Are REITS Hedge or Safe Haven against Oil Price Fall?
Waqas Hanif, Jorge Andraz, Mariya Gubareva, Tamara Teplova
International Review Of Economics And Finance, vol. 89, 2024, p. 1-16.

Energy, Metals, Market Uncertainties, and ESG Stocks: Analysing Predictability and Safe Havens
Junhua Yang, Samuel Kwaku Agyei, Ahmed Bossman, Mariya Gubareva, Edward Marfo-Yiadom
North American Journal Of Economics And Finance, vol. 69, 2024, p. .

Frequency Connectedness between DeFi and Cryptocurrency Markets
Walid Mensi, Mariya Gubareva, Sang Hoon Kang
Quarterly Review Of Economics And Finance, vol. 93, 2024, p. 12-27.

When Giants Fall: Tracing the Ripple Effects of Silicon Valley Bank (SVB) Collapse on Global Financial Markets
Muhammad Naveed, Shoaib Ali, Mariya Gubareva, Anis Omri
Research In International Business And Finance, vol. 67, 2024, p. .

Assessing the Impact of Media Sentiment on the Returns of Sukuks during the Covid-19 Crisis
Zaghum Umar, Mariya Gubareva, Tatiana Sokolova
Applied Economics, vol. 55, 2023, p. 1371-1387.

Asymmetric Effects of Market Uncertainties on Agricultural Commodities
Ahmed Bossman, Mariya Gubareva, Tamara Teplova
Energy Economics, vol. 127, 2023, p. .

Connectedness of Non-fungible Tokens and Conventional Cryptocurrencies with Metals
Imran Yousaf, Mariya Gubareva, Tamara Teplova
North American Journal Of Economics And Finance, vol. 68, 2023, p. .

Decoupling between the Energy and Semiconductor Sectors during the Pandemic: New Evidence from Wavelet Analysis
Mariya Gubareva, Zaghum Umar, Tamara Teplova, Dang K. Tran
Emerging Markets Finance And Trade, vol. 59, 2023, p. 1707-1719.

Emerging Market Debt and the COVID-19 Pandemic: A Time-Frequency Analysis of Spreads and Total Returns Dynamics
Mariya Gubareva, Zaghum Umar
International Journal Of Finance And Economics, vol. 28, 2023, p. 112-126.

Energy Transition Metals and Global Sentiment: Evidence from Extreme Quantiles
Bikramaditya Ghosh, Linh Pham, Mariya Gubareva, Tamara Teplova
Resources Policy, vol. 86, 2023, p. .

EU Sectoral Stocks amid Geopolitical Risk, Market Sentiment, and Crude Oil Implied Volatility: An Asymmetric Analysis of the Russia-Ukraine Tensions
Ahmed Bossman, Mariya Gubareva, Tamara Teplova
Resources Policy, vol. 82, 2023, p. .

Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis
Mariya Gubareva, Zaghum Umar, Tamara Teplova, Xuan Vinh Vo
Emerging Markets Finance And Trade, vol. 59, 2023, p. 338-362.

Impacts of COVID-19 on Dynamic Return and Volatility Spillovers between Rare Earth Metals and Renewable Energy Stock Markets
Waqas Hanif, Walid Mensi, Mariya Gubareva, Tamara Teplova
Resources Policy, vol. 80, 2023, p. .

Influence of Unconventional Monetary Policy on Agricultural Commodities Futures: Network Connectedness and Dynamic Spillovers of Returns and Volatility
Zaghum Umar, Ayesha Sayed, Mariya Gubareva, Xuan Vinh Vo
Applied Economics, vol. 55, 2023, p. 2521-2535.

Interconnectivity among Cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine Conflict
Sanjeev Kumar, Ritesh Patel, Najaf Iqbal, Mariya Gubareva
North American Journal Of Economics And Finance, vol. 68, 2023, p. .

Spillover and Connectedness among G7 Real Estate Investment Trusts: The Effects of Investor Sentiment and Global Factors
Walid Mensi, Mariya Gubareva, Tamara Teplova, Sang Hoon Kang
North American Journal Of Economics And Finance, vol. 66, 2023, p. .

Spillovers from Stock Markets to Currency Markets: Evidence from Copula-CoVaR with Time-Varying Higher Moments
Muhammad Usman, Zaghum Umar, Mariya Gubareva, Dang Khoa Tran
Applied Economics, vol. 55, 2023, p. 6091-6114.

