676 results on '"Wohar, Mark E."'
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2. Housing price uncertainty and housing prices in the UK in a time-varying environment
3. Are real interest rates a monetary phenomenon? Evidence from 700 years of data
4. Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies
5. The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress
6. Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model
7. “Digital Gold” and geopolitics
8. The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach
9. The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence
10. Housing sector and economic policy uncertainty: A GMM panel VAR approach
11. Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data
12. What Trump's China Tariffs Have Cost U.S. Companies?
13. Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
14. Evolution of price effects after one-day abnormal returns in the US stock market
15. Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries
16. The energy transition, Trump energy agenda and COVID-19
17. Gold, platinum and the predictability of bond risk premia
18. Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio
19. Day-of-the-week effect and spread determinants: Some international evidence from equity markets
20. The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
21. Fed’s unconventional monetary policy and risk spillover in the US financial markets
22. Spillover effects in oil-related CDS markets during and after the sub-prime crisis
23. Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
24. The effect of global and regional stock market shocks on safe haven assets
25. Dynamic connectedness between oil prices and stock returns of clean energy and technology companies
26. Halloween Effect in developed stock markets: A historical perspective
27. Historical volatility of advanced equity markets: The role of local and global crises
28. Price gap anomaly in the US stock market: The whole story
29. Oil price uncertainty and movements in the US government bond risk premia
30. Historical evolution of monthly anomalies in international stock markets
31. Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
32. Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data
33. High-Frequency Volatility Forecasting of US Housing Markets
34. What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data
35. Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data
36. Oil shocks and volatility jumps
37. Time-varying predictability of oil market movements over a century of data: The role of US financial stress
38. What is a better cross-hedge for energy: Equities or other commodities?
39. What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?
40. Rise and fall of calendar anomalies over a century
41. The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests
42. Growth volatility and inequality in the U.S.: A wavelet analysis
43. Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index
44. Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017
45. The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data
46. Sources of the stock price fluctuations in Chinese equity market
47. Volatility jumps: The role of geopolitical risks
48. News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets
49. Volatility spillovers across global asset classes: Evidence from time and frequency domains
50. Measuring the response of gold prices to uncertainty: An analysis beyond the mean
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