Mariya Gubareva
Names
| first: |
Mariya |
| last: |
Gubareva |
Identifer
Contact
| email: |
mgubareva at domain iseg.ulisboa.pt
|
Affiliations
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Universidade de Lisboa
/ Instituto Superior de Economia e Gestão (ISEG)
Research profile
author of:
- Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior (repec:cuf:journl:y:2018:v:19:i:2:gubareva)
by Mariya Gubareva - A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets (repec:eee:beexfi:v:28:y:2020:i:c:s2214635020303312)
by Umar, Zaghum & Gubareva, Mariya - A tale of company fundamentals vs sentiment driven pricing: The case of GameStop (repec:eee:beexfi:v:30:y:2021:i:c:s2214635021000459)
by Umar, Zaghum & Gubareva, Mariya & Yousaf, Imran & Ali, Shoaib - Switching interest rate sensitivity regimes of U.S. Corporates (repec:eee:ecofin:v:54:y:2020:i:c:s1062940818301967)
by Gubareva, Mariya & Borges, Maria Rosa - Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors (repec:eee:ecofin:v:66:y:2023:i:c:s1062940823000426)
by Mensi, Walid & Gubareva, Mariya & Teplova, Tamara & Kang, Sang Hoon - Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets (repec:eee:ecofin:v:68:y:2023:i:c:s106294082300102x)
by Gubareva, Mariya & Bossman, Ahmed & Teplova, Tamara - Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict (repec:eee:ecofin:v:68:y:2023:i:c:s1062940823001067)
by Kumar, Sanjeev & Patel, Ritesh & Iqbal, Najaf & Gubareva, Mariya - Connectedness of non-fungible tokens and conventional cryptocurrencies with metals (repec:eee:ecofin:v:68:y:2023:i:c:s1062940823001183)
by Yousaf, Imran & Gubareva, Mariya & Teplova, Tamara - Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens (repec:eee:ecofin:v:69:y:2024:i:pb:s1062940823001535)
by Yang, Junhua & Agyei, Samuel Kwaku & Bossman, Ahmed & Gubareva, Mariya & Marfo-Yiadom, Edward - Cross-border ESG rating dynamics: An in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada (repec:eee:ecofin:v:75:y:2025:i:pa:s1062940824002079)
by Esparcia, Carlos & Gubareva, Mariya & Sokolova, Tatiana & Jareño, Francisco - Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons (repec:eee:ecofin:v:79:y:2025:i:c:s1062940825000993)
by Mensi, Walid & Gubareva, Mariya & Teplova, Tamara - Asymmetric effects of market uncertainties on agricultural commodities (repec:eee:eneeco:v:127:y:2023:i:pb:s0140988323005789)
by Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara - International transmission of shocks and African forex markets (repec:eee:eneeco:v:131:y:2024:i:c:s0140988324000902)
by Huang, Shoujun & Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara - Food, energy, and water nexus: A study on interconnectedness and trade-offs (repec:eee:eneeco:v:133:y:2024:i:c:s0140988324002299)
by Ghosh, Bikramaditya & Gubareva, Mariya & Ghosh, Anandita & Paparas, Dimitrios & Vo, Xuan Vinh - African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk (repec:eee:eneeco:v:136:y:2024:i:c:s0140988324003876)
by Huang, Shoujun & Gubareva, Mariya & Teplova, Tamara & Bossman, Ahmed - Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets (repec:eee:eneeco:v:141:y:2025:i:c:s0140988324007941)
by Gubareva, Mariya & Shafiullah, Muhammad & Teplova, Tamara - Corrigendum to “Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets” [Energy Economics Volume 141, January 2025, 108085] (repec:eee:eneeco:v:141:y:2025:i:c:s0140988324008235)
by Gubareva, Mariya & Shafiullah, Muhammad & Teplova, Tamara - Media sentiment and short stocks performance during a systemic crisis (repec:eee:finana:v:78:y:2021:i:c:s1057521921002222)
by Umar, Zaghum & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson Ayobami & Gubareva, Mariya - Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic (repec:eee:finana:v:81:y:2022:i:c:s1057521922000539)
