35
H index
112
i10 index
4772
Citations
Mark Wohar : Citation Profile
University of Nebraska-Omaha | RESEARCH PRODUCTION: 220 Articles 114 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
39 years (1983 - 2022). Relations with other researchers
Main data
Where Mark Wohar has published?
Recent works citing Mark Wohar (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper | |
| 2024 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper | |
| 2023 | Econometric 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. Full description at Econpapers || Download paper | |
| 2023 | Impact 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. Full description at Econpapers || Download paper | |
| 2024 | Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Diversification-Enhancing Contrastive Learning. (2024). Lee, Yongjae ; Kim, Yejin. In: Papers. RePEc:arx:papers:2404.07223. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2024 | The impact of deviations from soybean product crushing estimates on return and risk. (2024). Chitavi, Michael ; Abdoh, Hussein. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:181-199. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2024 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2024 | Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442. Full description at Econpapers || Download paper | |
| 2023 | Pockets 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. Full description at Econpapers || Download paper | |
| 2023 | Market 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. Full description at Econpapers || Download paper | |
| 2023 | Nature 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. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | What 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. Full description at Econpapers || Download paper | |
| 2023 | Uncertainty 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. Full description at Econpapers || Download paper | |
| 2023 | Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801. Full description at Econpapers || Download paper | |
| 2024 | How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Nouira, Ridha ; ben Salem, Leila ; Rault, Christophe ; Saafi, Sami. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107. Full description at Econpapers || Download paper | |
| 2023 | Oil price volatility: impacts in the Brazilian economy. (2023). , Ledson ; Schommer, Susan ; de Oliveira, Adilson. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00950. Full description at Econpapers || Download paper | |
| 2023 | Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00030. Full description at Econpapers || Download paper | |
| 2023 | Asymmetric relationship between macroeconomic uncertainty and stock market performance: a study of the Indian stock market. (2023). , Padmaja ; Vaswani, Prem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00200. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Analyzing 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. Full description at Econpapers || Download paper | |
| 2023 | Impact 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. Full description at Econpapers || Download paper | |
| 2023 | Pass-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. Full description at Econpapers || Download paper | |
| 2023 | Assessing 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. Full description at Econpapers || Download paper | |
| 2023 | Modeling 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. Full description at Econpapers || Download paper | |
| 2024 | Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). Wang, Longle ; You, Zhe ; Gong, Mengqi ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933. Full description at Econpapers || Download paper | |
| 2023 | Investor 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. Full description at Econpapers || Download paper | |
| 2024 | Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091. Full description at Econpapers || Download paper | |
| 2023 | Central bank independence and inflation volatility in developing countries. (2023). Rodriguez, Cesar ; Garriga, Ana Carolina. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1320-1341. Full description at Econpapers || Download paper | |
| 2023 | Monetary 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. Full description at Econpapers || Download paper | |
| 2023 | The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China. (2023). Qi, Jiayin ; Xu, Kunpeng ; Zhang, Pengcheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:222-246. Full description at Econpapers || Download paper | |
| 2023 | Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296. Full description at Econpapers || Download paper | |
| 2023 | Do households react to policy uncertainty by increasing savings?. (2023). Xu, Can. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:770-785. Full description at Econpapers || Download paper | |
| 2024 | Exchange rate pass-through in emerging Asia and exposure to external shocks. (2024). Beirne, John ; Panthi, Pradeep ; Renzhi, Nuobu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1608-1624. Full description at Econpapers || Download paper | |
| 2023 | Time-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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Interconnectedness 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. Full description at Econpapers || Download paper | |
| 2023 | How 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. Full description at Econpapers || Download paper | |
| 2023 | Global 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. Full description at Econpapers || Download paper | |
| 2023 | Laplacian-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. Full description at Econpapers || Download paper | |
| 2024 | Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133. Full description at Econpapers || Download paper | |
| 2023 | Identifying 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. Full description at Econpapers || Download paper | |
| 2023 | Searching 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. Full description at Econpapers || Download paper | |
| 2023 | GARCH-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. Full description at Econpapers || Download paper | |
| 2023 | Geopolitical 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. Full description at Econpapers || Download paper | |
| 2023 | Oil price shocks and stock–bond correlation. (2023). Rehman, Mobeen ; Razzaq, Abdel ; Ziadat, Salem Adel ; McMillan, David G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823001122. Full description at Econpapers || Download paper | |
| 2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper | |
| 2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper | |
| 2024 | Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056. Full description at Econpapers || Download paper | |
