Details about Mariya Gubareva

Access statistics for papers by Mariya Gubareva.

Last updated 2025-08-13. Update your information in the RePEc Author Service.

Short-id: pgu654

Working Papers

2023

1. Returns and Volatility Connectedness among the EurozoDne Equity Markets
   Post-Print, HAL View citations (1)
   See also Journal Article Returns and volatility connectedness among the Eurozone equity markets, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2024) View citations (2) (2024)

2016

2. Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa
3. Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa

2013

4. Typological Classification, Diagnostics, and Measurement of Flights-to-Quality
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa

Journal Articles

2025

1. Cross-border ESG rating dynamics: An in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada
   The North American Journal of Economics and Finance, 2025, 75, (PA) View citations (1)
2. Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets
   Energy Economics, 2025, 141, (C)
   Also in Energy Economics, 2025, 141, (C) (2025)
3. Food, harvesting and interest rate nexus: Quantile investigation about dependencies and spillover
   International Economics, 2025, 182, (C)
4. Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons
   The North American Journal of Economics and Finance, 2025, 79, (C)

2024

5. African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk
   Energy Economics, 2024, 136, (C)
6. Are REITS hedge or safe haven against oil price fall?
   International Review of Economics & Finance, 2024, 89, (PA), 1-16 View citations (4)
7. Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets
   Research in International Business and Finance, 2024, 70, (PA) View citations (5)
8. Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies
   International Review of Financial Analysis, 2024, 93, (C) View citations (6)
9. Dynamic spillover between oil price shocks and technology stock indices: A country level analysis
   Research in International Business and Finance, 2024, 69, (C) View citations (5)
10. ESG rating changes and portfolio returns: A wavelet analysis across market caps
    Finance Research Letters, 2024, 63, (C) View citations (6)
11. Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens
    The North American Journal of Economics and Finance, 2024, 69, (PB) View citations (9)
12. Extreme connectedness between NFTs and US equity market: A sectoral analysis
    International Review of Economics & Finance, 2024, 91, (C), 299-315 View citations (11)
13. Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications
    Financial Innovation, 2024, 10, (1), 1-27 View citations (2)
14. Food, energy, and water nexus: A study on interconnectedness and trade-offs
    Energy Economics, 2024, 133, (C)
15. Frequency connectedness between DeFi and cryptocurrency markets
    The Quarterly Review of Economics and Finance, 2024, 93, (C), 12-27 View citations (12)
16. Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention: a multi-scale quantile regression analysis
    Applied Economics, 2024, 56, (31), 3698-3721 View citations (2)
17. International transmission of shocks and African forex markets
    Energy Economics, 2024, 131, (C) View citations (4)
18. Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets
    Renewable Energy, 2024, 231, (C) View citations (6)
19. Reputational contagion from the Silicon Valley Bank debacle
    Research in International Business and Finance, 2024, 69, (C) View citations (5)
20. Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model
    Financial Innovation, 2024, 10, (1), 1-22 View citations (4)
    See also Chapter Return and Volatility Spillovers Between Non-fungible Tokens and Conventional Currencies: Evidence from the TVP–VAR Model, Springer Books, 2025, 326-351 (2025) (2025)
21. Returns and volatility connectedness among the Eurozone equity markets
    International Journal of Finance & Economics, 2024, 29, (3), 3103-3122 View citations (2)
    See also Working Paper Returns and Volatility Connectedness among the EurozoDne Equity Markets, Post-Print (2023) View citations (1) (2023)
22. Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak
    International Review of Economics & Finance, 2024, 92, (C), 1126-1151 View citations (11)
23. Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases
    Research in International Business and Finance, 2024, 69, (C) View citations (4)
24. Sukuk liquidity and creditworthiness during COVID-19
    The Quarterly Review of Economics and Finance, 2024, 94, (C), 88-92
25. The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets
    International Review of Financial Analysis, 2024, 91, (C) View citations (10)
26. Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
    International Review of Economics & Finance, 2024, 91, (C), 699-719 View citations (5)
27. Unveiling dynamics: Financial performance determinants in the Ghanaian insurance industry
    The Quarterly Review of Economics and Finance, 2024, 98, (C)
28. When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets
    Research in International Business and Finance, 2024, 67, (PA) View citations (5)
29. When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets
    Financial Innovation, 2024, 10, (1), 1-38 View citations (1)

