Excess Liquidity Premia of Single-Name CDS vs iTraxx/CDX Spreads: 2007-2017
8.46
Mariya Gubareva
Studies In Economics And Finance,
vol. 37, 2020, p. 18-27.
Systemic Risk in the Angolan Interbank Payment System--A Network Approach
8.64
Maria Rosa Borges,
Lauriano Ulica,
Mariya Gubareva
Applied Economics,
vol. 52, 2020, p. 4900-4912.
Binary Interest Rate Sensitivities of Emerging Market Corporate Bonds
8.95
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.
3.58
Mariya Gubareva
Annals Of Economics And Finance,
vol. 19, 2018, p. 405-442.
Typology for Flight-to-Quality Episodes and Downside Risk Measurement
12.96
Mariya Gubareva,
Maria Rosa Borges
Applied Economics,
vol. 48, 2016, p. 835-853.