Mariya Gubareva : Citation Profile

Are you Mariya Gubareva?

Universidade de Lisboa (50% share)
Universidade de Lisboa (50% share)

4

H index

2

i10 index

116

Citations

RESEARCH PRODUCTION:

12

Articles

3

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 16
   Journals where Mariya Gubareva has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 4 (3.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu654
   Updated: 2024-11-08    RAS profile: 2023-06-09    
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Relations with other researchers

Works with:

Borges, Maria (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mariya Gubareva.

Is cited by:

Umar, Zaghum (23)

Yousaf, Imran (6)

Mahdavi Ardekani, Aref (3)

Zaremba, Adam (3)

Raza, Syed (2)

Boubaker, Sabri (2)

Abakah, Emmanuel (2)

Jareño, Francisco (2)

Gil-Alana, Luis (2)

Tiwari, Aviral (2)

Chishti, Muhammad Zubair (2)

Cites to:

Umar, Zaghum (11)

Borges, Maria (10)

Szafarz, Ariane (10)

Chapelle, Ariane (6)

Brière, Marie (6)

Silva, Thiago (4)

O'Toole, Conor (4)

Alessandri, Piergiorgio (4)

Drehmann, Mathias (4)

Tabak, Benjamin (4)

Berman, Nicolas (3)

Main data

Where Mariya Gubareva has published?

Journals with more than one article published# docs
Applied Economics2
Complexity2

Working Papers Series with more than one paper published# docs
Working Papers Department of Economics / ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa3

Recent works citing Mariya Gubareva (2024 and 2023)

YearTitle of citing document
2023The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137.

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2023COVID-19 Vaccination, Government Strict Policy and Capital Market Volatility: Evidence from ASEAN Countries. (2023). Suryani, Ani Wilujeng ; Izzahdi, Herjuna Qobush. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:2:p:117-135.

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2024The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57.

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2023European exchange rate adjustments in response to COVID-19, containment measures and stabilization policies. (2023). Klose, Jens. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003061.

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2023Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426.

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2024Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Liu, Haiyue ; Zhang, Qin ; Yang, Xite ; Huang, Linya ; Lai, Yongzeng ; Tao, Qiufan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559.

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2023How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023Co-movement between dirty and clean energy: A time-frequency perspective. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Naeem, Muhammad A ; Karim, Sitara ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000634.

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2024International transmission of shocks and African forex markets. (2024). Teplova, Tamara ; Gubareva, Mariya ; Bossman, Ahmed ; Huang, Shoujun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000902.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Ye, Jing ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2023Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193.

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2024The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Hanif, Hasan ; Naveed, Muhammad ; Ali, Shoaib ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616.

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2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Gubareva, Mariya ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

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2023Role of hedging on crypto returns predictability: A new habit-based explanation. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003811.

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2023Assessing connectedness of transportation cryptocurrencies and transportation stocks: Evidence from wavelet quantile correlation. (2023). Chishti, Muhammad Zubair ; Goodell, John W ; Patel, Ritesh. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008760.

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2024The Piggy Bank Index: An intuitive risk measure to assess liquidity and capital adequacy in banks. (2024). Keddad, Benjamin ; Gonzalez, Oliver. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012187.

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2024Relationship between the popularity of a platform and the price of NFT assets. (2024). Chang, Tsangyao ; Mikhaylov, Alexey. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000874.

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2023Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets. (2023). Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006390.

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2023Energy transition metals and global sentiment: Evidence from extreme quantiles. (2023). Gubareva, Mariya ; Pham, Linh ; Ghosh, Bikramaditya ; Teplova, Tamara. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008814.

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2024Frequency connectedness between DeFi and cryptocurrency markets. (2024). Kang, Sang Hoon ; Gubareva, Mariya ; Mensi, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:12-27.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine. (2023). Iqbal, Najaf ; Bouri, Elie ; Kumar, Sanjeev ; Patel, Ritesh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:143-162.

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2024The changing dynamics of crypto mining and environmental impact. (2024). Chavali, Kavita ; Mamidala, Vasanthi ; Kumari, Pooja ; Behl, Abhishek. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:940-953.

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2024Extreme connectedness between NFTs and US equity market: A sectoral analysis. (2024). Vo, Xuan Vinh ; Gubareva, Mariya ; Umar, Muhammad ; Ali, Shoaib. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:299-315.

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2024Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks. (2024). Vo, Xuan Vinh ; Agyei, Samuel Kwaku ; Gubareva, Mariya ; Bossman, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:699-719.

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2024Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak. (2024). Gubareva, Mariya ; Marei, Mohamed ; Ali, Shoaib ; Yousaf, Imran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1126-1151.

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2024Determinants of deposits volatility: The case of the microfinance sector in gabon. (2024). Obiang, Jean Robert ; Keddad, Benjamin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002349.

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2024When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets. (2024). OMRI, Anis ; Gubareva, Mariya ; Ali, Shoaib ; Naveed, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002866.

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2024Reputational contagion from the Silicon Valley Bank debacle. (2024). Vo, Xuan Vinh ; Gubareva, Mariya ; Naveed, Muhammad ; Ali, Shoaib. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000680.

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2023Connectedness between Defi assets and equity markets during COVID-19: A sector analysis. (2023). Yousaf, Imran ; Tolentino, Marta ; Jareo, Francisco. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522006953.

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2023The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility: A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:25-:d:1022549.

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2023Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach. (2023). Moussa, Wajdi ; Bejaoui, Azza ; Mgadmi, Nidhal. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09384-6.

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2023Spillover effects from news to travel and leisure stocks during the COVID-19 pandemic: Evidence from the time and frequency domains. (2023). Yang, Cai ; Gao, Wang ; Zhang, Hongwei ; Wang, Ying. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:2:p:460-487.

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2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets. (2023). Vo, Xuan Vinh ; Ko, Hee-Un ; Gubareva, Mariya ; Mensi, Walid ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00498-y.

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2024Emerging markets financial sector debt: A Markov?switching study of interest rate sensitivity. (2022). Keddad, Benjamin ; Gubareva, Mariya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3851-3863.

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2024Emerging market debt and the COVID?19 pandemic: A time–frequency analysis of spreads and total returns dynamics. (2023). Umar, Zaghum ; Gubareva, Mariya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:112-126.

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Works by Mariya Gubareva:

YearTitleTypeCited
2018Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article1
2020A 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]		article80
2020Switching interest rate sensitivity regimes of U.S. Corporates In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2017Interest rate, liquidity, and sovereign risk: derivative-based VaR In: Journal of Risk Finance.
[Full Text][Citation analysis]		article2
2019Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017 In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article1
2020Perception and Drivers of Financial Constraints for the Sustainable Development In: Sustainability.
[Full Text][Citation analysis]		article0
2020Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses In: Complexity.
[Full Text][Citation analysis]		article0
2019Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework In: Complexity.
[Full Text][Citation analysis]		article4
2013Typological Classification, Diagnostics, and Measurement of Flights-to-Quality In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper0
2016Interest 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]		paper0
2016Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper0
2018Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk In: Annals of Operations Research.
[Full Text][Citation analysis]		article4
2016Typology for flight-to-quality episodes and downside risk measurement In: Applied Economics.
[Full Text][Citation analysis]		article12
2020Systemic risk in the Angolan interbank payment system – a network approach In: Applied Economics.
[Full Text][Citation analysis]		article9
2018Binary interest rate sensitivities of emerging market corporate bonds In: The European Journal of Finance.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team