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Anomalies and the Expected Market Return

DONG, XI; LI, YAN; RAPACH, DAVID E.; ZHOU, GUOFU - In: The Journal of Finance 77 (2021) 1, pp. 639-681

Persistent link: https://www.econbiz.de/10012810291

What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors?

Ma, Jun; Vivian, Andrew; Wohar, Mark E. - In: Oxford Bulletin of Economics and Statistics 82 (2019) 2, pp. 311-330

Persistent link: https://www.econbiz.de/10012095530

Testing the asymmetric effects of exchange rate pass‐through in BRICS countries : Does the state of the economy matter?

Balcilar, Mehmet; Roubaud, David; Usman, Ojonugwa; … - In: The World Economy 44 (2020) 1, pp. 188-233

Persistent link: https://www.econbiz.de/10012284353

Forecasting US GNP growth : The role of uncertainty

Segnon, Mawuli; Gupta, Rangan; Bekiros, Stelios; Wohar, … - In: Journal of Forecasting 37 (2018) 5, pp. 541-559

Persistent link: https://www.econbiz.de/10012081986

Global factors and equity market valuations : Do country characteristics matter?

Ma, Jun; Vivian, Andrew; Wohar, Mark E. - In: International Journal of Finance & Economics 23 (2018) 4, pp. 427-441

Persistent link: https://www.econbiz.de/10012082633

The role of time-varying rare disaster risks in predicting bond returns and volatility

Gupta, Rangan; Suleman, Tahir; Wohar, Mark E. - In: Review of Financial Economics 37 (2018) 3, pp. 327-340

Persistent link: https://www.econbiz.de/10012084596

US Fiscal Policy and Asset Prices : The Role of Partisan Conflict

Gupta, Rangan; Lau, Chi Keung Marco; Miller, Stephen M.; … - In: International Review of Finance 19 (2018) 4, pp. 851-862

Persistent link: https://www.econbiz.de/10012091510

Predicting Stock Market Movements in the United States : The Role of Presidential Approval Ratings*

Gupta, Rangan; Kanda, Patrick; Wohar, Mark E. - In: International Review of Finance 21 (2019) 1, pp. 324-335

Persistent link: https://www.econbiz.de/10012091576

Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia

Çepni, Oğuzhan; Gupta, Rangan; Wohar, Mark E. - In: International Review of Finance 21 (2019) 2, pp. 661-674

Persistent link: https://www.econbiz.de/10012091596

Deficit Monetisation, Output and Inflation in the United States, 1923‐1982

Burdekin, Richard C.K.; Wohar, Mark E. - In: Journal of Economic Studies 17 (1990) 6

The relative impacts of the monetised and non‐monetised deficit on output and inflation in the United States are assessed using annual data for the 1923‐1982 period. With Federal Reserve purchases of government debt serving as a measure of monetisation, the results of Granger causality tests...

Persistent link: https://www.econbiz.de/10014863848