Mark Wohar
Personal Details
First Name: | Mark |
Middle Name: | E. |
Last Name: | Wohar |
Suffix: | |
RePEc Short-ID: | pwo4 |
| |
http://mwohar.unomaha.community/homepage.html | |
University of Nebraska-Omaha Department of Economics MH 332S Omaha, NE 68182 USA | |
402-554-3712 |
Affiliation
Department of Economics
University of Nebraska-Omaha
Omaha, Nebraska (United States)http://cba.unomaha.edu/econ/
RePEc:edi:deomaus (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022. "How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times?," IZA Discussion Papers 15296, Institute of Labor Economics (IZA).
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2021. "Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies," IZA Discussion Papers 14420, Institute of Labor Economics (IZA).
- Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 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,"
Working Papers
202154, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E., 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," Finance Research Letters, Elsevier, vol. 47(PA).
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021.
"Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis,"
Working Papers
202102, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022. "Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1525-1556, November.
- Refk Selmi & Jamal Bouoiyour & Mark E Wohar & Youssef Errami, 2020.
"Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump,"
Post-Print
hal-02482554, HAL.
- Refk Selmi & Jamal Bouoiyour & Mark E. Wohar & Youssef Errami, 2020. "Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump," Applied Economics, Taylor & Francis Journals, vol. 52(35), pages 3858-3873, July.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2020.
"Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio,"
Working Papers
202094, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2021. "Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 779-810.
- Refk Selmi & Youssef Errami & Mark E Wohar, 2020. "Are U.S. industries resilient in dealing with trade uncertainty ? The case of U.S.-China trade war," Post-Print hal-02523186, HAL.
- Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar, 2020.
"The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach,"
Working Papers
202001, University of Pretoria, Department of Economics.
- Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E., 2021. "The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach," Research in International Business and Finance, Elsevier, vol. 58(C).
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times," IZA Discussion Papers 13274, Institute of Labor Economics (IZA).
- Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020.
"The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence,"
Working Papers
202096, University of Pretoria, Department of Economics.
- Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E., 2021. "The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence," Finance Research Letters, Elsevier, vol. 43(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020.
"Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market,"
Working Papers
202016, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021. "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E, 2020.
"Is there a National Housing Market Bubble Brewing in the United States?,"
Cardiff Economics Working Papers
E2020/3, Cardiff University, Cardiff Business School, Economics Section.
- Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E., 2023. "Is there a national housing market bubble brewing in the United States?," Macroeconomic Dynamics, Cambridge University Press, vol. 27(8), pages 2191-2228, December.
- Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020. "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers 202023, University of Pretoria, Department of Economics.
- Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020.
"The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States,"
Working Papers
202045, University of Pretoria, Department of Economics.
- Rangan Gupta & Xin Sheng & Reneé van Eyden & Mark Wohar, 2021. "The impact of disaggregated oil shocks on state-level consumption of the United States," Applied Economics Letters, Taylor & Francis Journals, vol. 28(21), pages 1818-1824, December.
- Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019.
"Oil Price Uncertainty and Movements in the US Government Bond Risk Premia,"
Working Papers
201919, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020. "Oil price uncertainty and movements in the US government bond risk premia," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Samrat Goswami & Rangan Gupta & Mark E. Wohar, 2019.
"Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises,"
Working Papers
201931, University of Pretoria, Department of Economics.
- Goswami, Samrat & Gupta, Rangan & Wohar, Mark E., 2020. "Historical volatility of advanced equity markets: The role of local and global crises," Finance Research Letters, Elsevier, vol. 34(C).
- Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2019.
"Is the Housing Market in the United States Really Weakly-Efficient?,"
Working Papers
201934, University of Pretoria, Department of Economics.
- Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2020. "Is the Housing Market in the United States Really Weakly-Efficient?," Applied Economics Letters, Taylor & Francis Journals, vol. 27(14), pages 1124-1134, July.
- Jamal Bouoiyour & Refk Selmi & Mark E Wohar, 2019.
"Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals,"
Post-Print
hal-02408851, HAL.
- Jamal Bouoiyour & Refk Selmi & Mark E. Wohar, 2019. "Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals," Applied Economics, Taylor & Francis Journals, vol. 51(57), pages 6076-6088, December.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019.
"Rise and Fall of Calendar Anomalies over a Century,"
Working Papers
201902, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019. "Rise and fall of calendar anomalies over a century," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 181-205.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar, 2019.
"Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets,"
Working Papers
15-47, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Fed’s unconventional monetary policy and risk spillover in the US financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 42-52.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Halloween Effect in Developed Stock Markets: A US Perspective," Working Papers 201914, University of Pretoria, Department of Economics.
- Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2019.
"Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data,"
Working Papers
201942, University of Pretoria, Department of Economics.
- Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2020. "Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data," Applied Economics Letters, Taylor & Francis Journals, vol. 27(16), pages 1305-1311, September.
- Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019.
"High-Frequency Volatility Forecasting of US Housing Markets,"
Working Papers
201977, University of Pretoria, Department of Economics.
- Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2021. "High-Frequency Volatility Forecasting of US Housing Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 62(2), pages 283-317, February.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019.
"Price Gap Anomaly in the US Stock Market: The Whole Story,"
Working Papers
201963, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Price gap anomaly in the US stock market: The whole story," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Oguzhan Cepni & I. Ethem Guney & Rangan Gupta & Mark E. Wohar, 2019. "The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States," Working Papers 201973, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019. "The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach," Working Papers 201915, University of Pretoria, Department of Economics.
- Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar, 2019. "Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter?," Working Papers 15-49, Eastern Mediterranean University, Department of Economics.
- Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019.
"Gold, Platinum and the Predictability of Bond Risk Premia,"
Working Papers
201967, University of Pretoria, Department of Economics.
- Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021. "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, vol. 38(C).
- Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019.
"Multi-Horizon Financial and Housing Wealth Effects across the U.S. States,"
Working Papers
201958, University of Pretoria, Department of Economics.
- Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2021. "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Sustainability, MDPI, vol. 13(3), pages 1-20, January.
- Jamal Bouoiyour & Refk Selmi & Mark E Wohar, 2019.
"Bitcoin: competitor or complement to gold?,"
Post-Print
hal-01994187, HAL.
- Jamal Bouoiyour & Refk Selmi & Mark E. Wohar, 2019. "Bitcoin: competitor or complement to gold?," Economics Bulletin, AccessEcon, vol. 39(1), pages 186-191.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019.
"Historical Evolution of Monthly Anomalies in International Stock Markets,"
Working Papers
201950, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Historical evolution of monthly anomalies in international stock markets," Research in International Business and Finance, Elsevier, vol. 52(C).
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2019.
"What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data,"
Working Papers
201974, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2021. "What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data," The Journal of Real Estate Finance and Economics, Springer, vol. 62(1), pages 81-107, January.
- Renee van Eyden & Rangan Gupta & Xin Sheng & Mark E. Wohar, 2019. "Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence," Working Papers 201969, University of Pretoria, Department of Economics.
- Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019. "Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold," Working Papers 201912, University of Pretoria, Department of Economics.
- Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019.
"The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach,"
Working Papers
201936, University of Pretoria, Department of Economics.
- Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020. "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, vol. 52(5), pages 528-536, January.
- Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2019.
"Giant Oil Discoveries and Conflicts,"
Working Papers
201964, University of Pretoria, Department of Economics.
- Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2024. "Giant oil discoveries and conflicts," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(6), pages 15681-15710, June.
- Jamal Bouoiyour & Refk Selmi & Shawkat Hammoudeh & Mark E Wohar, 2019.
"What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?,"
Post-Print
hal-02409062, HAL.
- Bouoiyour, Jamal & Selmi, Refk & Hammoudeh, Shawkat & Wohar, Mark E., 2019. "What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?," Energy Economics, Elsevier, vol. 84(C).
- Mamothoana Difeto & Reneé van Eyden & Rangan Gupta & Mark E. Wohar, 2018. "Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data," Working Papers 201813, University of Pretoria, Department of Economics.
- Rangan Gupta & Patrick Kanda & Aviral Kumar Tiwari & Mark E. Wohar, 2018.
"Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress,"
Working Papers
201848, University of Pretoria, Department of Economics.
- Gupta, Rangan & Kanda, Patrick & Tiwari, Aviral Kumar & Wohar, Mark E., 2019. "Time-varying predictability of oil market movements over a century of data: The role of US financial stress," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2018.
"Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data,"
Working Papers
201807, University of Pretoria, Department of Economics.
- Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2019. "Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data," Applied Economics Letters, Taylor & Francis Journals, vol. 26(16), pages 1317-1321, September.
- Rangan Gupta & Mark E. Wohar, 2018. "Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data," Working Papers 201874, University of Pretoria, Department of Economics.
- Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018.
"Volatility Jumps: The Role of Geopolitical Risks,"
Working Papers
201805, University of Pretoria, Department of Economics.
- Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018. "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, vol. 27(C), pages 247-258.
- Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018.
"Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis,"
Post-Print
hal-01879668, HAL.
- Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018. "Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, vol. 26(C), pages 100-105.
- Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018.
"Measuring the response of gold prices to uncertainty: An analysis beyond the mean,"
Post-Print
hal-01817067, HAL.
- Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Economic Modelling, Elsevier, vol. 75(C), pages 105-116.
- Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Papers 1806.07623, arXiv.org.
- Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2018.
"Persistence of Economic Uncertainty: A Comprehensive Analysis,"
Working Papers
201810, University of Pretoria, Department of Economics.
- Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2019. "Persistence of economic uncertainty: a comprehensive analysis," Applied Economics, Taylor & Francis Journals, vol. 51(41), pages 4477-4498, September.
- Rangan Gupta & Mark E. Wohar, 2018.
"The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data,"
Working Papers
201851, University of Pretoria, Department of Economics.
- Rangan Gupta & Mark Wohar, 2019. "The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data," Economics and Business Letters, Oviedo University Press, vol. 8(3), pages 138-146.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2018.
"Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration,"
Working Papers
201875, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2020. "Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 26(2), pages 111-117, December.
- Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "International Monetary Policy Spillovers: Evidence from a TVP-VAR," Working Papers 201806, University of Pretoria, Department of Economics.
- Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018.
"Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017,"
Working Papers
201863, University of Pretoria, Department of Economics.
- Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019. "Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017," Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 81-88.
- Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018.
"Growth Volatility and Inequality in the U.S.: A Wavelet Analysis,"
Working papers
2018-05, University of Connecticut, Department of Economics.
- Chang, Shinhye & Gupta, Rangan & Miller, Stephen M. & Wohar, Mark E., 2019. "Growth volatility and inequality in the U.S.: A wavelet analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 48-73.
- Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018. "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working Papers 201819, University of Pretoria, Department of Economics.
- Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018.
"Oil Shocks and Volatility Jumps,"
Working Papers
201825, University of Pretoria, Department of Economics.
- Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020. "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 247-272, January.
- Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018.
"Are BRICS Exchange Rates Chaotic?,"
Working Papers
201822, University of Pretoria, Department of Economics.
- Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2019. "Are BRICS exchange rates chaotic?," Applied Economics Letters, Taylor & Francis Journals, vol. 26(13), pages 1104-1110, July.
- Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar, 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," Working Papers 201857, University of Pretoria, Department of Economics.
- Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018.
"Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings,"
Working Papers
201830, University of Pretoria, Department of Economics.
- Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2021. "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," International Review of Finance, International Review of Finance Ltd., vol. 21(1), pages 324-335, March.
- Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar, 2018.
"The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests,"
Working Papers
201809, University of Pretoria, Department of Economics.
- Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E., 2019. "The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests," Finance Research Letters, Elsevier, vol. 29(C), pages 315-322.
- Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017.
"Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty,"
Working Papers
201766, University of Pretoria, Department of Economics.
- Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018. "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 317-337.
- Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar, 2017. "Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model," Working Papers 201744, University of Pretoria, Department of Economics.
- Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017.
"Time-Varying Rare Disaster Risks, Oil Returns and Volatility,"
Working Papers
201762, University of Pretoria, Department of Economics.
- Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018. "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, vol. 75(C), pages 239-248.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017.
"Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test,"
Working Papers
201731, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2018. "Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 495-506, September.
- Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017.
"U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict,"
Working papers
2017-10, University of Connecticut, Department of Economics.
- Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019. "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., vol. 19(4), pages 851-862, December.
- Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers 201742, University of Pretoria, Department of Economics.
- Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2017.
"Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data,"
Working Papers
201765, University of Pretoria, Department of Economics.
- Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2020. "Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data," Empirical Economics, Springer, vol. 58(5), pages 2249-2285, May.
- Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017.
"Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains,"
Working Papers
201780, University of Pretoria, Department of Economics.
- Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E., 2018. "Volatility spillovers across global asset classes: Evidence from time and frequency domains," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 194-202.
- Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2017. "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note," Working Papers 201764, University of Pretoria, Department of Economics.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017.
"Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks,"
Working Papers
201767, University of Pretoria, Department of Economics.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019. "Exchange rate returns and volatility: the role of time-varying rare disaster risks," The European Journal of Finance, Taylor & Francis Journals, vol. 25(2), pages 190-203, January.
- Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2017. "An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data," Working Papers 201779, University of Pretoria, Department of Economics.
- Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017. "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers 201728, University of Pretoria, Department of Economics.
- Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017.
"Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach,"
Working Papers
201707, University of Pretoria, Department of Economics.
- Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E., 2018. "Do house prices hedge inflation in the US? A quantile cointegration approach," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 15-26.
- Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar, 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,"
Working Papers
201755, University of Pretoria, Department of Economics.
- Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 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," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 391-405.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017.
"The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility,"
Working Papers
201770, University of Pretoria, Department of Economics.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019. "The role of time‐varying rare disaster risks in predicting bond returns and volatility," Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 327-340, July.
- Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017.
"Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data,"
Working Papers
201735, University of Pretoria, Department of Economics.
- Tiwari Aviral Kumar & Cunado Juncal & Gupta Rangan & Wohar Mark E., 2019. "Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(3), pages 1-17, June.
- Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017.
"News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets,"
Working Papers
201730, University of Pretoria, Department of Economics.
- Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018. "News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets," Journal of Multinational Financial Management, Elsevier, vol. 47, pages 76-90.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016.
"Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries,"
Working Papers
201608, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018. "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, vol. 24(4), pages 333-346, March.
- Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016.
"Forecasting US GNP Growth: The Role of Uncertainty,"
Working Papers
201667, University of Pretoria, Department of Economics.
- Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2018. "Forecasting US GNP growth: The role of uncertainty," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(5), pages 541-559, August.
- Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016.
"The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model,"
Working Papers
201681, University of Pretoria, Department of Economics.
- Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2019. "The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 353-368, May.
- Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2016. "Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data," Working Papers 201685, University of Pretoria, Department of Economics.
- Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016.
"Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach,"
Working Papers
201656, University of Pretoria, Department of Economics.
- Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E., 2017. "Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 178-191.
- Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016.
"The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach,"
Working Papers
201612, University of Pretoria, Department of Economics.
- Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017. "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach," Open Economies Review, Springer, vol. 28(1), pages 47-59, February.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016.
"Periodically Collapsing Bubbles in the South African Stock Market,"
Working Papers
201624, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016. "Periodically collapsing bubbles in the South African stock market," Research in International Business and Finance, Elsevier, vol. 38(C), pages 191-201.
- Rangan Gupta & Hylton Hollander & Mark E. Wohar, 2016. "The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa," Working Papers 201652, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016. "Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis," Working Papers 201615, University of Pretoria, Department of Economics.
- Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar, 2016. "Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks," Working Papers 201625, University of Pretoria, Department of Economics.
- Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar, 2016.
"Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach,"
Working Papers
201626, University of Pretoria, Department of Economics.
- Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E., 2017. "Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 276-284.
- Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2016.
"The Depreciation of the Pound Post-Brexit: Could it have been Predicted?,"
Working Papers
201670, University of Pretoria, Department of Economics.
- Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2017. "The depreciation of the pound post-Brexit: Could it have been predicted?," Finance Research Letters, Elsevier, vol. 21(C), pages 206-213.
- Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar, 2016.
"The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach,"
Working Papers
201686, University of Pretoria, Department of Economics.
- Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018. "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, vol. 25(C), pages 131-136.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016.
"Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach,"
Working Papers
201668, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018. "Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(2), pages 339-351, April.
- Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016.
"The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches,"
Working Papers
201610, University of Pretoria, Department of Economics.
- Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017. "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 283-294.
- Mehmet Balcilar & Rangan Gupta & Mark E. Wohar, 2015.
"Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data,"
Working Papers
201572, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017. "Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data," Energy Economics, Elsevier, vol. 61(C), pages 72-86.
- Rangan Gupta & Mark E. Wohar, 2015.
"Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data,"
Working Papers
201589, University of Pretoria, Department of Economics.
- Gupta, Rangan & Wohar, Mark, 2017. "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, vol. 62(C), pages 181-186.
- Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015.
"Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach,"
Working Papers
201595, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018. "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5712-5727, November.
- Rangan Gupta & Eric Olson & Mark E. Wohar, 2015.
"Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR,"
Working Papers
201585, University of Pretoria, Department of Economics.
- Rangan Gupta & Eric Olson & Mark E. Wohar, 2017. "Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(6), pages 640-650, September.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015.
"Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test,"
Working Papers
201599, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, vol. 27(2), pages 229-250, April.
- Bataa, Erdenebat & Wohar, Mark & Vivian, Andrew, 2015.
"Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014,"
MPRA Paper
72422, University Library of Munich, Germany.
- Erdenebat Bataa & Andrew Vivian & Mark Wohar, 2019. "Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014," Bulletin of Economic Research, Wiley Blackwell, vol. 71(4), pages 616-640, October.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2015. "The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test," Working Papers 201577, University of Pretoria, Department of Economics.
- Kavita Sirichand & Andrew Vivian & Mark E.Wohar, 2014.
"Examining real interest parity: which component reverts quickest and in which regime?,"
Discussion Paper Series
2014_05, Department of Economics, Loughborough University, revised Jul 2014.
- Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E., 2015. "Examining real interest parity: Which component reverts quickest and in which regime?," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 72-83.
