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Location, location, location : currency effects and return predictability?

Jordan, Steven J.; Vivian, Andrew; Wohar, Mark E. - In: Applied economics 47 (2015) 16/18, pp. 1883-1898

Persistent link: https://www.econbiz.de/10010511946

The contribution of economic fundamentals to movements in exchange rates

Balke, Nathan S.; Ma, Jun; Wohar, Mark E. - In: Journal of international economics 90 (2013) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10009751223

Spurious long memory, uncommon breaks and the implied-realized volatility puzzle

Kellard, Neil M.; Jiang, Ying; Wohar, Mark E. - In: Journal of international money and finance 56 (2015), pp. 36-54

Persistent link: https://www.econbiz.de/10011477872

Monetary fundamentals and exchange rate dynamics under different nominal regimes

Sarno, Lucio; Valente, Giorgio; Wohar, Mark E. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 2, pp. 179-193

Persistent link: https://www.econbiz.de/10002030002

An application of the Girton-Roper monetary model of exchange market pressure : the Japanese experience ; 1959 - 1991

Wohar, Mark E. - In: Rivista internazionale di scienze economiche e … 39 (1992) 12, pp. 993-1013

Persistent link: https://www.econbiz.de/10001137636

An application of the Girton-Roper monetary model of exchange market pressure : the Japanese experience, 1959 - 1986

Wohar, Mark E. - In: The Indian journal of economics 72 (1992) 287, pp. 379-407

Persistent link: https://www.econbiz.de/10001141596

Are BRICS Exchange Rates Chaotic?

Plakandaras, Vasilios - 2018

In this paper, we focus on the stochastic (chaotic) attributes of the US dollar-based exchange rates for Brazil, Russia, India, China and South Africa (BRICS) using a long-run monthly dataset covering 1812M01-2017M12, 1814M01-2017M12, 1822M07-2017M12, 1948M08-2017M12, and 1844M01-2017M12,...

Persistent link: https://www.econbiz.de/10012908621

Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate

Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; Wohar, … - In: Energy economics 92 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012518924

Examining real interest parity : which component reverts quickest and in which regime?

Sirichand, Kavita; Vivian, Andrew; Wohar, Mark E. - In: International review of financial analysis 39 (2015), pp. 72-83

Persistent link: https://www.econbiz.de/10011573075

Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10011591762