What is he best known for?
The fields of study he is best known for:
- Statistics
- Finance
- Macroeconomics
Mark E. Wohar focuses on Econometrics, Volatility, Financial economics, Exchange rate and Macroeconomics.
Mark E. Wohar is interested in Granger causality, which is a field of Econometrics.
His study in Volatility is interdisciplinary in nature, drawing from both Real gross domestic product, Quantile and Oil price.
His Financial economics research is multidisciplinary, relying on both Financial contagion and Equity.
He has included themes like Autoregressive integrated moving average and SETAR in his Exchange rate study.
His studies in Macroeconomics integrate themes in fields like Economies of agglomeration, Economies of scale, Economic system and Cointegration.
His most cited work include:
- Macro variables and international stock return predictability (232 citations)
- Testing the monetary model of exchange rate determination: new evidence from a century of data (224 citations)
- BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER (189 citations)
What are the main themes of his work throughout his whole career to date?
His scientific interests lie mostly in Econometrics, Volatility, Monetary economics, Financial economics and Predictability.
As a part of the same scientific study, Mark E. Wohar usually deals with the Econometrics, concentrating on Stock market and frequently concerns with Equity.
His Volatility research incorporates elements of Financial market and Linear model.
His research ties Dividend and Financial economics together.
Bond market is closely connected to Bond in his research, which is encompassed under the umbrella topic of Predictability.
His research in Monetary policy tackles topics such as Interest rate which are related to areas like Vector autoregression.
He most often published in these fields:
- Econometrics (83.86%)
- Volatility (44.22%)
- Monetary economics (27.49%)
What were the highlights of his more recent work (between 2017-2021)?
- Econometrics (83.86%)
- Volatility (44.22%)
- Monetary economics (27.49%)
In recent papers he was focusing on the following fields of study:
The scientist’s investigation covers issues in Econometrics, Volatility, Monetary economics, Stock market and Predictability.
The concepts of his Econometrics study are interwoven with issues in Index and Bond.
His biological study spans a wide range of topics, including Nonparametric statistics, Granger causality, Linear model and Financial market.
His Monetary economics study integrates concerns from other disciplines, such as Futures contract and Equity.
The various areas that he examines in his Stock market study include Financial economics, Regression analysis and Currency.
His Predictability study incorporates themes from Inflation and Risk premium.
Between 2017 and 2021, his most popular works were:
- Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data (48 citations)
- Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data (48 citations)
- Volatility spillovers across global asset classes: Evidence from time and frequency domains (41 citations)
In his most recent research, the most cited papers focused on:
- Statistics
- Econometrics
- Finance
His primary scientific interests are in Econometrics, Volatility, Quantile, Monetary economics and Conditional probability distribution.
His Econometrics research integrates issues from Hedge and Predictability.
His Volatility study contributes to a more complete understanding of Financial economics.
His Quantile research focuses on subjects like Inflation, which are linked to Recession and Interest rate.
His Monetary economics study combines topics in areas such as Emerging markets and Emerging market economies.
His Conditional probability distribution study deals with Nonparametric statistics intersecting with Conditional volatility and Corporate finance.
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