4
H index
2
i10 index
92
Citations
Universidade de Lisboa (50% share) | 4 H index 2 i10 index 92 Citations RESEARCH PRODUCTION: 12 Articles 3 Papers RESEARCH ACTIVITY: 7 years (2013 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgu654 |
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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Complexity | 2 |
Applied Economics | 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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2023 | The 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. Full description at Econpapers || Download paper |
2023 | COVID-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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Spillover 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Time 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. Full description at Econpapers || Download paper |
2023 | Co-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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Role 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. Full description at Econpapers || Download paper |
2023 | Impacts 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. Full description at Econpapers || Download paper |
2023 | Foreign 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. Full description at Econpapers || Download paper |
2023 | Spillovers 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. Full description at Econpapers || Download paper |
2023 | Connectedness 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Disentangling 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. Full description at Econpapers || Download paper |
2023 | Spillover 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. Full description at Econpapers || Download paper |
2023 | Tail 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. Full description at Econpapers || Download paper |
2023 | Emerging 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. 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 | 1 |
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 | 63 |
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 | 2 |
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 | 3 |
2016 | Typology for flight-to-quality episodes and downside risk measurement In: Applied Economics. [Full Text][Citation analysis] | article | 10 |
2020 | Systemic risk in the Angolan interbank payment system – a network approach In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
2018 | Binary interest rate sensitivities of emerging market corporate bonds In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
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