameur, Hachmi ; ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000062.

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2023Liquidity yield and exchange rate predictability. (2023). Chen, Shiu-Sheng ; Chou, Yu-Hsi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001043.

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2023Conditional mean reversion of financial ratios and the predictability of returns. (2023). Tokpavi, S ; Jasinski, A ; Boucher, C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001080.

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2023Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory. (2023). Miescu, Mirela ; Jalloul, Maya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001110.

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2023Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654.

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2023Systemwide directional connectedness from Crude Oil to sovereign credit risk. (2023). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000290.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

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2023Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000502.

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2023Determinants and dynamic interactions of trader positions in the gold futures market. (2023). Mo, Wan-Shin ; Chen, Yu-Lun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000338.

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2023Psychological price barriers, El Niño, La Niña: New insights for the case of coffee. (2023). Otero, Jesus ; Holmes, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000405.

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2023Economic policy uncertainties and institutional ownership in India. (2023). Chada, Swechha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000051.

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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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article1
1990The Adjustment of Expectations to a Change in Regime: Comment. In: American Economic Review.
[Full Text][Citation analysis]
article15
2011Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
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paper0
2009Determinants of State Labor Productivity: The Changing Role of Density In: Journal of Regional Analysis and Policy.
[Full Text][Citation analysis]
article2
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.
[Full Text][Citation analysis]
paper64
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean.(2018) In: Economic Modelling.
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This paper has nother version. Agregated cites: 64
article
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64
paper
2012Trends and Cycles in Real Commodity Prices: 1650-2010 In: CEH Discussion Papers.
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paper4
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
1992Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets. In: The Financial Review.
[Citation analysis]
article1
2017A 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]
article3
2017Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data In: International Finance.
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article22
2018Wealth?to?Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: International Review of Finance.
[Full Text][Citation analysis]
article1
2017Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2019US Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: International Review of Finance.
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article5
2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 5
paper
2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2021Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings In: International Review of Finance.
[Full Text][Citation analysis]
article4
2018Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2021Variants of consumption?wealth ratios and predictability of U.S. government bond risk premia In: International Review of Finance.
[Full Text][Citation analysis]
article0
1999Are Tax Effects Important in the Long?Run Fisher Relationship? Evidence from the Municipal Bond Market In: Journal of Finance.
[Full Text][Citation analysis]
article34
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]
article20
2006IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY In: Journal of Financial Research.
[Full Text][Citation analysis]
article14
1993BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article71
2004A Cautionary Note on the Order of Integration of Post?war Aggregate Wage, Price and Productivity Measures In: Manchester School.
[Full Text][Citation analysis]
article0
2011PROFIT PERSISTENCE REVISITED: THE CASE OF THE UK In: Manchester School.
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article22
2013A PANEL ANALYSIS OF THE STOCK RETURN–DIVIDEND YIELD RELATION: PREDICTING RETURNS AND DIVIDEND GROWTH In: Manchester School.
[Full Text][Citation analysis]
article7
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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article6
2020What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors? In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article3
2019Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries In: Real Estate Economics.
[Full Text][Citation analysis]
article7
1997Convergence in Interest Rates and Inflation Rates across Countries and over Time. In: Review of International Economics.
[Citation analysis]
article47
2021Testing 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]
article9
2014Breaks, trends and unit roots in commodity prices: a robust investigation In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article20
2018Nonlinear Taylor rules: evidence from a large dataset In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article5
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.
[Full Text][Citation analysis]
article10
2017Are 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 nother version. Agregated cites: 10
paper
2019Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies In: Journal of Central Banking Theory and Practice.
[Full Text][Citation analysis]
article1
2020Is there a National Housing Market Bubble Brewing in the United States? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
paper6
2020Is there a National Housing Market Bubble Brewing in the United States?.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2003Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes In: CEPR Discussion Papers.
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paper63
2004Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes.(2004) In: Economic Inquiry.
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This paper has nother version. Agregated cites: 63
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 nother version. Agregated cites: 63
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.
[Full Text][Citation analysis]
article19
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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paper3
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.
[Full Text][Citation analysis]
article16
2019Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data In: Applied Energy.
[Full Text][Citation analysis]
article95
1999Derivative activities and managerial incentives in the banking industry In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article27
2006On the prevalence of trends in primary commodity prices In: Journal of Development Economics.
[Full Text][Citation analysis]
article99
2021Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets In: Economic Modelling.
[Full Text][Citation analysis]
article8
