Mark Wohar : Citation Profile

Are you Mark Wohar?

University of Nebraska-Omaha

34

H index

102

i10 index

4331

Citations

RESEARCH PRODUCTION:

230

Articles

114

Papers

1

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   39 years (1983 - 2022). See details.
   Cites by year: 111
   Journals where Mark Wohar has often published
   Relations with other researchers
   Recent citing documents: 581.    Total self citations: 124 (2.78 %)

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   Permalink: http://citec.repec.org/pwo4
   Updated: 2023-11-04    RAS profile: 2022-08-13    
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Relations with other researchers

Works with:

GUPTA, RANGAN (102)

Balcilar, Mehmet (24)

Selmi, Refk (19)

bouoiyour, jamal (16)

Plastun, Alex (10)

Tiwari, Aviral (9)

van Eyden, Renee (7)

Demirer, Riza (7)

Sousa, Ricardo (6)

Plakandaras, Vasilios (6)

Ozdemir, Zeynel (6)

USMAN, OJONUGWA (4)

Errami, Youssef (4)

Miller, Stephen (4)

Olson, Eric (4)

Pierdzioch, Christian (3)

Gkillas (Gillas), Konstantinos (3)

Clance, Matthew (3)

Floros, Christos (3)

Bouri, Elie (3)

Salisu, Afees (3)

Roubaud, David (2)

Apostolakis, George (2)

Baharumshah, Ahmad Zubaidi (2)

Suleman, Tahir (2)

Gebka, Bartosz (2)

Olayeni, Olaolu (2)

Theodoridis, Konstantinos (2)

Risse, Marian (2)

AYINDE, Taofeek (2)

Wang, Shixuan (2)

Soon, Siew-Voon (2)

Gil-Alana, Luis (2)

coskun, yener (2)

Lau, Chi Keung (2)

Olasehinde-Williams, Godwin (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 (713)

Pierdzioch, Christian (140)

Balcilar, Mehmet (107)

Salisu, Afees (107)

Demirer, Riza (71)

Bouri, Elie (56)

Tiwari, Aviral (47)

Ji, Qiang (43)

Gabauer, David (38)

Lau, Chi Keung (37)

Gil-Alana, Luis (35)

Cites to:

GUPTA, RANGAN (389)

Campbell, John (256)

Balcilar, Mehmet (170)

Shiller, Robert (139)

Perron, Pierre (126)

Kilian, Lutz (88)

Sousa, Ricardo (69)

Stock, James (63)

Hamilton, James (62)

Diebold, Francis (60)

Engle, Robert (59)

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
Energy Economics8
The North American Journal of Economics and Finance8
Journal of Macroeconomics7
Applied Economics Letters6
Journal of International Money and Finance5
The European Journal of Finance5
Research in International Business and Finance5
International Review of Finance4
International Journal of Forecasting4
The Quarterly Review of Economics and Finance4
International Review of Financial Analysis4
Manchester School4
Journal of International Financial Markets, Institutions and Money4
Journal of Applied Econometrics4
Studies in Nonlinear Dynamics & Econometrics3
Empirical Economics3
The Review of Economics and Statistics3
Southern Economic Journal3
Journal of Financial Research3
International Journal of Finance & Economics3
Journal of Money, Credit and Banking3
Economic Modelling3
Review of Financial Economics3
Journal of International Economics3
Journal of Forecasting3
Journal of Economics and Finance2
International Economic Review2
International Journal of Finance & Economics2
The Journal of Real Estate Finance and Economics2
Emerging Markets Finance and Trade2
Global Finance Journal2
Open Economies Review2
Journal of Multinational Financial Management2
Journal of Regional Analysis and Policy2
Review of Quantitative Finance and Accounting2
Journal of Economics and Business2
International Economics2
The Financial Review2
Review of Financial Economics2
Bulletin of Economic Research2
Economic Inquiry2

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
Computing in Economics and Finance 2005 / Society for Computational Economics2
EcoMod2010 / EcoMod2
Working Papers / Eastern Mediterranean University, Department of Economics2
Finance / University Library of Munich, Germany2
Working Papers / Federal Reserve Bank of Dallas2

Recent works citing Mark Wohar (2023 and 2022)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2022.

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2022.

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2022Energy Dependency and Long-Run Growth. (2022). Novelli, Giacomo. In: FEEM Working Papers. RePEc:ags:feemwp:329650.

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2023.

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2022Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Maria. In: Papers. RePEc:arx:papers:2202.02254.

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2022Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777.

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2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

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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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2022Stock Indices as Indicators of Market Efficiency and Interaction. (2022). Blahun, Semen ; Dmytryshyn, Lesia. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:8:p:87-106.

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2023.

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2023.

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2022Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588.

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2022The prices of renewable commodities: a robust stationarity analysis. (2022). Presno, Maria Jose ; Landajo, Manuel. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:447-470.

