Mark Wohar

Names

first:	Mark
middle:	E.
last:	Wohar
in English:	Wohar

Contact

email:
homepage:	http://cba2.unomaha.edu/faculty/mwohar/WEB/homepage.html
phone:	402-554-3712
postal address:	University of Nebraska-Omaha Department of Economics MH 332S Omaha, NE 68182 USA

Affiliations

• University of Nebraska-Omaha → Department of Economics
  • website
  • location: Omaha, Nebraska (United States)

Research profile

author of:

• Trends and Persistence in Primary Commodity Prices
  by Kellard, Neil & Mark E. Wohar
• Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests
  by John B. Carlson & Eduard A. Pelz & Mark E. Wohar
• Low frequency movements in stock prices: a state space decomposition
  by Balke, Nathan S. & Wohar, Mark E.
• Nonlinear dynamics and covered interest rate parity
  by Balke, Nathan S. & Wohar, Mark E.
• Two Puzzles in the Analysis of Foreign Exchange Market Efficiency.
  by C. Ennew & N. Kellard & P. Newbold, A. J. Rayner & M. E. Wohar
• Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes
  by Sarno, Lucio & Wohar, Mark
• Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market
  by William J. Crowder & Mark E. Wohar
• The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act
  by William J. Crowder & Mark E. Wohar
• The Adjustment of Expectations to a Change in Regime: Comment.
  by Fishe, Raymond P. H. & Wohar, Mark
• Convergence in Interest Rates and Inflation Rates across Countries and over Time.
  by Siklos, Pierre L. & Wohar, Mark E.
• The Road Less Travelled: Institutional Aspects of Data and Their Influence on Empirical Estimates with an Application to Tests of Forward Rate Unbiasedness.
  by Breuer, Janice Boucher & Wohar, Mark E.
• Explaining stock price movements: is there a case for fundamentals?
  by Nathan S. Balke & Mark E. Wohar
• Regulation, Scale Economies, and Productivity in Steam-Electric Generation.
  by Nelson, Randy A. & Wohar, Mark E.
• Regulation, Scale and Productivity: Reply.
  by Nelson, Randy A. & Wohar, Mark
• PcGive Professional (Version 8) and Eviews (MicroTSP for Windows Version 1.1A): A Comparative Review.
  by Wohar, Mark E.
• Alternative Modes of Deficit Financing and Endogeneous Monetary and Fiscal Policy in the U.S.A. 1923-1982.
  by Turnovsky, Stephen J. & Wohar, Mark E.
• The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity.
  by Bradley, Michael G. & Gabriel, Stuart A. & Wohar, Mark E.
• Stock Price Effects of Permanent and Transitory Shocks.
  by Crowder, William J. & Wohar, Mark E.
• Nonlinear dynamics and covered interest rate parity
  by Mark E. Wohar & Nathan S. Balke
• Monetarism and the Aggregate Economy: Some Longer-Run Evidence.
  by Turnovsky, Stephen J. & Wohar, Mark E.
• Low-Frequency Movements in Stock Prices: A State-Space Decomposition
  by Nathan S. Balke & Mark E. Wohar
• Corporate Ownership and the Thrift Crisis.
  by Cordell, Lawrence R. & MacDonald, Gregor D. & Wohar, Mark E.
• Derivative activities and managerial incentives in the banking industry
  by Whidbee, David A. & Wohar, Mark
• Monetary institutions, budget deficits and inflation : Empirical results for eight countries
  by Burdekin, Richard C. K. & Wohar, Mark E.
• The changing long-run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act
  by Crowder, William J. & Wohar, Mark E.
• The expectations theory of interest rates: Cointegration and factor decomposition
  by Choi, Seungmook & Wohar, Mark E.
• Public and private investment: Are there causal linkages?
  by Erenburg, S. J. & Wohar, Mark E.
• Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993
  by Newbold, Paul & Leybourne, Stephen & Wohar, Mark E.
• Two puzzles in the analysis of foreign exchange market efficiency
  by Newbold, Paul & Wohar, Mark E. & Rayner, Tony & Kellard, Neil & Ennew, Christine
• A Cautionary Note on the Order of Integration of Post-war Aggregate Wage, Price and Productivity Measures
  by Robert Sollis & Mark E. Wohar
• Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes
  by Lucio Sarno & Giorgio Valente & Mark E. Wohar
• Cointegration and the term structure: A multicountry comparison
  by Siklos, Pierre L. & Wohar, Mark E.
• Testing the monetary model of exchange rate determination: new evidence from a century of data
  by Rapach, David E. & Wohar, Mark E.
• A cointegrated structural VAR model of the Canadian economy
  by William Crowder & Mark Wohar
• Models with Unexpected Components: The Case for Efficient Estimation.
  by Tufte, David & Wohar, Mark E.
• Abnormal profits and relative strength in mutual fund returns
  by Volkman, David A. & Wohar, Mark E.
• Technological convergence among US regions and states
  by Catherine Co & Mark Wohar
• Valuation ratios and long-horizon stock price predictability
  by Mark E. Wohar & David E. Rapach
• Testing the monetary model of exchange rate determination: a closer look at panels
  by Rapach, David E. & Wohar, Mark E.
• Macro variables and international stock return predictability
  by Rapach, David E. & Wohar, Mark E. & Rangvid, Jesper
• Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets.
  by Choi, Seungmook & Wohar, Mark E.
