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A panel analysis of the stock return-dividend yield relation : predicting returns and dividend growth
McMillan, David G.; Wohar, Mark E. - In: The Manchester School 81 (2013) 3, pp. 386-400
Persistent link: https://www.econbiz.de/10009755542
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Recent advances in estimating nonlinear models : with applications in economics and finance
Ma, Jun (contributor); Wohar, Mark E. (contributor) - 2014
Persistent link: https://www.econbiz.de/10011385393
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Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data
Plakandaras, Vasilios - 2019
This paper analyses to what extent a selection of leading indicators is able to forecast U.S. recessions, by means of both dynamic probit models and Support Vector Machine (SVM) models, using monthly data from January 1871 to June 2016. The results suggest that the probit models predict U.S....
Persistent link: https://www.econbiz.de/10012901502
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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
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Geopolitical risks and recessions in a panel of advanced economies : evidence from over a century of data
Clance, Matthew W.; Gupta, Rangan; Wohar, Mark E. - In: Applied economics letters 26 (2019) 16, pp. 1317-1321
Persistent link: https://www.econbiz.de/10012204745
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Testing the monetary model of exchange rate determination : a closer look at panels
Rapach, David E.; Wohar, Mark E. - In: Journal of international money and finance 23 (2004) 6, pp. 867-895
Persistent link: https://www.econbiz.de/10002200556
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The impact of US uncertainty shocks on a panel of advanced and emerging market economies
Gupta, Rangan; Olasehinde-Williams, Godwin; Wohar, Mark E. - In: Journal of international trade & economic development : … 29 (2020) 6, pp. 711-721
Persistent link: https://www.econbiz.de/10012264106
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Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu; Tiwari, Aviral Kumar; Wohar, … - In: Applied economics letters 28 (2021) 6, pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
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Housing sector and economic policy uncertainty : a GMM panel VAR approach
Balcilar, Mehmet; Roubaud, David; Uzuner, Gizem; Wohar, … - In: International review of economics & finance : IREF 76 (2021), pp. 114-126
Persistent link: https://www.econbiz.de/10013175755
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Abnormal profits and relative strength in mutual fund returns
Volkman, David A. - In: Review of financial economics : RFE 5 (1996) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10001208722