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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

Asymmetric effects of market uncertainties on agricultural commodities

Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara V. - In: Energy economics 127 (2023) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10014490336

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

The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility : a time-frequency wavelet analysis

Umar, Zaghum; Gubareva, Mariya - In: Applied economics 53 (2021) 27, pp. 3193-3206

Persistent link: https://www.econbiz.de/10012517082

Cross-border ESG rating dynamics : an in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada

Esparcia, Carlos; Gubareva, Mariya; Sokolova, Tatiana V.; … - 2025

Persistent link: https://www.econbiz.de/10015338087

Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility : a time-frequency analysis

Umar, Zaghum; Gubareva, Mariya; Dang Khoa Tran; … - In: Research in international business and finance 58 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10013287761

Are REITS hedge or safe haven against oil price fall?

Hanif, Waqas; Andraz, Jorge M.; Gubareva, Mariya; … - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10014446404

Return and volatility spillovers between non-fungible tokens and conventional currencies : evidence from the TVP-VAR model

Yousaf, Imran; Youssef, Manel; Gubareva, Mariya - In: Financial innovation : FIN 10 (2024), pp. 1-22

This study investigates the static and dynamic return and volatility spillovers between non-fungible tokens (NFTs) and conventional currencies using the time varying parameter vector autoregressions approach. We reveal that the total connectedness between these markets is weak, implying that...

Persistent link: https://www.econbiz.de/10014540548

Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets

Mensi, Walid; Gubareva, Mariya; Ko, Hee-Un; Vo Xuan Vinh; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-27

This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin, Ethereum, Litecoin, Ripple, and Bitcoin Cash, and uncertainties in the gold, oil, and equity markets. Using the cross-quantilogram method and quantile connectedness approach, we identify cross-quantile...

Persistent link: https://www.econbiz.de/10014289114

Decoupling between the energy and semiconductor sectors during the pandemic : new evidence from wavelet analysis

Gubareva, Mariya; Umar, Zaghum; Teplova, Tamara V.; … - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 6, pp. 1707-1719

Persistent link: https://www.econbiz.de/10014289784