• U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks
  by P. Newbold & S. J. Leybourne & R. Sollis & M. E. Wohar
• Are Tax Effects Important in the Long-Run Fisher Relationship? Evidence from the Municipal Bond Market
  by William J. Crowder & Mark E. Wohar
• Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence
  by Mark E. Wohar & David E. Rapach
• Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon?
  by Rapach, David E. & Wohar, Mark E.
• The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior
  by Rapach, David E. & Wohar, Mark E.
• Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns
  by David E. Rapach & Mark E. Wohar
• The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration
  by Robert Sollis & Mark E. Wohar
• On the prevalence of trends in primary commodity prices
  by Kellard, Neil & Wohar, Mark E.
• In-sample vs. out-of-sample tests of stock return predictability in the context of data mining
  by Rapach, David E. & Wohar, Mark E.
• The Long and the Short of It: Long Memory Regressors and Predictive Regressions
  by Aaron Smallwood; Alex Maynard; Mark Wohar
• The determinants of international reserves in the small open economy: The case of Honduras
  by Burkett, Paul & Ramirez, Javier & Wohar, Mark
• The persistence in international real interest rates
  by David E. Rapach & Mark E. Wohar
• Do increases in petroleum product prices put the incumbent party at risk in US presidential elections?
  by Christopher Decker & Mark Wohar
• Cointegration, forecasting and international stock prices
  by Crowder, William J. & Wohar, Mark E.
• Domestic–foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models
  by Jack Strauss & Mark E. Wohar
• Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes
  by Sarno, Lucio & Valente, Giorgio & Wohar, Mark E.
• 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 Investment Spending'. The results reported in this paper were generated using GAUSS 6.0. The GAUSS programs are available at http:||pages.slu.edu|faculty|rapachde|Research.htm .
  by Mark E. Wohar & David E. Rapach
• Convergence in Interest Rates and Inflation Rates Across Countries and Across Time.
  by Siklos, P. L. & Wohar, M. E.
• Determinants of state diesel fuel excise tax rates: the political economy of fuel taxation in the United States
  by Christopher Decker & Mark Wohar
• What Drives Stock Prices? Identifying the Determinants of Stock Price Movements
  by Nathan S. Balke & Mark E. Wohar
• The Linkage between Prices, Wages, and Labor Productivity: A Panel Study of Manufacturing Industries
  by Jack Strauss & Mark E. Wohar
• Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective
  by Nathan S. Balke & Mark E. Wohar
• Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence
  by Rapach, David E. & Wohar, Mark E.
• Can the term spread predict output growth and recessions? a survey of the literature
  by David C. Wheelock & Mark E. Wohar
• IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY
  by Weiyu Guo & 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 aspettative razionali
  by Wohar, Mark E. & Stemp, Peter
• Stock return predictability and dividend-price ratio: a nonlinear approach
  by David G. McMillan & Mark E. Wohar
• The Prebisch-Singer Hypothesis: Four Centuries of Evidence
  by David I. Harvey & Neil M. Kellard & Jakob B. Madsen & Mark E. Wohar
• UK stock price effects of permanent and transitory shocks
  by Andrew Vivian & Mark Wohar
• An analysis of the time series properties of the UK ex-post real interest rate: fractional integration, breaks or nonlinear
  by David McMillan & Mark Wohar
• Persistence and time-varying coefficients
  by McMillan, David G. & Wohar, Mark E.
• Sum of the parts stock return forecasting: international evidence
  by David McMillan & Mark Wohar
• Structural breaks in volatility: the case of UK sector returns
  by David McMillan & Mark Wohar
• PROFIT PERSISTENCE REVISITED: THE CASE OF THE UK
  by DAVID G. MCMILLAN & MARK E. WOHAR
• Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation
  by Ghoshray, Atanu & Kejriwal, Mohitosh & Wohar, Mark E.
• The Impact of Petroleum Product Prices on State Economic Conditions: An Analysis of the Economic Base
  by Decker, Christopher S. & Wohar, Mark E.
• Output and stock prices: an examination of the relationship over 200 years
  by David G. McMillan & Mark E. Wohar
• Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
  by David A. Volkman & Olivier J. P. Maisondieu Laforge & Mark Wohar
• The dynamics of inflation: a study of a large number of countries
  by Georgios P. Kouretas & Mark E. Wohar
• An empirical investigation of the Taylor curve
  by Olson, Eric & Enders, Walter & Wohar, Mark E.
• Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure
  by Mark E. Wohar & Robert Sollis
• Commodity volatility breaks
  by Vivian, Andrew & Wohar, Mark E.
• Determinants of State Labor Productivity: The Changing Role of Density
  by Decker, Christopher S. & Thompson, Eric C. & Wohar, Mark E.
• Trends and Cycles in Real Commodity Prices: 1650-2010
  by David Harvey & Neil Kellard & Jakob Madsen & Mark Wohar
