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 27 0 0 2 45
125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets 0 0 0 38 1 1 3 51
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 1 1 5 159
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 0 0 1 84 4 4 11 161
Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility 0 0 0 33 0 0 3 52
Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data 0 0 0 19 2 2 8 88
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 2 2 6 138
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 1 6 61 4 9 28 211
Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument 0 0 1 18 1 1 3 41
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 0 0 0 9 2 3 14 103
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 2 4 86
Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis 0 0 0 6 0 1 5 123
Oil Speculation and Herding Behavior in Emerging Stock Markets 0 0 0 58 2 3 5 118
Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings 0 0 0 28 0 0 1 81
The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises 0 0 0 8 2 2 2 99
Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market 0 0 0 21 3 4 8 72
Total Working Papers 0 1 8 512 25 35 108 1,628

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 2 2 4 52
Does federal funds futures rate contain information about the treasury bill rate? 0 0 0 10 4 4 5 72
Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market 0 1 6 64 1 2 8 158
Forecasting house prices in OECD economies 0 1 6 25 0 2 12 60
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 0 0 5 18 3 9 24 69
Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises 0 1 1 33 2 4 4 120
Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis 0 0 0 7 0 2 5 51
Monetary policy co-movement and spillover of shocks among BRICS economies 0 0 1 10 2 2 5 45
Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks 0 0 2 18 2 5 9 94
Oil speculation and herding behavior in emerging stock markets 0 0 0 15 0 0 3 97
Price jumps in developed stock markets: the role of monetary policy committee meetings 0 0 0 8 0 0 3 39
The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries 0 0 8 86 6 7 34 320
The Role of Push and Pull Factors in Driving Global Capital Flows 0 2 5 89 1 4 14 363
The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market 0 0 0 7 0 1 2 47
The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises 0 2 2 11 1 3 4 71
The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market 0 0 0 38 2 3 7 132
Total Journal Articles 0 7 36 448 26 50 143 1,790

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Statistics updated 2025-12-06