2023

30. Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis
    Applied Economics, 2023, 55, (12), 1371-1387 View citations (4)
31. Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions
    Finance Research Letters, 2023, 51, (C) View citations (38)
32. Asymmetric effects of market uncertainties on agricultural commodities
    Energy Economics, 2023, 127, (PB) View citations (11)
33. Connectedness of non-fungible tokens and conventional cryptocurrencies with metals
    The North American Journal of Economics and Finance, 2023, 68, (C) View citations (18)
34. Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis
    Emerging Markets Finance and Trade, 2023, 59, (6), 1707-1719 View citations (8)
35. EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions
    Resources Policy, 2023, 82, (C) View citations (32)
36. Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors
    Eurasian Economic Review, 2023, 13, (3), 321-372 View citations (5)
37. Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics
    International Journal of Finance & Economics, 2023, 28, (1), 112-126 View citations (3)
38. Energy transition metals and global sentiment: Evidence from extreme quantiles
    Resources Policy, 2023, 86, (PA) View citations (13)
39. Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis
    Emerging Markets Finance and Trade, 2023, 59, (2), 338-362 View citations (18)
40. For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment
    PLOS ONE, 2023, 18, (5), 1-14 View citations (2)
41. Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets
    Resources Policy, 2023, 80, (C) View citations (46)
42. Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility
    Applied Economics, 2023, 55, (22), 2521-2535 View citations (5)
43. Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict
    The North American Journal of Economics and Finance, 2023, 68, (C) View citations (24)
44. Is there a nexus between NFT, DeFi and carbon allowances during extreme events?
    China Finance Review International, 2023, 14, (3), 456-479 View citations (1)
45. Social sentiment and exchange-specific liquidity at a Eurasian stock exchange outside of US market hours
    Eurasian Economic Review, 2023, 13, (3), 753-802 View citations (1)
46. Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors
    The North American Journal of Economics and Finance, 2023, 66, (C) View citations (17)
47. Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments
    Applied Economics, 2023, 55, (52), 6091-6114 View citations (3)
48. Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets
    The North American Journal of Economics and Finance, 2023, 68, (C) View citations (14)
49. Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets
    Financial Innovation, 2023, 9, (1), 1-27 View citations (32)

2022

50. ASEAN-5 forex rates and crude oil: Markov regime-switching analysis
    Applied Economics, 2022, 54, (54), 6234-6253 View citations (11)
51. Astonishing insights: emerging market debt spreads throughout the pandemic
    Applied Economics, 2022, 54, (18), 2067-2076 View citations (3)
52. Bank Competition, Combination of Industry and Finance, and Enterprise Innovation: Evidence from China
    Complexity, 2022, 2022, 1-18 View citations (1)
53. Chaotic Phenomena and Oscillations in Dynamical Behaviour of Financial System via Fractional Calculus
    Complexity, 2022, 2022, 1-14
54. Complex Interplay of Eastern Bloc SMEs Trade Credit Determinants: Changes due to the Global Financial Crisis
    Complexity, 2022, 2022, 1-13
55. Connectedness between Gold and Cryptocurrencies in COVID-19 Pandemic: A Frequency-Dependent Asymmetric and Causality Analysis
    Complexity, 2022, 2022, 1-17 View citations (5)
56. Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis
    Finance Research Letters, 2022, 47, (PB) View citations (62)
57. Emerging markets financial sector debt: A Markov‐switching study of interest rate sensitivity
    International Journal of Finance & Economics, 2022, 27, (4), 3851-3863 View citations (3)
58. Flights-to-and-from-Quality with Islamic and Conventional Bonds in the COVID-19 Pandemic Era: ICEEMDAN-Based Transfer Entropy
    Complexity, 2022, 2022, 1-25 View citations (9)
59. Governed by the cycle: interest rate sensitivity of emerging market corporate debt
    Annals of Operations Research, 2022, 313, (2), 991-1019 View citations (6)
    Also in Annals of Operations Research, 2024, 332, (1), 1257-1257 (2024)
60. Illiquidity, Uncertainty Indices, and COVID-19 Outbreak Conditions: Empirical Evidence from the US Financial Market
    Complexity, 2022, 2022, 1-23
61. Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic
    International Review of Financial Analysis, 2022, 81, (C) View citations (67)
62. Spillover and risk transmission between the term structure of the US interest rates and Islamic equities
    Pacific-Basin Finance Journal, 2022, 72, (C) View citations (16)
63. The Multifaceted Sustainable Development and Export Intensity of Emerging Market Firms under Financial Constraints: The Role of ESG and Innovative Activity
    Complexity, 2022, 2022, 1-20 View citations (8)
64. The impact of COVID-19 on gold seasonality
    Applied Economics, 2022, 54, (40), 4700-4710 View citations (6)

