Wohar, Mark E.

Top Publications

Top Publications Authored or Co-Authored by "Wohar, Mark E."

• Oil price volatility and economic growth: Evidence from advanced economies using more than a century's data

  Applied Energy, Volume 233-234, Year 2019, Citations 162
• Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test

  Open Economies Review, Volume 27, No. 2, Year 2016, Citations 147
• Volatility spillovers across global asset classes: Evidence from time and frequency domains

  Quarterly Review of Economics and Finance, Volume 70, Year 2018, Citations 112
• Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach

  Journal of International Financial Markets, Institutions and Money, Volume 48, Year 2017, Citations 84
• Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty

  Journal of Macroeconomics, Volume 57, Year 2018, Citations 78