• “Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads
  by Olson, Eric & Miller, Scott & Wohar, Mark E.
• Long-run growth empirics and new challenges for unified theory
  by David Greasley & Jakob B. Madsen & Mark E. Wohar
• The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?
  by Vivian, Andrew & Wohar, Mark E.
• Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach
  by Alex Maynard & Aaron Smallwood & Mark E. Wohar
• The relationship between temperature and CO 2 emissions: evidence from a short and very long dataset
  by David G. McMillan & Mark E. Wohar
• Time varying stock return predictability: Evidence from US sectors
  by Guidolin, Massimo & McMillan, David G. & Wohar, Mark E.
• International herding: Does it differ across sectors?
  by Gębka, Bartosz & Wohar, Mark E.
• A PANEL ANALYSIS OF THE STOCK RETURN–DIVIDEND YIELD RELATION: PREDICTING RETURNS AND DIVIDEND GROWTH
  by DAVID G. MCMILLAN & MARK E. WOHAR
• Causality between trading volume and returns: Evidence from quantile regressions
  by Gebka, Bartosz & Wohar, Mark E.
• The contribution of economic fundamentals to movements in exchange rates
  by Balke, Nathan S. & Ma, Jun & Wohar, Mark E.
• UK stock market predictability: evidence of time variation
  by David McMillan & Mark Wohar
• Changes in the oil price-inflation pass-through
  by Valcarcel, Victor J. & Wohar, Mark E.
• An Unobserved Components Model that Yields Business and Medium‐Run Cycles
  by JUN MA & MARK E. WOHAR
• The determinants of quantile autocorrelations: Evidence from the UK
  by Gębka, Bartosz & Wohar, Mark E.
• The conditional influence of term spread and pattern changes on future equity returns
  by David A. Volkman & Olivier J. P. Maisondieu Laforge & Mark Wohar
• Breaks, trends and unit roots in commodity prices: a robust investigation
  by Ghoshray Atanu & Kejriwal Mohitosh & Wohar Mark
• Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market
  by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.
• Identifying regime changes in closed-end fund discounts
  by J. Hughen & Mark Wohar
• Examining real interest parity: which component reverts quickest and in which regime?
  by Kavita Sirichand & Andrew Vivian & Mark E. Wohar
• Keynes on Investment and the Business Cycle
  by Paul Burkett & Mark Wohar
• DETERMINANTS OF PERSISTENCE IN RELATIVE PERFORMANCE OF MUTUAL FUNDS
  by David A. Volkman & Mark E. Wohar
• Expected returns and expected dividend growth: time to rethink an established empirical literature
  by Jun Ma & Mark E. Wohar
• Determining what drives stock returns: Proper inference is crucial: Evidence from the UK
  by Ma, Jun & Wohar, Mark E.
• The Strategic Implications of Setting Border Tax Adjustments
  by Hans KREMERS & Andreas LOESCHEL
• Sources of the stock price fluctuations in Chinese equity market
  by Zhenhua Su & Jun Ma & Mark E. Wohar
• The relationship between energy and equity markets: Evidence from volatility impulse response functions
  by Olson, Eric & J. Vivian, Andrew & Wohar, Mark E.
• Asymmetric tax multipliers
  by Jones, Paul M. & Olson, Eric & Wohar, Mark E.
• Consumption growth, preference for smoothing, changes in expectations and risk premium
  by Rocha Armada, Manuel J. & Sousa, Ricardo M. & Wohar, Mark E.
• Examining real interest parity: Which component reverts quickest and in which regime?
  by Sirichand, Kavita & Vivian, Andrew & 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).
  by Kuttner, Kenneth N.
• Spurious long memory, uncommon breaks and the implied–realized volatility puzzle
  by Kellard, Neil M. & Jiang, Ying & Wohar, Mark
• A BAYESIAN ANALYSIS OF WEAK IDENTIFICATION IN STOCK PRICE DECOMPOSITIONS
  by Balke, Nathan S. & Ma, Jun & Wohar, Mark E.
• Location, location, location: currency effects and return predictability?
  by Steven J. Jordan & Andrew Vivian & Mark E. Wohar
• The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test
  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
• Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data
  by Mehmet Balcilar & Rangan Gupta & Mark E. Wohar
• Forecasting US GNP Growth: The Role of Uncertainty
  by Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar
• An evaluation of ECB policy in the Euro's big four
  by Olson, Eric & Wohar, Mark E.
• The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach
  by Rangan Gupta & Anandamayee Majumdar & Mark Wohar
• FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION
  by George Bagdatoglou & Alexandros Kontonikas & Mark E. Wohar
• The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa
  by Rangan Gupta & Hylton Hollander & Mark E. Wohar
• Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar
• Parity reversion in the Asian real exchange rates: new evidence from the local-persistent model
  by Baharumshah & Siew-Voon Soon & Wohar
• Periodically collapsing bubbles in the South African stock market
  by Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E.
• NEW EVIDENCE CONCERNING THE EXPECTATIONS THEORY FOR THE SHORT END OF THE MATURITY SPECTRUM
  by Seungmook Choi & Mark E. Wohar
• Periodically Collapsing Bubbles in the South African Stock Market