| 2024 | The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Borjigin, Sumuya ; Hu, Zinan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Shi, Jing ; Guo, Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640. Full description at Econpapers || Download paper | |
| 2023 | Geopolitical 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. Full description at Econpapers || Download paper | |
| 2024 | Economic uncertainty and credit risk: Evidence from international corporate bonds. (2024). Valenzuela, Patricio ; Mella, Javier ; Claveria, Juan. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001496. Full description at Econpapers || Download paper | |
| 2023 | Penalized 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. Full description at Econpapers || Download paper | |
| 2023 | Penetrating sporadic return predictability. (2023). Xie, Xinling ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002257. Full description at Econpapers || Download paper | |
| 2023 | Evaluating forecast performance with state dependence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002657. Full description at Econpapers || Download paper | |
| 2023 | Taking stock of long-horizon predictability tests: Are factor returns predictable?. (2023). KOSTAKIS, ALEXANDROS ; Magdalinos, Tassos ; Stamatogiannis, Michalis P. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000052. Full description at Econpapers || Download paper | |
| 2023 | Do 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. Full description at Econpapers || Download paper | |
| 2024 | Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407. Full description at Econpapers || Download paper | |
| 2023 | Time 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. Full description at Econpapers || Download paper | |
| 2023 | On the driving forces of real exchange rates: Is the Japanese Yen different?. (2023). Zeng, Ming ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000907. Full description at Econpapers || Download paper | |
| 2023 | Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993. Full description at Econpapers || Download paper | |
| 2023 | An 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. Full description at Econpapers || Download paper | |
| 2023 | Extreme 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. Full description at Econpapers || Download paper | |
| 2023 | Volatility 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. 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 | 73 |
| 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 nother version. Agregated cites: 73 | 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 nother version. Agregated cites: 73 | paper | |
| 2012 | Trends and Cycles in Real Commodity Prices: 1650-2010 In: CEH Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 1992 | Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets. In: The Financial Review. [Citation analysis] | article | 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 | 4 |
| 2017 | Do leading indicators forecast U.S. recessions? A nonlinear re€ evaluation using historical data In: International Finance. [Full Text][Citation analysis] | article | 25 |
| 2019 | US Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: International Review of Finance. [Full Text][Citation analysis] | article | 6 |
| 2017 | U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | 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 nother version. Agregated cites: 6 | paper | |
| 2021 | Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings In: International Review of Finance. [Full Text][Citation analysis] | article | 7 |
| 2018 | Predicting 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: 7 | 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 | 34 |
| 1991 | New Evidence Concerning the Expectations Theory for the Short End of the Maturity Spectrum In: Journal of Financial Research. [Citation analysis] | article | 15 |
| 1995 | DETERMINANTS OF PERSISTENCE IN RELATIVE PERFORMANCE OF MUTUAL FUNDS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 21 |
| 2006 | IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY In: Journal of Financial Research. [Full Text][Citation analysis] | article | 14 |
| 1993 | BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 71 |
| 2011 | PROFIT PERSISTENCE REVISITED: THE CASE OF THE UK In: Manchester School. [Full Text][Citation analysis] | article | 22 |
| 2013 | A PANEL ANALYSIS OF THE STOCK RETURN–DIVIDEND YIELD RELATION: PREDICTING RETURNS AND DIVIDEND GROWTH In: Manchester School. [Full Text][Citation analysis] | article | 7 |
| 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 | 6 |
| 2020 | What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors? In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
| 2019 | Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries In: Real Estate Economics. [Full Text][Citation analysis] | article | 8 |
| 1997 | Convergence in Interest Rates and Inflation Rates across Countries and over Time. In: Review of International Economics. [Citation analysis] | article | 47 |
| 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 | 11 |
| 2014 | Breaks, trends and unit roots in commodity prices: a robust investigation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 21 |
| 2018 | Nonlinear Taylor rules: evidence from a large dataset In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 7 |
| 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 | 10 |
| 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 nother version. Agregated cites: 10 | 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 | 7 |
| 2020 | Is there a National Housing Market Bubble Brewing in the United States?.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2003 | Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 64 |
| 2004 | Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes.(2004) In: Economic Inquiry. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | 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 nother version. Agregated cites: 64 | 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 | 21 |
| 2019 | Bitcoin: competitor or complement to gold?.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2003 | Trends and Persistence in Primary Commodity Prices In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 3 |
| 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 | 114 |
| 1999 | Derivative activities and managerial incentives in the banking industry In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 27 |
| 2006 | On the prevalence of trends in primary commodity prices In: Journal of Development Economics. [Full Text][Citation analysis] | article | 102 |
| 2021 | Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
| 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 | 8 |
| 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 nother 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 | 14 |