by Yousaf, Imran & Nekhili, Ramzi & Gubareva, Mariya - The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets (repec:eee:finana:v:91:y:2024:i:c:s1057521923005616)
by Ali, Shoaib & Naveed, Muhammad & Hanif, Hasan & Gubareva, Mariya - Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies (repec:eee:finana:v:93:y:2024:i:c:s1057521924001133)
by Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair & Teplova, Tamara - The impact of Covid-19 on liquidity of emerging market bonds (repec:eee:finlet:v:41:y:2021:i:c:s1544612320316408)
by Gubareva, Mariya - Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis (repec:eee:finlet:v:47:y:2022:i:pb:s1544612322000496)
by Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara & Tran, Dang K. - Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions (repec:eee:finlet:v:51:y:2023:i:c:s1544612322006171)
by Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara - ESG rating changes and portfolio returns: A wavelet analysis across market caps (repec:eee:finlet:v:63:y:2024:i:c:s1544612324003362)
by Esparcia, Carlos & Gubareva, Mariya - Food, harvesting and interest rate nexus: Quantile investigation about dependencies and spillover (repec:eee:inteco:v:182:y:2025:i:c:s2110701725000162)
by Ghosh, Bikramaditya & Gubareva, Mariya & Ghosh, Anandita & Papadas, Dimitrios & Vo, Xuan Vinh - The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels (repec:eee:jrpoli:v:73:y:2021:i:c:s0301420721001781)
by Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara - Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets (repec:eee:jrpoli:v:80:y:2023:i:c:s0301420722006390)
by Hanif, Waqas & Mensi, Walid & Gubareva, Mariya & Teplova, Tamara - EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions (repec:eee:jrpoli:v:82:y:2023:i:c:s0301420723002234)
by Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara - Energy transition metals and global sentiment: Evidence from extreme quantiles (repec:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008814)
by Ghosh, Bikramaditya & Pham, Linh & Gubareva, Mariya & Teplova, Tamara - Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis (repec:eee:pacfin:v:67:y:2021:i:c:s0927538x21000706)
by Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya - Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations (repec:eee:pacfin:v:67:y:2021:i:c:s0927538x21000780)
by Umar, Zaghum & Gubareva, Mariya - Spillover and risk transmission between the term structure of the US interest rates and Islamic equities (repec:eee:pacfin:v:72:y:2022:i:c:s0927538x22000075)
by Umar, Zaghum & Yousaf, Imran & Gubareva, Mariya & Vo, Xuan Vinh - Frequency connectedness between DeFi and cryptocurrency markets (repec:eee:quaeco:v:93:y:2024:i:c:p:12-27)
by Mensi, Walid & Gubareva, Mariya & Kang, Sang Hoon - Sukuk liquidity and creditworthiness during COVID-19 (repec:eee:quaeco:v:94:y:2024:i:c:p:88-92)
by Gubareva, Mariya & Sokolova, Tatiana & Umar, Zaghum & Vo, Xuan Vinh - Unveiling dynamics: Financial performance determinants in the Ghanaian insurance industry (repec:eee:quaeco:v:98:y:2024:i:c:s1062976924001418)
by Opoku, Ezekiel Kofi & Marfo-Yiadom, Edward & Gubareva, Mariya & Mendes, José Zorro - Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets (repec:eee:renene:v:231:y:2024:i:c:s0960148124010115)
by Mensi, Walid & Gubareva, Mariya & Adekoya, Oluwasegun B. & Kang, Sang Hoon - Are REITS hedge or safe haven against oil price fall? (repec:eee:reveco:v:89:y:2024:i:pa:p:1-16)
by Hanif, Waqas & Andraz, Jorge Miguel & Gubareva, Mariya & Teplova, Tamara - Extreme connectedness between NFTs and US equity market: A sectoral analysis (repec:eee:reveco:v:91:y:2024:i:c:p:299-315)