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2022When ‘uncertainty’ becomes ‘unknown’: Influences of economic uncertainty on the shadow economy. (2022). Nguyen, Canh ; Su, Thanh Dinh. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:93:y:2022:i:3:p:677-716.

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2022Are firms with better sustainability performance more resilient during crises?. (2022). Lu, Jing ; Rodenburg, Kathleen ; Foti, Lianne ; Pegoraro, Ann. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:7:p:3354-3370.

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2022The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64.

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2022The financial US uncertainty spillover multiplier: Evidence from a GVAR model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:313-340.

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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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2022Taxes and tax?exempt bonds: A literature review. (2022). Gerrish, Ed ; Spreen, Thomas Luke . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:4:p:767-808.

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2022Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966.

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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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2022The Canadian–US dollar exchange rate over the four decades of the post?Bretton Woods float: An econometric study allowing for structural breaks. (2022). James, Patrick ; Kurita, Takamitsu. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:856-883.

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2022Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379.

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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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2023.

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2022Monetary policy and inflation–output variability in Sri Lanka: Lessons for developing economies. (2022). Middleditch, Paul ; Mayandy, Kesavarajah. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:1:p:259-279.

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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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2022Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2022Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market. (2022). Marfatia, Hardik A ; Gabauer, David ; Chatziantoniou, Ioannis. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:3:p:283-300.

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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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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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2022The Determinants of Crude Oil Prices: Evidence from ARDL and Nonlinear ARDL Approaches. (2022). Rault, Christophe ; Jeguirim, Khaled ; Nouira, Ridha ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10050.

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2022Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9544.

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2022Persistence in the Passion Investment Market. (2022). Havrylina, Ahniia ; Plastun, Alex ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9586.

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2022Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, Valerie ; Cai, Yifei. In: Working Papers. RePEc:cii:cepidt:2022-07.

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2022Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334.

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2022Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Cai, Yifei ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-19.

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2022Oil Price Change and Economic Growth: Evidence from Net Sub-Saharan Africa Oil Exporting Countries. (2022). Mohd, Niaz Ahmad ; Babuga, Umar Tijjani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-41.

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2022Impact of Revenues from Oil and Non-Oil Sectors on the Economic Growth of Azerbaijan. (2022). Huseynli, Nigar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-4.

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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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2022Stochastic convergence in per capita energy use in the EU-15 countries. The role of economic growth. (2022). Simionescu, Mihaela. In: Applied Energy. RePEc:eee:appene:v:322:y:2022:i:c:s0306261922008157.

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2022Are Indian Subcontinent remittance markets connected to each other?. (2022). Genc, Ismail H. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000355.

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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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2022Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets. (2022). Ling, Meijun ; Cao, Guangxi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250.

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2022Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:129-139.

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2022The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505.

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2022Effect of sectoral foreign aid allocation on growth and structural transformation in sub-Saharan Africa—Analysing the roles of institutional quality and human capital. (2022). Sethi, Narayan ; Haldar, Anasuya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:1010-1026.

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2022A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy. (2022). Hamori, Shigeyuki ; Zhang, Yulian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:182-203.

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2022Board attributes, hedging activities and exchange rate risk: Multi-country firm-level evidence. (2022). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000463.

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2022Effects of economic policy uncertainty: A regime switching connectedness approach. (2022). Yu, Xiaojian ; Zhang, Jiewen ; Lien, Donald. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001250.

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2022Global financial risk, the risk-taking channel, and monetary policy in emerging markets. (2022). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002796.

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2022Do export quality and destination income matter for exchange rate pass-through? Evidence from China. (2022). Wang, Xiuling ; Zhang, YU ; Zou, Zongsen. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002991.

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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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2022Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices. (2022). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Plastun, Alex. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001789.

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2022Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Xie, Chi ; Feng, Yusen ; Wang, Gang-Jin ; Qian, Biyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055.

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2022Further evidence on financial information and economic activity forecasts in the United States. (2022). Li, Bin ; Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000079.

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2022Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Tian, Gengyu ; Song, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x.

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2022Investor sentiment and Bitcoin relationship: A quantile-based analysis. (2022). Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000171.

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2022Evolving United States stock market volatility: The role of conventional and unconventional monetary policies. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Ji, Qiang ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000249.

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2022COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Azman, Mukhriz Izraf ; Umar, Zaghum ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x.

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2022Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives. (2022). Hau, Liya ; Xing, Zhanming ; Ren, Yinghua ; Chen, Yiwen ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000523.

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2022Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model. (2022). Zhang, Huanming ; Xie, Haibin ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000559.

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2022Scheduled macroeconomic news announcements and intraday market sentiment. (2022). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000882.

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2022Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors. (2022). Koutsokostas, Drosos ; Dokas, Ioannis ; Papathanasiou, Spyros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001097.

