Similar Search Results

Measuring performance in the Portuguese banking industry with a Fourier regression model

Barros, Carlos Pestana; Borges, Maria Rosa - In: Applied economics letters 18 (2011) 1/3, pp. 21-28

Persistent link: https://www.econbiz.de/10009230347

Determinants of bank performance in the context of crisis : a panel data analysis for Portugal

Borges, Maria Rosa; Tavares, Ana Sofia - In: European research studies 23 (2020) 4, pp. 674-686

Persistent link: https://www.econbiz.de/10012511272

Modelling credit risk : evidence for EMV methodology on Portuguese mortgage data

Borges, Maria Rosa; Machado, Raquel - 2020

Persistent link: https://www.econbiz.de/10012501978

Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments

Usman, Muhammad; Umar, Zaghum; Gubareva, Mariya; Dang … - In: Applied economics 55 (2023) 52, pp. 6091-6114

Persistent link: https://www.econbiz.de/10014381519

ASEAN-5 forex rates and crude oil : Markov regime-switching analysis

Mukhriz Izraf Azman Aziz; Umar, Zaghum; Gubareva, Mariya; … - In: Applied economics 54 (2022) 54, pp. 6234-6253

Persistent link: https://www.econbiz.de/10013411364

Spillover and risk transmission between the term structure of the US interest rates and Islamic equities

Umar, Zaghum; Yousaf, Imran; Gubareva, Mariya; Vo Xuan Vinh - In: Pacific-Basin finance journal 72 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013370392

Dynamic spillover between oil price shocks and technology stock indices : a country level analysis

Umar, Zaghum; Mokni, Khaled; Manel, Youssef; Gubareva, … - In: Research in international business and finance 69 (2024), pp. 1-28

Persistent link: https://www.econbiz.de/10015052375

International transmission of shocks and African forex markets

Huang, Shoujun; Bossman, Ahmed; Gubareva, Mariya; … - In: Energy economics 131 (2024), pp. 1-18

We explore the influence of oil price and geopolitical risk (GPR) on the international transmission of shocks within African forex markets. To gauge the dynamics of shock transmission, we employ the TVP-VAR connectedness model using daily data spanning over the period 2000-2023. We show that...

Persistent link: https://www.econbiz.de/10015046270

African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk

Huang, Shoujun; Gubareva, Mariya; Teplova, Tamara V.; … - In: Energy economics 136 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015046944

Food, harvesting and interest rate nexus : quantile investigation about dependencies and spillover

Ghosh, Bikramaditya; Gubareva, Mariya; Ghosh, Anandita; … - In: International economics : the quarterly journal in … 182 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015432730