Mark Wohar

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Contact

Affiliations

• University of Nebraska-Omaha / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Presidential Cycles In The Usa And The Dollar-Pound Exchange Rate: Evidence From Over Two Centuries (RePEc:aag:wpaper:v:23:y:2019:i:2:p:151-163)
  by Rangan Gupta & Mark E. Wohar
• The Adjustment of Expectations to a Change in Regime: Comment (RePEc:aea:aecrev:v:80:y:1990:i:4:p:968-76)
  by Fishe, Raymond P H & Wohar, Mark
• Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation (RePEc:ags:eaae11:120387)
  by Ghoshray, Atanu & Kejriwal, Mohitosh & Wohar, Mark E.
• Determinants of State Labor Productivity: The Changing Role of Density (RePEc:ags:jrapmc:132420)
  by Decker, Christopher S. & Thompson, Eric C. & Wohar, Mark E.
• The Composition of Industry and the Duration of State Recessions (RePEc:ags:jrapmc:132999)
  by Kuhlmann, Angela & Decker, Christopher S. & Wohar, Mark E.
• Measuring the response of gold prices to uncertainty: An analysis beyond the mean (RePEc:arx:papers:1806.07623)
  by Jamal Bouoiyour & Refk Selmi & Mark Wohar
• Trends and Cycles in Real Commodity Prices: 1650-2010 (RePEc:auu:hpaper:010)
  by David Harvey & Neil Kellard & Jakob Madsen & Mark Wohar
• Forecasting Us Inflation Using Dynamic General-To-Specific Model Selection (RePEc:bla:buecrs:v:68:y:2016:i:2:p:151-167)
  by George Bagdatoglou & Alexandros Kontonikas & Mark E. Wohar
• Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014 (RePEc:bla:buecrs:v:71:y:2019:i:4:p:616-640)
  by Erdenebat Bataa & Andrew Vivian & Mark Wohar
• Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets (RePEc:bla:finrev:v:27:y:1992:i:4:p:503-30)
  by Choi, Seungmook & Wohar, Mark E
• A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set (RePEc:bla:finrev:v:52:y:2017:i:3:p:405-433)
  by Paul M. Jones & Eric Olson & Mark E. Wohar
• Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data (RePEc:bla:intfin:v:20:y:2017:i:3:p:289-316)
  by Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar
• Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test (RePEc:bla:irvfin:v:18:y:2018:i:3:p:495-506)
  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
• US Fiscal Policy and Asset Prices: The Role of Partisan Conflict (RePEc:bla:irvfin:v:19:y:2019:i:4:p:851-862)
  by Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar
• Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings (RePEc:bla:irvfin:v:21:y:2021:i:1:p:324-335)
  by Rangan Gupta & Patrick Kanda & Mark E. Wohar
• Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia (RePEc:bla:irvfin:v:21:y:2021:i:2:p:661-674)
  by Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar
• Are Tax Effects Important in the Long‐Run Fisher Relationship? Evidence from the Municipal Bond Market (RePEc:bla:jfinan:v:54:y:1999:i:1:p:307-317)
  by William J. Crowder & Mark E. Wohar
• New Evidence Concerning The Expectations Theory For The Short End Of The Maturity Spectrum (RePEc:bla:jfnres:v:14:y:1991:i:1:p:83-92)
  by Seungmook Choi & Mark E. Wohar
• Determinants Of Persistence In Relative Performance Of Mutual Funds (RePEc:bla:jfnres:v:18:y:1995:i:4:p:415-430)
  by David A. Volkman & Mark E. Wohar
• Identifying Regime Changes In Market Volatility (RePEc:bla:jfnres:v:29:y:2006:i:1:p:79-93)
  by Weiyu Guo & Mark E. Wohar
• Bias In An Estimator Of The Fractional Difference Parameter (RePEc:bla:jtsera:v:14:y:1993:i:3:p:235-246)
  by Christos Agiakloglou & Paul Newbold & Mark Wohar
• A Cautionary Note on the Order of Integration of Post‐war Aggregate Wage, Price and Productivity Measures (RePEc:bla:manchs:v:72:y:2004:i:2:p:261-282)
  by Robert Sollis & Mark E. Wohar
• Profit Persistence Revisited: The Case Of The Uk (RePEc:bla:manchs:v:79:y:2011:i:3:p:510-527)
  by David G. Mcmillan & Mark E. Wohar
• A Panel Analysis Of The Stock Return–Dividend Yield Relation: Predicting Returns And Dividend Growth (RePEc:bla:manchs:v:81:y:2013:i:3:p:386-400)
  by David G. Mcmillan & Mark E. Wohar
• Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks (RePEc:bla:manchs:v:86:y:2018:i:4:p:488-511)
  by Goodness C. Aye & Tsang Yao Chang & Wen†Yi Chen & Rangan Gupta & Mark Wohar
• What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors? (RePEc:bla:obuest:v:82:y:2020:i:2:p:311-330)
  by Jun Ma & Andrew Vivian & Mark E. Wohar
• Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries (RePEc:bla:reesec:v:47:y:2019:i:4:p:935-976)
  by Guglielmo Maria Caporale & Ricardo M. Sousa & Mark E. Wohar
• Convergence in Interest Rates and Inflation Rates across Countries and over Time (RePEc:bla:reviec:v:5:y:1997:i:1:p:129-41)
  by Siklos, Pierre L & Wohar, Mark E
• Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? (RePEc:bla:worlde:v:44:y:2021:i:1:p:188-233)
  by Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar
• Breaks, trends and unit roots in commodity prices: a robust investigation (RePEc:bpj:sndecm:v:18:y:2014:i:1:p:23-40:n:5)
  by Ghoshray Atanu & Kejriwal Mohitosh & Wohar Mark
• Nonlinear Taylor rules: evidence from a large dataset (RePEc:bpj:sndecm:v:22:y:2018:i:1:p:14:n:4)
  by Ma Jun & Olson Eric & Wohar Mark E.
• Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data (RePEc:bpj:sndecm:v:23:y:2019:i:3:p:17:n:1)
  by Tiwari Aviral Kumar & Cunado Juncal & Gupta Rangan & Wohar Mark E.
• Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies (RePEc:cbk:journl:v:8:y:2019:i:3:p:39-50)
  by Wilson Donzwa & Rangan Gupta & Mark E. Wohar
• Is there a National Housing Market Bubble Brewing in the United States? (RePEc:cdf:wpaper:2020/3)
  by Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E
• Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes (RePEc:cpr:ceprdp:3983)
  by Sarno, Lucio & Valente, Giorgio & Wohar, Mark E
• Challenges in Central Banking (RePEc:cup:cbooks:9780521199292)
  by None
• Challenges in Central Banking (RePEc:cup:cbooks:9781107616493)
  by None
• A Bayesian Analysis Of Weak Identification In Stock Price Decompositions (RePEc:cup:macdyn:v:19:y:2015:i:04:p:728-752_00)
  by Balke, Nathan S. & Ma, Jun & Wohar, Mark E.
• Bitcoin: competitor or complement to gold? (RePEc:ebl:ecbull:eb-18-00781)
  by Jamal Bouoiyour & Refk Selmi & Mark E. Wohar
• Trends and Persistence in Primary Commodity Prices (RePEc:ecj:ac2003:118)
  by Kellard, Neil & Mark E Wohar
• The Road Less Travelled: Institutional Aspects of Data and Their Influence on Empirical Estimates with an Application to Tests of Forward Rate Unbiasedness (RePEc:ecj:econjl:v:106:y:1996:i:434:p:26-38)
  by Breuer, Janice Boucher & Wohar, Mark E
• Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data (RePEc:eee:appene:v:233-234:y:2019:i::p:612-621)
  by van Eyden, Reneé & Difeto, Mamothoana & Gupta, Rangan & Wohar, Mark E.
• Derivative activities and managerial incentives in the banking industry (RePEc:eee:corfin:v:5:y:1999:i:3:p:251-276)
  by Whidbee, David A. & Wohar, Mark
• On the prevalence of trends in primary commodity prices (RePEc:eee:deveco:v:79:y:2006:i:1:p:146-167)
  by Kellard, Neil & Wohar, Mark E.
• Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets (RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001656)
  by Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E.
• Measuring the response of gold prices to uncertainty: An analysis beyond the mean (RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116)
  by Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E.
• The predictive power of the yield spread for future economic expansions: Evidence from a new approach (RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195)
  by Gebka, Bartosz & Wohar, Mark E.
• Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ (RePEc:eee:ecofin:v:43:y:2018:i:c:p:87-96)
  by Gupta, Rangan & Pierdzioch, Christian & Selmi, Refk & Wohar, Mark E.
• 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 (RePEc:eee:ecofin:v:47:y:2019:i:c:p:391-405)
  by Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E.
• Rise and fall of calendar anomalies over a century (RePEc:eee:ecofin:v:49:y:2019:i:c:p:181-205)
  by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
• Time-varying predictability of oil market movements over a century of data: The role of US financial stress (RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306090)
  by Gupta, Rangan & Kanda, Patrick & Tiwari, Aviral Kumar & Wohar, Mark E.
• Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies (RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305497)
  by Tiwari, Aviral Kumar & Adewuyi, Adeolu O. & Albulescu, Claudiu T. & Wohar, Mark E.
• Oil price uncertainty and movements in the US government bond risk premia (RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330)
  by Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E.
• Price gap anomaly in the US stock market: The whole story (RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300747)
  by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
• Spillover effects in oil-related CDS markets during and after the sub-prime crisis (RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301467)
  by Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E.
• Evolution of price effects after one-day abnormal returns in the US stock market (RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000383)
  by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
• Persistence and time-varying coefficients (RePEc:eee:ecolet:v:108:y:2010:i:1:p:85-88)
  by McMillan, David G. & Wohar, Mark E.
• Inflation, inflation uncertainty, and economic growth in emerging and developing countries: Panel data evidence (RePEc:eee:ecosys:v:40:y:2016:i:4:p:638-657)
  by Baharumshah, Ahmad Zubaidi & Slesman, Ly & Wohar, Mark E.
• In-sample vs. out-of-sample tests of stock return predictability in the context of data mining (RePEc:eee:empfin:v:13:y:2006:i:2:p:231-247)
  by Rapach, David E. & Wohar, Mark E.
• Financial stress, economic policy uncertainty, and oil price uncertainty (RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405)
  by Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark
• The relationship between energy and equity markets: Evidence from volatility impulse response functions (RePEc:eee:eneeco:v:43:y:2014:i:c:p:297-305)
  by Olson, Eric & J. Vivian, Andrew & Wohar, Mark E.
• Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data (RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86)
  by Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E.
• Forecasting oil and stock returns with a Qual VAR using over 150years off data (RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186)
  by Gupta, Rangan & Wohar, Mark
• Time-varying rare disaster risks, oil returns and volatility (RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248)
  by Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E.
• What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? (RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303184)
  by Bouoiyour, Jamal & Selmi, Refk & Hammoudeh, Shawkat & Wohar, Mark E.
• Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate (RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302784)
  by Olayeni, Olaolu Richard & Tiwari, Aviral Kumar & Wohar, Mark E.
• Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries (RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001547)
  by Balcilar, Mehmet & Roubaud, David & Usman, Ojonugwa & Wohar, Mark E.
• The output gap and stock returns: Do cyclical fluctuations predict portfolio returns? (RePEc:eee:finana:v:26:y:2013:i:c:p:40-50)
  by Vivian, Andrew & Wohar, Mark E.
• The determinants of quantile autocorrelations: Evidence from the UK (RePEc:eee:finana:v:29:y:2013:i:c:p:51-61)
  by Gębka, Bartosz & Wohar, Mark E.
• Examining real interest parity: Which component reverts quickest and in which regime? (RePEc:eee:finana:v:39:y:2015:i:c:p:72-83)
  by Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E.
• Two puzzles in the analysis of foreign exchange market efficiency (RePEc:eee:finana:v:7:y:1998:i:2:p:95-111)
  by Newbold, Paul & Wohar, Mark E. & Rayner, Tony & Kellard, Neil & Ennew, Christine
• Time varying stock return predictability: Evidence from US sectors (RePEc:eee:finlet:v:10:y:2013:i:1:p:34-40)
  by Guidolin, Massimo & McMillan, David G. & Wohar, Mark E.
• The depreciation of the pound post-Brexit: Could it have been predicted? (RePEc:eee:finlet:v:21:y:2017:i:c:p:206-213)
  by Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E.
• The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach (RePEc:eee:finlet:v:25:y:2018:i:c:p:131-136)
  by Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E.
• Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis (RePEc:eee:finlet:v:26:y:2018:i:c:p:100-105)
  by Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E.
• Volatility jumps: The role of geopolitical risks (RePEc:eee:finlet:v:27:y:2018:i:c:p:247-258)
  by Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E.
• The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests (RePEc:eee:finlet:v:29:y:2019:i:c:p:315-322)
  by Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E.
• Historical volatility of advanced equity markets: The role of local and global crises (RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319303617)
  by Goswami, Samrat & Gupta, Rangan & Wohar, Mark E.
• Gold, platinum and the predictability of bond risk premia (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309079)
  by Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E.
• The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence (RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001100)
  by Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E.
• Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model (RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004864)
  by Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E.
• The role of an aligned investor sentiment index in predicting bond risk premia of the U.S (RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300100)
  by Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E.
• What is a better cross-hedge for energy: Equities or other commodities? (RePEc:eee:glofin:v:42:y:2019:i:c:s1044028317302259)
  by Olson, Eric & Vivian, Andrew & Wohar, Mark E.
• Cointegration, forecasting and international stock prices (RePEc:eee:glofin:v:9:y:1998:i:2:p:181-204)
  by Crowder, William J. & Wohar, Mark E.
• Testing the monetary model of exchange rate determination: new evidence from a century of data (RePEc:eee:inecon:v:58:y:2002:i:2:p:359-385)
  by Rapach, David E. & Wohar, Mark E.
• 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) (RePEc:eee:inecon:v:83:y:2011:i:1:p:93-94)
  by Kuttner, Kenneth N.
• The contribution of economic fundamentals to movements in exchange rates (RePEc:eee:inecon:v:90:y:2013:i:1:p:1-16)
  by Balke, Nathan S. & Ma, Jun & Wohar, Mark E.
• Halloween Effect in developed stock markets: A historical perspective (RePEc:eee:inteco:v:161:y:2020:i:c:p:130-138)
  by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
• The energy transition, Trump energy agenda and COVID-19 (RePEc:eee:inteco:v:165:y:2021:i:c:p:140-153)
  by Selmi, Refk & Bouoiyour, Jamal & Hammoudeh, Shawkat & Errami, Youssef & Wohar, Mark E.
• Commodity volatility breaks (RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422)
  by Vivian, Andrew & Wohar, Mark E.
• International herding: Does it differ across sectors? (RePEc:eee:intfin:v:23:y:2013:i:c:p:55-84)
  by Gębka, Bartosz & Wohar, Mark E.
• Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach (RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191)
  by Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E.
• Political uncertainty, COVID-19 pandemic and stock market volatility transmission (RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025)
  by Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark
• The expectations theory of interest rates: Cointegration and factor decomposition (RePEc:eee:intfor:v:11:y:1995:i:2:p:253-262)
  by Choi, Seungmook & Wohar, Mark E.
• Macro variables and international stock return predictability (RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166)
  by Rapach, David E. & Wohar, Mark E. & Rangvid, Jesper
• The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior (RePEc:eee:intfor:v:22:y:2006:i:2:p:341-361)
  by Rapach, David E. & Wohar, Mark E.
• Forecasting market returns: bagging or combining? (RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120)
  by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.
• Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993 (RePEc:eee:jebusi:v:53:y:2001:i:1:p:85-102)
  by Newbold, Paul & Leybourne, Stephen & Wohar, Mark E.
• Changes in the oil price-inflation pass-through (RePEc:eee:jebusi:v:68:y:2013:i:c:p:24-42)
  by Valcarcel, Victor J. & Wohar, Mark E.
• Testing the monetary model of exchange rate determination: a closer look at panels (RePEc:eee:jimfin:v:23:y:2004:i:6:p:867-895)
  by Rapach, David E. & Wohar, Mark E.
• Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence (RePEc:eee:jimfin:v:28:y:2009:i:3:p:427-453)
  by Rapach, David E. & Wohar, Mark E.
