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~isPartOf:"Applied financial economics"
~language:"eng"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Phillips, Peter C. B."
~person:"Wohar, Mark E."
~type_genre:"Article in journal"
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Bahmani-Oskooee, Mohsen
Phillips, Peter C. B.
Wohar, Mark E.
Faff, Robert W.
19
Madura, Jeff
19
Brooks, Robert
18
McMillan, David G.
16
Hamori, Shigeyuki
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Applied financial economics
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75
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66
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
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ECONIS (ZBW)
8
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1
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
2
UK stock market predictability : evidence of time variation
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 1043-1055
Persistent link: https://www.econbiz.de/10009772196
Saved in:
3
Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
Volkman, David A.
;
Maisondieu Laforge, Olivier J. P.
; …
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1491-1500
Persistent link: https://www.econbiz.de/10009626045
Saved in:
4
Output and stock prices : an examination of the relationship over 200 years
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10009715952
Saved in:
5
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
6
Sum of the parts stock return forecasting : international evidence
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 837-845
Persistent link: https://www.econbiz.de/10009232515
Saved in:
7
An analysis of the time series properties of the UK ex-post real interest rate : fractional integration, breaks or nonlinear
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1697-1707
Persistent link: https://www.econbiz.de/10009012376
Saved in:
8
S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S.
- In:
Applied financial economics
4
(
1994
)
4
,
pp. 249-263
Persistent link: https://www.econbiz.de/10001164680
Saved in:
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