| 2019 | Rise and Fall of Calendar Anomalies over a Century.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 14 | 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 | 19 |
| 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 nother version. Agregated cites: 19 | 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 | 26 |
| 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 | 20 |
| 2019 | Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 20 | 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 | 1 |
| 2019 | Price Gap Anomaly in the US Stock Market: The Whole Story.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | 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 | 9 |
| 2021 | Evolution of price effects after one-day abnormal returns in the US stock market In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2020 | Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 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 | 25 |
| 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 | 119 |
| 2021 | Financial stress, economic policy uncertainty, and oil price uncertainty In: Energy Economics. [Full Text][Citation analysis] | article | 23 |
| 2014 | The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics. [Full Text][Citation analysis] | article | 73 |
| 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 | 37 |
| 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 nother version. Agregated cites: 37 | paper | |
| 2017 | Forecasting oil and stock returns with a Qual VAR using over 150years off data In: Energy Economics. [Full Text][Citation analysis] | article | 40 |
| 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 nother version. Agregated cites: 40 | paper | |
| 2018 | Time-varying rare disaster risks, oil returns and volatility In: Energy Economics. [Full Text][Citation analysis] | article | 51 |
| 2017 | Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 51 | 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 | 124 |
| 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 nother version. Agregated cites: 124 | 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 | 12 |
| 2021 | Moving 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. [Full Text][Citation analysis] | article | 9 |
| 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 | 7 |
| 2015 | Examining real interest parity: Which component reverts quickest and in which regime? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
| 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 nother version. Agregated cites: 5 | paper | |
| 1998 | Two puzzles in the analysis of foreign exchange market efficiency In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 26 |
| 1996 | Two Puzzles in the Analysis of Foreign Exchange Market Efficiency..(1996) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2013 | Time varying stock return predictability: Evidence from US sectors In: Finance Research Letters. [Full Text][Citation analysis] | article | 14 |
| 2017 | The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters. [Full Text][Citation analysis] | article | 12 |
| 2016 | The Depreciation of the Pound Post-Brexit: Could it have been Predicted?.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | 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 | 14 |
| 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 nother version. Agregated cites: 14 | paper | |
| 2018 | Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
| 2018 | Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2018 | Volatility jumps: The role of geopolitical risks In: Finance Research Letters. [Full Text][Citation analysis] | article | 52 |
| 2018 | Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 52 | 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 | 15 |
| 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 nother version. Agregated cites: 15 | paper | |
| 2020 | Historical volatility of advanced equity markets: The role of local and global crises In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2019 | Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2021 | Gold, platinum and the predictability of bond risk premia In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
| 2019 | Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2021 | The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2020 | The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2022 | Global 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. [Full Text][Citation analysis] | article | 2 |
| 2021 | Global 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. [Citation analysis] This paper has nother 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 | 17 |
| 2019 | What is a better cross-hedge for energy: Equities or other commodities? In: Global Finance Journal. [Full Text][Citation analysis] | article | 6 |
| 1998 | Cointegration, forecasting and international stock prices In: Global Finance Journal. [Full Text][Citation analysis] | article | 24 |
| 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 | 168 |
| 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 | 2 |
| 2013 | The contribution of economic fundamentals to movements in exchange rates In: Journal of International Economics. [Full Text][Citation analysis] | article | 49 |
| 2020 | Halloween Effect in developed stock markets: A historical perspective In: International Economics. [Full Text][Citation analysis] | article | 4 |
| 2021 | The energy transition, Trump energy agenda and COVID-19 In: International Economics. [Full Text][Citation analysis] | article | 3 |
| 2012 | Commodity volatility breaks In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 145 |
| 2013 | International herding: Does it differ across sectors? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 48 |
| 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 | 68 |
| 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 nother version. Agregated cites: 68 | paper | |
| 2021 | Political uncertainty, COVID-19 pandemic and stock market volatility transmission In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 14 |
| 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 | 176 |
| 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 | 65 |
| 2017 | Forecasting market returns: bagging or combining? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 20 |
| 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 | 14 |
| 2013 | Changes in the oil price-inflation pass-through In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 32 |
| 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 | 93 |
| 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 | 11 |
| 2012 | “Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 2014 | Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 9 |
| 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 | 71 |
| 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 | 13 |
| 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 | 7 |