Stablecoins as the Cornerstone in the Linkage between the Digital and Conventional Financial Markets
Mariya Gubareva, Ahmed Bossman, Tamara Teplova
North American Journal Of Economics And Finance, vol. 68, 2023, p. .

Astonishing Insights: Emerging Market Debt Spreads Throughout the Pandemic
Mariya Gubareva, Zaghum Umar, Tatiana Sokolova, Xuan Vinh Vo
Applied Economics, vol. 54, 2022, p. 2067-2076.

Emerging Markets Financial Sector Debt: A Markov-Switching Study of Interest Rate Sensitivity
Mariya Gubareva, Benjamin Keddad
International Journal Of Finance And Economics, vol. 27, 2022, p. 3851-3863.

Linkages between DeFi Assets and Conventional Currencies: Evidence from the COVID-19 Pandemic
Imran Yousaf, Ramzi Nekhili, Mariya Gubareva
International Review Of Financial Analysis, vol. 81, 2022, p. .

Spillover and Risk Transmission between the Term Structure of the US Interest Rates and Islamic Equities
Zaghum Umar, Imran Yousaf, Mariya Gubareva, Xuan Vinh Vo
Pacific Basin Finance Journal, vol. 72, 2022, p. .

The Impact of COVID-19 on Gold Seasonality
Sónia R. Bentes, Mariya Gubareva, Tamara Teplova
Applied Economics, vol. 54, 2022, p. 4700-4710.

Faith-Based Investments and the COVID-19 Pandemic: Analyzing Equity Volatility and Media Coverage Time-Frequency Relations
Zaghum Umar, Mariya Gubareva
Pacific Basin Finance Journal, vol. 67, 2021, p. .

Impact of the Covid-19 Induced Panic on the Environmental, Social and Governance Leaders Equity Volatility: A Time-Frequency Analysis
Zaghum Umar, Mariya Gubareva, Dang Khoa Tran, Tamara Teplova
Research In International Business And Finance, vol. 58, 2021, p. .

Media Sentiment and Short Stocks Performance during a Systemic Crisis
Zaghum Umar, Oluwasegun Babatunde Adekoya, Johnson Ayobami Oliyide, Mariya Gubareva
International Review Of Financial Analysis, vol. 78, 2021, p. .

Return and Volatility Transmission between Emerging Markets and US Debt Throughout the Pandemic Crisis
Zaghum Umar, Youssef Manel, Yasir Riaz, Mariya Gubareva
Pacific Basin Finance Journal, vol. 67, 2021, p. .

The Impact of COVID-19 on Commodity Markets Volatility: Analyzing Time-Frequency Relations between Commodity Prices and Coronavirus Panic Levels
Zaghum Umar, Mariya Gubareva, Tamara Teplova
Resources Policy, vol. 73, 2021, p. .

The Relationship between the COVID-19 Media Coverage and the Environmental, Social and Governance Leaders Equity Volatility: A Time-Frequency Wavelet Analysis
Zaghum Umar, Mariya Gubareva
Applied Economics, vol. 53, 2021, p. 3193-3206.

Excess Liquidity Premia of Single-Name CDS vs iTraxx/CDX Spreads: 2007-2017
Mariya Gubareva
Studies In Economics And Finance, vol. 37, 2020, p. 18-27.

Switching Interest Rate Sensitivity Regimes of U.S. Corporates
Mariya Gubareva, Maria Rosa Borges
North American Journal Of Economics And Finance, vol. 54, 2020, p. .

Systemic Risk in the Angolan Interbank Payment System--A Network Approach
Maria Rosa Borges, Lauriano Ulica, Mariya Gubareva
Applied Economics, vol. 52, 2020, p. 4900-4912.

Binary Interest Rate Sensitivities of Emerging Market Corporate Bonds
Mariya Gubareva, Maria Rosa Borges
European Journal Of Finance, vol. 24, 2018, p. 1569-1586.

Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior.
Mariya Gubareva
Annals Of Economics And Finance, vol. 19, 2018, p. 405-442.

Typology for Flight-to-Quality Episodes and Downside Risk Measurement
Mariya Gubareva, Maria Rosa Borges
Applied Economics, vol. 48, 2016, p. 835-853.