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 0 67 0 3 7 192
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 0 0 4 71
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 0 1 2 84 0 4 8 157
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 1 2 5 164
EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness 0 0 1 58 2 3 8 136
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 3 6 60 4 10 21 202
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 0 0 22 0 3 18 130
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 2 66
From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 0 0 0 55 0 2 18 307
Geopolitical Risk and Inflation Spillovers across European and North American Economies 0 0 0 38 0 0 13 65
Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets 0 0 0 26 1 4 6 40
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 0 5 50
Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves 1 1 7 102 2 3 15 224
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 0 158 3 14 61 545
Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach 1 6 23 93 7 18 57 186
International Monetary Policy Spillovers: Evidence from a TVP-VAR 0 0 0 93 1 3 6 242
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 1 1 52 0 1 2 211
On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures 0 0 0 2 1 2 2 31
On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data 0 0 0 30 1 3 6 45
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 1 6 161
Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach 0 0 0 22 0 0 1 65
Return Connectedness across Asset Classes around the COVID-19 Outbreak 0 0 0 8 2 2 4 80
Sentiment and Financial Market Connectedness: The Role of Investor Happiness 0 0 0 24 0 1 7 161
Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach 0 0 0 28 1 2 2 113
Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) 0 0 0 24 2 4 12 43
The Evolution of Monetary Policy Focal Points 0 0 0 24 0 0 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 0 2 62
Time-Varying Influence of Household Debt on Inequality in United Kingdom 0 0 0 13 0 1 4 92
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 1 1 3 38
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 43 2 2 3 100
Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States 0 0 0 7 0 0 4 57
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 1 2 3 84
Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness 0 0 0 34 1 1 4 132
Total Working Papers 2 12 40 1,349 33 92 321 4,597


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 2 26 0 3 11 78
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification 0 0 2 10 0 1 6 33
Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers 0 0 3 3 0 0 8 8
Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures 1 2 15 15 5 9 54 57
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century 0 0 1 3 0 2 6 15
Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market 1 2 7 11 4 10 30 47
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach 1 2 12 69 2 4 25 242
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies 0 0 5 23 2 4 23 69
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios 0 5 9 84 3 22 52 379
Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures 1 1 3 3 2 4 12 12
Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic 1 1 2 7 1 2 6 18
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market 0 1 4 7 0 3 10 21
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets 1 1 1 6 1 3 4 17
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 2 4 12 99 2 7 28 328
Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system 0 3 14 95 6 19 71 254
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies 1 7 12 48 2 10 23 131
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures 0 0 0 2 1 2 7 13
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness 2 7 14 57 3 12 45 179
Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models 0 0 3 6 1 1 13 25
Financial market connectedness: The role of investors’ happiness 0 0 2 13 1 1 10 49
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 1 3 3 17
From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps 0 0 0 9 0 0 4 62
Global geopolitical risk and inflation spillovers across European and North American economies 0 0 2 9 0 3 19 32
Gold, platinum and the predictability of bubbles in global stock markets 0 0 2 3 0 2 10 13
Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach 0 0 1 11 0 0 3 34
How connected is the oil-bank network? Firm-level and high-frequency evidence 0 0 0 0 3 4 7 8
Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves 0 0 6 13 0 1 14 29
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 0 1 11 21 0 2 23 47
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach 1 2 15 60 3 8 34 188
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression 2 4 10 48 3 8 23 165
Investigating dynamic connectedness of global equity markets: the role of investor attention 0 0 1 1 0 1 4 4
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach 0 0 4 8 0 4 15 26
Model-free connectedness measures 0 0 1 12 1 2 10 40
Monetary policy and speculative spillovers in financial markets 0 0 0 8 1 1 1 36
Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness 0 0 2 39 2 3 7 122
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies 1 1 2 9 5 8 12 30
Oil volatility, oil and gas firms and portfolio diversification 1 1 3 85 3 8 15 233
On the transmission mechanism of Asia‐Pacific yield curve characteristics 0 0 1 4 0 2 6 22
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach 1 4 20 108 2 13 104 383
Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve 0 1 5 10 4 7 20 39
Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach 0 0 0 0 1 2 5 11
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 12 23 103 317 31 64 263 859
Return connectedness across asset classes around the COVID-19 outbreak 1 2 7 44 3 10 25 194
Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach 0 3 5 5 2 8 17 20
Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach 0 0 2 17 0 1 9 125
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic 0 1 2 6 0 3 8 26
The Evolution of Monetary Policy Focal Points 0 0 0 2 0 0 2 8
The dynamic connectedness of UK regional property returns 0 0 2 27 1 1 6 85
The impact of Euro through time: Exchange rate dynamics under different regimes 0 1 11 48 0 1 26 110
The impact of oil shocks on green, clean, and socially responsible markets 0 1 1 1 1 2 5 5
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 1 1 5 0 1 2 16
Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data 0 1 2 12 0 1 8 47
Time-varying influence of household debt on inequality in United Kingdom 0 0 0 4 0 0 3 17
Time-varying predictability of financial stress on inequality in United Kingdom 0 0 0 1 0 0 1 4
Time-varying spillovers between housing sentiment and housing market in the United States☆ 0 0 0 8 1 1 2 23
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 1 3 19 1 5 15 82
Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms 1 2 19 59 5 12 47 188
Total Journal Articles 31 86 367 1,623 110 311 1,222 5,331


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 0 3 8 3 15 114 248
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 1 4 16 69
Total Chapters 0 0 3 9 4 19 130 317


Statistics updated 2025-09-05