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Details about Mariya Gubareva

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Workplace:Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management), Universidade de Lisboa (University of Lisbon), (more information at EDIRC)
Centro de Investigação em Sociologia Económica e das Organizações (SOCIUS) (Socio-Economics Research Centre), Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management), Universidade de Lisboa (University of Lisbon), (more information at EDIRC)

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

  1. 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 Downloads
  2. 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 Downloads

2013

  1. 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 Downloads

Journal Articles

2020

  1. 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) Downloads View citations (83)
  2. Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses
    Complexity, 2020, 2020, 1-13 Downloads
  3. Perception and Drivers of Financial Constraints for the Sustainable Development
    Sustainability, 2020, 12, (17), 1-29 Downloads
  4. Switching interest rate sensitivity regimes of U.S. Corporates
    The North American Journal of Economics and Finance, 2020, 54, (C) Downloads View citations (1)
  5. Systemic risk in the Angolan interbank payment system – a network approach
    Applied Economics, 2020, 52, (45), 4900-4912 Downloads View citations (8)

2019

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

2018

  1. Binary interest rate sensitivities of emerging market corporate bonds
    The European Journal of Finance, 2018, 24, (17), 1569-1586 Downloads View citations (4)
  2. Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior
    Annals of Economics and Finance, 2018, 19, (2), 405-442 Downloads View citations (1)
  3. 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 Downloads View citations (7)

2017

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

2016

  1. Typology for flight-to-quality episodes and downside risk measurement
    Applied Economics, 2016, 48, (10), 835-853 Downloads View citations (15)
 
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