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What are the categories of geopolitical risks that could drive oil prices higher? : acts or threats?
Bouoiyour, Jamal; Selmi, Refk; Hammoudeh, Shawkat; … - In: Energy economics 84 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012183421
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GCC countries and the nexus between exchange rate and oil price : what wavelet decomposition reveals?
Bouoiyour, Jamal; Selmi, Refk - In: International journal of computational economics and … 5 (2015) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10011317310
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Exchange volatility and export performance in Egypt : new insights from wavelet decomposition and optimal GARCH model
Bouoiyour, Jamal; Selmi, Refk - In: The journal of international trade & economic development 24 (2015) 1/2, pp. 201-227
Persistent link: https://www.econbiz.de/10011343487
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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
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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
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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
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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
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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
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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
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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