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar
• Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach
  by Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar
• Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors
  by Sousa, Ricardo M. & Vivian, Andrew & Wohar, Mark E.
• Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar
• The Dynamics of Inflation: A Study of a Large Number of Countries
  by Georgios KOURETAS & Mark E. WOHAR
• Can commodity returns forecast Canadian sector stock returns?
  by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.
• Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data
  by Rangan Gupta & Mark E. Wohar
• Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014
  by Bataa, Erdenebat & Wohar, Mark & Vivian, Andrew
• Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
  by Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar
• Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach
  by Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar
• The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches
  by Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar
• Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR
  by Rangan Gupta & Eric Olson & Mark E. Wohar
• The Depreciation of the Pound Post-Brexit: Could it have been Predicted?
  by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar
• Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
  by Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar
• Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach
  by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar
• Capital Inflows and Economic Growth: Does the Role of Institutions Matter?
  by Ly Slesman & Ahmad Zubaidi Baharumshah & Mark E. Wohar
• Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks
  by Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar
• Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach
  by Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar
• The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model
  by Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar
• The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach
  by Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar
• Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data
  by Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E.
• Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day
  by Harvey, David I. & Kellard, Neil M. & Madsen, Jakob B. & Wohar, Mark E.
• Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach
  by Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar
• Inflation, inflation uncertainty, and economic growth in emerging and developing countries: Panel data evidence
  by Baharumshah, Ahmad Zubaidi & Slesman, Ly & Wohar, Mark E.
• The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach
  by Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar
• Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test
  by Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E.
• Forecasting market returns: bagging or combining?
  by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.
• Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data
  by Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar
• U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
  by Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar
• Forecasting oil and stock returns with a Qual VAR using over 150years off data
  by Gupta, Rangan & Wohar, Mark
• Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
• Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data
  by Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar
• The depreciation of the pound post-Brexit: Could it have been predicted?
  by Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E.
• Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets
  by Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar
• Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach
  by Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E.
• U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
  by Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar
• Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model
  by Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar
• News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets
  by Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar
• 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
  by Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar
• The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches
  by Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E.
• The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility
  by Rangan Gupta & Tahir Suleman & Mark E. Wohar
• Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note
  by Wilson Donzwa & Rangan Gupta & Mark E. Wohar
• The cyclicality of fiscal policy: New evidence from unobserved components approach
  by Bashar, Omar H. M. N. & Bhattacharya, Prasad Sankar & Wohar, Mark E.
• An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data
  by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar
• Time-Varying Rare Disaster Risks, Oil Returns and Volatility
  by Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar
• Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks
  by Rangan Gupta & Tahir Suleman & Mark E. Wohar
• Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty
  by Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar
• Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data
  by Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar
• Do commodities make effective hedges for equity investors?
  by Olson, Eric & Vivian, Andrew & Wohar, Mark E.
• Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries
  by Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Wohar, Mark E.
• Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach
  by Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E.
• Growth Volatility and Inequality in the U.S.: A Wavelet Analysis
  by Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar
• Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data
  by Matthew W. Clance & Rangan Gupta & Mark E. Wohar
• Nonlinear Taylor rules: evidence from a large dataset
  by Ma Jun & Olson Eric & Wohar Mark E.
• Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains
  by Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar
• Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings
  by Rangan Gupta & Patrick Kanda & Mark E. Wohar
• The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests
  by Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar
• Growth Volatility and Inequality in the U.S.: A Wavelet Analysis
  by Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar
• Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
  by Rangan Gupta & Eric Olson & Mark E. Wohar
• Oil Shocks and Volatility Jumps
  by Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar
• Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data
  by Mamothoana Difeto & Reneé van Eyden & Rangan Gupta & Mark E. Wohar
• Persistence of Economic Uncertainty: A Comprehensive Analysis
  by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar
• A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set
  by Paul M. Jones & Eric Olson & Mark E. Wohar
• International Monetary Policy Spillovers: Evidence from a TVP-VAR
  by Nikolaos Antonakakis & David Gabauer & Rangan Gupta
• Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach
  by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar
• Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆
  by Gupta, Rangan & Pierdzioch, Christian & Selmi, Refk & Wohar, Mark E.
• Do house prices hedge inflation in the US? A quantile cointegration approach
  by Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E.
• Volatility Jumps: The Role of Geopolitical Risks
  by Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar
• Are BRICS Exchange Rates Chaotic?
  by Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar
• Stock returns forecasting with metals: sentiment vs. fundamentals
  by Steven J. Jordan & Andrew Vivian & Mark E. Wohar
• Structural Breaks in Volatility: The Case of Chinese Stock Returns
  by Jinlan Ni & Mark E. Wohar & Beichen Wang
• Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data
  by Rangan Gupta & Mark E. Wohar
• Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis
  by Jamal Bouoiyour & Refk Selmi & Mark Wohar
• UK macroeconomic volatility: Historical evidence over seven centuries
  by Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E.
• Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks
  by Goodness C. Aye & Tsang Yao Chang & Wenâ Yi Chen & Rangan Gupta & Mark Wohar
• The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach
  by Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E.
• Time-varying rare disaster risks, oil returns and volatility
  by Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E.
• The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data
  by Rangan Gupta & Mark E. Wohar
• Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar
• Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017
  by Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress
  by Rangan Gupta & Patrick Kanda & Aviral Kumar Tiwari & 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
  by Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar
• Global factors and equity market valuations: Do country characteristics matter?
  by Jun Ma & Andrew Vivian & Mark E. Wohar
• Measuring the response of gold prices to uncertainty: An analysis beyond the mean
  by Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E.
• The predictive power of the yield spread for future economic expansions: Evidence from a new approach
  by Gebka, Bartosz & Wohar, Mark E.
• Measuring the response of gold prices to uncertainty: An analysis beyond the mean
  by Jamal Bouoiyour & Refk Selmi & Mark Wohar
• Exchange rate pass-through in the Asian countries: does inflation volatility matter?
  by Siew-Voon Soon & Ahmad Zubaidi Baharumshah & Mark E. Wohar
• Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis
  by Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E.
