Access Statistics for David Gabauer

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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 1 2 65 0 1 5 181
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 4 7 19 59
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 0 0 2 81 1 1 7 146
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 1 2 10 151
EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness 0 0 3 55 1 3 8 126
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 1 7 23 52 7 16 42 158
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 0 4 22 5 12 38 86
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 9 56
From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 1 2 4 54 1 6 29 280
Greek Economic Policy Uncertainty: Does it Matter for the European Union? 0 0 0 20 0 1 5 90
Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves 3 10 27 82 4 16 57 184
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 76 158 21 41 216 375
Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach 1 5 12 62 2 11 26 104
International Monetary Policy Spillovers: Evidence from a TVP-VAR 0 0 0 93 1 2 7 234
Monetary Policy and Speculative Spillovers in Financial Markets 0 0 0 15 1 1 1 52
Oil volatility, oil and gas firms and portfolio diversification 0 0 3 51 0 0 14 207
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 24
On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data 0 2 4 30 0 5 13 30
On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics 0 0 0 3 0 2 4 63
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 2 14 148
Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach 0 0 0 22 0 2 24 59
Return Connectedness across Asset Classes around the COVID-19 Outbreak 0 0 0 8 0 0 8 69
Sentiment and Financial Market Connectedness: The Role of Investor Happiness 0 0 0 24 0 6 19 142
Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach 0 0 0 28 1 1 7 110
The Evolution of Monetary Policy Focal Points 0 0 1 24 0 0 5 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 4 54
Time-Varying Influence of Household Debt on Inequality in United Kingdom 0 0 0 13 0 0 1 86
Time-Varying Predictability of Financial Stress on Inequality in United Kingdom 0 0 0 11 0 0 2 100
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 0 0 6 0 0 4 33
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 43 0 1 5 95
Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States 0 0 0 6 1 1 1 50
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 1 1 3 80
Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness 0 0 0 34 0 0 7 125
Total Working Papers 6 27 161 1,172 52 143 616 3,785

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 20 0 3 13 57
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification 0 1 1 5 0 2 4 21
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach 4 6 18 44 6 15 81 184
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios 0 4 7 66 3 9 33 308
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 0 1 17 77 0 6 49 264
Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system 6 9 22 55 10 17 55 133
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies 2 4 15 32 2 7 54 95
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness 3 7 13 35 5 10 32 100
Financial market connectedness: The role of investors’ happiness 0 0 3 9 0 1 13 31
From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps 1 1 3 7 1 1 13 53
Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach 1 1 1 10 1 1 1 31
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach 1 3 9 37 1 9 39 124
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression 2 2 6 32 2 3 27 128
Monetary policy and speculative spillovers in financial markets 0 0 1 8 0 0 4 34
Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness 0 1 11 32 0 4 24 105
Oil volatility, oil and gas firms and portfolio diversification 0 1 22 77 0 5 46 203
On the transmission mechanism of Asia‐Pacific yield curve characteristics 0 1 2 2 1 4 6 11
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach 5 5 22 68 9 17 54 205
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 6 14 69 149 13 45 194 422
Return connectedness across asset classes around the COVID-19 outbreak 0 0 4 30 1 4 38 148
Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach 0 0 1 12 1 1 38 109
The dynamic connectedness of UK regional property returns 0 0 5 25 0 0 8 77
The impact of Euro through time: Exchange rate dynamics under different regimes 2 3 15 29 2 5 33 65
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 0 2 4 1 1 4 14
Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data 0 0 1 9 0 2 8 34
Time-varying influence of household debt on inequality in United Kingdom 0 0 0 4 0 0 2 13
Time-varying spillovers between housing sentiment and housing market in the United States☆ 0 0 1 7 0 1 5 19
Volatility connectedness of major cryptocurrencies: The role of investor happiness 0 0 5 12 1 3 16 49
Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms 2 6 21 33 4 11 48 112
Total Journal Articles 35 71 302 930 64 187 942 3,149

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Statistics updated 2023-11-05