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 1 6 25 51 5 21 58 112
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 1 2 40 40 4 11 63 63
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 0 2 20 101
EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness 0 3 20 38 3 12 56 88
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 2 3 3 2 8 13 13
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 1 2 9 9 5 14 22 22
From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 1 4 17 40 2 25 74 159
Greek Economic Policy Uncertainty: Does it Matter for the European Union? 0 0 0 20 0 1 12 60
International Monetary Policy Spillovers: Evidence from a TVP-VAR 0 0 4 93 2 9 60 181
Monetary Policy and Speculative Spillovers in Financial Markets 0 0 15 15 4 6 25 25
Oil volatility, oil and gas firms and portfolio diversification 1 2 8 34 3 8 38 127
On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics 0 0 0 3 1 2 22 47
On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach 0 0 0 38 3 9 18 89
Refined Measures of Dynamic Connectedness based on TVP-VAR 3 15 31 116 19 44 115 285
Sentiment and Financial Market Connectedness: The Role of Investor Happiness 1 3 20 20 3 11 58 58
Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach 0 0 0 28 0 4 38 67
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 1 6 22 31
Time-Varying Influence of Household Debt on Inequality in United Kingdom 0 0 13 13 2 8 34 34
Time-Varying Predictability of Financial Stress on Inequality in United Kingdom 0 0 11 11 9 18 53 53
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 6 6 6 1 8 9 9
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 1 3 34 34 1 7 48 48
Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States 0 6 6 6 0 9 9 9
Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness 1 2 32 32 2 12 51 51
Total Working Papers 11 56 294 682 72 255 918 1,732

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios 1 4 12 20 10 32 85 137
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 0 2 13 33 0 6 53 132
From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps 0 0 0 0 1 1 1 1
Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach 0 0 1 1 2 4 12 12
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression 1 1 6 6 3 6 30 30
Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness 2 4 4 4 3 6 6 6
Oil volatility, oil and gas firms and portfolio diversification 1 4 16 25 2 8 30 80
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach 0 1 4 15 1 5 21 56
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 0 4 8 8 6 17 34 34
Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach 0 1 2 2 2 13 17 17
The dynamic connectedness of UK regional property returns 2 4 5 8 3 9 20 35
Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data 0 0 0 0 0 0 0 0
Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms 0 3 4 4 0 7 10 10
Total Journal Articles 7 28 75 126 33 114 319 550

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Statistics updated 2021-01-03