Access Statistics for Hardik A Marfatia

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
125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets 0 0 0 38 0 1 2 50
125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets 0 0 0 27 0 1 4 45
A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach 0 0 0 36 0 3 5 158
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 1 1 2 84 3 4 8 156
Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility 0 0 0 33 0 0 2 50
Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data 0 0 0 19 3 4 9 85
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 0 1 6 136
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
Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument 0 1 1 18 0 2 2 40
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 0 0 0 9 4 5 9 97
High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach 0 0 0 39 1 1 4 84
Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis 0 0 0 6 0 0 3 121
Oil Speculation and Herding Behavior in Emerging Stock Markets 0 0 0 58 0 0 1 114
Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings 0 0 0 28 0 0 0 80
The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises 0 0 0 8 0 0 1 97
Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market 0 0 0 21 0 1 1 65
Total Working Papers 2 3 7 509 14 28 73 1,573

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A fresh look at integration of risks in the international stock markets: A wavelet approach 0 0 0 9 0 1 4 50
Does federal funds futures rate contain information about the treasury bill rate? 0 0 0 10 0 0 0 67
Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market 0 2 6 63 0 2 7 155
Forecasting house prices in OECD economies 0 1 7 24 0 2 15 57
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 1 1 7 18 4 6 17 59
Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises 0 0 0 32 0 0 1 116
Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis 0 0 1 7 0 0 2 47
Monetary policy co-movement and spillover of shocks among BRICS economies 0 0 1 10 0 1 2 42
Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks 0 0 2 17 0 0 4 88
Oil speculation and herding behavior in emerging stock markets 0 0 0 15 1 1 5 97
Price jumps in developed stock markets: the role of monetary policy committee meetings 0 0 0 8 1 1 4 39
The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries 0 3 18 85 1 8 46 307
The Role of Push and Pull Factors in Driving Global Capital Flows 0 1 4 86 1 4 10 356
The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market 0 0 0 7 0 0 1 45
The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises 0 0 0 9 0 1 4 68
The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market 0 0 2 38 0 2 6 127
Total Journal Articles 1 8 48 438 8 29 128 1,720

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Statistics updated 2025-07-04