- David Harvey & Neil Kellard & Jakob Madsen & Mark Wohar, 2012. "Trends and Cycles in Real Commodity Prices: 1650-2010," CEH Discussion Papers 010, Centre for Economic History, Research School of Economics, Australian National University.
- Ghoshray, Atanu & Kejriwal, Mohitosh & Wohar, Mark E., 2011. "Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 120387, European Association of Agricultural Economists.
- Hans KREMERS & Andreas LOESCHEL, 2010. "The Strategic Implications of Setting Border Tax Adjustments," EcoMod2010 259600097, EcoMod.
- Georgios KOURETAS & Mark E. WOHAR, 2010.
"The Dynamics of Inflation: A Study of a Large Number of Countries,"
EcoMod2010
259600096, EcoMod.
- Georgios P. Kouretas & Mark E. Wohar, 2012. "The dynamics of inflation: a study of a large number of countries," Applied Economics, Taylor & Francis Journals, vol. 44(16), pages 2001-2026, June.
- Mark E. Wohar & David E. Rapach, 2005. "Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence," Computing in Economics and Finance 2005 329, Society for Computational Economics.
- Aaron Smallwood; Alex Maynard; Mark Wohar, 2005. "The Long and the Short of It: Long Memory Regressors and Predictive Regressions," Computing in Economics and Finance 2005 384, Society for Computational Economics.
- Sarno, Lucio & Wohar, Mark, 2003.
"Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes,"
Computing in Economics and Finance 2003
310, Society for Computational Economics.
- Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," Economic Inquiry, Western Economic Association International, vol. 42(2), pages 179-193, April.
- Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," CEPR Discussion Papers 3983, C.E.P.R. Discussion Papers.
- Kellard, Neil & Mark E Wohar, 2003. "Trends and Persistence in Primary Commodity Prices," Royal Economic Society Annual Conference 2003 118, Royal Economic Society.
- John B. Carlson & Eduard A. Pelz & Mark E. Wohar, 2001. "Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests," Working Papers (Old Series) 0113, Federal Reserve Bank of Cleveland.
- P. Newbold & S. J. Leybourne & R. Sollis & M. E. Wohar, 2001. "U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks," Trinity Economics Papers 20011, Trinity College Dublin, Department of Economics.
- Nathan S. Balke & Mark E. Wohar, 2000.
"Low frequency movements in stock prices: a state space decomposition,"
Working Papers
0001, Federal Reserve Bank of Dallas.
- Nathan S. Balke & Mark E. Wohar, 2002. "Low-Frequency Movements in Stock Prices: A State-Space Decomposition," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 649-667, November.
- William J. Crowder & Mark E. Wohar, 1997. "Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market," Finance 9702002, University Library of Munich, Germany, revised 25 Feb 1997.
- William J. Crowder & Mark E. Wohar, 1997. "The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act," Finance 9702005, University Library of Munich, Germany.
- Nathan S. Balke & Mark E. Wohar, 1997.
"Nonlinear dynamics and covered interest rate parity,"
Working Papers
9701, Federal Reserve Bank of Dallas.
- Mark E. Wohar & Nathan S. Balke, 1998. "Nonlinear dynamics and covered interest rate parity," Empirical Economics, Springer, vol. 23(4), pages 535-559.
- C. Ennew, & N. Kellard, & P. Newbold, A. J. Rayner & M. E. Wohar,, 1996.
"Two Puzzles in the Analysis of Foreign Exchange Market Efficiency,"
Discussion Papers
96/18, University of Nottingham, School of Economics.
- Newbold, Paul & Wohar, Mark E. & Rayner, Tony & Kellard, Neil & Ennew, Christine, 1998. "Two puzzles in the analysis of foreign exchange market efficiency," International Review of Financial Analysis, Elsevier, vol. 7(2), pages 95-111.
- Siklos, P.L. & Wohar, M.E., 1993. "Convergence in Interest Rates and Inflation Rates Across Countries and Across Time," Working Papers 93004, Wilfrid Laurier University, Department of Economics.
Articles
- Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E., 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,"
Finance Research Letters, Elsevier, vol. 47(PA).
- Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 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," Working Papers 202154, University of Pretoria, Department of Economics.
- Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022. "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, vol. 59(C).
- Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2021. "Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 661-674, June.
- Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2021.
"Multi-Horizon Financial and Housing Wealth Effects across the U.S. States,"
Sustainability, MDPI, vol. 13(3), pages 1-20, January.
- Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019. "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Working Papers 201958, University of Pretoria, Department of Economics.
- Refk Selmi & Shawkat Hammoudeh & Youssef Errami & Mark E. Wohar, 2021. "Is COVID-19 Related Anxiety an Accelerator for Responsible and Sustainable Investing ? A Sentiment Analysis," Applied Economics, Taylor & Francis Journals, vol. 53(13), pages 1528-1539, March.
- Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E., 2021. "Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets," Economic Modelling, Elsevier, vol. 102(C).
- Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E., 2021.
"The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence,"
Finance Research Letters, Elsevier, vol. 43(C).
- Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020. "The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence," Working Papers 202096, University of Pretoria, Department of Economics.
- Richard Olaolu Olayeni & Aviral Kumar Tiwari & Mark E. Wohar, 2021. "Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test," Applied Economics Letters, Taylor & Francis Journals, vol. 28(6), pages 482-486, March.
- Balcilar, Mehmet & Roubaud, David & Usman, Ojonugwa & Wohar, Mark E., 2021. "Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries," Energy Economics, Elsevier, vol. 98(C).
- Ahmad Zubaidi Baharumshah & Siew-Voon Soon & Mark E. Wohar, 2021. "Phillips Curve for the Asian Economies: A Nonlinear Perspective," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(12), pages 3508-3537, September.
- Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2021.
"High-Frequency Volatility Forecasting of US Housing Markets,"
The Journal of Real Estate Finance and Economics, Springer, vol. 62(2), pages 283-317, February.
- Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019. "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers 201977, University of Pretoria, Department of Economics.
- Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021.
"Gold, platinum and the predictability of bond risk premia,"
Finance Research Letters, Elsevier, vol. 38(C).
- Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019. "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers 201967, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2021.
"Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio,"
International Review of Economics & Finance, Elsevier, vol. 71(C), pages 779-810.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2020. "Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio," Working Papers 202094, University of Pretoria, Department of Economics.
- Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal & Wohar, Mark E., 2021. "Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data," Resources Policy, Elsevier, vol. 73(C).
- Balcilar, Mehmet & Roubaud, David & Uzuner, Gizem & Wohar, Mark E., 2021. "Housing sector and economic policy uncertainty: A GMM panel VAR approach," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 114-126.
- Selmi, Refk & Bouoiyour, Jamal & Hammoudeh, Shawkat & Errami, Youssef & Wohar, Mark E., 2021.
"The energy transition, Trump energy agenda and COVID-19,"
International Economics, Elsevier, vol. 165(C), pages 140-153.
- Refk Selmi & Jamal Bouoiyour & Shawkat Hammoudeh & Youssef Errami & Mark E. Wohar, 2021. "The energy transition, Trump energy agenda and COVID-19," International Economics, CEPII research center, issue 165, pages 140-153.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021.
"Evolution of price effects after one-day abnormal returns in the US stock market,"
The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020. "Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market," Working Papers 202016, University of Pretoria, Department of Economics.
- Xi Zhang & Renatas Kizys & Christos Floros & Konstantinos Gkillas & Mark E. Wohar, 2021. "Testing for rational bubbles in the UK housing market," Applied Economics, Taylor & Francis Journals, vol. 53(8), pages 962-975, February.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2021.
"What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data,"
The Journal of Real Estate Finance and Economics, Springer, vol. 62(1), pages 81-107, January.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2019. "What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data," Working Papers 201974, University of Pretoria, Department of Economics.
- Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar, 2021. "Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter?," The World Economy, Wiley Blackwell, vol. 44(1), pages 188-233, January.
- Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021. "Financial stress, economic policy uncertainty, and oil price uncertainty," Energy Economics, Elsevier, vol. 104(C).
- Rangan Gupta & Xin Sheng & Reneé van Eyden & Mark Wohar, 2021.
"The impact of disaggregated oil shocks on state-level consumption of the United States,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(21), pages 1818-1824, December.
- Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020. "The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States," Working Papers 202045, University of Pretoria, Department of Economics.
- Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E., 2021.
"The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach,"
Research in International Business and Finance, Elsevier, vol. 58(C).
- Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar, 2020. "The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach," Working Papers 202001, University of Pretoria, Department of Economics.
- Gkillas, Konstantinos & Vortelinos, Dimitrios I. & Babalos, Vassilios & Wohar, Mark E., 2021. "Day-of-the-week effect and spread determinants: Some international evidence from equity markets," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 268-288.
- Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021. "Political uncertainty, COVID-19 pandemic and stock market volatility transmission," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2021.
"Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings,"
International Review of Finance, International Review of Finance Ltd., vol. 21(1), pages 324-335, March.
- Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018. "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers 201830, University of Pretoria, Department of Economics.
- Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2020.
"Is the Housing Market in the United States Really Weakly-Efficient?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 27(14), pages 1124-1134, July.
- Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2019. "Is the Housing Market in the United States Really Weakly-Efficient?," Working Papers 201934, University of Pretoria, Department of Economics.