by Ali, Shoaib & Umar, Muhammad & Gubareva, Mariya & Vo, Xuan Vinh - Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks (repec:eee:reveco:v:91:y:2024:i:c:p:699-719)
by Bossman, Ahmed & Gubareva, Mariya & Agyei, Samuel Kwaku & Vo, Xuan Vinh - Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak (repec:eee:reveco:v:92:y:2024:i:c:p:1126-1151)
by Yousaf, Imran & Ali, Shoaib & Marei, Mohamed & Gubareva, Mariya - Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis (repec:eee:riibaf:v:58:y:2021:i:c:s0275531921001148)
by Umar, Zaghum & Gubareva, Mariya & Tran, Dang Khoa & Teplova, Tamara - When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets (repec:eee:riibaf:v:67:y:2024:i:pa:s0275531923002866)
by Naveed, Muhammad & Ali, Shoaib & Gubareva, Mariya & Omri, Anis - Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases (repec:eee:riibaf:v:69:y:2024:i:c:s0275531923003306)
by Yousaf, Imran & Arfaoui, Nadia & Gubareva, Mariya - Dynamic spillover between oil price shocks and technology stock indices: A country level analysis (repec:eee:riibaf:v:69:y:2024:i:c:s0275531924000230)
by Umar, Zaghum & Mokni, Khaled & Manel, Youssef & Gubareva, Mariya - Reputational contagion from the Silicon Valley Bank debacle (repec:eee:riibaf:v:69:y:2024:i:c:s0275531924000680)
by Ali, Shoaib & Naveed, Muhammad & Gubareva, Mariya & Vinh Vo, Xuan - Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets (repec:eee:riibaf:v:70:y:2024:i:pa:s0275531924001326)
by Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair - Is there a nexus between NFT, DeFi and carbon allowances during extreme events? (repec:eme:cfripp:cfri-03-2023-0057)
by Bikramaditya Ghosh & Mariya Gubareva & Noshaba Zulfiqar & Ahmed Bossman - Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model (repec:eme:jfeppp:jfep-07-2020-0151)
by Mariya Gubareva - Interest rate, liquidity, and sovereign risk: derivative-based VaR (repec:eme:jrfpps:jrf-01-2017-0018)
by Mariya Gubareva & Maria Rosa Borges - How to estimate expected credit losses – ECL – for provisioning under IFRS 9 (repec:eme:jrfpps:jrf-05-2020-0094)
by Mariya Gubareva - Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017 (repec:eme:sefpps:sef-02-2019-0083)
by Mariya Gubareva - Perception and Drivers of Financial Constraints for the Sustainable Development (repec:gam:jsusta:v:12:y:2020:i:17:p:7217-:d:408410)
by Tamara Teplova & Tatiana Sokolova & Mariya Gubareva & Kristina Galenskaya & Andrey Teplov - Returns and Volatility Connectedness among the EurozoDne Equity Markets (repec:hal:journl:hal-04434044)
by Z. Umar & O.B. Adekoya & M. Gubareva & Sabri Boubaker - Flights-to-and-from-Quality with Islamic and Conventional Bonds in the COVID-19 Pandemic Era: ICEEMDAN-Based Transfer Entropy (repec:hin:complx:1027495)
by Ahmed Bossman & Samuel Kwaku Agyei & Peterson Owusu Junior & Ellen Animah Agyei & Patrick Kwashie Akorsu & Edward Marfo-Yiadom & George Amfo-Antiri & Mariya Gubareva - The Dynamic Relationship between Macroeconomy and Stock Market in China: Evidence from Bayesian Network (repec:hin:complx:2574267)
by Yue Liu & Haoyuan Feng & Kun Guo & Mariya Gubareva - Illiquidity, Uncertainty Indices, and COVID-19 Outbreak Conditions: Empirical Evidence from the US Financial Market (repec:hin:complx:2818633)
by Kais Tissaoui & Besma Hkiri & Taha Zaghdoudi & Jamel Azibi & Mariya Gubareva - The Multifaceted Sustainable Development and Export Intensity of Emerging Market Firms under Financial Constraints: The Role of ESG and Innovative Activity (repec:hin:complx:3295364)
by Tamara Teplova & Tatiana Sokolova & Mariya Gubareva & Viktoria Sukhikh & Ning Cai - Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses (repec:hin:complx:4159053)