| 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 | 77 |
| 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 nother version. Agregated cites: 77 | 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 | 3 |
| 2018 | UK macroeconomic volatility: Historical evidence over seven centuries In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 2021 | Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data In: Resources Policy. [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 | 12 |
| 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 nother version. Agregated cites: 12 | 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 | 4 |
| 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 nother version. Agregated cites: 4 | 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 nother 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 nother 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 | 11 |
| 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 | 21 |
| 2016 | Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 21 | 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 | 88 |
| 2017 | Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 88 | 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 nother 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 | 68 |
| 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 | 27 |
| 2016 | Can commodity returns forecast Canadian sector stock returns? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 13 |
| 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 | 2 |
| 2017 | Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 21 |
| 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 | 11 |
| 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 nother version. Agregated cites: 11 | 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 | 11 |
| 2017 | Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | 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 | 6 |
| 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 | 2 |
| 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 | 1 |
| 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 nother version. Agregated cites: 1 | paper | |
| 2021 | Housing sector and economic policy uncertainty: A GMM panel VAR approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
| 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 nother 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 | 1 |
| 2016 | Periodically collapsing bubbles in the South African stock market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 20 |
| 2016 | Periodically Collapsing Bubbles in the South African Stock Market.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2017 | Do commodities make effective hedges for equity investors? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 21 |
| 2020 | Historical evolution of monthly anomalies in international stock markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2019 | Historical Evolution of Monthly Anomalies in International Stock Markets.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| 2020 | The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2022 | “Digital Gold” and geopolitics In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
| 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 | 13 |
| 2017 | Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day In: World Development. [Full Text][Citation analysis] | article | 21 |
| 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 nother 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 | 2 |
| 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 | 21 |
| 2000 | Low frequency movements in stock prices: a state space decomposition In: Working Papers. [Full Text][Citation analysis] | paper | 64 |
| 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 nother version. Agregated cites: 64 | article | |
| 1997 | Nonlinear dynamics and covered interest rate parity In: Working Papers. [Full Text][Citation analysis] | paper | 65 |
| 1998 | Nonlinear dynamics and covered interest rate parity.(1998) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
| 2009 | Can the term spread predict output growth and recessions? a survey of the literature In: Review. [Full Text][Citation analysis] | article | 68 |
| 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 nother 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 | 20 |
| 2019 | Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2020 | Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump In: Post-Print. [Citation analysis] | paper | 5 |
| 2020 | Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump.(2020) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2020 | Are U.S. industries resilient in dealing with trade uncertainty ? The case of U.S.-China trade war In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 1983 | Regulation, Scale Economies, and Productivity in Steam-Electric Generation. In: International Economic Review. [Full Text][Citation analysis] | article | 29 |
| 1987 | Regulation, Scale and Productivity: Reply. In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2006 | The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 9 |
| 2010 | Stock return predictability and dividend-price ratio: a nonlinear approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 14 |
| 2004 | The persistence in international real interest rates In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 42 |
| 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 | 10 |
| 2021 | Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times? In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 1 |
| 2005 | Valuation ratios and long-horizon stock price predictability In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 26 |
| 2009 | Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 14 |
| 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 |
| 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 | 52 |
| 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 nother version. Agregated cites: 52 | 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 nother 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 | 7 |
| 2019 | High-Frequency Volatility Forecasting of US Housing Markets.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | 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 | 87 |
| 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 nother version. Agregated cites: 87 | 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 | 9 |
| 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 nother version. Agregated cites: 9 | paper | |
| 1999 | Models with Unexpected Components: The Case for Efficient Estimation. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 3 |
| 2020 | Oil shocks and volatility jumps In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 11 |
| 2018 | Oil Shocks and Volatility Jumps.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1995 | The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 12 |
