Mark Wohar

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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
• On the Potential Hedging Instruments Against Central Bank Digital Currency Uncertainty and Attention Indices (repec:ayb:jrnael:96)
  by Javed Bin Kamal & Mark Wohar & Khaled Bin Kamal
• Asymmetric response of domestic production to exchange rate changes: Evidence from southeast Asian countries (repec:bla:apacel:v:37:y:2023:i:2:p:54-75)
  by Misbah Nosheen & Beenish Chohan & Javed Iqbal & 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
• What drives most jumps in global crude oil prices? Fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants (repec:bla:worlde:v:46:y:2023:i:3:p:598-618)
  by Refk Selmi & Shawkat Hammoudeh & 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
• Halloween Effect in developed stock markets: A historical perspective (repec:cii:cepiie:2020-q1-161-10)
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• The energy transition, Trump energy agenda and COVID-19 (repec:cii:cepiie:2021-q1-165-9)
  by Refk Selmi & Jamal Bouoiyour & Shawkat Hammoudeh & Youssef Errami & Mark E. Wohar
• 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 Siklos,Pierre L. & Bohl,Martin T. & Wohar,Mark E. (ed.)
• Challenges in Central Banking (repec:cup:cbooks:9781107616493)
  by Siklos,Pierre L. & Bohl,Martin T. & Wohar,Mark E. (ed.)
• 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.
• Is there a national housing market bubble brewing in the United States? (repec:cup:macdyn:v:27:y:2023:i:8:p:2191-2228_7)
  by Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E.
• Bitcoin: competitor or complement to gold? (repec:ebl:ecbull:eb-18-00781)
  by Jamal Bouoiyour & Refk Selmi & Mark E. Wohar
• Empirical investigation of the S-curve phenomenon in Pakistan-China commodity trade (repec:ebl:ecbull:eb-23-00226)
  by Javed Iqbal & Sareer Ahmad & Misbah Nosheen & Mark 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.
• The asymmetric impact of exchange rate misalignment on economic growth of India: An application of Hodrick–Prescott filter technique (repec:eee:ecanpo:v:77:y:2023:i:c:p:809-823)
  by Iqbal, Javed & Mahmood, Fatima & Nosheen, Misbah & Wohar, Mark
• 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.
• The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress (repec:eee:ecofin:v:63:y:2022:i:c:s1062940822001371)
  by Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E.
• Volatility spillovers across the spot and futures oil markets after news announcements (repec:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250)
  by Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark
• 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.
• Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic (repec:eee:inteco:v:173:y:2023:i:c:p:68-85)
  by Kamal, Javed Bin & Wohar, Mark
• 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
• Estimation of value at risk for copper (repec:eee:jocoma:v:32:y:2023:i:c:s2405851323000417)
  by Gkillas, Konstantinos & Konstantatos, Christoforos & Papathanasiou, Spyros & 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.
• Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data (repec:eee:jrpoli:v:73:y:2021:i:c:s0301420721001574)
  by Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal & Wohar, Mark E.
• Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis? (repec:eee:jrpoli:v:78:y:2022:i:c:s0301420722003646)
  by Kamal, Javed Bin & Wohar, Mark & Kamal, Khaled Bin
• News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets (repec:eee:mulfin:v:47-48:y:2018:i::p:76-90)
  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.
• Consumption growth, preference for smoothing, changes in expectations and risk premium (repec:eee:quaeco:v:56:y:2015:i:c:p:80-97)
  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.
• Volatility spillovers across global asset classes: Evidence from time and frequency domains (repec:eee:quaeco:v:70:y:2018:i:c:p:194-202)
  by Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E.
• Fed’s unconventional monetary policy and risk spillover in the US financial markets (repec:eee:quaeco:v:78:y:2020:i:c:p:42-52)
  by Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E.
• Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices (repec:eee:quaeco:v:91:y:2023:i:c:p:56-67)
  by Selmi, Refk & Wohar, Mark & Deisting, Florent & Kasmaoui, Kamal
• Causality between trading volume and returns: Evidence from quantile regressions (repec:eee:reveco:v:27:y:2013:i:c:p:144-159)
  by Gebka, Bartosz & Wohar, Mark E.
• Determining what drives stock returns: Proper inference is crucial: Evidence from the UK (repec:eee:reveco:v:33:y:2014:i:c:p:371-390)
  by Ma, Jun & Wohar, Mark E.
• Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors (repec:eee:reveco:v:41:y:2016:i:c:p:122-143)
  by Sousa, Ricardo M. & Vivian, Andrew & Wohar, Mark E.
• Can commodity returns forecast Canadian sector stock returns? (repec:eee:reveco:v:41:y:2016:i:c:p:172-188)
  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.
• Cointegration and the term structure: A multicountry comparison (repec:eee:reveco:v:5:y:1996:i:1:p:21-34)
  by Siklos, Pierre L. & Wohar, Mark E.
• Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries (repec:eee:reveco:v:51:y:2017:i:c:p:245-257)
  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)
  by Gebka, Bartosz & Wohar, Mark E.
• Day-of-the-week effect and spread determinants: Some international evidence from equity markets (repec:eee:reveco:v:71:y:2021:i:c:p:268-288)
  by Gkillas, Konstantinos & Vortelinos, Dimitrios I. & Babalos, Vassilios & Wohar, Mark E.
• Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio (repec:eee:reveco:v:71:y:2021:i:c:p:779-810)
  by Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E.
• Housing sector and economic policy uncertainty: A GMM panel VAR approach (repec:eee:reveco:v:76:y:2021:i:c:p:114-126)
  by Balcilar, Mehmet & Roubaud, David & Uzuner, Gizem & Wohar, Mark E.
• Do shipping freight markets impact commodity markets? (repec:eee:reveco:v:91:y:2024:i:c:p:986-1014)
  by Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Trabelsi, Nader & Wohar, Mark
• Asymmetric spillover effects in energy markets (repec:eee:reveco:v:92:y:2024:i:c:p:470-502)
  by Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Doğan, Buhari & Adekoya, Oluwasegun B. & Wohar, Mark
• Abnormal profits and relative strength in mutual fund returns (repec:eee:revfin:v:5:y:1996:i:2:p:101-116)
  by Volkman, David A. & Wohar, Mark E.
• 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.
• “Digital Gold” and geopolitics (repec:eee:riibaf:v:59:y:2022:i:c:s0275531921001331)
  by Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E.
• Are real interest rates a monetary phenomenon? Evidence from 700 years of data (repec:eee:riibaf:v:66:y:2023:i:c:s0275531923001368)
  by Plakandaras, Vasilios & Gupta, Rangan & Karmakar, Sayar & Wohar, Mark E.
• The effect of global and regional stock market shocks on safe haven assets (repec:eee:streco:v:54:y:2020:i:c:p:297-308)
  by Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E.
• Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day (repec:eee:wdevel:v:89:y:2017:i:c:p:57-70)
  by Harvey, David I. & Kellard, Neil M. & Madsen, Jakob B. & Wohar, Mark E.
• The Dynamics of Inflation: A Study of a Large Number of Countries (repec:ekd:002596:259600096)
  by Georgios KOURETAS & Mark E. WOHAR
• The Strategic Implications of Setting Border Tax Adjustments (repec:ekd:002596:259600097)
  by Hans KREMERS & Andreas LOESCHEL
• Estimating Taylor-Type Rules: An Unbalanced Regression? (repec:eme:aecozz:s0731-9053(05)20029-4)
  by Pierre L. Siklos & Mark E. Wohar
• Chapter 10 Forecasting Stock Return Volatility in the Presence of Structural Breaks (repec:eme:fegzzz:s1574-8715(07)00210-2)
  by David E. Rapach & Jack K. Strauss & Mark E. Wohar
• Deficit Monetisation, Output and Inflation in the United States, 1923‐1982 (repec:eme:jespps:eum0000000000149)
  by Richard C.K. Burdekin & Mark E. Wohar
• Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets (repec:emu:wpaper:15-47.pdf)
  by Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar
• Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? (repec:emu:wpaper:15-49.pdf)
  by Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar
• Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests (repec:fip:fedcwp:0113)
  by John B. Carlson & Eduard A. Pelz & Mark E. Wohar
• Explaining stock price movements: is there a case for fundamentals? (repec:fip:fedder:y:2001:i:qiii:p:22-34)
  by Nathan S. Balke & Mark E. Wohar
• Low frequency movements in stock prices: a state space decomposition (repec:fip:feddwp:00-01)
  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
• Bitcoin: competitor or complement to gold? (repec:hal:journl:hal-01994187)
  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
• What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? (repec:hal:journl:hal-02409062)
  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
• Are U.S. industries resilient in dealing with trade uncertainty ? The case of U.S.-China trade war (repec:hal:journl:hal-02523186)
  by Refk Selmi & Youssef Errami & Mark E Wohar
• What drives most jumps in global crude oil prices? Fundamental shortage conditions, Cartel, geopolitics or the behavior of market financial participants (repec:hal:journl:hal-03793866)
  by Refk Selmi & Shawkat Hammoudeh & Mark Wohar
• Regulation, Scale Economies, and Productivity in Steam-Electric Generation (repec:ier:iecrev:v:24:y:1983:i:1:p:57-79)
  by Nelson, Randy A & Wohar, Mark E
• Regulation, Scale and Productivity: Reply (repec:ier:iecrev:v:28:y:1987:i:2:p:535-39)
  by Nelson, Randy A & Wohar, Mark
• The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration (repec:ijf:ijfiec:v:11:y:2006:i:2:p:139-153)
  by Robert Sollis & Mark E. Wohar
• Stock return predictability and dividend-price ratio: a nonlinear approach (repec:ijf:ijfiec:v:15:y:2010:i:4:p:351-365)
  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
• Asymmetric Causality between Unemployment Rate and House Prices in Select OECD Economies (repec:ire:issued:v:26:n:02:2023:p:173-207)
  by Javed Iqbal & Misbah Nosheen & Iqra Rubab & Sareer Ahmad & Mark Wohar
• Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times (repec:iza:izadps:dp13274)
  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.
