Mariya Gubareva
Names
| first: | Mariya |
| last: | Gubareva |
Identifer
| RePEc Short-ID: | pgu654 |
Contact
| email: | mgubareva at domain iseg.ulisboa.pt |
Affiliations
-
Universidade de Lisboa
/ Instituto Superior de Economia e Gestão (ISEG) (weight: 50%)
- EDIRC entry
- location:
-
Universidade de Lisboa
/ Instituto Superior de Economia e Gestão (ISEG)
/ Centro de Investigação em Sociologia Económica e das Organizações (SOCIUS) (weight: 50%)
- EDIRC entry
- location:
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 - 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 - Interest rate, liquidity, and sovereign risk: derivative-based VaR (RePEc:eme:jrfpps:jrf-01-2017-0018)
by Mariya Gubareva & Maria Rosa Borges - 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 - Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses (RePEc:hin:complx:4159053)
by Mariya Gubareva & Ilias Chondrogiannis - Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework (RePEc:hin:complx:7820618)
by Mariya Gubareva - 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 - 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 - 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 - 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