- Olayeni, Olaolu Richard & Tiwari, Aviral Kumar & Wohar, Mark E., 2020. "Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate," Energy Economics, Elsevier, vol. 92(C).
- Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2020.
"Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data,"
Empirical Economics, Springer, vol. 58(5), pages 2249-2285, May.
- Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2017. "Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data," Working Papers 201765, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020.
"Halloween Effect in developed stock markets: A historical perspective,"
International Economics, Elsevier, vol. 161(C), pages 130-138.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020. "Halloween Effect in developed stock markets: A historical perspective," International Economics, CEPII research center, issue 161, pages 130-138.
- Refk Selmi & Jamal Bouoiyour & Mark E. Wohar & Youssef Errami, 2020.
"Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump,"
Applied Economics, Taylor & Francis Journals, vol. 52(35), pages 3858-3873, July.
- Refk Selmi & Jamal Bouoiyour & Mark E Wohar & Youssef Errami, 2020. "Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump," Post-Print hal-02482554, HAL.
- Goswami, Samrat & Gupta, Rangan & Wohar, Mark E., 2020.
"Historical volatility of advanced equity markets: The role of local and global crises,"
Finance Research Letters, Elsevier, vol. 34(C).
- Samrat Goswami & Rangan Gupta & Mark E. Wohar, 2019. "Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises," Working Papers 201931, University of Pretoria, Department of Economics.
- Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar, 2020. "The impact of US uncertainty shocks on a panel of advanced and emerging market economies," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 29(6), pages 711-721, August.
- Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark Wohar, 2020. "Volatility forecasting with bivariate multifractal models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 155-167, March.
- Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E., 2020. "The role of an aligned investor sentiment index in predicting bond risk premia of the U.S," Journal of Financial Markets, Elsevier, vol. 51(C).
- Tiwari, Aviral Kumar & Adewuyi, Adeolu O. & Albulescu, Claudiu T. & Wohar, Mark E., 2020. "Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Spillover effects in oil-related CDS markets during and after the sub-prime crisis," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020.
"Oil price uncertainty and movements in the US government bond risk premia,"
The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019. "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers 201919, University of Pretoria, Department of Economics.
- Jun Ma & Andrew Vivian & Mark E. Wohar, 2020. "What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 311-330, April.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020.
"Price gap anomaly in the US stock market: The whole story,"
The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers 201963, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2020. "The effect of global and regional stock market shocks on safe haven assets," Structural Change and Economic Dynamics, Elsevier, vol. 54(C), pages 297-308.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020.
"Fed’s unconventional monetary policy and risk spillover in the US financial markets,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 42-52.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar, 2019. "Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets," Working Papers 15-47, Eastern Mediterranean University, Department of Economics.
- Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020.
"Oil shocks and volatility jumps,"
Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 247-272, January.
- Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Oil Shocks and Volatility Jumps," Working Papers 201825, University of Pretoria, Department of Economics.
- Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020.
"The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach,"
Applied Economics, Taylor & Francis Journals, vol. 52(5), pages 528-536, January.
- Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019. "The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach," Working Papers 201936, University of Pretoria, Department of Economics.
- Bun Song Lee & Sung Hyo Hong & Mark E. Wohar, 2020. "City Size, Labor Productivity And Wages In Korea," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(04), pages 1073-1098, June.
- Selmi, Refk Selmi & Errami, Youssef Errami & Wohar, Mark E., 2020. "What Trump’s China Tariffs Have Cost U.S. Companies?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(2), pages 282-295.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020.
"Historical evolution of monthly anomalies in international stock markets,"
Research in International Business and Finance, Elsevier, vol. 52(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers 201950, University of Pretoria, Department of Economics.
- Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2019. "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 8(3), pages 39-50.
- Jamal Bouoiyour & Refk Selmi & Mark E. Wohar, 2019.
"Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals,"
Applied Economics, Taylor & Francis Journals, vol. 51(57), pages 6076-6088, December.
- Jamal Bouoiyour & Refk Selmi & Mark E Wohar, 2019. "Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals," Post-Print hal-02408851, HAL.
- Ahmad Zubaidi Baharumshah & Siew-Voon Soon & Mark E. Wohar, 2019. "Fiscal stance, foreign capital inflows and the behavior of current account in the Asian countries," Empirical Economics, Springer, vol. 56(2), pages 523-549, February.
- Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019.
"US Fiscal Policy and Asset Prices: The Role of Partisan Conflict,"
International Review of Finance, International Review of Finance Ltd., vol. 19(4), pages 851-862, December.
- Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers 2017-10, University of Connecticut, Department of Economics.
- Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers 201742, University of Pretoria, Department of Economics.
- Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2019.
"The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 353-368, May.
- Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016. "The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model," Working Papers 201681, University of Pretoria, Department of Economics.
- Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019.
"Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017,"
Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 81-88.
- Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018. "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers 201863, University of Pretoria, Department of Economics.
- van Eyden, Reneé & Difeto, Mamothoana & Gupta, Rangan & Wohar, Mark E., 2019. "Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data," Applied Energy, Elsevier, vol. 233, pages 612-621.
- Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2019.
"Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data,"
Applied Economics Letters, Taylor & Francis Journals, vol. 26(16), pages 1317-1321, September.
- Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2018. "Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data," Working Papers 201807, University of Pretoria, Department of Economics.
- Bouoiyour, Jamal & Selmi, Refk & Hammoudeh, Shawkat & Wohar, Mark E., 2019.
"What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?,"
Energy Economics, Elsevier, vol. 84(C).
- Jamal Bouoiyour & Refk Selmi & Shawkat Hammoudeh & Mark E Wohar, 2019. "What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?," Post-Print hal-02409062, HAL.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019.
"Exchange rate returns and volatility: the role of time-varying rare disaster risks,"
The European Journal of Finance, Taylor & Francis Journals, vol. 25(2), pages 190-203, January.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers 201767, University of Pretoria, Department of Economics.
- Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E., 2019.
"The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests,"
Finance Research Letters, Elsevier, vol. 29(C), pages 315-322.
- Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar, 2018. "The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests," Working Papers 201809, University of Pretoria, Department of Economics.
- Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2019. "What is a better cross-hedge for energy: Equities or other commodities?," Global Finance Journal, Elsevier, vol. 42(C).
- Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2019.
"Persistence of economic uncertainty: a comprehensive analysis,"
Applied Economics, Taylor & Francis Journals, vol. 51(41), pages 4477-4498, September.
- Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2018. "Persistence of Economic Uncertainty: A Comprehensive Analysis," Working Papers 201810, University of Pretoria, Department of Economics.
- Gebka, Bartosz & Wohar, Mark E., 2019. "Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 1-25.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019.
"Rise and fall of calendar anomalies over a century,"
The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 181-205.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Rise and Fall of Calendar Anomalies over a Century," Working Papers 201902, University of Pretoria, Department of Economics.
- Erdenebat Bataa & Andrew Vivian & Mark Wohar, 2019.
"Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014,"
Bulletin of Economic Research, Wiley Blackwell, vol. 71(4), pages 616-640, October.
- Bataa, Erdenebat & Wohar, Mark & Vivian, Andrew, 2015. "Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014," MPRA Paper 72422, University Library of Munich, Germany.
- Rangan Gupta & Mark Wohar, 2019.
"The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data,"
Economics and Business Letters, Oviedo University Press, vol. 8(3), pages 138-146.
- Rangan Gupta & Mark E. Wohar, 2018. "The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers 201851, University of Pretoria, Department of Economics.
- Chang, Shinhye & Gupta, Rangan & Miller, Stephen M. & Wohar, Mark E., 2019.
"Growth volatility and inequality in the U.S.: A wavelet analysis,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 48-73.
- Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018. "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working Papers 201819, University of Pretoria, Department of Economics.
- Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018. "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working papers 2018-05, University of Connecticut, Department of Economics.
- Hylton Hollander & Rangan Gupta & Mark E. Wohar, 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," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(7), pages 1593-1618, May.
- Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2019.
"Are BRICS exchange rates chaotic?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 26(13), pages 1104-1110, July.
- Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018. "Are BRICS Exchange Rates Chaotic?," Working Papers 201822, University of Pretoria, Department of Economics.
- Jamal Bouoiyour & Refk Selmi & Mark E. Wohar, 2019.
"Bitcoin: competitor or complement to gold?,"
Economics Bulletin, AccessEcon, vol. 39(1), pages 186-191.
- Jamal Bouoiyour & Refk Selmi & Mark E Wohar, 2019. "Bitcoin: competitor or complement to gold?," Post-Print hal-01994187, HAL.
- Guglielmo Maria Caporale & Ricardo M. Sousa & Mark E. Wohar, 2019. "Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 47(4), pages 935-976, December.
- Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 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,"
The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 391-405.
- Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar, 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," Working Papers 201755, University of Pretoria, Department of Economics.
- Gupta, Rangan & Kanda, Patrick & Tiwari, Aviral Kumar & Wohar, Mark E., 2019.
"Time-varying predictability of oil market movements over a century of data: The role of US financial stress,"
The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Rangan Gupta & Patrick Kanda & Aviral Kumar Tiwari & Mark E. Wohar, 2018. "Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress," Working Papers 201848, University of Pretoria, Department of Economics.
