4
H index
1
i10 index
43
Citations
Instituto Politécnico de Lisboa (70% share) | 4 H index 1 i10 index 43 Citations RESEARCH PRODUCTION: 12 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mariya Gubareva. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Applied Economics | 2 |
Complexity | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers Department of Economics / ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa | 3 |
Year | Title of citing document |
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2021 | The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic. (2021). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9163. Full description at Econpapers || Download paper |
2021 | Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507. Full description at Econpapers || Download paper |
2022 | The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis. (2022). Hung, Ngo Thai. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00769. Full description at Econpapers || Download paper |
2021 | A tale of company fundamentals vs sentiment driven pricing: The case of GameStop. (2021). Gubareva, Mariya ; Umar, Zaghum ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000459. Full description at Econpapers || Download paper |
2021 | The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Tawil, Dima ; Aziz, Saqib ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691. Full description at Econpapers || Download paper |
2022 | Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?. (2022). Naifar, Nader ; Hussain, Syed Jawad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002266. Full description at Econpapers || Download paper |
2021 | Oil price shocks and the return and volatility spillover between industrial and precious metals. (2021). Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001961. Full description at Econpapers || Download paper |
2021 | Media sentiment and short stocks performance during a systemic crisis. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Gubareva, Mariya ; Umar, Zaghum. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002222. Full description at Econpapers || Download paper |
2021 | The impact of Covid-19 on liquidity of emerging market bonds. (2021). Gubareva, Mariya. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316408. Full description at Econpapers || Download paper |
2021 | Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000921. Full description at Econpapers || Download paper |
2021 | A closed formula for illiquid corporate bonds and an application to the European market. (2021). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000020. Full description at Econpapers || Download paper |
2021 | Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns. (2021). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000524. Full description at Econpapers || Download paper |
2022 | Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992. Full description at Econpapers || Download paper |
2021 | Risk transmission from the COVID-19 to metals and energy markets. (2021). Yousaf, Imran. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001707. Full description at Econpapers || Download paper |
2021 | The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels. (2021). Teplova, Tamara ; Gubareva, Mariya ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001781. Full description at Econpapers || Download paper |
2021 | Risk monitoring in Ecuadors payment system: Implementation of a network topology study. (2021). Arroyo, John ; Perez, Bryan ; Rubio, Jeniffer. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000193. Full description at Econpapers || Download paper |
2021 | Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Gubareva, Mariya ; Riaz, Yasir ; Manel, Youssef ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000706. Full description at Econpapers || Download paper |
2021 | Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations. (2021). Gubareva, Mariya ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000780. Full description at Econpapers || Download paper |
2021 | On the dynamic equicorrelations in cryptocurrency market. (2021). Golitsis, Petros ; Demiralay, Sercan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:524-533. Full description at Econpapers || Download paper |
2021 | Connectedness between cryptocurrency and technology sectors: International evidence. (2021). Alqahtani, Faisal ; Trabelsi, Nader ; Umar, Zaghum. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:910-922. Full description at Econpapers || Download paper |
2021 | Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy. (2021). Zaremba, Adam ; Yousaf, Imran ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s027553192100074x. Full description at Econpapers || Download paper |
2021 | Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis. (2021). Teplova, Tamara ; Tran, Dang Khoa ; Gubareva, Mariya ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001148. Full description at Econpapers || Download paper |
2021 | The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). De, Maria ; Jareo, Francisco ; Umar, Zaghum. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571. Full description at Econpapers || Download paper |
2021 | COVID-19 Pandemic: Stock Markets Situation in European Ex-Communist Countries. (2021). Żebrowska-Suchodolska, Dorota ; Zebrowska-Suchodolska, Dorota ; Kompa, Krzysztof ; Karpio, Andrzej. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:3:p:1106-1128. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | The Impact of COVID-19 on the Dynamic Topology and Network Flow of World Stock Markets. (2021). Yao, Hongxing ; Memon, Bilal Ahmed. In: JOItmC. RePEc:gam:joitmc:v:7:y:2021:i:4:p:241-:d:695841. Full description at Econpapers || Download paper |
2020 | Liquidity, Interbank Network Topology and Bank Capital. (2020). Mahdavi Ardekani, Aref. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02967226. Full description at Econpapers || Download paper |
2020 | Liquidity, Interbank Network Topology and Bank Capital. (2020). Mahdavi Ardekani, Aref. In: Post-Print. RePEc:hal:journl:halshs-02967226. Full description at Econpapers || Download paper |
2020 | Liquidity, Interbank Network Topology and Bank Capital. (2020). Mahdavi Ardekani, Aref. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:20022. Full description at Econpapers || Download paper |
2021 | Covid-19 and high-yield emerging market bonds: insights for liquidity risk management. (2021). Gubareva, Mariya. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00074-7. Full description at Econpapers || Download paper |
2021 | COVID-19 pandemic and stability of stock market—A sectoral approach. (2021). Stawarz, Marcin ; Orzeszko, Witold ; Buszko, Micha. In: PLOS ONE. RePEc:plo:pone00:0250938. Full description at Econpapers || Download paper |
2021 | Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods. (2021). Neslihanoglu, Serdar. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00247-z. Full description at Econpapers || Download paper |
2021 | Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies. (2021). Umar, Zaghum ; Aharon, David Y ; Vo, Xuan Vinh. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00274-w. Full description at Econpapers || Download paper |
2022 | Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. (2022). Ãzdemir, Onur. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00319-0. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 27 |
2020 | Switching interest rate sensitivity regimes of U.S. Corporates In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2017 | Interest rate, liquidity, and sovereign risk: derivative-based VaR In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017 In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2020 | Perception and Drivers of Financial Constraints for the Sustainable Development In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2020 | Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses In: Complexity. [Full Text][Citation analysis] | article | 0 |
2019 | Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework In: Complexity. [Full Text][Citation analysis] | article | 4 |
2013 | Typological Classification, Diagnostics, and Measurement of Flights-to-Quality In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
2016 | Typology for flight-to-quality episodes and downside risk measurement In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
2020 | Systemic risk in the Angolan interbank payment system – a network approach In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
2018 | Binary interest rate sensitivities of emerging market corporate bonds In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
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