Mark Wohar
Cited by
Cited by
Macro variables and international stock return predictability
DE Rapach, ME Wohar, J Rangvid
International journal of forecasting 21 (1), 137-166, 2005
The Prebisch-Singer hypothesis: four centuries of evidence
DI Harvey, NM Kellard, JB Madsen, ME Wohar
The review of Economics and Statistics 92 (2), 367-377, 2010
Testing the monetary model of exchange rate determination: new evidence from a century of data
DE Rapach, ME Wohar
Journal of International Economics 58 (2), 359-385, 2002
Bias in an estimator of the fractional difference parameter
C Agiakloglou, P Newbold, M Wohar
Journal of Time Series Analysis 14 (3), 235-246, 1993
Can the term spread predict output growth and recessions? A survey of the literature
DC Wheelock, ME Wohar
Federal Reserve Bank of St. Louis Review 91 (5 Part 1), 419-440, 2009
In-sample vs. out-of-sample tests of stock return predictability in the context of data mining
DE Rapach, ME Wohar
Journal of Empirical Finance 13 (2), 231-247, 2006
Commodity volatility breaks
A Vivian, ME Wohar
Journal of International Financial Markets, Institutions and Money 22 (2 …, 2012
Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data
R Van Eyden, M Difeto, R Gupta, ME Wohar
Applied energy 233, 612-621, 2019
What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?
J Bouoiyour, R Selmi, S Hammoudeh, ME Wohar
Energy Economics 84, 104523, 2019
Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test
M Balcilar, R Gupta, C Kyei, ME Wohar
Open Economies Review 27, 229-250, 2016
Testing the monetary model of exchange rate determination: a closer look at panels
DE Rapach, ME Wohar
Journal of international Money and Finance 23 (6), 867-895, 2004
Structural breaks and predictive regression models of aggregate US stock returns
DE Rapach, ME Wohar
Journal of Financial Econometrics 4 (2), 238-274, 2006
On the prevalence of trends in primary commodity prices
N Kellard, ME Wohar
Journal of Development Economics 79 (1), 146-167, 2006
Regime changes in international real interest rates: Are they a monetary phenomenon?
DE Rapach, ME Wohar
Journal of Money, Credit and Banking, 887-906, 2005
Public and private investment: Are there causal linkages?
SJ Erenburg, ME Wohar
Journal of Macroeconomics 17 (1), 1-30, 1995
Causality between trading volume and returns: Evidence from quantile regressions
B Gebka, ME Wohar
International Review of Economics & Finance 27, 144-159, 2013
International herding: Does it differ across sectors?
B Gębka, ME Wohar
Journal of International Financial Markets, Institutions and Money 23, 55-84, 2013
The relationship between energy and equity markets: Evidence from volatility impulse response functions
E Olson, AJ Vivian, ME Wohar
Energy Economics 43, 297-305, 2014
Volatility spillovers across global asset classes: Evidence from time and frequency domains
AK Tiwari, J Cunado, R Gupta, ME Wohar
The Quarterly Review of Economics and Finance 70, 194-202, 2018
Nonlinear dynamics and covered interest rate parity
NS Balke, ME Wohar
Empirical Economics 23, 535-559, 1998
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