2021

65. A tale of company fundamentals vs sentiment driven pricing: The case of GameStop
    Journal of Behavioral and Experimental Finance, 2021, 30, (C) View citations (51)
66. An Application of Hybrid Models for Weekly Stock Market Index Prediction: Empirical Evidence from SAARC Countries
    Complexity, 2021, 2021, 1-10 View citations (1)
67. Covid-19 and high-yield emerging market bonds: insights for liquidity risk management
    Risk Management, 2021, 23, (3), 193-212 View citations (9)
68. Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations
    Pacific-Basin Finance Journal, 2021, 67, (C) View citations (43)
69. How to estimate expected credit losses – ECL – for provisioning under IFRS 9
    Journal of Risk Finance, 2021, 22, (2), 169-190 View citations (1)
70. Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis
    Research in International Business and Finance, 2021, 58, (C) View citations (33)
71. Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model
    Journal of Financial Economic Policy, 2021, 13, (6), 686-697 View citations (4)
72. Media sentiment and short stocks performance during a systemic crisis
    International Review of Financial Analysis, 2021, 78, (C) View citations (32)
73. Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis
    Pacific-Basin Finance Journal, 2021, 67, (C) View citations (21)
74. Return and volatility transmission between oil price shocks and agricultural commodities
    PLOS ONE, 2021, 16, (2), 1-18 View citations (37)
75. The Dynamic Relationship between Macroeconomy and Stock Market in China: Evidence from Bayesian Network
    Complexity, 2021, 2021, 1-12 View citations (1)
76. The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels
    Resources Policy, 2021, 73, (C) View citations (64)
77. The impact of Covid-19 on liquidity of emerging market bonds
    Finance Research Letters, 2021, 41, (C) View citations (30)
78. The impact of the Covid-19 related media coverage upon the five major developing markets
    PLOS ONE, 2021, 16, (7), 1-28 View citations (7)
79. The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis
    Applied Economics, 2021, 53, (27), 3193-3206 View citations (40)

2020

80. A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets
    Journal of Behavioral and Experimental Finance, 2020, 28, (C) View citations (90)
81. Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses
    Complexity, 2020, 2020, 1-13
82. Perception and Drivers of Financial Constraints for the Sustainable Development
    Sustainability, 2020, 12, (17), 1-29
83. Switching interest rate sensitivity regimes of U.S. Corporates
    The North American Journal of Economics and Finance, 2020, 54, (C) View citations (1)
84. Systemic risk in the Angolan interbank payment system – a network approach
    Applied Economics, 2020, 52, (45), 4900-4912 View citations (9)

2019

85. Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017
    Studies in Economics and Finance, 2019, 37, (1), 18-27 View citations (2)
86. Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework
    Complexity, 2019, 2019, 1-19 View citations (3)

2018

87. Binary interest rate sensitivities of emerging market corporate bonds
    The European Journal of Finance, 2018, 24, (17), 1569-1586 View citations (4)
88. Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior
    Annals of Economics and Finance, 2018, 19, (2), 405-442 View citations (1)
89. Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk
    Annals of Operations Research, 2018, 266, (1), 71-100 View citations (9)

2017

90. Interest rate, liquidity, and sovereign risk: derivative-based VaR
    Journal of Risk Finance, 2017, 18, (4), 443-465 View citations (3)

2016

91. Typology for flight-to-quality episodes and downside risk measurement
    Applied Economics, 2016, 48, (10), 835-853 View citations (17)

Undated

92. IFRS 9 compliant economic adjustment of expected credit loss modeling
    Journal of Credit Risk

Chapters

2025

1. Return and Volatility Spillovers Between Non-fungible Tokens and Conventional Currencies: Evidence from the TVP–VAR Model
   Springer
   See also Journal Article Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model, Springer (2024) View citations (4) (2024)

2019

2. On the Edge of Climate Change: In a Search of an Adequate Agent-Based Methodology to Model Environmental Dynamics
   Springer View citations (3)