2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach In: Economic Modelling.
[Full Text][Citation analysis]
article6
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]
article28
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.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2019Rise and fall of calendar anomalies over a century In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article11
2019Rise and Fall of Calendar Anomalies over a Century.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 11
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.
[Full Text][Citation analysis]
article18
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 nother version. Agregated cites: 18
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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article17
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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article17
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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article7
2021Evolution of price effects after one-day abnormal returns in the US stock market In: The North American Journal of Economics and Finance.
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article4
2020Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market.(2020) In: Working Papers.
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2010Persistence and time-varying coefficients In: Economics Letters.
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2016Inflation, inflation uncertainty, and economic growth in emerging and developing countries: Panel data evidence In: Economic Systems.
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article15
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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article115
2021Financial stress, economic policy uncertainty, and oil price uncertainty In: Energy Economics.
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article18
2014The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics.
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article66
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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article35
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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article37
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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article44
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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article8
2021Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries In: Energy Economics.
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article7
2013The output gap and stock returns: Do cyclical fluctuations predict portfolio returns? In: International Review of Financial Analysis.
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article11
2013The determinants of quantile autocorrelations: Evidence from the UK In: International Review of Financial Analysis.
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article6
2015Examining real interest parity: Which component reverts quickest and in which regime? In: International Review of Financial Analysis.
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article5
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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article13
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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2019Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises.(2019) In: Working Papers.
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2021The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence In: Finance Research Letters.
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2020The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence.(2020) In: Working Papers.
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2022Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model In: Finance Research Letters.
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article2
2021Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model.(2021) In: Working Papers.
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2020The role of an aligned investor sentiment index in predicting bond risk premia of the U.S In: Journal of Financial Markets.
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article15
2019What is a better cross-hedge for energy: Equities or other commodities? In: Global Finance Journal.
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article6
1998Cointegration, forecasting and international stock prices In: Global Finance Journal.
[Full Text][Citation analysis]
article24
2002Testing the monetary model of exchange rate determination: new evidence from a century of data In: Journal of International Economics.
[Full Text][Citation analysis]
article164
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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article2
2013The contribution of economic fundamentals to movements in exchange rates In: Journal of International Economics.
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article47
2020Halloween Effect in developed stock markets: A historical perspective In: International Economics.
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article3
2021The energy transition, Trump energy agenda and COVID-19 In: International Economics.
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article2
2012Commodity volatility breaks In: Journal of International Financial Markets, Institutions and Money.
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article134
2013International herding: Does it differ across sectors? In: Journal of International Financial Markets, Institutions and Money.
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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach In: Journal of International Financial Markets, Institutions and Money.
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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers.
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2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission In: Journal of International Financial Markets, Institutions and Money.
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article5
1995The expectations theory of interest rates: Cointegration and factor decomposition In: International Journal of Forecasting.
[Full Text][Citation analysis]
article6
2005Macro variables and international stock return predictability In: International Journal of Forecasting.
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article168
2006The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior In: International Journal of Forecasting.
[Full Text][Citation analysis]
article65
2017Forecasting market returns: bagging or combining? In: International Journal of Forecasting.
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article19
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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article14
2013Changes in the oil price-inflation pass-through In: Journal of Economics and Business.
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article31
2004Testing the monetary model of exchange rate determination: a closer look at panels In: Journal of International Money and Finance.
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article93
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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2014Expected returns and expected dividend growth: time to rethink an established empirical literature In: Applied Economics.
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2014The conditional influence of term spread and pattern changes on future equity returns In: Applied Economics.
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