David Gabauer
Title
Cited by
Cited by
Year
Cryptocurrency Market Contagion: Market Uncertainty, Market Complexity, And Dynamic Portfolios
N Antonakakis, I Chatziantoniou, D Gabauer
Journal of International Financial Markets, Institutions & Money, 2019
912019
Oil Volatility, Oil And Gas Firms And Portfolio Diversification
N Antonakakis, J Cunado, G Filis, D Gabauer, FP De Gracia
Energy Economics 70, 499-515, 2018
892018
Dynamic Connectedness Of Uncertainty Across Developed Economies: A Time-Varying Approach
N Antonakakis, D Gabauer, R Gupta, V Plakandaras
Economics Letters 166, 63-75, 2018
872018
On The Transmission Mechanism Of Country-Specific And International Economic Uncertainty Spillovers: Evidence From A TVP-VAR Connectedness Decomposition Approach
D Gabauer, R Gupta
Economics Letters 171, 63-71, 2018
782018
Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions
N Antonakakis, I Chatziantoniou, D Gabauer
Journal of Risk and Financial Management 13 (4), 84, 2020
612020
Refined measures of dynamic connectedness based on TVP-VAR
N Antonakakis, D Gabauer
532017
Return Connectedness across Asset Classes around the COVID-19 Outbreak
E Bouri, O Cepni, D Gabauer, R Gupta
International Review of Financial Analysis, 2021
512021
The dynamic connectedness of UK regional property returns
N Antonakakis, I Chatziantoniou, C Floros, D Gabauer
Urban Studies 55 (14), 3110-3134, 2018
262018
Spillovers Across Macroeconomic, Financial And Real Estate Uncertainties: A Time-Varying Approach
D Gabauer, R Gupta
Structural Change and Economic Dynamics, 2019
212019
Oil And Asset Classes Implied Volatilities: Investment Strategies And Hedging Effectiveness
N Antonakakis, J Cundao, G Filis, D Gabauer, F Perez de Gracia
Energy Economics, 2020
20*2020
International Monetary Policy Spillovers: Evidence From A Time-Varying Parameter Vector Autoregression
N Antonakakis, D Gabauer, R Gupta
International Review of Financial Analysis, 101382, 2019
192019
EMU-Risk Synchronisation And Financial Fragility Through The Prism Of Dynamic Connectedness
I Chatziantoniou, D Gabauer
The Quarterly Review of Economics & Finance, 2021
182021
Greek Economic Policy Uncertainty: Does It Matter For Europe? Evidence From A Dynamic Connectedness Decomposition Approach
N Antonakakis, D Gabauer, R Gupta
Physica A: Statistical Mechanics and its Applications, 122280, 2019
18*2019
Time-Varying Impact Of Uncertainty Shocks On Macroeconomic Variables Of The United Kingdom: Evidence From Over 150 Years Of Monthly Data
C Christou, D Gabauer, R Gupta
Finance Research Letters, 2019
102019
Volatility Impulse Response Analysis for DCC‐GARCH Models: The Role of Volatility Transmission Mechanisms
D Gabauer
Journal of Forecasting, 2020
92020
Volatility connectedness of major cryptocurrencies: The role of investor happiness
E Bouri, D Gabauer, R Gupta, A Tiwari
Journal of Behavioral and Experimental Finance, 2021
72021
From CIP-Deviations To A Market For Risk Premia: A Dynamic Investigation Of Cross-Currency Basis Swaps
I Chatziantoniou, D Gabauer, A Stenfors
Journal of International Financial Markets, Institutions & Money, 2020
62020
Dynamic Measures of Asymmetric & Pairwise Connectedness within an Optimal Currency Area: Evidence from the ERM I System
D Gabauer
Journal of Multinational Financial Management, 100680, 2021
52021
Knowledge Graphs in Manufacturing and Production: A Systematic Literature Review
G Buchgeher, D Gabauer, J Martinez-Gil, L Ehrlinger
IEEE Access, 2021
52021
The Impact of Euro Through Time: Exchange Rate Dynamics Under Different Regimes
N Antonakakis, I Chatziantoniou, D Gabauer
International Journal of Finance & Economics, 2020
5*2020
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