- Tiwari Aviral Kumar & Cunado Juncal & Gupta Rangan & Wohar Mark E., 2019.
"Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(3), pages 1-17, June.
- Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017. "Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data," Working Papers 201735, University of Pretoria, Department of Economics.
- Rangan Gupta & Mark E. Wohar, 2019. "Presidential Cycles In The Usa And The Dollar-Pound Exchange Rate: Evidence From Over Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 151-163, June.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019.
"The role of time‐varying rare disaster risks in predicting bond returns and volatility,"
Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 327-340, July.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers 201770, University of Pretoria, Department of Economics.
- Steven J. Jordan & Andrew Vivian & Mark E. Wohar, 2018. "Stock returns forecasting with metals: sentiment vs. fundamentals," The European Journal of Finance, Taylor & Francis Journals, vol. 24(6), pages 458-477, April.
- Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018.
"The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach,"
Finance Research Letters, Elsevier, vol. 25(C), pages 131-136.
- Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar, 2016. "The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach," Working Papers 201686, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018.
"Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach,"
Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5712-5727, November.
- Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015. "Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach," Working Papers 201595, University of Pretoria, Department of Economics.
- Ma Jun & Olson Eric & Wohar Mark E., 2018. "Nonlinear Taylor rules: evidence from a large dataset," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-14, February.
- Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018.
"Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty,"
Journal of Macroeconomics, Elsevier, vol. 57(C), pages 317-337.
- Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017. "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers 201766, University of Pretoria, Department of Economics.
- Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E., 2018.
"Volatility spillovers across global asset classes: Evidence from time and frequency domains,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 194-202.
- Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017. "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers 201780, University of Pretoria, Department of Economics.
- Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018.
"Volatility jumps: The role of geopolitical risks,"
Finance Research Letters, Elsevier, vol. 27(C), pages 247-258.
- Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Volatility Jumps: The Role of Geopolitical Risks," Working Papers 201805, University of Pretoria, Department of Economics.
- Siew-Voon Soon & Ahmad Zubaidi Baharumshah & Mark E. Wohar, 2018. "Exchange rate pass-through in the Asian countries: does inflation volatility matter?," Applied Economics Letters, Taylor & Francis Journals, vol. 25(5), pages 309-312, March.
- Jun Ma & Andrew Vivian & Mark E. Wohar, 2018. "Global factors and equity market valuations: Do country characteristics matter?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 23(4), pages 427-441, October.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018.
"Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries,"
The European Journal of Finance, Taylor & Francis Journals, vol. 24(4), pages 333-346, March.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016. "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers 201608, University of Pretoria, Department of Economics.
- Goodness C. Aye & Tsang Yao Chang & Wen†Yi Chen & Rangan Gupta & Mark Wohar, 2018. "Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks," Manchester School, University of Manchester, vol. 86(4), pages 488-511, July.
- Gebka, Bartosz & Wohar, Mark E., 2018. "The predictive power of the yield spread for future economic expansions: Evidence from a new approach," Economic Modelling, Elsevier, vol. 75(C), pages 181-195.
- Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018.
"News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets,"
Journal of Multinational Financial Management, Elsevier, vol. 47, pages 76-90.
- Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017. "News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets," Working Papers 201730, University of Pretoria, Department of Economics.
- Gupta, Rangan & Pierdzioch, Christian & Selmi, Refk & Wohar, Mark E., 2018. "Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 87-96.
- Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018.
"Measuring the response of gold prices to uncertainty: An analysis beyond the mean,"
Economic Modelling, Elsevier, vol. 75(C), pages 105-116.
- Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Post-Print hal-01817067, HAL.
- Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Papers 1806.07623, arXiv.org.
- Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2018. "UK macroeconomic volatility: Historical evidence over seven centuries," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 767-789.
- Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E., 2018.
"Do house prices hedge inflation in the US? A quantile cointegration approach,"
International Review of Economics & Finance, Elsevier, vol. 54(C), pages 15-26.
- Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017. "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers 201707, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2018.
"Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test,"
International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 495-506, September.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017. "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," Working Papers 201731, University of Pretoria, Department of Economics.
- Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018.
"Time-varying rare disaster risks, oil returns and volatility,"
Energy Economics, Elsevier, vol. 75(C), pages 239-248.
- Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers 201762, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018.
"Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(2), pages 339-351, April.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016. "Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers 201668, University of Pretoria, Department of Economics.
- Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2018.
"Forecasting US GNP growth: The role of uncertainty,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(5), pages 541-559, August.
- Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016. "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers 201667, University of Pretoria, Department of Economics.
- Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018.
"Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis,"
Finance Research Letters, Elsevier, vol. 26(C), pages 100-105.
- Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018. "Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis," Post-Print hal-01879668, HAL.
- Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2017. "Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 269-279.
- Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017.
"The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches,"
International Review of Economics & Finance, Elsevier, vol. 51(C), pages 283-294.
- Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016. "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers 201610, University of Pretoria, Department of Economics.
- Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017.
"The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach,"
Open Economies Review, Springer, vol. 28(1), pages 47-59, February.
- Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016. "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers 201612, University of Pretoria, Department of Economics.
- Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2017.
"The depreciation of the pound post-Brexit: Could it have been predicted?,"
Finance Research Letters, Elsevier, vol. 21(C), pages 206-213.
- Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2016. "The Depreciation of the Pound Post-Brexit: Could it have been Predicted?," Working Papers 201670, University of Pretoria, Department of Economics.
- Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Wohar, Mark E., 2017. "Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 245-257.
- Paul M. Jones & Eric Olson & Mark E. Wohar, 2017. "A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set," The Financial Review, Eastern Finance Association, vol. 52(3), pages 405-433, August.
- Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017. "Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data," International Finance, Wiley Blackwell, vol. 20(3), pages 289-316, December.
- Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2017. "Forecasting market returns: bagging or combining?," International Journal of Forecasting, Elsevier, vol. 33(1), pages 102-120.
- Harvey, David I. & Kellard, Neil M. & Madsen, Jakob B. & Wohar, Mark E., 2017. "Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day," World Development, Elsevier, vol. 89(C), pages 57-70.
- Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2017. "Do commodities make effective hedges for equity investors?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1274-1288.
- Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017.
"Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data,"
Energy Economics, Elsevier, vol. 61(C), pages 72-86.
- Mehmet Balcilar & Rangan Gupta & Mark E. Wohar, 2015. "Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data," Working Papers 201572, University of Pretoria, Department of Economics.
- Valcarcel, Victor J. & Vivian, Andrew J. & Wohar, Mark E., 2017. "Predictability and underreaction in industry-level returns: Evidence from commodity markets," Journal of Commodity Markets, Elsevier, vol. 6(C), pages 1-15.
- Rangan Gupta & Eric Olson & Mark E. Wohar, 2017.
"Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(6), pages 640-650, September.
- Rangan Gupta & Eric Olson & Mark E. Wohar, 2015. "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers 201585, University of Pretoria, Department of Economics.
- Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E., 2017.
"Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 276-284.
- Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar, 2016. "Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach," Working Papers 201626, University of Pretoria, Department of Economics.
- Gupta, Rangan & Wohar, Mark, 2017.
"Forecasting oil and stock returns with a Qual VAR using over 150years off data,"
Energy Economics, Elsevier, vol. 62(C), pages 181-186.
- Rangan Gupta & Mark E. Wohar, 2015. "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers 201589, University of Pretoria, Department of Economics.
- Bashar, Omar H.M.N. & Bhattacharya, Prasad Sankar & Wohar, Mark E., 2017. "The cyclicality of fiscal policy: New evidence from unobserved components approach," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 222-234.
- Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E., 2017.
"Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 178-191.
- Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016. "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers 201656, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016.
"Periodically collapsing bubbles in the South African stock market,"
Research in International Business and Finance, Elsevier, vol. 38(C), pages 191-201.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016. "Periodically Collapsing Bubbles in the South African Stock Market," Working Papers 201624, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016.
"Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test,"
Open Economies Review, Springer, vol. 27(2), pages 229-250, April.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201599, University of Pretoria, Department of Economics.
- Baharumshah, Ahmad Zubaidi & Slesman, Ly & Wohar, Mark E., 2016. "Inflation, inflation uncertainty, and economic growth in emerging and developing countries: Panel data evidence," Economic Systems, Elsevier, vol. 40(4), pages 638-657.
- George Bagdatoglou & Alexandros Kontonikas & Mark E. Wohar, 2016. "Forecasting Us Inflation Using Dynamic General-To-Specific Model Selection," Bulletin of Economic Research, Wiley Blackwell, vol. 68(2), pages 151-167, April.
- Sousa, Ricardo M. & Vivian, Andrew & Wohar, Mark E., 2016. "Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 122-143.
- Jinlan Ni & Mark E. Wohar & Beichen Wang, 2016. "Structural Breaks in Volatility: The Case of Chinese Stock Returns," Chinese Economy, Taylor & Francis Journals, vol. 49(2), pages 81-93, March.
- Olson, Eric & Wohar, Mark E., 2016. "An evaluation of ECB policy in the Euro's big four," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 203-213.
- Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2016. "Can commodity returns forecast Canadian sector stock returns?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 172-188.
