All Stories

  1. ESG rating changes and portfolio returns: A wavelet analysis across market caps

    Article • Finance Research Letters, May 2024, Elsevier

    Mariya Gubareva

  2. Extreme connectedness between NFTs and US equity market: A sectoral analysis

    Article • International Review of Economics & Finance, March 2024, Elsevier

    Mariya Gubareva

  3. Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks

    Article • International Review of Economics & Finance, March 2024, Elsevier

    Mariya Gubareva

  4. Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak

    Article • International Review of Economics & Finance, February 2024, Elsevier

    Mariya Gubareva

  5. Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens

    Article • The North American Journal of Economics and Finance, January 2024, Elsevier

    Mariya Gubareva

  6. Sukuk liquidity and creditworthiness during COVID-19

    Article • The Quarterly Review of Economics and Finance, January 2024, Elsevier

    Mariya Gubareva

  7. Social sentiment and exchange-specific liquidity at a Eurasian stock exchange outside of US market hours

    Article • Eurasian Economic Review, December 2023, Springer Science + Business Media

    Mariya Gubareva

  8. Is there a nexus between NFT, DeFi and carbon allowances during extreme events?

    Article • China Finance Review International, November 2023, Emerald

    Mariya Gubareva

  9. Frequency Connectedness Between DeFi and Cryptocurrency Markets

    Article • The Quarterly Review of Economics and Finance, November 2023, Elsevier

    Mariya Gubareva

  10. Energy transition metals and global sentiment: Evidence from extreme quantiles

    Article • Resources Policy, October 2023, Elsevier

    Mariya Gubareva

  11. Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors

    Article • Eurasian Economic Review, September 2023, Springer Science + Business Media

    Mariya Gubareva

  12. Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets

    Article • The North American Journal of Economics and Finance, September 2023, Elsevier

    Mariya Gubareva

  13. Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict

    Article • The North American Journal of Economics and Finance, September 2023, Elsevier

    Mariya Gubareva

  14. Connectedness of non-fungible tokens and conventional cryptocurrencies with metals

    Article • The North American Journal of Economics and Finance, September 2023, Elsevier

    Mariya Gubareva

  15. Are REITS hedge or safe haven against oil price fall?

    Article • International Review of Economics & Finance, July 2023, Elsevier

    Mariya Gubareva

  16. Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention: a multi-scale quantile regression analysis

    Article • Applied Economics, May 2023, Taylor & Francis

    Mariya Gubareva

  17. EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions

    Article • Resources Policy, May 2023, Elsevier

    Mariya Gubareva

  18. For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment

    Article • PLoS ONE, May 2023, PLOS

    Mariya Gubareva

  19. Returns and volatility connectedness among the EurozoDne equity markets

    Article • International Journal of Finance & Economics, April 2023, Wiley

    Mariya Gubareva

  20. Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US

    Article • Annals of Operations Research, March 2023, Springer Science + Business Media

    Mariya Gubareva, Dr Fiza Qureshi

  21. Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict

    Article • Heliyon, February 2023, Elsevier

    Mariya Gubareva

  22. Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions

    Article • Finance Research Letters, January 2023, Elsevier

    Mariya Gubareva

  23. Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets

    Article • Resources Policy, January 2023, Elsevier

    Mariya Gubareva

  24. Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis

    Article • Emerging Markets Finance and Trade, December 2022, Taylor & Francis

    Mariya Gubareva

  25. Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments

    Article • Applied Economics, December 2022, Taylor & Francis

    Mariya Gubareva

  26. Trading Volume and Capital Gains Tax - Evidence from Selected Stock Markets with Different Characteristics

    Article • Finanse i Prawo Finansowe, September 2022, Uniwersytet Lodzki (University of Lodz)

    Mariya Gubareva

  27. The Multifaceted Sustainable Development and Export Intensity of Emerging Market Firms under Financial Constraints: The Role of ESG and Innovative Activity

    Article • Complexity, August 2022, Hindawi Publishing Corporation

    Mariya Gubareva

  28. Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility

    Article • Applied Economics, August 2022, Taylor & Francis

    Mariya Gubareva

  29. Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis

    Article • Emerging Markets Finance and Trade, July 2022, Taylor & Francis

    Mariya Gubareva

  30. Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis

    Article • Applied Economics, July 2022, Taylor & Francis

    Mariya Gubareva

  31. ASEAN-5 forex rates and crude oil: Markov regime-switching analysis

    Article • Applied Economics, June 2022, Taylor & Francis

    Mariya Gubareva

  32. Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission

    Article • Annals of Operations Research, June 2022, Springer Science + Business Media

    Mariya Gubareva

  33. Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic

    Article • International Review of Financial Analysis, May 2022, Elsevier

    Mariya Gubareva

  34. Spillover and risk transmission between the term structure of the US interest rates and Islamic equities

    Article • Pacific-Basin Finance Journal, April 2022, Elsevier

    Mariya Gubareva

  35. Complex Interplay of Eastern Bloc SMEs Trade Credit Determinants: Changes due to the Global Financial Crisis

    Article • Complexity, March 2022, Hindawi Publishing Corporation

    Mariya Gubareva

  36. The impact of COVID-19 on gold seasonality

    Article • Applied Economics, February 2022, Taylor & Francis

    Mariya Gubareva

  37. Covid-19 impact on NFTs and major asset classes interrelations: insights from the wavelet coherence analysis

    Article • Finance Research Letters, February 2022, Elsevier

    Mariya Gubareva

  38. Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis

    Article • Research in International Business and Finance, December 2021, Elsevier

