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 2 66 1 1 4 183
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 1 2 16 66
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 1 1 1 82 1 1 5 148
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 1 2 7 155
EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness 1 1 5 57 1 1 9 128
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 0 0 22 3 6 37 99
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 1 1 15 54 5 9 43 176
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 3 9 61
From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 0 0 3 54 0 1 17 283
Geopolitical Risk and Inflation Spillovers across European and North American Economies 0 0 11 38 4 7 33 44
Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets 0 0 26 26 2 6 32 32
Greek Economic Policy Uncertainty: Does it Matter for the European Union? 0 0 0 20 0 1 6 94
How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence 3 19 19 19 8 39 39 39
Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves 3 5 28 93 7 12 55 207
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 15 158 6 32 171 437
Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach 1 2 11 66 5 9 31 120
International Monetary Policy Spillovers: Evidence from a TVP-VAR 0 0 0 93 0 0 3 234
Monetary Policy and Speculative Spillovers in Financial Markets 0 0 0 15 0 0 2 53
Oil volatility, oil and gas firms and portfolio diversification 0 0 0 51 0 1 10 209
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 1 3 27
On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data 0 0 2 30 3 7 13 37
On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics 0 0 0 3 0 0 5 65
On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach 0 0 0 38 1 2 9 153
Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach 0 0 0 22 0 1 12 63
Return Connectedness across Asset Classes around the COVID-19 Outbreak 0 0 0 8 2 3 8 73
Sentiment and Financial Market Connectedness: The Role of Investor Happiness 0 0 0 24 2 2 19 147
Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach 0 0 0 28 0 0 3 110
Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) 0 0 0 24 0 0 5 30
The Evolution of Monetary Policy Focal Points 0 0 1 24 0 0 3 28
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 7 59
Time-Varying Influence of Household Debt on Inequality in United Kingdom 0 0 0 13 0 1 2 88
Time-Varying Predictability of Financial Stress on Inequality in United Kingdom 0 0 0 11 1 1 4 103
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 0 0 6 1 2 2 35
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 43 0 0 3 97
Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States 1 1 1 7 1 1 4 53
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 0 0 4 81
Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness 0 0 0 34 0 0 5 125
Total Working Papers 11 30 140 1,301 56 155 640 4,142


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 1 5 24 2 3 12 64
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification 0 2 4 8 0 2 6 25
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century 0 0 2 2 1 1 9 9
Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market 0 0 0 0 0 3 11 11
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach 1 2 17 51 5 8 52 204
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies 0 1 10 16 2 5 23 39
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios 0 4 10 72 1 7 30 320
Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic 1 2 4 5 1 3 6 11
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market 0 0 1 3 0 1 8 11
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets 1 2 4 4 2 4 10 10
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 2 2 14 83 5 13 47 289
Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system 0 4 27 68 0 8 57 162
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies 0 0 8 34 0 1 19 100
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures 0 0 2 2 1 2 4 4
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness 0 2 15 40 1 11 35 118
Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models 1 1 1 1 3 5 6 6
Financial market connectedness: The role of investors’ happiness 0 0 2 10 1 4 8 37
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 1 2 0 1 5 13
From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps 1 2 3 9 2 3 9 58
Global geopolitical risk and inflation spillovers across European and North American economies 0 1 2 2 0 2 6 6
Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach 0 0 1 10 0 0 1 31
Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves 0 1 6 7 0 1 7 15
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 1 2 8 8 4 9 20 20
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach 1 1 9 40 4 7 36 138
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression 1 2 4 34 2 7 22 137
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach 1 1 1 1 1 4 4 4
Model-free connectedness measures 1 4 11 11 1 8 27 27
Monetary policy and speculative spillovers in financial markets 0 0 1 8 0 0 4 35
Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness 0 0 11 37 0 0 17 112
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies 1 1 5 7 2 2 13 18
Oil volatility, oil and gas firms and portfolio diversification 1 2 8 80 3 7 26 215
On the transmission mechanism of Asia‐Pacific yield curve characteristics 1 1 2 3 1 1 9 15
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach 1 4 21 77 10 22 72 247
Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve 1 1 1 1 1 3 3 3
Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach 0 0 0 0 0 1 3 3
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 8 19 72 187 15 47 203 519
Return connectedness across asset classes around the COVID-19 outbreak 2 5 7 35 5 11 28 161
Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach 1 2 3 14 1 2 18 114
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic 0 0 0 4 0 0 5 17
The Evolution of Monetary Policy Focal Points 0 0 1 2 0 0 4 6
The dynamic connectedness of UK regional property returns 0 0 4 25 1 1 6 78
The impact of Euro through time: Exchange rate dynamics under different regimes 1 1 14 33 1 4 30 76
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 0 0 4 0 0 1 14
Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data 0 1 2 10 0 2 11 38
Time-varying influence of household debt on inequality in United Kingdom 0 0 0 4 0 0 1 13
Time-varying predictability of financial stress on inequality in United Kingdom 0 0 1 1 1 1 3 3
Time-varying spillovers between housing sentiment and housing market in the United States☆ 0 0 1 8 0 0 2 20
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning 0 0 1 1 0 0 5 6
Volatility connectedness of major cryptocurrencies: The role of investor happiness 1 2 5 16 2 3 14 56
Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms 0 1 15 35 3 12 44 131
Total Journal Articles 30 77 347 1,139 85 242 1,002 3,769


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 2 3 5 5 8 17 82 109
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 0 1 7 52
Total Chapters 2 3 5 6 8 18 89 161


Statistics updated 2024-05-04