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

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
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

2013

3. 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

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) View citations (86)
2. Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses
   Complexity, 2020, 2020, 1-13
3. Perception and Drivers of Financial Constraints for the Sustainable Development
   Sustainability, 2020, 12, (17), 1-29
4. Switching interest rate sensitivity regimes of U.S. Corporates
   The North American Journal of Economics and Finance, 2020, 54, (C) View citations (1)
5. Systemic risk in the Angolan interbank payment system – a network approach
   Applied Economics, 2020, 52, (45), 4900-4912 View citations (8)

2019

6. 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)
7. Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework
   Complexity, 2019, 2019, 1-19 View citations (3)

2018

8. Binary interest rate sensitivities of emerging market corporate bonds
   The European Journal of Finance, 2018, 24, (17), 1569-1586 View citations (4)
9. 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)
10. 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

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

2016

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