    Mariya Gubareva

  39. Media sentiment and short stocks performance during a systemic crisis

    Article • International Review of Financial Analysis, November 2021, Elsevier

    Mariya Gubareva

  40. Astonishing insights: emerging market debt spreads throughout the pandemic

    Article • Applied Economics, October 2021, Taylor & Francis

    Mariya Gubareva

  41. The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels

    Article • Resources Policy, October 2021, Elsevier

    Mariya Gubareva

  42. The impact of the Covid-19 related media coverage upon the five major developing markets

    Article • PLoS ONE, July 2021, PLOS

    Mariya Gubareva

  43. The impact of Covid-19 on liquidity of emerging market bonds

    Article • Finance Research Letters, July 2021, Elsevier

    Mariya Gubareva

  44. How to estimate expected credit losses – ECL – for provisioning under IFRS 9

    Article • The Journal of Risk Finance, June 2021, Emerald

    Mariya Gubareva

  45. A tale of company fundamentals vs sentiment driven pricing: The case of GameStop

    Article • Journal of Behavioral and Experimental Finance, June 2021, Elsevier

    Mariya Gubareva

  46. Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations

    Article • Pacific-Basin Finance Journal, June 2021, Elsevier

    Mariya Gubareva

  47. Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis

    Article • Pacific-Basin Finance Journal, June 2021, Elsevier

    Mariya Gubareva

  48. Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model

    Article • Journal of Financial Economic Policy, May 2021, Emerald

    Mariya Gubareva

  49. Covid-19 and high-yield emerging market bonds: insights for liquidity risk management

    Article • Risk Management, April 2021, Springer Science + Business Media

    Mariya Gubareva

  50. Correction to: Governed by the cycle: interest rate sensitivity of emerging market corporate debt

    Article • Annals of Operations Research, March 2021, Springer Science + Business Media

    Mariya Gubareva

  51. Return and volatility transmission between oil price shocks and agricultural commodities

    Article • PLoS ONE, February 2021, PLOS

    Mariya Gubareva

  52. Governed by the cycle: interest rate sensitivity of emerging market corporate debt

    Article • Annals of Operations Research, February 2021, Springer Science + Business Media

    Mariya Gubareva

  53. The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis

    Article • Applied Economics, January 2021, Taylor & Francis

    Mariya Gubareva

  54. Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics

    Article • International Journal of Finance & Economics, December 2020, Wiley

    Mariya Gubareva

  55. A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets

    Article • Journal of Behavioral and Experimental Finance, December 2020, Elsevier

    Mariya Gubareva

  56. Complex Systems in Economics and Where to Find Them

    Article • Journal of Systems Science and Complexity, November 2020, Springer Science + Business Media

    Mariya Gubareva

  57. Emerging markets financial sector debt: A Markov‐switching study of interest rate sensitivity

    Article • International Journal of Finance & Economics, October 2020, Wiley

    Mariya Gubareva

  58. Perception and Drivers of Financial Constraints for the Sustainable Development

    Article • Sustainability, September 2020, MDPI AG

    Mariya Gubareva

  59. Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses

    Article • Complexity, August 2020, Hindawi Publishing Corporation

    Mariya Gubareva

  60. Systemic risk in the Angolan interbank payment system – a network approach

    Article • Applied Economics, April 2020, Taylor & Francis

    Mariya Gubareva

  61. IFRS 9 compliant economic adjustment of expected credit loss modeling

    Article • The Journal of Credit Risk, January 2020, Incisive Media

    Mariya Gubareva

  62. Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017

    Article • Studies in Economics and Finance, September 2019, Emerald

    Mariya Gubareva

  63. Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework

    Article • Complexity, July 2019, Hindawi Publishing Corporation

    Mariya Gubareva

  64. On the Edge of Climate Change: In a Search of an Adequate Agent-Based Methodology to Model Environmental Dynamics

    Article • January 2019, Springer Science + Business Media

    Mariya Gubareva

  65. Switching interest rate sensitivity regimes of U.S. Corporates

    Article • The North American Journal of Economics and Finance, December 2018, Elsevier

    Mariya Gubareva

  66. Binary interest rate sensitivities of emerging market corporate bonds

    Article • European Journal of Finance, November 2017, Taylor & Francis

    Mariya Gubareva

  67. Interest rate, liquidity, and sovereign risk: derivative-based VaR

    Article • The Journal of Risk Finance, August 2017, Emerald

    Mariya Gubareva

  68. Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk

    Article • Annals of Operations Research, February 2017, Springer Science + Business Media

    Mariya Gubareva

  69. Rethinking Framework of Integrated Interest Rate and Credit Risk Management in Emerging Markets

    Article • December 2016, Emerald

    Mariya Gubareva

  70. Typology for flight-to-quality episodes and downside risk measurement

    Article • Applied Economics, September 2015, Taylor & Francis

    Mariya Gubareva