- Kellard, Neil M. & Jiang, Ying & Wohar, Mark, 2015. "Spurious long memory, uncommon breaks and the implied–realized volatility puzzle," Journal of International Money and Finance, Elsevier, vol. 56(C), pages 36-54.
- Ly Slesman & Ahmad Zubaidi Baharumshah & Mark E. Wohar, 2015. "Capital Inflows and Economic Growth: Does the Role of Institutions Matter?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 20(3), pages 253-275, July.
- Steven J. Jordan & Andrew Vivian & Mark E. Wohar, 2015. "Location, location, location: currency effects and return predictability?," Applied Economics, Taylor & Francis Journals, vol. 47(18), pages 1883-1898, April.
- Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2015. "A Bayesian Analysis Of Weak Identification In Stock Price Decompositions," Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 728-752, June.
- Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E., 2015.
"Examining real interest parity: Which component reverts quickest and in which regime?,"
International Review of Financial Analysis, Elsevier, vol. 39(C), pages 72-83.
- Kavita Sirichand & Andrew Vivian & Mark E.Wohar, 2014. "Examining real interest parity: which component reverts quickest and in which regime?," Discussion Paper Series 2014_05, Department of Economics, Loughborough University, revised Jul 2014.
- Rocha Armada, Manuel J. & Sousa, Ricardo M. & Wohar, Mark E., 2015. "Consumption growth, preference for smoothing, changes in expectations and risk premium," The Quarterly Review of Economics and Finance, Elsevier, vol. 56(C), pages 80-97.
- Jones, Paul M. & Olson, Eric & Wohar, Mark E., 2015. "Asymmetric tax multipliers," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 38-48.
- Baharumshah & Siew-Voon Soon & Wohar, 2015. "Parity reversion in the Asian real exchange rates: new evidence from the local-persistent model," Applied Economics, Taylor & Francis Journals, vol. 47(59), pages 6395-6408, December.
- Zhenhua Su & Jun Ma & Mark E. Wohar, 2014. "Sources of the stock price fluctuations in Chinese equity market," The European Journal of Finance, Taylor & Francis Journals, vol. 20(7-9), pages 829-846, September.
- Ghoshray Atanu & Kejriwal Mohitosh & Wohar Mark, 2014. "Breaks, trends and unit roots in commodity prices: a robust investigation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 23-40, February.
- David A. Volkman & Olivier J. P. Maisondieu Laforge & Mark Wohar, 2014. "The conditional influence of term spread and pattern changes on future equity returns," Applied Economics, Taylor & Francis Journals, vol. 46(9), pages 913-923, March.
- Ma, Jun & Wohar, Mark E., 2014. "Determining what drives stock returns: Proper inference is crucial: Evidence from the UK," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 371-390.
- Olson, Eric & J. Vivian, Andrew & Wohar, Mark E., 2014. "The relationship between energy and equity markets: Evidence from volatility impulse response functions," Energy Economics, Elsevier, vol. 43(C), pages 297-305.
- Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2014. "Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 95-109.
- Jun Ma & Mark E. Wohar, 2014. "Expected returns and expected dividend growth: time to rethink an established empirical literature," Applied Economics, Taylor & Francis Journals, vol. 46(21), pages 2462-2476, July.
- Guidolin, Massimo & McMillan, David G. & Wohar, Mark E., 2013. "Time varying stock return predictability: Evidence from US sectors," Finance Research Letters, Elsevier, vol. 10(1), pages 34-40.
- Vivian, Andrew & Wohar, Mark E., 2013. "The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 40-50.
- Gębka, Bartosz & Wohar, Mark E., 2013. "The determinants of quantile autocorrelations: Evidence from the UK," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 51-61.
- Gebka, Bartosz & Wohar, Mark E., 2013. "Causality between trading volume and returns: Evidence from quantile regressions," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 144-159.
- David G. McMillan & Mark E. Wohar, 2013. "The relationship between temperature and CO 2 emissions: evidence from a short and very long dataset," Applied Economics, Taylor & Francis Journals, vol. 45(26), pages 3683-3690, September.
- Gębka, Bartosz & Wohar, Mark E., 2013. "International herding: Does it differ across sectors?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 55-84.
- David G. Mcmillan & Mark E. Wohar, 2013. "A Panel Analysis Of The Stock Return–Dividend Yield Relation: Predicting Returns And Dividend Growth," Manchester School, University of Manchester, vol. 81(3), pages 386-400, June.
- Alex Maynard & Aaron Smallwood & Mark E. Wohar, 2013. "Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 318-360, November.
- Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2013. "The contribution of economic fundamentals to movements in exchange rates," Journal of International Economics, Elsevier, vol. 90(1), pages 1-16.
- Valcarcel, Victor J. & Wohar, Mark E., 2013. "Changes in the oil price-inflation pass-through," Journal of Economics and Business, Elsevier, vol. 68(C), pages 24-42.
- Jun Ma & Mark E. Wohar, 2013.
"An Unobserved Components Model that Yields Business and Medium-Run Cycles,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1351-1373, October.
- Jun Ma & Mark E. Wohar, 2013. "An Unobserved Components Model that Yields Business and Medium‐Run Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1351-1373, October.
- David Greasley & Jakob B. Madsen & Mark E. Wohar, 2013. "Long-run growth empirics and new challenges for unified theory," Applied Economics, Taylor & Francis Journals, vol. 45(28), pages 3973-3987, October.
- Vivian, Andrew & Wohar, Mark E., 2012. "Commodity volatility breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 395-422.
- Olson, Eric & Miller, Scott & Wohar, Mark E., 2012. "“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1339-1357.
- Olson, Eric & Enders, Walter & Wohar, Mark E., 2012. "An empirical investigation of the Taylor curve," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 380-390.
- Georgios P. Kouretas & Mark E. Wohar, 2012.
"The dynamics of inflation: a study of a large number of countries,"
Applied Economics, Taylor & Francis Journals, vol. 44(16), pages 2001-2026, June.
- Georgios KOURETAS & Mark E. WOHAR, 2010. "The Dynamics of Inflation: A Study of a Large Number of Countries," EcoMod2010 259600096, EcoMod.
- Kuttner, Kenneth N., 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)," Journal of International Economics, Elsevier, vol. 83(1), pages 93-94, January.
- David G. Mcmillan & Mark E. Wohar, 2011. "Profit Persistence Revisited: The Case Of The Uk," Manchester School, University of Manchester, vol. 79(3), pages 510-527, June.
- McMillan, David G. & Wohar, Mark E., 2010. "Persistence and time-varying coefficients," Economics Letters, Elsevier, vol. 108(1), pages 85-88, July.
- David G. McMillan & Mark E. Wohar, 2010. "Stock return predictability and dividend-price ratio: a nonlinear approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 351-365.
- David I. Harvey & Neil M. Kellard & Jakob B. Madsen & Mark E. Wohar, 2010. "The Prebisch-Singer Hypothesis: Four Centuries of Evidence," The Review of Economics and Statistics, MIT Press, vol. 92(2), pages 367-377, May.
- Nathan S. Balke & Mark E. Wohar, 2009. "Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 35-75.
- Decker, Christopher S. & Thompson, Eric C. & Wohar, Mark E., 2009. "Determinants of State Labor Productivity: The Changing Role of Density," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 39(1), pages 1-10.
- Rapach, David E. & Wohar, Mark E., 2009. "Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 427-453, April.
- David C. Wheelock & Mark E. Wohar, 2009. "Can the term spread predict output growth and recessions? a survey of the literature," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 419-440.
- Kuhlmann, Angela & Decker, Christopher S. & Wohar, Mark E., 2008. "The Composition of Industry and the Duration of State Recessions," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 38(3), pages 1-16.
- Christopher Decker & Mark Wohar, 2007. "Determinants of state diesel fuel excise tax rates: the political economy of fuel taxation in the United States," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 41(1), pages 171-188, March.
- Mark E. Wohar & Robert Sollis, 2007. "Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure," Journal of Economic Insight, Missouri Valley Economic Association, vol. 33(2), pages 1-19.
- Jack Strauss & Mark E. Wohar, 2007. "Domestic‐Foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models," Southern Economic Journal, John Wiley & Sons, vol. 73(3), pages 814-829, January.
- Christopher Decker & Mark Wohar, 2007. "Do increases in petroleum product prices put the incumbent party at risk in US presidential elections?," Applied Economics, Taylor & Francis Journals, vol. 39(6), pages 727-737.
- Mark E. Wohar & David E. Rapach, 2007. "Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models This is a significantly revised version of our previous paper, 'Forecasting US Business Fixed ," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 33-51.
- Nathan S. Balke & Mark E. Wohar, 2006. "What Drives Stock Prices? Identifying the Determinants of Stock Price Movements," Southern Economic Journal, John Wiley & Sons, vol. 73(1), pages 55-78, July.
- Weiyu Guo & Mark E. Wohar, 2006. "Identifying Regime Changes In Market Volatility," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 29(1), pages 79-93, March.
- Robert Sollis & Mark E. Wohar, 2006. "The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(2), pages 139-153.