| 2005 | Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 99 |
| 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 |
| 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 | 13 |
| 2021 | Phillips Curve for the Asian Economies: A Nonlinear Perspective In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2007 | Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure In: Journal of Economic Insight. [Citation analysis] | article | 0 |
| 1998 | Stock Price Effects of Permanent and Transitory Shocks. In: Economic Inquiry. [Citation analysis] | article | 13 |
| 2010 | UK stock price effects of permanent and transitory shocks.(2010) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2006 | Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 112 |
| 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 | 3 |
| 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 nother version. Agregated cites: 3 | paper | |
| 2015 | The Stock Return Predictability and Stock Price Decomposition in the Chinese Equity Market In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014 In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 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 | 1 |
| 2015 | Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach In: Working Papers. [Citation analysis] | paper | 32 |
| 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 nother version. Agregated cites: 32 | 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 | 37 |
| 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 nother version. Agregated cites: 37 | 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 | 5 |
| 2016 | Forecasting US GNP Growth: The Role of Uncertainty In: Working Papers. [Citation analysis] | paper | 13 |
| 2018 | Forecasting US GNP growth: The role of uncertainty.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2016 | Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 7 |
| 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 nother version. Agregated cites: 7 | 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 | 3 |
| 2017 | Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: Working Papers. [Citation analysis] | paper | 0 |
| 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 | 12 |
| 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 nother version. Agregated cites: 12 | article | |
| 2017 | Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks In: Working Papers. [Citation analysis] | paper | 17 |
| 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 nother version. Agregated cites: 17 | article | |
| 2017 | The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility In: Working Papers. [Citation analysis] | paper | 7 |
| 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 nother version. Agregated cites: 7 | 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 | 20 |
| 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 nother version. Agregated cites: 20 | article | |
| 2018 | Persistence of Economic Uncertainty: A Comprehensive Analysis In: Working Papers. [Citation analysis] | paper | 10 |
| 2019 | Persistence of economic uncertainty: a comprehensive analysis.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 | 2 |
| 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 nother version. Agregated cites: 10 | article | |
| 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 | 12 |
| 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 | 1 |
| 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 | 2 |
| 2020 | Is the Housing Market in the United States Really Weakly-Efficient?.(2020) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 | 2 |
| 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 nother version. Agregated cites: 2 | 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 | 8 |
| 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 Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States In: Working Papers. [Citation analysis] | paper | 2 |
| 2021 | The impact of disaggregated oil shocks on state-level consumption of the United States.(2021) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis In: Working Papers. [Citation analysis] | paper | 3 |
| 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 presenza di 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 | 20 |
| 2019 | Fiscal stance, foreign capital inflows and the behavior of current account in the Asian countries In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Identifying regime changes in closed-end fund discounts In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2018 | Exchange rate pass-through in the Asian countries: does inflation volatility matter? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2021 | Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 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 | 11 |
| 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 | 2 |
| 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 | 3 |
| 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 | 5 |
| 2021 | Testing for rational bubbles in the UK housing market 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 | 7 |
| 2013 | Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach In: Econometric Reviews. [Full Text][Citation analysis] | article | 15 |
| 2014 | Sources of the stock price fluctuations in Chinese equity market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2018 | Stock returns forecasting with metals: sentiment vs. fundamentals In: The European Journal of Finance. [Full Text][Citation analysis] | article | 8 |
| 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 | 26 |
| 2001 | U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks In: Trinity Economics Papers. [Full Text][Citation analysis] | paper | 7 |
| 1984 | Monetarism and the Aggregate Economy: Some Longer-Run Evidence. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 11 |
| 2010 | The Prebisch-Singer Hypothesis: Four Centuries of Evidence In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 155 |
| 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 | 32 |
| 2018 | Global factors and equity market valuations: Do country characteristics matter? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Volatility forecasting with bivariate multifractal models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
| 2004 | The Linkage between Prices, Wages, and Labor Productivity: A Panel Study of Manufacturing Industries In: Southern Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2006 | What Drives Stock Prices? Identifying the Determinants of Stock Price Movements In: Southern Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 1997 | Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 1997 | The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 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. Last updated November, 3 2024. Contact: CitEc Team