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2022Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

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2022The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress. (2022). Balcilar, Mehmet ; Aygun, Gurcan ; Ozdemir, Huseyin ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001371.

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2022A time-varying copula approach for constructing a daily financial systemic stress index. (2022). Yeap, Xiu Wei ; Li, Changtai ; Tan, Sook-Rei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001565.

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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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2022On robust testing for trend. (2022). Skrobotov, Anton. In: Economics Letters. RePEc:eee:ecolet:v:212:y:2022:i:c:s0165176522000040.

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2022Persistence of state-level uncertainty of the United States: The role of climate risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001276.

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2022Safe flight to which haven when Russia invades Ukraine? A 48-hour story. (2022). Mohamad, Azhar. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001598.

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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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2022Testing for episodic predictability in stock returns. (2022). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:85-113.

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2022Corporate governance and investment sensitivity to policy uncertainty in Brazil. (2022). Caixe, Daniel Ferreira. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014121000911.

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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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2022Technology shocks and stock returns: A long-term perspective. (2022). Narayan, Paresh Kumar ; Sharma, Susan Sunila. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:67-83.

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2022Green investments: A luxury good or a financial necessity?. (2022). Yousaf, Imran ; Demirer, Riza ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005909.

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2022Forecasting oil and gold volatilities with sentiment indicators under structural breaks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ji, Qiang ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100596x.

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2022Nonlinear tail dependence between the housing and energy markets. (2022). Taghizadeh-Hesary, Farhad ; Uddin, Gazi Salah ; Yoshino, Naoyuki ; Hedstrom, Axel ; Stenvall, David. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006137.

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2022Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis. (2022). Liu, Zhen Hua ; Ding, Qian ; Liang, Zhipeng ; Chen, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000627.

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2022Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions. (2022). Kang, Sanghoon ; McIver, Ron ; Vo, Xuan Vinh ; Ur, Mobeen. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000603.

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2022Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116.

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2022Does oil impact gold during COVID-19 and three other recent crises?. (2022). Do, Hung Xuan ; Brooks, Robert ; Sarker, Ashutosh ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001165.

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2022Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis. (2022). Zhang, Feipeng ; Li, Rong ; Yuan, DI. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001487.

