Access Statistics for Hardik A Marfatia

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets 0 0 0 27 1 1 4 45
125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets 0 0 0 38 0 1 1 49
A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach 0 0 0 36 3 4 5 158
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 0 0 1 83 0 1 4 152
Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility 0 0 0 33 0 0 3 50
Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data 0 0 0 19 1 2 6 82
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 0 2 5 135
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 1 3 57 1 4 15 191
Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument 0 0 0 17 0 0 0 38
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 0 0 0 9 1 2 5 93
High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach 0 0 0 39 0 0 3 83
Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis 0 0 0 6 0 3 3 121
Oil Speculation and Herding Behavior in Emerging Stock Markets 0 0 0 58 0 1 1 114
Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings 0 0 0 28 0 0 0 80
The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises 0 0 0 8 0 0 1 97
Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market 0 0 0 21 0 0 0 64
Total Working Papers 0 1 4 506 7 21 56 1,552

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A fresh look at integration of risks in the international stock markets: A wavelet approach 0 0 0 9 0 1 3 49
Does federal funds futures rate contain information about the treasury bill rate? 0 0 0 10 0 0 0 67
Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market 1 3 8 62 1 3 10 154
Forecasting house prices in OECD economies 0 1 6 23 0 1 13 55
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 0 2 6 17 2 7 14 55
Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises 0 0 0 32 0 0 1 116
Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis 0 0 2 7 0 1 4 47
Monetary policy co-movement and spillover of shocks among BRICS economies 0 0 1 10 0 0 1 41
Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks 0 1 2 17 0 3 4 88
Oil speculation and herding behavior in emerging stock markets 0 0 0 15 0 1 5 96
Price jumps in developed stock markets: the role of monetary policy committee meetings 0 0 0 8 0 1 3 38
The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries 0 1 18 82 1 7 47 300
The Role of Push and Pull Factors in Driving Global Capital Flows 0 0 3 85 2 2 10 354
The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market 0 0 1 7 0 0 3 45
The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises 0 0 1 9 0 0 4 67
The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market 0 0 2 38 1 1 5 126
Total Journal Articles 1 8 50 431 7 28 127 1,698

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Statistics updated 2025-05-12