|
2021
|
Financial stress, economic policy uncertainty, and oil price uncertainty
|
Energy Economics
|
A
|
4
|
|
2021
|
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
|
Economic Modeling
|
C
|
5
|
|
2021
|
Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries
|
Energy Economics
|
A
|
4
|
|
2021
|
Testing for rational bubbles in the UK housing market
|
Applied Economics
|
C
|
5
|
|
2021
|
Is COVID-19 Related Anxiety an Accelerator for Responsible and Sustainable Investing ? A Sentiment Analysis
|
Applied Economics
|
C
|
4
|
|
2020
|
Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump
|
Applied Economics
|
C
|
4
|
|
2020
|
The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach
|
Applied Economics
|
C
|
3
|
|
2020
|
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
|
Energy Economics
|
A
|
3
|
|
2020
|
What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors?
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2019
|
What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?
|
Energy Economics
|
A
|
4
|
|
2019
|
Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals
|
Applied Economics
|
C
|
3
|
|
2019
|
Persistence of economic uncertainty: a comprehensive analysis
|
Applied Economics
|
C
|
3
|
|
2018
|
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach
|
Applied Economics
|
C
|
4
|
|
2018
|
Measuring the response of gold prices to uncertainty: An analysis beyond the mean
|
Economic Modeling
|
C
|
3
|
|
2018
|
Time-varying rare disaster risks, oil returns and volatility
|
Energy Economics
|
A
|
4
|
|
2018
|
The predictive power of the yield spread for future economic expansions: Evidence from a new approach
|
Economic Modeling
|
C
|
2
|
|
2017
|
Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data
|
Energy Economics
|
A
|
3
|
|
2017
|
Forecasting oil and stock returns with a Qual VAR using over 150years off data
|
Energy Economics
|
A
|
2
|
|
2017
|
Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day
|
World Development
|
B
|
4
|
|
2017
|
Forecasting market returns: bagging or combining?
|
International Journal of Forecasting
|
B
|
3
|
|
2015
|
Parity reversion in the Asian real exchange rates: new evidence from the local-persistent model
|
Applied Economics
|
C
|
3
|
|
2015
|
Spurious long memory, uncommon breaks and the implied–realized volatility puzzle
|
Journal of International Money and Finance
|
B
|
3
|
|
2015
|
Location, location, location: currency effects and return predictability?
|
Applied Economics
|
C
|
3
|
|
2014
|
The relationship between energy and equity markets: Evidence from volatility impulse response functions
|
Energy Economics
|
A
|
3
|
|
2014
|
Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market
|
Journal of International Money and Finance
|
B
|
3
|
|
2014
|
Expected returns and expected dividend growth: time to rethink an established empirical literature
|
Applied Economics
|
C
|
2
|
|
2014
|
The conditional influence of term spread and pattern changes on future equity returns
|
Applied Economics
|
C
|
3
|
|
2013
|
The contribution of economic fundamentals to movements in exchange rates
|
Journal of International Economics
|
A
|
3
|
|
2013
|
Long-run growth empirics and new challenges for unified theory
|
Applied Economics
|
C
|
3
|
|
2013
|
The relationship between temperature and CO<sub>2</sub> emissions: evidence from a short and very long dataset
|
Applied Economics
|
C
|
2
|
|
2013
|
An Unobserved Components Model that Yields Business and Medium‐Run Cycles
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2012
|
The dynamics of inflation: a study of a large number of countries
|
Applied Economics
|
C
|
2
|
|
2012
|
“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads
|
Journal of International Money and Finance
|
B
|
3
|
|
2011
|
Pierre L. Siklos, Martin T. Bohl and Mark E. Wohar, Challenges in central banking: the current institutional environment and forces affecting monetary policy , Cambridge University Press (2010).
|
Journal of International Economics
|
A
|
1
|
|
2010
|
The Prebisch-Singer Hypothesis: Four Centuries of Evidence
|
Review of Economics and Statistics
|
A
|
4
|
|
2010
|
Persistence and time-varying coefficients
|
Economics Letters
|
C
|
2
|
|
2009
|
Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence
|
Journal of International Money and Finance
|
B
|
2
|
|
2007
|
Do increases in petroleum product prices put the incumbent party at risk in US presidential elections?
|
Applied Economics
|
C
|
2
|
|
2007
|
Domestic‐Foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models
|
Southern Economic Journal
|
C
|
2
|
|
2006
|
What Drives Stock Prices? Identifying the Determinants of Stock Price Movements
|
Southern Economic Journal
|
C
|
2
|
|
2006
|
On the prevalence of trends in primary commodity prices
|
Journal of Development Economics
|
A
|
2
|
|
2006
|
The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior
|
International Journal of Forecasting
|
B
|
2
|
|
2005
|
Macro variables and international stock return predictability
|
International Journal of Forecasting
|
B
|
3
|
|
2005
|
Valuation ratios and long‐horizon stock price predictability
|
Journal of Applied Econometrics
|
B
|
2
|
|
2004
|
A cointegrated structural VAR model of the Canadian economy
|
Applied Economics
|
C
|
2
|
|
2004
|
Testing the monetary model of exchange rate determination: a closer look at panels
|
Journal of International Money and Finance
|
B
|
2
|
|
2004
|
The Linkage between Prices, Wages, and Labor Productivity: A Panel Study of Manufacturing Industries
|
Southern Economic Journal
|
C
|
2
|
|
2002
|
Low-Frequency Movements in Stock Prices: A State-Space Decomposition
|
Review of Economics and Statistics
|
A
|
2
|
|
2002
|
Testing the monetary model of exchange rate determination: new evidence from a century of data
|
Journal of International Economics
|
A
|
2
|
|
1999
|
Are Tax Effects Important in the Long‐Run Fisher Relationship? Evidence from the Municipal Bond Market
|
Journal of Finance
|
A
|
2
|
|
1999
|
Derivative activities and managerial incentives in the banking industry
|
Journal of Corporate Finance
|
B
|
2
|
|
1997
|
Convergence in Interest Rates and Inflation Rates across Countries and over Time.
|
Review of International Economics
|
B
|
2
|
|
1995
|
The expectations theory of interest rates: Cointegration and factor decomposition
|
International Journal of Forecasting
|
B
|
2
|
|
1993
|
Corporate Ownership and the Thrift Crisis.
|
Journal of Law and Economics
|
B
|
3
|
|
1990
|
The Adjustment of Expectations to a Change in Regime: Comment.
|
American Economic Review
|
S
|
2
|
|
1984
|
Monetarism and the Aggregate Economy: Some Longer-Run Evidence.
|
Review of Economics and Statistics
|
A
|
2
|