Macro variables and international stock return predictability DE Rapach, ME Wohar, J Rangvid International journal of forecasting 21 (1), 137-166, 2005 | 359 | 2005 |
Testing the monetary model of exchange rate determination: new evidence from a century of data DE Rapach, ME Wohar Journal of International Economics 58 (2), 359-385, 2002 | 313 | 2002 |
The Prebisch-Singer hypothesis: four centuries of evidence DI Harvey, NM Kellard, JB Madsen, ME Wohar The review of Economics and Statistics 92 (2), 367-377, 2010 | 305 | 2010 |
Bias in an estimator of the fractional difference parameter C Agiakloglou, P Newbold, M Wohar Journal of Time Series Analysis 14 (3), 235-246, 1993 | 305 | 1993 |
Can the term spread predict output growth and recessions? A survey of the literature DC Wheelock, ME Wohar Federal Reserve Bank of St. Louis Review 91 (5 Part 1), 419-440, 2009 | 253 | 2009 |
In-sample vs. out-of-sample tests of stock return predictability in the context of data mining DE Rapach, ME Wohar Journal of Empirical Finance 13 (2), 231-247, 2006 | 237 | 2006 |
Commodity volatility breaks A Vivian, ME Wohar Journal of International Financial Markets, Institutions and Money 22 (2 …, 2012 | 201 | 2012 |
Testing the monetary model of exchange rate determination: a closer look at panels DE Rapach, ME Wohar Journal of international Money and Finance 23 (6), 867-895, 2004 | 177 | 2004 |
On the prevalence of trends in primary commodity prices N Kellard, ME Wohar Journal of Development Economics 79 (1), 146-167, 2006 | 163 | 2006 |
Structural breaks and predictive regression models of aggregate US stock returns DE Rapach, ME Wohar Journal of Financial Econometrics 4 (2), 238-274, 2006 | 156 | 2006 |
Regime changes in international real interest rates: Are they a monetary phenomenon? DE Rapach, ME Wohar Journal of Money, Credit and Banking, 887-906, 2005 | 149 | 2005 |
The determinants of aid in the post-cold war era S Bandyopadhyay, HJ Wall Theory and practice of foreign aid, 2006 | 148* | 2006 |
Public and private investment: Are there causal linkages? SJ Erenburg, ME Wohar Journal of Macroeconomics 17 (1), 1-30, 1995 | 135 | 1995 |
Regulation, scale economies, and productivity in steam-electric generation RA Nelson, ME Wohar International Economic Review, 57-79, 1983 | 123 | 1983 |
Nonlinear dynamics and covered interest rate parity NS Balke, ME Wohar Empirical Economics 23 (4), 535-559, 1998 | 122 | 1998 |
Low-frequency movements in stock prices: A state-space decomposition NS Balke, ME Wohar Review of Economics and Statistics 84 (4), 649-667, 2002 | 121 | 2002 |
Derivative activities and managerial incentives in the banking industry DA Whidbee, M Wohar Journal of Corporate Finance 5 (3), 251-276, 1999 | 113 | 1999 |
Causality between trading volume and returns: Evidence from quantile regressions B Gebka, ME Wohar International Review of Economics & Finance 27, 144-159, 2013 | 107 | 2013 |
The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior DE Rapach, ME Wohar International journal of forecasting 22 (2), 341-361, 2006 | 106 | 2006 |
Valuation ratios and long‐horizon stock price predictability DE Rapach, ME Wohar Journal of Applied Econometrics 20 (3), 327-344, 2005 | 102 | 2005 |