David Gabauer
Economics and Econometrics · 2017–2021
A researcher in the Science corpus: 14 papers; trusts 63 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 261 citations into it; #7,189 of 23,481 by trust here, #4,516 by citations
- Finance — 153 citations into it; #8,881 of 10,518 by trust here, #5,938 by citations
- Information Systems — 35 citations into it
- Renewable Energy, Sustainability and the Environment — 28 citations into it
- Statistics and Probability — 10 citations into it
Whom David Gabauer trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Nikolaos Antonakakis
- Francis X. Diebold
- Robert F. Engle
- Tim Bollerslev
- K. Yilmaz
- Gary Koop
- Thomas J. Fisher
- Dimitris Korobilis
- Colin M. Gallagher
- Rangan Gupta
Who trusts David Gabauer overall
- Nikolaos Antonakakis
- Rangan Gupta
- Ioannis Chatziantoniou
- Elie Bouri
- O. Adekoya
- M. Balcılar
- J. Oliyide
- Oğuzhan Çepni
Papers from David Gabauer's perspective
Ordered by how strongly the researchers David Gabauer trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation
- Generalized autoregressive conditional heteroskedasticity
- MACROECONOMICS AND REALITY
- Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
- MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
- Is the 2007 US sub-prime financial crisis so different?: An international historical comparison
- Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
- Oil price shocks and stock markets in the U.S. and 13 European countries
- Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014
- Risk factors in stock returns of Canadian oil and gas companies
Their papers
- Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (2019) — 258 citations
- Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach (2018) — 328 citations
- On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach (2018) — 348 citations
- International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression (2019) — 143 citations
- EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness (2020) — 237 citations
- Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system (2021) — 177 citations
- Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020) — 1,296 citations
- Oil volatility, oil and gas firms and portfolio diversification (2018) — 284 citations
- Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021) — 370 citations
- Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach (2021) — 437 citations
- Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness (2020) — 170 citations
- Return connectedness across asset classes around the COVID-19 outbreak (2020) — 555 citations
- Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms (2020) — 153 citations
- Refined Measures of Dynamic Connectedness based on TVP-VAR (2017) — 198 citations