Narrow search
Showing 1 - 10 of 55
Cover Image
US and UK interest rates 1890 - 1934 : new evidence on structural breaks
Newbold, Paul; Leybourne, Stephen James; Wohar, Mark E. - 2001
Persistent link: https://www.econbiz.de/10001536960
Cover Image
Implied volatility in options markets and conditional heteroscedasticity in stock markets
Choi, Seung-mook S. - In: The financial review : the official publication of the … 27 (1992) 4, pp. 503-530
Persistent link: https://www.econbiz.de/10001143740
Cover Image
Trend-stationary, difference-stationary, or neither: further diagnostic tests with an application to US Real GNP, 1875 - 1993
Newbold, Paul; Leybourne, Stephen James; Wohar, Mark E. - In: Journal of economics & business 53 (2001) 1, pp. 85-102
Persistent link: https://www.econbiz.de/10001581771
Cover Image
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
Cover Image
An unobserved components model that yields business and medium-run cycles
Ma, Jun; Wohar, Mark E. - In: Journal of money, credit and banking : JMCB 45 (2013) 7, pp. 1351-1373
Persistent link: https://www.econbiz.de/10010197461
Cover Image
The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Vivian, Andrew; Wohar, Mark E. - In: International review of financial analysis 26 (2013), pp. 40-50
Persistent link: https://www.econbiz.de/10009717221
Cover Image
Long memory regressors and predictive testing : a two-stage rebalancing approach
Maynard, Alex; Smallwood, Aaron D.; Wohar, Mark E. - In: Econometric reviews 32 (2013) 1/4, pp. 318-360
Persistent link: https://www.econbiz.de/10009717790
Cover Image
The relationship between energy and equity markets : evidence from volatility impulse response functions
Olson, Eric; Vivian, Andrew J.; Wohar, Mark E. - In: Energy economics 43 (2014), pp. 297-305
Persistent link: https://www.econbiz.de/10010504812
Cover Image
Regime changes in international real interest rates : are they a monetary phenomenon?
Rapach, David E.; Wohar, Mark E. - In: Journal of money, credit and banking : JMCB 37 (2005) 5, pp. 885-906
Persistent link: https://www.econbiz.de/10003144659
Cover Image
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