- J. Hughen & Mark Wohar, 2006. "Identifying regime changes in closed-end fund discounts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 30(1), pages 115-132, March.
- Rapach, David E. & Wohar, Mark E., 2006. "In-sample vs. out-of-sample tests of stock return predictability in the context of data mining," Journal of Empirical Finance, Elsevier, vol. 13(2), pages 231-247, March.
- Rapach, David E. & Wohar, Mark E., 2006. "The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior," International Journal of Forecasting, Elsevier, vol. 22(2), pages 341-361.
- David E. Rapach & Mark E. Wohar, 2006. "Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns," Journal of Financial Econometrics, Oxford University Press, vol. 4(2), pages 238-274.
- Kellard, Neil & Wohar, Mark E., 2006. "On the prevalence of trends in primary commodity prices," Journal of Development Economics, Elsevier, vol. 79(1), pages 146-167, February.
- Mark E. Wohar & David E. Rapach, 2005.
"Valuation ratios and long-horizon stock price predictability,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 327-344.
- David E. Rapach & Mark E. Wohar, 2005. "Valuation ratios and long‐horizon stock price predictability," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 327-344, March.
- Rapach, David E & Wohar, Mark E, 2005. "Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 887-906, October.
- Rapach, David E. & Wohar, Mark E. & Rangvid, Jesper, 2005. "Macro variables and international stock return predictability," International Journal of Forecasting, Elsevier, vol. 21(1), pages 137-166.
- Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004.
"Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes,"
Economic Inquiry, Western Economic Association International, vol. 42(2), pages 179-193, April.
- Sarno, Lucio & Wohar, Mark, 2003. "Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes," Computing in Economics and Finance 2003 310, Society for Computational Economics.
- Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," CEPR Discussion Papers 3983, C.E.P.R. Discussion Papers.
- William Crowder & Mark Wohar, 2004. "A cointegrated structural VAR model of the Canadian economy," Applied Economics, Taylor & Francis Journals, vol. 36(3), pages 195-213.
- Catherine Co & Mark Wohar, 2004. "Technological convergence among US regions and states," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 13(2), pages 101-126.
- David E. Rapach & Mark E. Wohar, 2004. "The persistence in international real interest rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(4), pages 339-346.
- Rapach, David E. & Wohar, Mark E., 2004. "Testing the monetary model of exchange rate determination: a closer look at panels," Journal of International Money and Finance, Elsevier, vol. 23(6), pages 867-895, October.
- Robert Sollis & Mark E. Wohar, 2004. "A Cautionary Note on the Order of Integration of Post‐war Aggregate Wage, Price and Productivity Measures," Manchester School, University of Manchester, vol. 72(2), pages 261-282, March.
- Jack Strauss & Mark E. Wohar, 2004. "The Linkage between Prices, Wages, and Labor Productivity: A Panel Study of Manufacturing Industries," Southern Economic Journal, John Wiley & Sons, vol. 70(4), pages 920-941, April.
- Rapach, David E. & Wohar, Mark E., 2002. "Testing the monetary model of exchange rate determination: new evidence from a century of data," Journal of International Economics, Elsevier, vol. 58(2), pages 359-385, December.
- Nathan S. Balke & Mark E. Wohar, 2002.
"Low-Frequency Movements in Stock Prices: A State-Space Decomposition,"
The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 649-667, November.
- Nathan S. Balke & Mark E. Wohar, 2000. "Low frequency movements in stock prices: a state space decomposition," Working Papers 0001, Federal Reserve Bank of Dallas.
- Nathan S. Balke & Mark E. Wohar, 2001. "Explaining stock price movements: is there a case for fundamentals?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 22-34.
- Newbold, Paul & Leybourne, Stephen & Wohar, Mark E., 2001. "Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993," Journal of Economics and Business, Elsevier, vol. 53(1), pages 85-102.
- Crowder, William J. & Wohar, Mark E., 1999.
"The changing long-run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act,"
Review of Financial Economics, Elsevier, vol. 8(2), pages 101-119.
- William J. Crowder & Mark E. Wohar, 1999. "The changing long‐run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act," Review of Financial Economics, John Wiley & Sons, vol. 8(2), pages 101-119, September.
- William J. Crowder & Mark E. Wohar, 1999. "Are Tax Effects Important in the Long‐Run Fisher Relationship? Evidence from the Municipal Bond Market," Journal of Finance, American Finance Association, vol. 54(1), pages 307-317, February.
- Whidbee, David A. & Wohar, Mark, 1999. "Derivative activities and managerial incentives in the banking industry," Journal of Corporate Finance, Elsevier, vol. 5(3), pages 251-276, September.
- Tufte, David & Wohar, Mark E, 1999. "Models with Unexpected Components: The Case for Efficient Estimation," Review of Quantitative Finance and Accounting, Springer, vol. 13(3), pages 295-313, November.
- Mark E. Wohar & Nathan S. Balke, 1998.
"Nonlinear dynamics and covered interest rate parity,"
Empirical Economics, Springer, vol. 23(4), pages 535-559.
- Nathan S. Balke & Mark E. Wohar, 1997. "Nonlinear dynamics and covered interest rate parity," Working Papers 9701, Federal Reserve Bank of Dallas.
- Crowder, William J & Wohar, Mark E, 1998.
"Stock Price Effects of Permanent and Transitory Shocks,"
Economic Inquiry, Western Economic Association International, vol. 36(4), pages 540-552, October.
- Andrew Vivian & Mark Wohar, 2010. "UK stock price effects of permanent and transitory shocks," The European Journal of Finance, Taylor & Francis Journals, vol. 16(7), pages 641-656.
- Crowder, William J. & Wohar, Mark E., 1998. "Cointegration, forecasting and international stock prices," Global Finance Journal, Elsevier, vol. 9(2), pages 181-204.
- Newbold, Paul & Wohar, Mark E. & Rayner, Tony & Kellard, Neil & Ennew, Christine, 1998.
"Two puzzles in the analysis of foreign exchange market efficiency,"
International Review of Financial Analysis, Elsevier, vol. 7(2), pages 95-111.
- C. Ennew, & N. Kellard, & P. Newbold, A. J. Rayner & M. E. Wohar,, 1996. "Two Puzzles in the Analysis of Foreign Exchange Market Efficiency," Discussion Papers 96/18, University of Nottingham, School of Economics.
- Siklos, Pierre L & Wohar, Mark E, 1997. "Convergence in Interest Rates and Inflation Rates across Countries and over Time," Review of International Economics, Wiley Blackwell, vol. 5(1), pages 129-141, February.
- Breuer, Janice Boucher & Wohar, Mark E, 1996. "The Road Less Travelled: Institutional Aspects of Data and Their Influence on Empirical Estimates with an Application to Tests of Forward Rate Unbiasedness," Economic Journal, Royal Economic Society, vol. 106(434), pages 26-38, January.
- Volkman, David A. & Wohar, Mark E., 1996.
"Abnormal profits and relative strength in mutual fund returns,"
Review of Financial Economics, Elsevier, vol. 5(2), pages 101-116.
- David A. Volkman & Mark E. Wohar, 1996. "Abnormal profits and relative strength in mutual fund returns," Review of Financial Economics, John Wiley & Sons, vol. 5(2), pages 101-116.
- Wohar, Mark E, 1996. "PcGive Professional (Version 8) and Eviews (MicroTSP for Windows Version 1.1A): A Comparative Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(1), pages 105-115, Jan.-Feb..
- Siklos, Pierre L. & Wohar, Mark E., 1996. "Cointegration and the term structure: A multicountry comparison," International Review of Economics & Finance, Elsevier, vol. 5(1), pages 21-34.
- David A. Volkman & Mark E. Wohar, 1995. "Determinants Of Persistence In Relative Performance Of Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(4), pages 415-430, December.
- Choi, Seungmook & Wohar, Mark E., 1995. "The expectations theory of interest rates: Cointegration and factor decomposition," International Journal of Forecasting, Elsevier, vol. 11(2), pages 253-262, June.
- Bradley, Michael G & Gabriel, Stuart A & Wohar, Mark E, 1995. "The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(2), pages 476-497, May.
- Erenburg, S. J. & Wohar, Mark E., 1995. "Public and private investment: Are there causal linkages?," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 1-30.
- Cordell, Lawrence R & MacDonald, Gregor D & Wohar, Mark E, 1993. "Corporate Ownership and the Thrift Crisis," Journal of Law and Economics, University of Chicago Press, vol. 36(2), pages 719-756, October.
- Christos Agiakloglou & Paul Newbold & Mark Wohar, 1993. "Bias In An Estimator Of The Fractional Difference Parameter," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(3), pages 235-246, May.
- Choi, Seungmook & Wohar, Mark E, 1992. "Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets," The Financial Review, Eastern Finance Association, vol. 27(4), pages 503-530, November.
- Seungmook Choi & Mark E. Wohar, 1991. "New Evidence Concerning The Expectations Theory For The Short End Of The Maturity Spectrum," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(1), pages 83-92, March.
- Fishe, Raymond P H & Wohar, Mark, 1990. "The Adjustment of Expectations to a Change in Regime: Comment," American Economic Review, American Economic Association, vol. 80(4), pages 968-976, September.
