Citations (26)
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Zaghum Umar, Mariya Gubareva & Tatiana Sokolova. (2023) Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis. Applied Economics 55:12, pages 1371-1387.
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Mariya Gubareva, Zaghum Umar, Tamara Teplova & Xuan Vinh Vo. (2023) Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis. Emerging Markets Finance and Trade 59:2, pages 338-362.
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Sónia R. Bentes, Mariya Gubareva & Tamara Teplova. (2022) The impact of COVID-19 on gold seasonality. Applied Economics 54:40, pages 4700-4710.
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Mariya Gubareva, Zaghum Umar, Tatiana Sokolova & Xuan Vinh Vo. (2022) Astonishing insights: emerging market debt spreads throughout the pandemic. Applied Economics 54:18, pages 2067-2076.
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Zaghum Umar & Mariya Gubareva. (2021) The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis. Applied Economics 53:27, pages 3193-3206.
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Mariya Gubareva & Maria Rosa Borges. (2018) Binary interest rate sensitivities of emerging market corporate bonds. The European Journal of Finance 24:17, pages 1569-1586.
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Articles from other publishers (20)
Shoaib Ali, Muhammad Naveed, Hassan Hanif & Mariya Gubareva. (2023) The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. International Review of Financial Analysis, pages 103045.
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Mariya Gubareva, Ahmed Bossman & Tamara Teplova. (2023) Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets. The North American Journal of Economics and Finance 68, pages 101979.
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Golnaz Baradaran Motie & Zheng Zeng. (2023) Foreign portfolio investment and the US macroeconomic conditions. The North American Journal of Economics and Finance 68, pages 101964.
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Zaghum Umar, Oluwasegun Babatunde Adekoya, Mariya Gubareva & Sabri Boubaker. (2023) Returns and volatility connectedness among the Eurozone equity markets. International Journal of Finance & Economics.
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Mariya Gubareva & Zaghum Umar. (2020) Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics. International Journal of Finance & Economics 28:1, pages 112-126.
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Mariya Gubareva & Benjamin Keddad. (2020) Emerging markets financial sector debt: A Markov‐switching study of interest rate sensitivity. International Journal of Finance & Economics 27:4, pages 3851-3863.
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Mariya Gubareva & Maria Rosa Borges. (2021) Governed by the cycle: interest rate sensitivity of emerging market corporate debt. Annals of Operations Research 313:2, pages 991-1019.
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Zaghum Umar, Mariya Gubareva, Dang Khoa Tran & Tamara Teplova. (2021) Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis. Research in International Business and Finance 58, pages 101493.
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Zaghum Umar, Mariya Gubareva & Tamara Teplova. (2021) The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels. Resources Policy 73, pages 102164.
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Zaghum Umar, Mariya Gubareva & Tatiana Sokolova. (2021) The impact of the Covid-19 related media coverage upon the five major developing markets. PLOS ONE 16:7, pages e0253791.
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Mariya Gubareva. (2021) The impact of Covid-19 on liquidity of emerging market bonds. Finance Research Letters 41, pages 101826.
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Zaghum Umar & Mariya Gubareva. (2021) Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations. Pacific-Basin Finance Journal 67, pages 101571.
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Mariya Gubareva & Maria Rosa Borges. (2020) Switching interest rate sensitivity regimes of U.S. Corporates. The North American Journal of Economics and Finance 54, pages 100888.
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Matteo Foglia, Alessandra Ortolano, Elisa Di Febo & Eliana Angelini. (2020) Bad or good neighbours: a spatial financial contagion study. Studies in Economics and Finance 37:4, pages 753-776.
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Mariya Gubareva & Ilias Chondrogiannis. (2020) Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses. Complexity 2020, pages 1-13.
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Filiz ERYILMAZ & Derya YILMAZ. (2020) TİCARET POLİTİKASI BELİRSİZLİĞİNİN GELİŞMEKTE OLAN ÜLKELERİN RİSKİNE ETKİSİ: AMPRİK BİR İNCELEMEEffect of Trade Policy Uncertainty on the Risk of Developing Countries: An Emprical Analysis. TESAM Akademi Dergisi 7:1, pages 91-112.
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Andreas Humpe & David G. McMillan. (2018) Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets. Journal of Asset Management 19:6, pages 413-428.
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Mariya Gubareva & Maria Rosa Borges. (2017) Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk. Annals of Operations Research 266:1-2, pages 71-100.
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Mariya Gubareva & Maria Rosa Borges. (2017) Interest rate, liquidity, and sovereign risk: derivative-based VaR. The Journal of Risk Finance 18:4, pages 443-465.
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Andreas Humpe,David G. McMillan. (2016) Equity-Bond Returns Correlation and the Bond Yield: Evidence of Switching Behaviour from the G7 Markets. Credit and Capital Markets – Kredit und Kapital 49:3, pages 415-444.
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