• “Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads (RePEc:eee:jimfin:v:31:y:2012:i:6:p:1339-1357)
  by Olson, Eric & Miller, Scott & Wohar, Mark E.
• Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market (RePEc:eee:jimfin:v:41:y:2014:i:c:p:95-109)
  by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.
• Spurious long memory, uncommon breaks and the implied–realized volatility puzzle (RePEc:eee:jimfin:v:56:y:2015:i:c:p:36-54)
  by Kellard, Neil M. & Jiang, Ying & Wohar, Mark
• Public and private investment: Are there causal linkages? (RePEc:eee:jmacro:v:17:y:1995:i:1:p:1-30)
  by Erenburg, S. J. & Wohar, Mark E.
• An empirical investigation of the Taylor curve (RePEc:eee:jmacro:v:34:y:2012:i:2:p:380-390)
  by Olson, Eric & Enders, Walter & Wohar, Mark E.
• Asymmetric tax multipliers (RePEc:eee:jmacro:v:43:y:2015:i:c:p:38-48)
  by Jones, Paul M. & Olson, Eric & Wohar, Mark E.
• An evaluation of ECB policy in the Euro's big four (RePEc:eee:jmacro:v:48:y:2016:i:c:p:203-213)
  by Olson, Eric & Wohar, Mark E.
• The cyclicality of fiscal policy: New evidence from unobserved components approach (RePEc:eee:jmacro:v:53:y:2017:i:c:p:222-234)
  by Bashar, Omar H.M.N. & Bhattacharya, Prasad Sankar & Wohar, Mark E.
• Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty (RePEc:eee:jmacro:v:57:y:2018:i:c:p:317-337)
  by Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E.
• The determinants of international reserves in the small open economy: The case of Honduras (RePEc:eee:jmacro:v:9:y:1987:i:3:p:439-450)
  by Burkett, Paul & Ramirez, Javier & Wohar, Mark
• Predictability and underreaction in industry-level returns: Evidence from commodity markets (RePEc:eee:jocoma:v:6:y:2017:i:c:p:1-15)
  by Valcarcel, Victor J. & Vivian, Andrew J. & Wohar, Mark E.
• UK macroeconomic volatility: Historical evidence over seven centuries (RePEc:eee:jpolmo:v:40:y:2018:i:4:p:767-789)
  by Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E.
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  by Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal & Wohar, Mark E.
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  by Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E.
• Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017 (RePEc:eee:mulfin:v:49:y:2019:i:c:p:81-88)
  by Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
• Growth volatility and inequality in the U.S.: A wavelet analysis (RePEc:eee:phsmap:v:521:y:2019:i:c:p:48-73)
  by Chang, Shinhye & Gupta, Rangan & Miller, Stephen M. & Wohar, Mark E.
• Monetary institutions, budget deficits and inflation : Empirical results for eight countries (RePEc:eee:poleco:v:6:y:1990:i:4:p:531-551)
  by Burdekin, Richard C. K. & Wohar, Mark E.
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  by Rocha Armada, Manuel J. & Sousa, Ricardo M. & Wohar, Mark E.
• Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach (RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284)
  by Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E.
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  by Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E.
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  by Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E.
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  by Gebka, Bartosz & Wohar, Mark E.
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  by Ma, Jun & Wohar, Mark E.
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  by Sousa, Ricardo M. & Vivian, Andrew & Wohar, Mark E.
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  by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.
• Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test (RePEc:eee:reveco:v:48:y:2017:i:c:p:269-279)
  by Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E.
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  by Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Wohar, Mark E.
• The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches (RePEc:eee:reveco:v:51:y:2017:i:c:p:283-294)
  by Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E.
• Do house prices hedge inflation in the US? A quantile cointegration approach (RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26)
  by Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E.
• Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index (RePEc:eee:reveco:v:60:y:2019:i:c:p:1-25)
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  by Gkillas, Konstantinos & Vortelinos, Dimitrios I. & Babalos, Vassilios & Wohar, Mark E.
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  by Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E.
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  by Balcilar, Mehmet & Roubaud, David & Uzuner, Gizem & Wohar, Mark E.
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• The changing long-run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act (RePEc:eee:revfin:v:8:y:1999:i:2:p:101-119)
  by Crowder, William J. & Wohar, Mark E.
• Periodically collapsing bubbles in the South African stock market (RePEc:eee:riibaf:v:38:y:2016:i:c:p:191-201)
  by Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E.
• Do commodities make effective hedges for equity investors? (RePEc:eee:riibaf:v:42:y:2017:i:c:p:1274-1288)
  by Olson, Eric & Vivian, Andrew & Wohar, Mark E.
• Historical evolution of monthly anomalies in international stock markets (RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307743)
  by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
• The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach (RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000544)
  by Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E.
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  by Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E.
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  by Harvey, David I. & Kellard, Neil M. & Madsen, Jakob B. & Wohar, Mark E.
