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Wohar, M.E
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Wohar, M.E
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Wohar, M.E
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1
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: Evidence from over 150 years of data
by
Gupta, R.
,
Wohar
,
M.E
Published 2019
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2
The role of time-varying rare disaster risks in predicting bond returns and volatility
by
Gupta, R.
,
Suleman, T.
,
Wohar
,
M.E
Published 2019
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3
What is a better cross-hedge for energy: Equities or other commodities?
by
Olson, E.
,
Vivian, A.
,
Wohar
,
M.E
Published 2019
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4
Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies
by
Donzwa, W.
,
Gupta, R.
,
Wohar
,
M.E
Published 2019
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5
The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for an Oil-Importing Country: The Case of South Africa
by
Gupta, R.
,
Hollander, H.
,
Wohar
,
M.E
Published 2019
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6
Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data
by
Clance, M.W
,
Gupta, R.
,
Wohar
,
M.E
Published 2019
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7
Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries
by
Caporale, G.M
,
Sousa, R.M
,
Wohar
,
M.E
Published 2019
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8
Rise and fall of calendar anomalies over a century
by
Gupta, R.
,
Plastun, A.
,
Sibande, X.
,
Wohar
,
M.E
Published 2019
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9
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests
by
Gupta, R.
,
Pierdzioch, C.
,
Vivian, A.J
,
Wohar
,
M.E
Published 2019
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Article
10
Are BRICS exchange rates chaotic?
by
Gil-Alana, L.A
,
Gupta, R.
,
Plakandaras, V.
,
Wohar
,
M.E
Published 2019
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11
US Fiscal Policy and Asset Prices: The Role of Partisan Conflict
by
Gupta, R.
,
Lau, C.K.M
,
Miller, S.M
,
Wohar
,
M.E
Published 2019
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Related Subjects
South Africa
Brazil
Calendar anomalies
China
Commodity market
Conditional correlation
DSGE model
Day of the week effect
Dow Jones Industrial Average Index
Dynamic hedge ratios
E31
E32
E37
E52
Energy index
Equity index
Equity prices
Exchange rate
Geopolitical risks
Holiday effect
India
Inequality measures
Interest Rates
Lyapunov exponent
Monetary policy rate uncertainty
Predictability
Q43
Quantile random forests
Realized volatility
Risk management
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