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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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article3
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean In: Papers.
[Full Text][Citation analysis]		paper63
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean.(2018) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		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 another version. Agregated cites: 63		paper
2012Trends and Cycles in Real Commodity Prices: 1650-2010 In: CEH Discussion Papers.
[Full Text][Citation analysis]		paper4
2016FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2019Changes in the relationship between short?term interest rate, inflation and growth: evidence from the UK, 1820–2014 In: Bulletin of Economic Research.
[Full Text][Citation analysis]		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 another 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.
[Full Text][Citation analysis]		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 another version. Agregated cites: 1		paper
2019US Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: International Review of Finance.
[Full Text][Citation analysis]		article5
2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working Papers.
[Citation analysis]
This paper has another 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 another 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 another 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.
[Full Text][Citation analysis]		article21
2013A PANEL ANALYSIS OF THE STOCK RETURN–DIVIDEND YIELD RELATION: PREDICTING RETURNS AND DIVIDEND GROWTH In: Manchester School.
[Full Text][Citation analysis]		article6
2018Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks In: Manchester School.
[Full Text][Citation analysis]		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]		article19
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 another 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.
[Citation analysis]
This paper has another version. Agregated cites: 6		paper
2003Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper63
2004Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes.(2004) In: Economic Inquiry.
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This paper has another version. Agregated cites: 63		article
2003Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has another version. Agregated cites: 63		paper
2015A BAYESIAN ANALYSIS OF WEAK IDENTIFICATION IN STOCK PRICE DECOMPOSITIONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2003Trends and Persistence in Primary Commodity Prices In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		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]		article90
1999Derivative activities and managerial incentives in the banking industry In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article24
2006On the prevalence of trends in primary commodity prices In: Journal of Development Economics.
[Full Text][Citation analysis]		article98
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
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 another 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.
[Citation analysis]
This paper has another 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]		article17
2018Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 17		paper
2020Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article17
2020Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article17
2019Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 17		paper
2020Price gap anomaly in the US stock market: The whole story In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2019Price Gap Anomaly in the US Stock Market: The Whole Story.(2019) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2020Spillover 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]		article6
2021Evolution 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]		article4
2020Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market.(2020) In: Working Papers.
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This paper has another version. Agregated cites: 4		paper
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.
[Full Text][Citation analysis]		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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2021Financial stress, economic policy uncertainty, and oil price uncertainty In: Energy Economics.
[Full Text][Citation analysis]		article17
2014The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics.
[Full Text][Citation analysis]		article66
2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics.
[Full Text][Citation analysis]		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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This paper has another version. Agregated cites: 35		paper
2017Forecasting oil and stock returns with a Qual VAR using over 150years off data In: Energy Economics.
[Full Text][Citation analysis]		article36
2015Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 36		paper
2018Time-varying rare disaster risks, oil returns and volatility In: Energy Economics.
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2017Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers.
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2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? In: Energy Economics.
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2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?.(2019) In: Post-Print.
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2020Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate In: Energy Economics.
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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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2013The output gap and stock returns: Do cyclical fluctuations predict portfolio returns? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2013The determinants of quantile autocorrelations: Evidence from the UK In: International Review of Financial Analysis.
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2015Examining real interest parity: Which component reverts quickest and in which regime? In: International Review of Financial Analysis.
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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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2017The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters.
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2016The Depreciation of the Pound Post-Brexit: Could it have been Predicted?.(2016) In: Working Papers.
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2018The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach In: Finance Research Letters.
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2016The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach.(2016) In: Working Papers.
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2018Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis In: Finance Research Letters.
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2018Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis.(2018) In: Post-Print.
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2018Volatility jumps: The role of geopolitical risks In: Finance Research Letters.
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2018Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers.
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2019The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests In: Finance Research Letters.
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2018The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests.(2018) In: Working Papers.
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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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2021Gold, platinum and the predictability of bond risk premia In: Finance Research Letters.
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2019Gold, Platinum and the Predictability of Bond Risk Premia.(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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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.
[Full Text][Citation analysis]		article14
2019What is a better cross-hedge for energy: Equities or other commodities? In: Global Finance Journal.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article2
2013The contribution of economic fundamentals to movements in exchange rates In: Journal of International Economics.
[Full Text][Citation analysis]		article47
2020Halloween Effect in developed stock markets: A historical perspective In: International Economics.
[Full Text][Citation analysis]		article3
2021The energy transition, Trump energy agenda and COVID-19 In: International Economics.
[Full Text][Citation analysis]		article2
2012Commodity volatility breaks In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article133
2013International herding: Does it differ across sectors? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article42
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.
[Full Text][Citation analysis]		article65
2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 65		paper
2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article166
2006The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior In: International Journal of Forecasting.
[Full Text][Citation analysis]		article64
2017Forecasting market returns: bagging or combining? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
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.
[Full Text][Citation analysis]		article14
2013Changes in the oil price-inflation pass-through In: Journal of Economics and Business.
[Full Text][Citation analysis]		article30
2004Testing the monetary model of exchange rate determination: a closer look at panels In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article93
2009Multi-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]		article11
2012“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
2014Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article9
2015Spurious long memory, uncommon breaks and the implied–realized volatility puzzle In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
1995Public and private investment: Are there causal linkages? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article65
2012An empirical investigation of the Taylor curve In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article6
2015Asymmetric tax multipliers In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article13
2016An evaluation of ECB policy in the Euros big four In: Journal of Macroeconomics.
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2017The cyclicality of fiscal policy: New evidence from unobserved components approach In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article7
2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty In: Journal of Macroeconomics.
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2021Testing for rational bubbles in the UK housing market In: Applied Economics.
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2004Technological convergence among US regions and states In: Economics of Innovation and New Technology.
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2013Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach In: Econometric Reviews.
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2014Sources of the stock price fluctuations in Chinese equity market In: The European Journal of Finance.
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2018Stock returns forecasting with metals: sentiment vs. fundamentals In: The European Journal of Finance.
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2020The impact of US uncertainty shocks on a panel of advanced and emerging market economies In: The Journal of International Trade & Economic Development.
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2001U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks In: Trinity Economics Papers.
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1984Monetarism and the Aggregate Economy: Some Longer-Run Evidence. In: The Review of Economics and Statistics.
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2010The Prebisch-Singer Hypothesis: Four Centuries of Evidence In: The Review of Economics and Statistics.
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1993Corporate Ownership and the Thrift Crisis. In: Journal of Law and Economics.
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1993Convergence in Interest Rates and Inflation Rates Across Countries and Across Time. In: Working Papers.
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2015Capital Inflows and Economic Growth: Does the Role of Institutions Matter? In: International Journal of Finance & Economics.
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2018Global factors and equity market valuations: Do country characteristics matter? In: International Journal of Finance & Economics.
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2020Volatility forecasting with bivariate multifractal models In: Journal of Forecasting.
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2004The Linkage between Prices, Wages, and Labor Productivity: A Panel Study of Manufacturing Industries In: Southern Economic Journal.
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2006What Drives Stock Prices? Identifying the Determinants of Stock Price Movements In: Southern Economic Journal.
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2007Domestic?Foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models In: Southern Economic Journal.
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1997Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market In: Finance.
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1997The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act In: Finance.
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2020CITY SIZE, LABOR PRODUCTIVITY AND WAGES IN KOREA In: The Singapore Economic Review (SER).
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