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  by Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar
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  by Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar
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  by John B. Carlson & Eduard A. Pelz & Mark E. Wohar
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  by Nathan S. Balke & Mark E. Wohar
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  by Nathan S. Balke & Mark E. Wohar
• Nonlinear dynamics and covered interest rate parity (RePEc:fip:feddwp:97-01)
  by Nathan S. Balke & Mark E. Wohar
• Can the term spread predict output growth and recessions? a survey of the literature (RePEc:fip:fedlrv:y:2009:i:sep:p:419-440:n:v.91no.5)
  by David C. Wheelock & Mark E. Wohar
• Multi-Horizon Financial and Housing Wealth Effects across the U.S. States (RePEc:gam:jsusta:v:13:y:2021:i:3:p:1341-:d:488356)
  by Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar
• Measuring the response of gold prices to uncertainty: An analysis beyond the mean (RePEc:hal:journl:hal-01817067)
  by Jamal Bouoiyour & Refk Selmi & Mark Wohar
• Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis (RePEc:hal:journl:hal-01879668)
  by Jamal Bouoiyour & Refk Selmi & Mark Wohar
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  by Jamal Bouoiyour & Refk Selmi & Mark E Wohar
• Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals (RePEc:hal:journl:hal-02408851)
  by Jamal Bouoiyour & Refk Selmi & Mark E Wohar
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  by Jamal Bouoiyour & Refk Selmi & Shawkat Hammoudeh & Mark E Wohar
• Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump (RePEc:hal:journl:hal-02482554)
  by Refk Selmi & Jamal Bouoiyour & Mark E Wohar & Youssef Errami
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  by Refk Selmi & Youssef Errami & Mark E Wohar
• Regulation, Scale Economies, and Productivity in Steam-Electric Generation (RePEc:ier:iecrev:v:24:y:1983:i:1:p:57-79)
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• Regulation, Scale and Productivity: Reply (RePEc:ier:iecrev:v:28:y:1987:i:2:p:535-39)
  by Nelson, Randy A & Wohar, Mark
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  by Robert Sollis & Mark E. Wohar
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  by David G. McMillan & Mark E. Wohar
• The persistence in international real interest rates (RePEc:ijf:ijfiec:v:9:y:2004:i:4:p:339-346)
  by David E. Rapach & Mark E. Wohar
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  by Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E.
• Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies (RePEc:iza:izadps:dp14420)
  by Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E.
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  by Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E.
• PcGive Professional (Version 8) and Eviews (MicroTSP for Windows Version 1.1A): A Comparative Review (RePEc:jae:japmet:v:11:y:1996:i:1:p:105-15)
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  by Turnovsky, Stephen J & Wohar, Mark E
• Valuation ratios and long-horizon stock price predictability (RePEc:jae:japmet:v:20:y:2005:i:3:p:327-344)
  by Mark E. Wohar & David E. Rapach
• Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective (RePEc:jae:japmet:v:24:y:2009:i:1:p:35-75)
  by Nathan S. Balke & Mark E. Wohar
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  by Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar
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  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
• High-Frequency Volatility Forecasting of US Housing Markets (RePEc:kap:jrefec:v:62:y:2021:i:2:d:10.1007_s11146-020-09745-w)
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  by Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar
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  by Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar
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  by Tufte, David & Wohar, Mark E
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  by Bradley, Michael G & Gabriel, Stuart A & Wohar, Mark E
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  by Rapach, David E & Wohar, Mark E
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  by Jun Ma & Mark E. Wohar
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  by Jinlan Ni & Mark E. Wohar & Beichen Wang
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  by Hylton Hollander & Rangan Gupta & Mark E. Wohar
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  by Ahmad Zubaidi Baharumshah & Siew-Voon Soon & Mark E. Wohar
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  by Crowder, William J & Wohar, Mark E
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  by Lucio Sarno & Giorgio Valente & Mark E. Wohar
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  by David E. Rapach & Mark E. Wohar
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  by Rangan Gupta & Mark Wohar
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  by Bataa, Erdenebat & Wohar, Mark & Vivian, Andrew
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  by Mehmet Balcilar & Rangan Gupta & Mark E. Wohar
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  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar
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  by Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar
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  by Rangan Gupta & Anandamayee Majumdar & Mark Wohar
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  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar
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  by Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar
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  by Rangan Gupta & Hylton Hollander & Mark E. Wohar
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  by Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar
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  by Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar
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  by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar
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  by Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar
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  by Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar
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  by Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar
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  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
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  by Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar
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• Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks (RePEc:pre:wpaper:201767)
  by Rangan Gupta & Tahir Suleman & Mark E. Wohar
• The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility (RePEc:pre:wpaper:201770)
  by Rangan Gupta & Tahir Suleman & Mark E. Wohar
• An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data (RePEc:pre:wpaper:201779)
  by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar
• Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains (RePEc:pre:wpaper:201780)
  by Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar
• Volatility Jumps: The Role of Geopolitical Risks (RePEc:pre:wpaper:201805)
  by Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar
• International Monetary Policy Spillovers: Evidence from a TVP-VAR (RePEc:pre:wpaper:201806)
  by Nikolaos Antonakakis & David Gabauer & Rangan Gupta
• Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data (RePEc:pre:wpaper:201807)
  by Matthew W. Clance & Rangan Gupta & Mark E. Wohar
• The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests (RePEc:pre:wpaper:201809)
  by Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar
• Persistence of Economic Uncertainty: A Comprehensive Analysis (RePEc:pre:wpaper:201810)
  by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar
• Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data (RePEc:pre:wpaper:201813)
  by Mamothoana Difeto & Reneé van Eyden & Rangan Gupta & Mark E. Wohar
• Growth Volatility and Inequality in the U.S.: A Wavelet Analysis (RePEc:pre:wpaper:201819)
  by Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar
• Are BRICS Exchange Rates Chaotic? (RePEc:pre:wpaper:201822)
  by Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar
• Oil Shocks and Volatility Jumps (RePEc:pre:wpaper:201825)
  by Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar
• Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings (RePEc:pre:wpaper:201830)
  by Rangan Gupta & Patrick Kanda & Mark E. Wohar
• Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress (RePEc:pre:wpaper:201848)
  by Rangan Gupta & Patrick Kanda & Aviral Kumar Tiwari & Mark E. Wohar
• The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data (RePEc:pre:wpaper:201851)
  by Rangan Gupta & Mark E. Wohar
• The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels (RePEc:pre:wpaper:201857)
  by Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar
• Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017 (RePEc:pre:wpaper:201863)
  by Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data (RePEc:pre:wpaper:201874)
  by Rangan Gupta & Mark E. Wohar
• Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration (RePEc:pre:wpaper:201875)
  by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar
• Rise and Fall of Calendar Anomalies over a Century (RePEc:pre:wpaper:201902)
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold (RePEc:pre:wpaper:201912)
  by Oguzhan Cepni & Rangan Gupta & Mark E. Wohar
• Halloween Effect in Developed Stock Markets: A US Perspective (RePEc:pre:wpaper:201914)
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach (RePEc:pre:wpaper:201915)
  by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar
• Oil Price Uncertainty and Movements in the US Government Bond Risk Premia (RePEc:pre:wpaper:201919)
  by Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar
• Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises (RePEc:pre:wpaper:201931)
  by Samrat Goswami & Rangan Gupta & Mark E. Wohar
• Is the Housing Market in the United States Really Weakly-Efficient? (RePEc:pre:wpaper:201934)
  by Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar
• The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach (RePEc:pre:wpaper:201936)
  by Oguzhan Cepni & Rangan Gupta & Mark E. Wohar
• Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data (RePEc:pre:wpaper:201942)
  by Rangan Gupta & Hardik A. Marfatia & Eric Olson
• Historical Evolution of Monthly Anomalies in International Stock Markets (RePEc:pre:wpaper:201950)
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Multi-Horizon Financial and Housing Wealth Effects across the U.S. States (RePEc:pre:wpaper:201958)
  by Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar
• Price Gap Anomaly in the US Stock Market: The Whole Story (RePEc:pre:wpaper:201963)
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Giant Oil Discoveries and Conflicts (RePEc:pre:wpaper:201964)
  by Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar
• Gold, Platinum and the Predictability of Bond Risk Premia (RePEc:pre:wpaper:201967)
  by Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar
• Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence (RePEc:pre:wpaper:201969)
  by Renee van Eyden & Rangan Gupta & Xin Sheng & Mark E. Wohar
• The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States (RePEc:pre:wpaper:201973)
  by Oguzhan Cepni & I. Ethem Guney & Rangan Gupta & Mark E. Wohar
• What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data (RePEc:pre:wpaper:201974)
  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
• High-Frequency Volatility Forecasting of US Housing Markets (RePEc:pre:wpaper:201977)
  by Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar
• The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach (RePEc:pre:wpaper:202001)
  by Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar
• Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market (RePEc:pre:wpaper:202016)
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Is there a National Housing Market Bubble Brewing in the United States? (RePEc:pre:wpaper:202023)
  by Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar
• The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States (RePEc:pre:wpaper:202045)
  by Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar
• Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio (RePEc:pre:wpaper:202094)
  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
• The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence (RePEc:pre:wpaper:202096)
  by Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar
• Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis (RePEc:pre:wpaper:202102)
  by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar
• Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model (RePEc:pre:wpaper:202154)
  by Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar
• 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 (RePEc:ris:ecoint:0513)
  by Wohar, Mark E. & Stemp, Peter
• What Trump’s China Tariffs Have Cost U.S. Companies? (RePEc:ris:integr:0800)
  by Selmi, Refk Selmi & Errami, Youssef Errami & Wohar, Mark E.
• Unknown item RePEc:rre:publsh:v:35:y:2005:i:2:p:161-86 (article)
• Keynes on Investment and the Business Cycle (RePEc:sae:reorpe:v:19:y:1987:i:4:p:39-54)
  by Paul Burkett & Mark Wohar
• Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes (RePEc:sce:scecf3:310)
  by Sarno, Lucio & Wohar, Mark
• Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence (RePEc:sce:scecf5:329)
  by Mark E. Wohar & David E. Rapach
• The Long and the Short of It: Long Memory Regressors and Predictive Regressions (RePEc:sce:scecf5:384)
  by Aaron Smallwood; Alex Maynard; Mark Wohar
• Determinants of state diesel fuel excise tax rates: the political economy of fuel taxation in the United States (RePEc:spr:anresc:v:41:y:2007:i:1:p:171-188)
  by Christopher Decker & Mark Wohar
• Nonlinear dynamics and covered interest rate parity (RePEc:spr:empeco:v:23:y:1998:i:4:p:535-559)
  by Mark E. Wohar & Nathan S. Balke
• Fiscal stance, foreign capital inflows and the behavior of current account in the Asian countries (RePEc:spr:empeco:v:56:y:2019:i:2:d:10.1007_s00181-017-1368-5)
  by Ahmad Zubaidi Baharumshah & Siew-Voon Soon & Mark E. Wohar
• Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data (RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1581-x)
  by Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar
• Identifying regime changes in closed-end fund discounts (RePEc:spr:jecfin:v:30:y:2006:i:1:p:115-132)
  by J. Hughen & Mark Wohar
• Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach (RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9404-z)
  by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar
• Recent Advances in Estimating Nonlinear Models (RePEc:spr:sprbok:978-1-4614-8060-0)
  by None
• Exchange rate pass-through in the Asian countries: does inflation volatility matter? (RePEc:taf:apeclt:v:25:y:2018:i:5:p:309-312)
  by Siew-Voon Soon & Ahmad Zubaidi Baharumshah & Mark E. Wohar
• Are BRICS exchange rates chaotic? (RePEc:taf:apeclt:v:26:y:2019:i:13:p:1104-1110)
  by Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar
• Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data (RePEc:taf:apeclt:v:26:y:2019:i:16:p:1317-1321)
  by Matthew W. Clance & Rangan Gupta & Mark E. Wohar
• Is the Housing Market in the United States Really Weakly-Efficient? (RePEc:taf:apeclt:v:27:y:2020:i:14:p:1124-1134)
  by Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar
• The impact of disaggregated oil shocks on state-level consumption of the United States (RePEc:taf:apeclt:v:28:y:2021:i:21:p:1818-1824)
  by Rangan Gupta & Xin Sheng & Reneé van Eyden & Mark Wohar
• Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test (RePEc:taf:apeclt:v:28:y:2021:i:6:p:482-486)
  by Richard Olaolu Olayeni & Aviral Kumar Tiwari & Mark E. Wohar
• An analysis of the time series properties of the UK ex-post real interest rate: fractional integration, breaks or nonlinear (RePEc:taf:apfiec:v:20:y:2010:i:22:p:1697-1707)
  by David McMillan & Mark Wohar
• Sum of the parts stock return forecasting: international evidence (RePEc:taf:apfiec:v:21:y:2011:i:12:p:837-845)
  by David McMillan & Mark Wohar
• Structural breaks in volatility: the case of UK sector returns (RePEc:taf:apfiec:v:21:y:2011:i:15:p:1079-1093)
  by David McMillan & Mark Wohar
• Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns (RePEc:taf:apfiec:v:22:y:2012:i:18:p:1491-1500)
  by David A. Volkman & Olivier J.P. Maisondieu Laforge & Mark Wohar
• Output and stock prices: an examination of the relationship over 200 years (RePEc:taf:apfiec:v:22:y:2012:i:19:p:1615-1629)
  by David G. McMillan & Mark E. Wohar
• UK stock market predictability: evidence of time variation (RePEc:taf:apfiec:v:23:y:2013:i:12:p:1043-1055)
  by David McMillan & Mark Wohar
• The dynamics of inflation: a study of a large number of countries (RePEc:taf:applec:44:y:2012:i:16:p:2001-2026)
  by Georgios P. Kouretas & Mark E. Wohar
• A cointegrated structural VAR model of the Canadian economy (RePEc:taf:applec:v:36:y:2004:i:3:p:195-213)
  by William Crowder & Mark Wohar
• Do increases in petroleum product prices put the incumbent party at risk in US presidential elections? (RePEc:taf:applec:v:39:y:2007:i:6:p:727-737)
  by Christopher Decker & Mark Wohar
• The relationship between temperature and CO 2 emissions: evidence from a short and very long dataset (RePEc:taf:applec:v:45:y:2013:i:26:p:3683-3690)
  by David G. McMillan & Mark E. Wohar
• Long-run growth empirics and new challenges for unified theory (RePEc:taf:applec:v:45:y:2013:i:28:p:3973-3987)
  by David Greasley & Jakob B. Madsen & Mark E. Wohar
• Expected returns and expected dividend growth: time to rethink an established empirical literature (RePEc:taf:applec:v:46:y:2014:i:21:p:2462-2476)
  by Jun Ma & Mark E. Wohar
• The conditional influence of term spread and pattern changes on future equity returns (RePEc:taf:applec:v:46:y:2014:i:9:p:913-923)
  by David A. Volkman & Olivier J. P. Maisondieu Laforge & Mark Wohar
• Location, location, location: currency effects and return predictability? (RePEc:taf:applec:v:47:y:2015:i:18:p:1883-1898)
  by Steven J. Jordan & Andrew Vivian & Mark E. Wohar
• Parity reversion in the Asian real exchange rates: new evidence from the local-persistent model (RePEc:taf:applec:v:47:y:2015:i:59:p:6395-6408)
  by Baharumshah & Siew-Voon Soon & Wohar
• Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach (RePEc:taf:applec:v:50:y:2018:i:53:p:5712-5727)
  by Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar
• Persistence of economic uncertainty: a comprehensive analysis (RePEc:taf:applec:v:51:y:2019:i:41:p:4477-4498)
  by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar
• Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals (RePEc:taf:applec:v:51:y:2019:i:57:p:6076-6088)
  by Jamal Bouoiyour & Refk Selmi & Mark E. Wohar
• Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump (RePEc:taf:applec:v:52:y:2020:i:35:p:3858-3873)
  by Refk Selmi & Jamal Bouoiyour & Mark E. Wohar & Youssef Errami
• The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach (RePEc:taf:applec:v:52:y:2020:i:5:p:528-536)
  by Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar
• Is COVID-19 Related Anxiety an Accelerator for Responsible and Sustainable Investing ? A Sentiment Analysis (RePEc:taf:applec:v:53:y:2021:i:13:p:1528-1539)
  by Refk Selmi & Shawkat Hammoudeh & Youssef Errami & Mark E. Wohar
• Testing for rational bubbles in the UK housing market (RePEc:taf:applec:v:53:y:2021:i:8:p:962-975)
  by Xi Zhang & Renatas Kizys & Christos Floros & Konstantinos Gkillas & Mark E. Wohar
• Technological convergence among US regions and states (RePEc:taf:ecinnt:v:13:y:2004:i:2:p:101-126)
  by Catherine Co & Mark Wohar
• Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (RePEc:taf:emetrv:v:32:y:2013:i:3:p:318-360)
  by Alex Maynard & Aaron Smallwood & Mark E. Wohar
• UK stock price effects of permanent and transitory shocks (RePEc:taf:eurjfi:v:16:y:2010:i:7:p:641-656)
  by Andrew Vivian & Mark Wohar
• Sources of the stock price fluctuations in Chinese equity market (RePEc:taf:eurjfi:v:20:y:2014:i:7-9:p:829-846)
  by Zhenhua Su & Jun Ma & Mark E. Wohar
• Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries (RePEc:taf:eurjfi:v:24:y:2018:i:4:p:333-346)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar
• Stock returns forecasting with metals: sentiment vs. fundamentals (RePEc:taf:eurjfi:v:24:y:2018:i:6:p:458-477)
  by Steven J. Jordan & Andrew Vivian & Mark E. Wohar
• Exchange rate returns and volatility: the role of time-varying rare disaster risks (RePEc:taf:eurjfi:v:25:y:2019:i:2:p:190-203)
  by Rangan Gupta & Tahir Suleman & Mark E. Wohar
• The impact of US uncertainty shocks on a panel of advanced and emerging market economies (RePEc:taf:jitecd:v:29:y:2020:i:6:p:711-721)
  by Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar
• U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks (RePEc:tcd:tcduee:20011)
  by P. Newbold & S. J. Leybourne & R. Sollis & M. E. Wohar
• Monetarism and the Aggregate Economy: Some Longer-Run Evidence (RePEc:tpr:restat:v:66:y:1984:i:4:p:619-29)
  by Turnovsky, Stephen J & Wohar, Mark E
• Low-Frequency Movements in Stock Prices: A State-Space Decomposition (RePEc:tpr:restat:v:84:y:2002:i:4:p:649-667)
  by Nathan S. Balke & Mark E. Wohar
• The Prebisch-Singer Hypothesis: Four Centuries of Evidence (RePEc:tpr:restat:v:92:y:2010:i:2:p:367-377)
  by David I. Harvey & Neil M. Kellard & Jakob B. Madsen & Mark E. Wohar
• Corporate Ownership and the Thrift Crisis (RePEc:ucp:jlawec:v:36:y:1993:i:2:p:719-56)
  by Cordell, Lawrence R & MacDonald, Gregor D & Wohar, Mark E
• U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict (RePEc:uct:uconnp:2017-10)
  by Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar
• Growth Volatility and Inequality in the U.S.: A Wavelet Analysis (RePEc:uct:uconnp:2018-05)
  by Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar
• Convergence in Interest Rates and Inflation Rates Across Countries and Across Time (RePEc:wlu:wpaper:93004)
  by Siklos, P.L. & Wohar, M.E.
• Capital Inflows and Economic Growth: Does the Role of Institutions Matter? (RePEc:wly:ijfiec:v:20:y:2015:i:3:p:253-275)
  by Ly Slesman & Ahmad Zubaidi Baharumshah & Mark E. Wohar
• Global factors and equity market valuations: Do country characteristics matter? (RePEc:wly:ijfiec:v:23:y:2018:i:4:p:427-441)
  by Jun Ma & Andrew Vivian & Mark E. Wohar
• Valuation ratios and long‐horizon stock price predictability (RePEc:wly:japmet:v:20:y:2005:i:3:p:327-344)
  by David E. Rapach & Mark E. Wohar
• Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR (RePEc:wly:jforec:v:36:y:2017:i:6:p:640-650)
  by Rangan Gupta & Eric Olson & Mark E. Wohar
• Forecasting US GNP growth: The role of uncertainty (RePEc:wly:jforec:v:37:y:2018:i:5:p:541-559)
  by Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar
• Volatility forecasting with bivariate multifractal models (RePEc:wly:jforec:v:39:y:2020:i:2:p:155-167)
  by Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark Wohar
• An Unobserved Components Model that Yields Business and Medium‐Run Cycles (RePEc:wly:jmoncb:v:45:y:2013:i:7:p:1351-1373)
  by Jun Ma & Mark E. Wohar
• The role of time‐varying rare disaster risks in predicting bond returns and volatility (RePEc:wly:revfec:v:37:y:2019:i:3:p:327-340)
  by Rangan Gupta & Tahir Suleman & Mark E. Wohar
• Abnormal profits and relative strength in mutual fund returns (RePEc:wly:revfec:v:5:y:1996:i:2:p:101-116)
  by David A. Volkman & Mark E. Wohar
• The changing long‐run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act (RePEc:wly:revfec:v:8:y:1999:i:2:p:101-119)
  by William J. Crowder & Mark E. Wohar
• The Linkage between Prices, Wages, and Labor Productivity: A Panel Study of Manufacturing Industries (RePEc:wly:soecon:v:70:y:2004:i:4:p:920-941)
  by Jack Strauss & Mark E. Wohar
• What Drives Stock Prices? Identifying the Determinants of Stock Price Movements (RePEc:wly:soecon:v:73:y:2006:i:1:p:55-78)
  by Nathan S. Balke & Mark E. Wohar
• Domestic‐Foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models (RePEc:wly:soecon:v:73:y:2007:i:3:p:814-829)
  by Jack Strauss & Mark E. Wohar
• Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market (RePEc:wpa:wuwpfi:9702002)
  by William J. Crowder & Mark E. Wohar
• The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act (RePEc:wpa:wuwpfi:9702005)
  by William J. Crowder & Mark E. Wohar
• City Size, Labor Productivity And Wages In Korea (RePEc:wsi:serxxx:v:65:y:2020:i:04:n:s0217590817500138)
  by Bun Song Lee & Sung Hyo Hong & Mark E. Wohar