by Mariya Gubareva & Ilias Chondrogiannis - An Application of Hybrid Models for Weekly Stock Market Index Prediction: Empirical Evidence from SAARC Countries (repec:hin:complx:5663302)
by Zhang Peng & Farman Ullah Khan & Faridoon Khan & Parvez Ahmed Shaikh & Dai Yonghong & Ihsan Ullah & Farid Ullah & Mariya Gubareva - Bank Competition, Combination of Industry and Finance, and Enterprise Innovation: Evidence from China (repec:hin:complx:6594964)
by Xiaofang Tan & Yunshan Dong & Tongyu Fang & Mariya Gubareva - Connectedness between Gold and Cryptocurrencies in COVID-19 Pandemic: A Frequency-Dependent Asymmetric and Causality Analysis (repec:hin:complx:7648085)
by Zynobia Barson & Peterson Owusu Junior & Anokye M. Adam & Emmanuel Asafo-Adjei & Mariya Gubareva - Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework (repec:hin:complx:7820618)
by Mariya Gubareva - Chaotic Phenomena and Oscillations in Dynamical Behaviour of Financial System via Fractional Calculus (repec:hin:complx:8113760)
by Zahir Shah & Ebenezer Bonyah & Ebraheem Alzahrani & Rashid Jan & Nasser Aedh Alreshidi & Mariya Gubareva - Complex Interplay of Eastern Bloc SMEs Trade Credit Determinants: Changes due to the Global Financial Crisis (repec:hin:complx:9608649)
by Tamara Teplova & Tatiana Sokolova & Kristina Galenskaya & Mariya Gubareva & Francesco Lo Iudice - Typological Classification, Diagnostics, and Measurement of Flights-to-Quality (repec:ise:isegwp:wp152013)
by Mariya Gubareva & Maria Rosa Borges - Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence (repec:ise:isegwp:wp212016)
by Mariya Gubareva & Maria Rosa Borges - Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt (repec:ise:isegwp:wp222016)
by Mariya Gubareva & Maria Rosa Borges - Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis (repec:mes:emfitr:v:59:y:2023:i:2:p:338-362)
by Mariya Gubareva & Zaghum Umar & Tamara Teplova & Xuan Vinh Vo - Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis (repec:mes:emfitr:v:59:y:2023:i:6:p:1707-1719)
by Mariya Gubareva & Zaghum Umar & Tamara Teplova & Dang K. Tran - Covid-19 and high-yield emerging market bonds: insights for liquidity risk management (repec:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00074-7)
by Mariya Gubareva - Return and volatility transmission between oil price shocks and agricultural commodities (repec:plo:pone00:0246886)
by Zaghum Umar & Mariya Gubareva & Muhammad Naeem & Ayesha Akhter - The impact of the Covid-19 related media coverage upon the five major developing markets (repec:plo:pone00:0253791)
by Zaghum Umar & Mariya Gubareva & Tatiana Sokolova - For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment (repec:plo:pone00:0285027)
by Mariya Gubareva & Zaghum Umar & Tatiana Sokolova & Valentina Antonyuk - IFRS 9 compliant economic adjustment of expected credit loss modeling (repec:rsk:journ1:7649151)
by Mariya Gubareva - Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk (repec:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2438-y)
by Mariya Gubareva & Maria Rosa Borges - Governed by the cycle: interest rate sensitivity of emerging market corporate debt (repec:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-03972-x)
by Mariya Gubareva & Maria Rosa Borges - Correction to: Governed by the cycle: interest rate sensitivity of emerging market corporate debt (repec:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-021-04009-z)
by Mariya Gubareva & Maria Rosa Borges - On the Edge of Climate Change: In a Search of an Adequate Agent-Based Methodology to Model Environmental Dynamics (repec:spr:conchp:978-3-030-02662-2_3)
by Mariya Gubareva & Orlando Gomes - Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors (repec:spr:eurase:v:13:y:2023:i:3:d:10.1007_s40822-023-00234-y)