- Burdekin, Richard C. K. & Wohar, Mark E., 1990. "Monetary institutions, budget deficits and inflation : Empirical results for eight countries," European Journal of Political Economy, Elsevier, vol. 6(4), pages 531-551.
- Wohar, Mark E. & Stemp, Peter, 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," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 42(3-4), pages 258-278.
- Burkett, Paul & Ramirez, Javier & Wohar, Mark, 1987. "The determinants of international reserves in the small open economy: The case of Honduras," Journal of Macroeconomics, Elsevier, vol. 9(3), pages 439-450.
- Nelson, Randy A & Wohar, Mark, 1987. "Regulation, Scale and Productivity: Reply," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(2), pages 535-539, June.
- Turnovsky, Stephen J & Wohar, Mark E, 1987. "Alternative Modes of Deficit Financing and Endogeneous Monetary and Fiscal Policy in the U.S.A. 1923-1982," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(1), pages 1-25, January.
- Paul Burkett & Mark Wohar, 1987. "Keynes on Investment and the Business Cycle," Review of Radical Political Economics, Union for Radical Political Economics, vol. 19(4), pages 39-54, December.
- Turnovsky, Stephen J & Wohar, Mark E, 1984. "Monetarism and the Aggregate Economy: Some Longer-Run Evidence," The Review of Economics and Statistics, MIT Press, vol. 66(4), pages 619-629, November.
- Nelson, Randy A & Wohar, Mark E, 1983.
"Regulation, Scale Economies, and Productivity in Steam-Electric Generation,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(1), pages 57-79, February.
RePEc:rre:publsh:v:35:y:2005:i:2:p:161-86 is not listed on IDEAS
RePEc:taf:apfiec:v:21:y:2011:i:15:p:1079-1093 is not listed on IDEAS
RePEc:taf:apfiec:v:23:y:2013:i:12:p:1043-1055 is not listed on IDEAS
RePEc:taf:apfiec:v:22:y:2012:i:19:p:1615-1629 is not listed on IDEAS
RePEc:taf:apfiec:v:21:y:2011:i:12:p:837-845 is not listed on IDEAS
RePEc:taf:apfiec:v:22:y:2012:i:18:p:1491-1500 is not listed on IDEAS
RePEc:taf:apfiec:v:20:y:2010:i:22:p:1697-1707 is not listed on IDEAS
Chapters
- Jun Ma & Zhenhua Su & Mark E. Wohar, 2015. "The Stock Return Predictability and Stock Price Decomposition in the Chinese Equity Market," Palgrave Macmillan Books, in: Douglas Cumming & Alessandra Guariglia & Wenxuan Hou & Edward Lee (ed.), Experiences and Challenges in the Development of the Chinese Capital Market, chapter 8, pages 150-170, Palgrave Macmillan.
Books
- Jun Ma & Mark Wohar (ed.), 2014. "Recent Advances in Estimating Nonlinear Models," Springer Books, Springer, edition 127, number 978-1-4614-8060-0, October.
- Siklos,Pierre L. & Bohl,Martin T. & Wohar,Mark E. (ed.), 2013. "Challenges in Central Banking," Cambridge Books, Cambridge University Press, number 9781107616493, October.
- Siklos,Pierre L. & Bohl,Martin T. & Wohar,Mark E. (ed.), 2010. "Challenges in Central Banking," Cambridge Books, Cambridge University Press, number 9780521199292, October.
More information
Research fields, statistics, top rankings, if available.Statistics
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This author is among the top 5% authors according to these criteria:- Average Rank Score
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- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 86 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (37) 2015-12-28 2016-01-03 2016-01-03 2016-04-09 2016-07-09 2016-07-16 2016-09-18 2016-11-20 2016-12-04 2017-02-19 2017-05-14 2017-05-28 2017-06-11 2017-06-18 2017-07-02 2017-07-23 2017-09-24 2017-09-24 2017-10-08 2017-11-26 2017-12-11 2018-02-19 2018-03-05 2018-03-05 2018-04-09 2018-09-03 2018-10-29 2019-02-25 2019-06-10 2019-08-19 2020-02-10 2020-04-06 2020-04-27 2020-06-15 2020-06-22 2021-06-28 2022-06-13. Author is listed
- NEP-ORE: Operations Research (22) 2016-09-18 2016-12-04 2016-12-11 2017-04-30 2017-06-18 2017-09-03 2017-10-08 2017-10-08 2017-10-15 2017-12-11 2018-02-26 2018-04-09 2018-04-23 2018-12-03 2019-04-29 2019-06-24 2019-09-16 2019-11-04 2020-04-06 2020-04-27 2020-06-15 2021-08-23. Author is listed
- NEP-HIS: Business, Economic and Financial History (17) 2016-12-04 2017-02-19 2017-07-23 2017-09-24 2017-11-26 2018-02-26 2018-03-05 2018-04-09 2018-05-28 2018-06-25 2018-09-03 2018-09-03 2018-10-29 2018-12-03 2019-01-21 2019-03-11 2019-06-24. Author is listed
- NEP-RMG: Risk Management (16) 2016-05-14 2016-09-25 2017-02-19 2017-05-14 2017-06-18 2017-09-03 2017-10-08 2017-10-15 2018-05-28 2018-12-03 2019-02-18 2019-03-11 2019-03-25 2019-06-24 2019-09-16 2019-11-04. Author is listed
- NEP-FOR: Forecasting (15) 2015-10-25 2015-12-28 2016-01-03 2016-03-10 2016-05-14 2016-09-18 2016-10-02 2016-12-04 2016-12-11 2017-04-30 2018-03-05 2019-09-16 2019-10-07 2019-11-04 2021-01-11. Author is listed
- NEP-URE: Urban and Real Estate Economics (13) 2015-10-25 2017-02-19 2017-09-24 2018-12-03 2019-04-29 2019-05-20 2019-06-10 2019-08-19 2019-11-04 2020-04-06 2020-04-27 2020-11-09 2021-01-11. Author is listed
- NEP-FMK: Financial Markets (12) 2001-11-05 2005-11-19 2016-04-16 2017-04-30 2017-05-28 2017-12-11 2018-05-28 2019-03-11 2019-03-11 2019-09-02 2019-09-16 2019-10-07. Author is listed
- NEP-ENE: Energy Economics (11) 2016-01-03 2016-07-09 2017-09-03 2018-03-12 2018-04-23 2018-09-03 2019-03-25 2019-06-10 2019-09-02 2020-06-15 2020-11-09. Author is listed
- NEP-MON: Monetary Economics (10) 2014-07-28 2016-10-02 2018-02-19 2018-04-09 2018-12-03 2019-02-25 2019-06-10 2019-10-07 2020-02-10 2021-06-28. Author is listed
- NEP-CBA: Central Banking (7) 2014-07-28 2018-02-19 2018-09-03 2019-02-25 2020-02-10 2020-06-22 2021-06-28. Author is listed
- NEP-ETS: Econometric Time Series (6) 2005-11-19 2015-12-28 2017-04-30 2017-12-11 2018-10-29 2019-11-04. Author is listed
- NEP-CIS: Confederation of Independent States (3) 2017-10-08 2018-04-09 2019-06-10
- NEP-GRO: Economic Growth (3) 2018-03-12 2018-06-25 2019-09-02
- NEP-OPM: Open Economy Macroeconomics (3) 2016-07-09 2018-09-10 2021-08-23
- NEP-CUL: Cultural Economics (2) 2016-02-29 2016-04-09
- NEP-EEC: European Economics (2) 2016-11-20 2018-02-19
- NEP-GER: German Papers (2) 2016-07-16 2016-07-16
- NEP-POL: Positive Political Economics (2) 2018-05-28 2018-12-03
- NEP-SEA: South East Asia (2) 2020-06-22 2021-06-28
- NEP-AFR: Africa (1) 2016-04-16
- NEP-ARA: MENA - Middle East and North Africa (1) 2014-10-13
- NEP-BEC: Business Economics (1) 2019-05-20
- NEP-BIG: Big Data (1) 2018-03-05
- NEP-CNA: China (1) 2020-04-13
- NEP-CWA: Central and Western Asia (1) 2014-10-13
- NEP-DEV: Development (1) 2019-09-02
- NEP-DGE: Dynamic General Equilibrium (1) 2016-07-09
- NEP-ECM: Econometrics (1) 2005-11-19
- NEP-ENV: Environmental Economics (1) 2019-09-02
- NEP-FDG: Financial Development and Growth (1) 2022-06-13
- NEP-FIN: Finance (1) 2005-11-19
- NEP-ICT: Information and Communication Technologies (1) 2020-04-13
- NEP-IFN: International Finance (1) 2003-10-05
- NEP-INT: International Trade (1) 2020-04-13
- NEP-ISF: Islamic Finance (1) 2021-08-23
- NEP-LTV: Unemployment, Inequality and Poverty (1) 2018-03-05
- NEP-MST: Market Microstructure (1) 2019-11-04
- NEP-PAY: Payment Systems and Financial Technology (1) 2019-02-18
- NEP-PBE: Public Economics (1) 2017-07-02
- NEP-SOG: Sociology of Economics (1) 2016-09-18
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