Geopolitical risks and movements in Islamic bond and equity markets: A note E Bouri, R Demirer, R Gupta, HA Marfatia Defence and Peace Economics 30 (3), 367-379, 2019 | 110 | 2019 |
The dynamic relationship between housing prices and the macroeconomy: Evidence from OECD countries NK Kishor, HA Marfatia The Journal of Real Estate Finance and Economics 54, 237-268, 2017 | 92 | 2017 |
The time-varying response of foreign stock markets to US monetary policy surprises: Evidence from the Federal funds futures market NK Kishor, HA Marfatia Journal of International Financial Markets, Institutions and Money 24, 1-24, 2013 | 52 | 2013 |
A fresh look at integration of risks in the international stock markets: A wavelet approach HA Marfatia Review of Financial Economics 34, 33-49, 2017 | 49 | 2017 |
The international REIT’s time-varying response to the US monetary policy and macroeconomic surprises HA Marfatia, R Gupta, E Cakan The North American Journal of Economics and Finance 42, 640-653, 2017 | 48 | 2017 |
Oil speculation and herding behavior in emerging stock markets E Cakan, R Demirer, R Gupta, HA Marfatia Journal of Economics and Finance 43 (1), 44-56, 2019 | 41 | 2019 |
Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises HA Marfatia The Quarterly Review of Economics and Finance 54 (3), 382-392, 2014 | 37 | 2014 |
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market I Chatziantoniou, D Gabauer, HA Marfatia Scottish Journal of Political Economy 69 (3), 283-300, 2022 | 36 | 2022 |
Uncovering the global network of economic policy uncertainty H Marfatia, WL Zhao, Q Ji Research in International Business and Finance 53, 101223, 2020 | 36 | 2020 |
Investors’ risk perceptions in the US and global stock market integration HA Marfatia Research in International Business and Finance 52, 101169, 2020 | 36 | 2020 |
Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis Q Ji, H Marfatia, R Gupta The North American Journal of Economics and Finance 46, 103-113, 2018 | 34 | 2018 |
Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks HA Marfatia The North American Journal of Economics and Finance 34, 103-123, 2015 | 31 | 2015 |
The impact of unconventional monetary policy shocks in the US on emerging market REITs R Gupta, HA Marfatia Journal of Real Estate Literature 26 (1), 175-188, 2018 | 29 | 2018 |
Forecasting house prices in OECD economies NK Kishor, HA Marfatia Journal of Forecasting 37 (2), 170-190, 2018 | 29 | 2018 |
High frequency impact of monetary policy and macroeconomic surprises on US MSAs, aggregate US housing returns and asymmetric volatility W Nyakabawo, R Gupta, HA Marfatia Advances in Decision Sciences 22, 1-25, 2018 | 27 | 2018 |
Estimating us housing price network connectedness: Evidence from dynamic elastic net, lasso, and ridge vector autoregressive models D Gabauer, R Gupta, H Marfatia, SM Miller Lasso, and Ridge Vector Autoregressive Models (July 26, 2020), 2020 | 26 | 2020 |
Effects of conventional and unconventional monetary policy shocks on housing prices in the United States: the role of sentiment P Caraiani, R Gupta, CKM Lau, HA Marfatia Journal of Behavioral Finance 23 (3), 241-261, 2022 | 17 | 2022 |
Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility HA Marfatia, Q Ji, J Luo Journal of Forecasting 41 (2), 383-404, 2022 | 16 | 2022 |
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures J Cunado, I Chatziantoniou, D Gabauer, FP de Gracia, M Hardik Journal of Commodity Markets 30, 100327, 2023 | 15 | 2023 |
House price synchronization across the US states: The role of structural oil shocks X Sheng, HA Marfatia, R Gupta, Q Ji The North American Journal of Economics and Finance 56, 101372, 2021 | 14 | 2021 |