by Ahmed Bossman & Mariya Gubareva & Tamara Teplova - Social sentiment and exchange-specific liquidity at a Eurasian stock exchange outside of US market hours (repec:spr:eurase:v:13:y:2023:i:3:d:10.1007_s40822-023-00245-9)
by Tamara Teplova & Mariya Gubareva & Nikolai Kudriavtsev - Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model (repec:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00570-7)
by Imran Yousaf & Manel Youssef & Mariya Gubareva - Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications (repec:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00586-z)
by Waild Mensi & Mariya Gubareva & Khamis Hamed Al-Yahyaee & Tamara Teplova & Sang Hoon Kang - When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets (repec:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00638-y)
by Ahmed Bossman & Mariya Gubareva & Samuel Kwaku Agyei & Xuan Vinh Vo - Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets (repec:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00498-y)
by Walid Mensi & Mariya Gubareva & Hee-Un Ko & Xuan Vinh Vo & Sang Hoon Kang - Return and Volatility Spillovers Between Non-fungible Tokens and Conventional Currencies: Evidence from the TVP–VAR Model (repec:spr:sprchp:978-981-96-6839-7_12)
by Imran Yousaf & Manel Youssef & Mariya Gubareva - Typology for flight-to-quality episodes and downside risk measurement (repec:taf:applec:v:48:y:2016:i:10:p:835-853)
by Mariya Gubareva & Maria Rosa Borges - Systemic risk in the Angolan interbank payment system – a network approach (repec:taf:applec:v:52:y:2020:i:45:p:4900-4912)
by Maria Rosa Borges & Lauriano Ulica & Mariya Gubareva - The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis (repec:taf:applec:v:53:y:2021:i:27:p:3193-3206)
by Zaghum Umar & Mariya Gubareva - Astonishing insights: emerging market debt spreads throughout the pandemic (repec:taf:applec:v:54:y:2022:i:18:p:2067-2076)
by Mariya Gubareva & Zaghum Umar & Tatiana Sokolova & Xuan Vinh Vo - The impact of COVID-19 on gold seasonality (repec:taf:applec:v:54:y:2022:i:40:p:4700-4710)
by Sónia R. Bentes & Mariya Gubareva & Tamara Teplova - ASEAN-5 forex rates and crude oil: Markov regime-switching analysis (repec:taf:applec:v:54:y:2022:i:54:p:6234-6253)
by Mukhriz Izraf Azman Aziz & Zaghum Umar & Mariya Gubareva & Tatiana Sokolova & Xuan Vinh Vo - Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis (repec:taf:applec:v:55:y:2023:i:12:p:1371-1387)
by Zaghum Umar & Mariya Gubareva & Tatiana Sokolova - Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility (repec:taf:applec:v:55:y:2023:i:22:p:2521-2535)
by Zaghum Umar & Ayesha Sayed & Mariya Gubareva & Xuan Vinh Vo - Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments (repec:taf:applec:v:55:y:2023:i:52:p:6091-6114)
by Muhammad Usman & Zaghum Umar & Mariya Gubareva & Dang Khoa Tran - Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention: a multi-scale quantile regression analysis (repec:taf:applec:v:56:y:2024:i:31:p:3698-3721)
by Ahmed Bossman & Mariya Gubareva & Tamara Teplova - Binary interest rate sensitivities of emerging market corporate bonds (repec:taf:eurjfi:v:24:y:2018:i:17:p:1569-1586)
by Mariya Gubareva & Maria Rosa Borges - Emerging markets financial sector debt: A Markov‐switching study of interest rate sensitivity (repec:wly:ijfiec:v:27:y:2022:i:4:p:3851-3863)
by Mariya Gubareva & Benjamin Keddad - Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics (repec:wly:ijfiec:v:28:y:2023:i:1:p:112-126)
by Mariya Gubareva & Zaghum Umar - Returns and volatility connectedness among the Eurozone equity markets (repec:wly:ijfiec:v:29:y:2024:i:3:p:3103-3122)
by Zaghum Umar & Oluwasegun Babatunde Adekoya & Mariya Gubareva & Sabri Boubaker