David Gabauer
Title
Cited by
Cited by
Year
Refined Measures Of Dynamic Connectedness Based On Time-Varying Parameter Vector Autoregressions
N Antonakakis, I Chatziantoniou, D Gabauer
Journal of Risk and Financial Management, 2020
95*2020
Cryptocurrency Market Contagion: Market Uncertainty, Market Complexity, And Dynamic Portfolios
N Antonakakis, I Chatziantoniou, D Gabauer
Journal of International Financial Markets, Institutions & Money, 2019
882019
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
842018
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
842018
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
722018
Return Connectedness across Asset Classes around the COVID-19 Outbreak
E Bouri, O Cepni, D Gabauer, R Gupta
International Review of Financial Analysis, 2021
412021
The dynamic connectedness of UK regional property returns
N Antonakakis, I Chatziantoniou, C Floros, D Gabauer
Urban Studies 55 (14), 3110-3134, 2018
242018
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
182019
Spillovers Across Macroeconomic, Financial And Real Estate Uncertainties: A Time-Varying Approach
D Gabauer, R Gupta
Structural Change and Economic Dynamics, 2019
182019
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
17*2020
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
17*2019
EMU-Risk Synchronisation And Financial Fragility Through The Prism Of Dynamic Connectedness
I Chatziantoniou, D Gabauer
The Quarterly Review of Economics & Finance, 2021
152021
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
62020
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
A closer look into the global determinants of oil price volatility
I Chatziantoniou, M Filippidis, G Filis, D Gabauer
Energy Economics 95, 105092, 2021
42021
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
42021
The Impact of Euro Through Time: Exchange Rate Dynamics Under Different Regimes
N Antonakakis, I Chatziantoniou, D Gabauer
International Journal of Finance & Economics, 2020
4*2020
On The Transmission Mechanism Of Asia-Pacific Yield Curve Characteristics
D Gabauer, R Gupta, S Subramaniam
International Journal of Finance & Economics, 2020
4*2020
Knowledge Graphs in Manufacturing and Production: A Systematic Literature Review
G Buchgeher, D Gabauer, J Martinez-Gil, L Ehrlinger
IEEE Access, 2021
32021
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Articles 1–20