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Hardik Marfatia
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Geopolitical risks and movements in Islamic bond and equity markets: A note
E Bouri, R Demirer, R Gupta, HA Marfatia
Defence and Peace Economics 30 (3), 367-379, 2019
1242019
The dynamic relationship between housing prices and the macroeconomy: Evidence from OECD countries
NK Kishor, HA Marfatia
The Journal of Real Estate Finance and Economics 54, 237-268, 2017
942017
A fresh look at integration of risks in the international stock markets: A wavelet approach
HA Marfatia
Review of Financial Economics 34, 33-49, 2017
512017
The time-varying response of foreign stock markets to US monetary policy surprises: Evidence from the Federal funds futures market
NK Kishor, HA Marfatia
Journal of International Financial Markets, Institutions and Money 24, 1-24, 2013
512013
The international REIT’s time-varying response to the US monetary policy and macroeconomic surprises
HA Marfatia, R Gupta, E Cakan
The North American Journal of Economics and Finance 42, 640-653, 2017
482017
Oil speculation and herding behavior in emerging stock markets
E Cakan, R Demirer, R Gupta, HA Marfatia
Journal of Economics and Finance 43 (1), 44-56, 2019
422019
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market
I Chatziantoniou, D Gabauer, HA Marfatia
Scottish Journal of Political Economy 69 (3), 283-300, 2022
412022
Machine learning predictions of housing market synchronization across US states: the role of uncertainty
R Gupta, HA Marfatia, C Pierdzioch, AA Salisu
The Journal of Real Estate Finance and Economics, 1-23, 2022
372022
Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis
Q Ji, H Marfatia, R Gupta
The North American Journal of Economics and Finance 46, 103-113, 2018
372018
Estimating US housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
D Gabauer, R Gupta, HA Marfatia, SM Miller
International Review of Economics & Finance 89, 349-362, 2024
362024
Uncovering the global network of economic policy uncertainty
H Marfatia, WL Zhao, Q Ji
Research in International Business and Finance 53, 101223, 2020
362020
Investors’ risk perceptions in the US and global stock market integration
HA Marfatia
Research in International Business and Finance 52, 101169, 2020
362020
Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises
HA Marfatia
The Quarterly Review of Economics and Finance 54 (3), 382-392, 2014
362014
Forecasting house prices in OECD economies
NK Kishor, HA Marfatia
Journal of Forecasting 37 (2), 170-190, 2018
312018
Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks
HA Marfatia
The North American Journal of Economics and Finance 34, 103-123, 2015
302015
High frequency impact of monetary policy and macroeconomic surprises on US MSAs, aggregate US housing returns and asymmetric volatility
W Nyakabawo, R Gupta, HA Marfatia
Advances in Decision Sciences 22, 1-25, 2018
292018
The impact of unconventional monetary policy shocks in the US on emerging market REITs
R Gupta, HA Marfatia
Journal of Real Estate Literature 26 (1), 175-188, 2018
282018
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures
J Cunado, I Chatziantoniou, D Gabauer, FP de Gracia, M Hardik
Journal of Commodity Markets 30, 100327, 2023
222023
Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility
HA Marfatia, Q Ji, J Luo
Journal of Forecasting 41 (2), 383-404, 2022
202022
Effects of conventional and unconventional monetary policy shocks on housing prices in the United States: the role of sentiment
P Caraiani, R Gupta, CKM Lau, HA Marfatia
Journal of Behavioral Finance 23 (3), 241-261, 2022
182022
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