Details about Mariya Gubareva
Access statistics for papers by Mariya Gubareva.
Last updated 2023-06-09. Update your information in the RePEc Author Service.
Short-id: pgu654
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Working Papers
2016
- 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
- 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
- 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
2020
- 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 (83)
- Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses
Complexity, 2020, 2020, 1-13
- Perception and Drivers of Financial Constraints for the Sustainable Development
Sustainability, 2020, 12, (17), 1-29
- Switching interest rate sensitivity regimes of U.S. Corporates
The North American Journal of Economics and Finance, 2020, 54, (C) View citations (1)
- Systemic risk in the Angolan interbank payment system – a network approach
Applied Economics, 2020, 52, (45), 4900-4912 View citations (8)
2019
- 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)
- Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework
Complexity, 2019, 2019, 1-19 View citations (3)
2018
- Binary interest rate sensitivities of emerging market corporate bonds
The European Journal of Finance, 2018, 24, (17), 1569-1586 View citations (4)
- 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)
- 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 (7)
2017
- Interest rate, liquidity, and sovereign risk: derivative-based VaR
Journal of Risk Finance, 2017, 18, (4), 443-465 View citations (3)
2016
- Typology for flight-to-quality episodes and downside risk measurement
Applied Economics, 2016, 48, (10), 835-853 View citations (15)
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