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~accessRights:"restricted"
~person:"Gabauer, David"
~person:"McAleer, Michael"
~person:"Spatareanu, Mariana"
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Search: subject_exact:"Spillovers"
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Spillover effect
23
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23
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Gabauer, David
McAleer, Michael
Spatareanu, Mariana
Kang, Sang Hoon
50
Xuan Vinh Vo
39
Mensi, Walid
37
Bouri, Elie
34
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29
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27
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Ji, Qiang
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Yarovaya, Larisa
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Ur Rehman, Mobeen
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Lau, Chi Keung
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9
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ECONIS (ZBW)
23
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1
Global geopolitical risk and inflation spillovers across European and North American economies
Bouri, Elie
;
Gabauer, David
;
Gupta, Rangan
;
Kinateder, …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014463355
Saved in:
2
Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal
;
Chatziantoniou, Ioannis
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
Saved in:
3
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
4
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic : implications for hedging and investments strategies
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Global finance journal
51
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013433155
Saved in:
5
Tail risk connectedness in the refined petroleum market : a first look at the impact of the COVID-19 pandemic
Chatziantoniou, Ioannis
;
Gabauer, David
;
Perez de …
- In:
Energy economics
111
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013350088
Saved in:
6
Dynamic connectedness and spillovers across sectors : evidence from the Indian stock market
Chatziantoniou, Ioannis
;
Gabauer, David
;
Marfatia, Hardik A.
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
3
,
pp. 283-300
Persistent link: https://www.econbiz.de/10013384702
Saved in:
7
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
8
Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area : evidence from the ERM I system
Gabauer, David
- In:
Journal of multinational financial management
60
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012794689
Saved in:
9
Monetary policy and speculative spillovers in financial markets
Demirer, Rıza
;
Gabauer, David
;
Gupta, Rangan
;
Ji, Qiang
- In:
Research in international business and finance
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013267855
Saved in:
10
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
- In:
Journal of travel research : a quarterly publication of …
59
(
2020
)
2
,
pp. 335-351
Persistent link: https://www.econbiz.de/10012151658
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