• The Composition of Industry and the Duration of State Recessions
  by Kuhlmann, Angela & Decker, Christopher S. & Wohar, Mark E.
• Measuring the response of gold prices to uncertainty: An analysis beyond the mean
  by Jamal Bouoiyour & Refk Selmi & Mark Wohar
• Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data
  by Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar
• Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty
  by Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E.
• Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration
  by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar
• Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach
  by Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar
• BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER
  by Christos Agiakloglou & Paul Newbold & Mark Wohar
• Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
• Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data
  by van Eyden, Reneé & Difeto, Mamothoana & Gupta, Rangan & Wohar, Mark E.
• News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets
  by Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E.
• Bitcoin: competitor or complement to gold?
  by Jamal Bouoiyour & Refk Selmi & Mark Wohar
• Volatility spillovers across global asset classes: Evidence from time and frequency domains
  by Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E.
• Rise and Fall of Calendar Anomalies over a Century
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Bitcoin: competitor or complement to gold?
  by Jamal Bouoiyour & Refk Selmi & Mark E. Wohar
• Volatility jumps: The role of geopolitical risks
  by Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E.
• Fiscal stance, foreign capital inflows and the behavior of current account in the Asian countries
  by Ahmad Zubaidi Baharumshah & Siew-Voon Soon & Mark E. Wohar
• Exchange rate returns and volatility: the role of time-varying rare disaster risks
  by Rangan Gupta & Tahir Suleman & Mark E. Wohar
• Oil Price Uncertainty and Movements in the US Government Bond Risk Premia
  by Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar
• The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests
  by Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E.
• Predictability and underreaction in industry-level returns: Evidence from commodity markets
  by Valcarcel, Victor J. & Vivian, Andrew J. & Wohar, Mark E.
• Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter?
  by Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar
• Are BRICS exchange rates chaotic?
  by Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar
• Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017
  by Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
• The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach
  by Oguzhan Cepni & Rangan Gupta & Mark E. Wohar
• Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index
  by Gebka, Bartosz & Wohar, Mark E.
• The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach
  by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar
• 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
  by Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E.
• Persistence of economic uncertainty: a comprehensive analysis
  by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar
• Growth volatility and inequality in the U.S.: A wavelet analysis
  by Chang, Shinhye & Gupta, Rangan & Miller, Stephen M. & Wohar, Mark E.
• Halloween Effect in Developed Stock Markets: A US Perspective
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data
  by Rangan Gupta & Hardik A. Marfatia & Eric Olson
• The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model
  by Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar
• Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises
  by Samrat Goswami & Rangan Gupta & Mark E. Wohar
• Historical Evolution of Monthly Anomalies in International Stock Markets
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Is the Housing Market in the United States Really Weakly-Efficient?
  by Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar
• Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data
  by Matthew W. Clance & Rangan Gupta & Mark E. Wohar
• Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data
  by Tiwari Aviral Kumar & Cunado Juncal & Gupta Rangan & Wohar Mark E.
• Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets
  by Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar
• 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
  by Hylton Hollander & Rangan Gupta & Mark E. Wohar
• Multi-Horizon Financial and Housing Wealth Effects across the U.S. States
  by Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar
• Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold
  by Oguzhan Cepni & Rangan Gupta & Mark E. Wohar

editor of:

• Challenges in Central Banking
  edited by Siklos, Pierre L. & Bohl, Martin T. & Wohar, Mark E.
• Challenges in Central Banking
  edited by Siklos, Pierre L. & Bohl, Martin T. & Wohar, Mark E.
• Recent Advances in Estimating Nonlinear Models
  edited by Jun Ma & Mark Wohar