Access Statistics for David Gabauer

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
A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities 0 0 1 67 0 1 3 186
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 0 1 4 70
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 0 0 1 83 0 1 4 152
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 1 2 6 161
EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness 0 0 1 58 0 1 4 132
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 U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 0 0 22 1 3 27 126
Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios 0 0 0 0 0 0 4 65
From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 0 0 1 55 0 0 21 304
Geopolitical Risk and Inflation Spillovers across European and North American Economies 0 0 0 38 1 7 19 63
Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets 0 0 0 26 0 1 3 35
Greek Economic Policy Uncertainty: Does it Matter for the European Union? 0 0 0 20 0 0 0 94
How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence 0 0 0 19 0 2 11 50
Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves 2 4 8 101 2 5 14 221
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 0 158 4 12 87 524
Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach 3 7 20 86 5 15 41 161
International Monetary Policy Spillovers: Evidence from a TVP-VAR 0 0 0 93 1 1 4 238
Monetary Policy and Speculative Spillovers in Financial Markets 0 0 0 15 0 0 0 53
Oil volatility, oil and gas firms and portfolio diversification 0 0 0 51 0 0 1 210
On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures 0 0 0 2 0 0 2 29
On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data 0 0 0 30 0 0 5 42
On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics 0 0 0 3 0 0 1 66
On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach 0 0 0 38 0 3 7 160
Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach 0 0 0 22 0 0 2 65
Return Connectedness across Asset Classes around the COVID-19 Outbreak 0 0 0 8 0 1 5 78
Sentiment and Financial Market Connectedness: The Role of Investor Happiness 0 0 0 24 1 3 13 160
Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach 0 0 0 28 0 0 1 111
Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) 0 0 0 24 1 5 9 39
The Evolution of Monetary Policy Focal Points 0 0 0 24 0 1 1 29
Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data 0 0 0 23 0 1 3 62
Time-Varying Influence of Household Debt on Inequality in United Kingdom 0 0 0 13 1 3 3 91
Time-Varying Predictability of Financial Stress on Inequality in United Kingdom 0 0 0 11 0 0 0 103
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 0 0 6 0 1 2 37
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 43 0 0 1 98
Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States 0 0 0 7 1 1 4 57
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 0 1 1 82
Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness 0 0 0 34 0 0 6 131
Total Working Papers 5 12 35 1,336 20 76 334 4,476


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A closer look into the global determinants of oil price volatility 0 0 1 25 1 2 10 74
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification 0 0 2 10 0 1 7 32
Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers 0 2 3 3 1 5 7 7
Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures 1 4 12 12 6 16 42 42
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century 0 0 1 3 1 3 4 13
Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market 0 1 9 9 3 5 22 33
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach 0 3 13 64 1 7 30 234
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies 1 2 7 23 3 7 25 64
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios 0 1 7 79 2 7 31 351
Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures 1 1 2 2 4 4 8 8
Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic 0 0 1 6 0 0 4 15
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market 0 1 3 6 0 1 7 18
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets 0 0 1 5 0 0 4 14
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 2 3 11 94 6 9 28 317
Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system 0 2 24 92 6 19 70 232
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies 0 2 7 41 0 4 20 120
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures 0 0 0 2 0 5 7 11
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness 1 2 9 49 4 13 47 165
Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models 1 2 5 6 2 4 18 24
Financial market connectedness: The role of investors’ happiness 1 1 3 13 1 3 11 48
Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios 0 0 0 2 0 0 1 14
From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps 0 0 0 9 0 2 4 62
Global geopolitical risk and inflation spillovers across European and North American economies 0 0 7 9 0 8 20 26
Gold, platinum and the predictability of bubbles in global stock markets 0 1 3 3 0 3 11 11
Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach 0 1 1 11 0 3 3 34
How connected is the oil-bank network? Firm-level and high-frequency evidence 0 0 0 0 1 2 4 4
Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves 0 1 6 13 3 6 13 28
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 1 3 10 18 3 7 21 41
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach 1 5 15 55 1 10 39 177
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression 1 3 8 42 2 5 17 154
Investigating dynamic connectedness of global equity markets: the role of investor attention 0 1 1 1 0 2 3 3
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach 0 1 6 7 2 5 17 21
Model-free connectedness measures 0 1 1 12 1 3 10 37
Monetary policy and speculative spillovers in financial markets 0 0 0 8 0 0 0 35
Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness 1 1 2 39 1 2 7 119
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies 0 0 1 8 0 0 4 22
Oil volatility, oil and gas firms and portfolio diversification 0 0 3 83 0 1 9 224
On the transmission mechanism of Asia‐Pacific yield curve characteristics 0 0 1 4 0 0 3 18
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach 3 7 26 103 17 33 116 363
Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve 0 0 8 9 1 3 26 29
Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach 0 0 0 0 0 0 6 9
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 6 22 92 279 22 63 249 768
Return connectedness across asset classes around the COVID-19 outbreak 1 2 6 41 1 2 19 180
Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach 0 2 2 2 0 4 9 9
Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach 1 1 3 17 1 2 7 121
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic 0 0 1 5 0 2 6 23
The Evolution of Monetary Policy Focal Points 0 0 0 2 1 2 2 8
The dynamic connectedness of UK regional property returns 0 1 1 26 0 3 4 82
The impact of Euro through time: Exchange rate dynamics under different regimes 0 4 14 47 2 9 33 109
The impact of oil shocks on green, clean, and socially responsible markets 0 0 0 0 0 2 3 3
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 0 0 4 0 0 0 14
Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data 0 1 1 11 1 2 8 46
Time-varying influence of household debt on inequality in United Kingdom 0 0 0 4 0 1 4 17
Time-varying predictability of financial stress on inequality in United Kingdom 0 0 0 1 0 0 0 3
Time-varying spillovers between housing sentiment and housing market in the United States☆ 0 0 0 8 0 0 1 21
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning 0 0 0 1 0 0 0 6
Volatility connectedness of major cryptocurrencies: The role of investor happiness 0 0 2 18 0 1 20 76
Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms 1 5 19 54 3 10 42 173
Total Journal Articles 24 90 361 1,500 104 313 1,143 4,912


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity 0 1 3 8 14 29 112 221
Volatility Contagion Between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: A TVP-VAR Extended Joint Connectedness Approach 0 0 0 1 2 2 11 63
Total Chapters 0 1 3 9 16 31 123 284


Statistics updated 2025-05-12