David Gabauer

Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions

Nikolaos Antonakakis, Ioannis Chatziantoniou, David Gabauer · Journal of risk and financial management · 2020 · 1.3K citations · Full text

Volatility Modeling, Engineering, Network Analysis +19

Return connectedness across asset classes around the COVID-19 outbreak

Elie Bouri, Oğuzhan Çepni, David Gabauer et al. · International Review of Financial Analysis · 2020 · 587 citations

Virus Epidemiology, Covid-19 Pandemic, Epidemiological Dynamic +5

Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach

Ioannis Chatziantoniou, David Gabauer, Alexis Stenfors · Economics Letters · 2021 · 436 citations · Full text

Quantile Connectedness Approach, Monetary Policy, Economics +9

Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies

Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, David Gabauer et al. · Global Finance Journal · 2021 · 436 citations · Full text

Economics, Business, Green Bond +6

Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets

Ioannis Chatziantoniou, Emmanuel Joel Aikins Abakah, David Gabauer et al. · Journal of Cleaner Production · 2022 · 418 citations

Economics, Green Equity, Clean Energy Markets +8