• How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times? (repec:iza:izadps:dp15296)
  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)
  by Wohar, Mark E
• Alternative Modes of Deficit Financing and Endogeneous Monetary and Fiscal Policy in the U.S.A. 1923-1982 (repec:jae:japmet:v:2:y:1987:i:1:p:1-25)
  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
• 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 (repec:jof:jforec:v:26:y:2007:i:1:p:33-51)
  by Mark E. Wohar & David E. Rapach
• The Asymmetric Effects of Exchange Rate Volatility on Pakistan–Japan Commodity Trade: Evidence from Non-linear ARDL Approach (repec:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09427-6)
  by Javed Iqbal & Sitara Jabeen & Misbah Nosheen & Mark Wohar
• The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model (repec:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3)
  by Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar
• Housing price uncertainty and housing prices in the UK in a time-varying environment (repec:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09567-y)
  by Mehmet Balcilar & Gizem Uzuner & Festus Victor Bekun & 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:kap:jrefec:v:62:y:2021:i:1:d:10.1007_s11146-019-09733-9)
  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)
  by Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar
• Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test (repec:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-016-9388-x)
  by Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar
• The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach (repec:kap:openec:v:28:y:2017:i:1:d:10.1007_s11079-016-9408-x)
  by Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar
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  by Tufte, David & Wohar, Mark E
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  by Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar
• Examining real interest parity: which component reverts quickest and in which regime? (repec:lbo:lbowps:2014_05)
  by Kavita Sirichand & Andrew Vivian & Mark E.Wohar
• The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity (repec:mcb:jmoncb:v:27:y:1995:i:2:p:476-97)
  by Bradley, Michael G & Gabriel, Stuart A & Wohar, Mark E
• Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon? (repec:mcb:jmoncb:v:37:y:2005:i:5:p:887-906)
  by Rapach, David E & Wohar, Mark E
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  by Jun Ma & Mark E. Wohar
• Structural Breaks in Volatility: The Case of Chinese Stock Returns (repec:mes:chinec:v:49:y:2016:i:2:p:81-93)
  by Jinlan Ni & Mark E. Wohar & Beichen Wang
• 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 (repec:mes:emfitr:v:55:y:2019:i:7:p:1593-1618)
  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 Mark E. Wohar & Robert Sollis
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  by C. Ennew, & N. Kellard, & P. Newbold, A. J. Rayner & M. 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 Jun Ma & Zhenhua Su & Mark E. 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 & Ricardo M. Sousa & Mark E. Wohar
• Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR (repec:pre:wpaper:201585)
  by Rangan Gupta & Eric Olson & Mark E. Wohar
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  by Rangan Gupta & Mark E. Wohar
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• Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries (repec:pre:wpaper:201608)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar
• The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches (repec:pre:wpaper:201610)
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  by Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar
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• 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
• Untapping the role of trade facilitation indicators, logistics and information technology in export expansion and diversification (repec:taf:jitecd:v:33:y:2024:i:3:p:369-389)
  by Nazia Gul & Javed Iqbal & Misbah Nosheen & Mark Wohar
• Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration (repec:taf:repmxx:v:26:y:2020:i:2:p:111-117)
  by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar
• Third-Country Exchange Rate Volatility and Pakistan-China Trade at the Commodity Level (repec:taf:uitjxx:v:38:y:2024:i:2:p:136-157)
  by Misbah Nosheen & Sughra Afshan Handleeb & Javed Iqbal & Mark 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
• Revisiting the asymmetry between the exchange rate and domestic production in South Asian economies: Evidence from nonlinear ARDL approach (repec:uii:journl:v:14:y:2022:i:2:p:162-175:id:24675)
  by Javed Iqbal & Misbah Nosheen & Mark 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
• Greek government‐debt crisis events and European financial markets: News surprises on Greek bond yields and inter‐relations of European financial markets (repec:wly:ijfiec:v:28:y:2023:i:4:p:4037-4054)
  by Konstantinos Gkillas & Paraskevi Katsiampa & Dimitrios I. Vortelinos & 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
• Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis (repec:wly:jforec:v:41:y:2022:i:7:p:1525-1556)
  by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. 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
• Climate Risks And Predictability Of Commodity Returns And Volatility: Evidence From Over 750 Years Of Data (repec:wsi:ccexxx:v:15:y:2024:i:04:n:s2010007824500039)
  by Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch
• 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