Details about David Gabauer

Access statistics for papers by David Gabauer.

Last updated 2018-11-05. Update your information in the RePEc Author Service.

Short-id: pga953

Working Papers

2018

1. Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach
   Working Papers, University of Pretoria, Department of Economics View citations (9)
   See also Journal Article in Economics Letters (2018)
2. Greek Economic Policy Uncertainty: Does it Matter for the European Union?
   Working Papers, University of Pretoria, Department of Economics View citations (3)
3. International Monetary Policy Spillovers: Evidence from a TVP-VAR
   Working Papers, University of Pretoria, Department of Economics
4. Oil volatility, oil and gas firms and portfolio diversification
   BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University View citations (1)
   See also Journal Article in Energy Economics (2018)
5. On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics
   Working Papers, University of Pretoria, Department of Economics
6. On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach
   Working Papers, University of Pretoria, Department of Economics View citations (2)

2017

7. Refined Measures of Dynamic Connectedness based on TVP-VAR
   MPRA Paper, University Library of Munich, Germany View citations (7)

Journal Articles

2018

1. Dynamic connectedness of uncertainty across developed economies: A time-varying approach
   Economics Letters, 2018, 166, (C), 63-75 View citations (9)
   See also Working Paper (2018)
2. Oil volatility, oil and gas firms and portfolio diversification
   Energy Economics, 2018, 70, (C), 499-515 View citations (1)
   See also Working Paper (2018)
3. The dynamic connectedness of UK regional property returns
   Urban Studies, 2018, 55, (14), 3110-3134