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Mark Wohar

Global rank #1357 98%

Institution: University of Nebraska-Omaha

Primary Field: International (weighted toward more recent publications)

Homepage: http://mwohar.unomaha.community/homepage.html

First Publication: 1984

Most Recent: 2021

RePEc ID: pwo4 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.01 0.00 0.00 2.66
Last 10 Years 0.00 4.36 1.84 0.00 13.56
All Time 1.01 13.24 13.24 0.00 52.60

Publication Statistics

Raw Publications 56
Coauthorship-Adjusted Count 45.40

Publications (56)

Year Article Journal Tier Authors
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