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 5 189
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 0 1 4 71
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 1 1 2 84 3 4 8 156
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 0 2 5 162
EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness 0 0 1 58 0 1 5 133
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 0 0 22 0 2 22 127
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 1 1 4 58 3 5 16 195
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 1 2 66
From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 0 0 0 55 1 2 20 306
Geopolitical Risk and Inflation Spillovers across European and North American Economies 0 0 0 38 0 3 16 65
Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets 0 0 0 26 1 2 3 37
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 6 50
Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves 0 2 6 101 0 2 12 221
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 0 158 6 17 75 537
Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach 4 8 22 91 8 20 50 176
International Monetary Policy Spillovers: Evidence from a TVP-VAR 0 0 0 93 1 3 5 240
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 1 1 1 52 1 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 1 2 30
On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data 0 0 0 30 1 1 6 43
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 0 6 160
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 0 2 78
Sentiment and Financial Market Connectedness: The Role of Investor Happiness 0 0 0 24 0 1 10 160
Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach 0 0 0 28 0 0 0 111
Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) 0 0 0 24 1 2 10 40
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 1 2 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 0 0 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 0 1 4 57
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 0 0 1 82
Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness 0 0 0 34 0 0 4 131
Total Working Papers 7 13 36 1,344 28 77 314 4,533


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 2 26 2 4 11 77
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification 0 0 2 10 1 1 7 33
Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers 0 0 3 3 0 2 8 8
Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures 1 3 14 14 2 14 50 50
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century 0 0 1 3 2 3 6 15
Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market 0 0 9 9 3 10 27 40
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach 1 4 13 68 2 7 26 240
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies 0 1 6 23 1 5 24 66
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios 2 2 8 81 6 14 42 363
Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures 0 1 2 2 0 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 1 2 6 17
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market 0 0 3 6 0 0 7 18
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets 0 0 1 5 0 0 2 14
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 0 3 9 95 0 10 24 321
Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system 1 1 17 93 5 14 65 240
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies 4 4 10 45 5 6 22 126
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures 0 0 0 2 1 1 8 12
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness 4 6 12 54 7 13 48 174
Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models 0 1 4 6 0 2 17 24
Financial market connectedness: The role of investors’ happiness 0 1 2 13 0 1 9 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 0 14
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 4 9 1 4 21 30
Gold, platinum and the predictability of bubbles in global stock markets 0 0 2 3 1 1 11 12
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 0 1 4 4
Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves 0 0 6 13 0 3 13 28
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 0 3 12 20 1 8 25 46
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach 0 4 13 58 3 7 33 183
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression 1 4 8 45 2 7 18 159
Investigating dynamic connectedness of global equity markets: the role of investor attention 0 0 1 1 0 0 3 3
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach 0 1 6 8 1 4 16 23
Model-free connectedness measures 0 0 1 12 1 3 10 39
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 0 1 2 39 0 1 6 119
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies 0 0 1 8 2 2 6 24
Oil volatility, oil and gas firms and portfolio diversification 0 1 2 84 2 3 9 227
On the transmission mechanism of Asia‐Pacific yield curve characteristics 0 0 1 4 2 4 6 22
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach 3 7 25 107 6 30 110 376
Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve 0 0 4 9 1 5 19 33
Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach 0 0 0 0 0 0 5 9
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 7 28 103 301 18 67 254 813
Return connectedness across asset classes around the COVID-19 outbreak 1 3 6 43 5 10 21 189
Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach 2 2 4 4 2 5 13 14
Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach 0 1 3 17 1 5 10 125
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic 0 0 1 5 1 1 6 24
The Evolution of Monetary Policy Focal Points 0 0 0 2 0 1 2 8
The dynamic connectedness of UK regional property returns 0 1 2 27 0 2 5 84
The impact of Euro through time: Exchange rate dynamics under different regimes 0 0 12 47 0 2 29 109
The impact of oil shocks on green, clean, and socially responsible markets 1 1 1 1 1 1 4 4
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 0 0 4 0 1 1 15
Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data 0 0 1 11 0 1 7 46
Time-varying influence of household debt on inequality in United Kingdom 0 0 0 4 0 0 4 17
Time-varying predictability of financial stress on inequality in United Kingdom 0 0 0 1 0 1 1 4
Time-varying spillovers between housing sentiment and housing market in the United States☆ 0 0 0 8 0 1 1 22
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 1 1 3 19 3 4 15 80
Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms 1 5 20 58 5 11 46 181
Total Journal Articles 30 91 364 1,567 97 309 1,158 5,117


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 7 33 114 240
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 4 12 65
Total Chapters 0 0 3 9 7 37 126 305


Statistics updated 2025-07-04