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Mariya Gubareva

Professor associado
Departamento
Economia
Área Científica
Economia Aplicada e Métodos
Research Unit
SOCIUS
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Biografia

Mariya Gubareva é professora universitária de Economia e Finanças no ISEG – Instituto de Economia e Gestão, Universidade de Lisboa desde 2022. Desde 2017 ela também é investigadora do Centro de Investigação em Sociologia Económica e das Organizações (SOCIUS) integrado no ISEG Research, Universidade de Lisboa, exercendo as funções de membro da direção do SOCIUS/CSG desde 2022.

Antes de ingressar no ISEG, Mariya desempenhou funções de Pró-Presidente para a Investigação e Desenvolvimento e foi a Professora Coordenadora com tenure no Departamento de Economia e Finanças do ISCAL – Instituto Superior de Contabilidade e Administração de Lisboa, Instituto Politécnico de Lisboa. Antes do ISCAL e depois de concluir no ISEG com sucesso o doutoramento em Economia (2013), Mariya foi convidada para lecionar Economia na Faculdade de Ciências Sociais da Universidade da Madeira.

As áreas de investigação da Mariya abrangem diversos domínios interdisciplinares nos ramos de Economia e Finanças, incluindo, entre outros, economia financeira, economia internacional, mercados financeiros, estabilidade financeira, fluxos internacionais de capitais, política económica, sentimento de mercado e economia e finanças verdes.

Mariya publicou mais de 80 artigos em revistas indexadas na Web of Science, Scopus, ABS e ABDC nas áreas de Economia e Finanças. A investigação da Mariya é reconhecida por um elevado número de citações dos seus artigos pela comunidade de investigação económica e financeira. 

Além disso, Mariya atua como referee em mais de 50 revistas especializadas e interdisciplinares. Ela também é editora das 4 revistas internacionais em Economia e Finanças. Mariya participou em vários projetos competitivos, nacionais e internacionais, desempenhando sobretudo a função de Coordenadora. Várias vezes ela foi premiada pela excelência da sua investigação em Finanças e Economia.

Educação

2013 PhD in Economics
ISEG (Portugal)
2004 Master, Economy, Economics
Academia Russa de Economia Plekhanov (Russia)
2001 Bachelor, Economy, Economics
Instituto Bancário de Moscovo (Russia)

Publicações e Citações

Journal article
Ano Título / Publicação Link
2024 Are REITS hedge or safe haven against oil price fall?
International Review of Economics & Finance
2024 Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens
The North American Journal of Economics and Finance
2024 When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets
Research in International Business and Finance
2024 Frequency connectedness between DeFi and cryptocurrency markets
The Quarterly Review of Economics and Finance
2024 The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets
International Review of Financial Analysis
2024 Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases
Research in International Business and Finance
2024 Sukuk liquidity and creditworthiness during COVID-19
The Quarterly Review of Economics and Finance
2024 Dynamic spillover between oil price shocks and technology stock indices: A country level analysis
Research in International Business and Finance
2024 Extreme connectedness between NFTs and US equity market: A sectoral analysis
International Review of Economics & Finance
2024 Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
International Review of Economics & Finance
2024 International transmission of shocks and African forex markets
Energy Economics
2024 Reputational contagion from the Silicon Valley Bank debacle
Research in International Business and Finance
2024 Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak
International Review of Economics & Finance
2023 Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict
Heliyon
Ver
2023 Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets
Resources Policy
Ver
2023 Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis
Emerging Markets Finance and Trade
Ver
2023 Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions
Finance Research Letters
Ver
2023 Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis
Emerging Markets Finance and Trade
Ver
2023 Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility
Applied Economics
Ver
2023 Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US
Annals of Operations Research
Ver
2023 EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions
Resources Policy
Ver
2023 Returns and volatility connectedness among the Eurozone equity markets
International Journal of Finance & Economics
Ver
2023 Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets
Financial Innovation
Ver
2023 Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors
North American Journal of Economics and Finance
Ver
2023 Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention: a multi-scale quantile regression analysis
Applied Economics
Ver
2023 For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment
PLOS ONE
Ver
2023 Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets
North American Journal of Economics and Finance
Ver
2023 Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict
North American Journal of Economics and Finance
Ver
2023 Connectedness of non-fungible tokens and conventional cryptocurrencies with metals
North American Journal of Economics and Finance
Ver
2023 Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics
International Journal of Finance & Economics
Ver
2023 Energy transition metals and global sentiment: Evidence from extreme quantiles
Resources Policy
Ver
2023 Asymmetric effects of market uncertainties on agricultural commodities
Energy Economics
Ver
2023 Is there a nexus between NFT, DeFi and carbon allowances during extreme events?
China Finance Review International
Ver
2023 Social sentiment and exchange-specific liquidity at a Eurasian stock exchange outside of US market hours
Eurasian Economic Review
Ver
2022 Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments
Applied Economics
Ver
2022 Trading Volume and Capital Gains Tax - Evidence from Selected Stock Markets with Different Characteristics
Finanse i Prawo Finansowe
Ver
2022 Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis
Applied Economics
Ver
2022 The Multifaceted Sustainable Development and Export Intensity of Emerging Market Firms under Financial Constraints: The Role of ESG and Innovative Activity
Complexity
Ver
2022 Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission
Annals of Operations Research
Ver
2022 ASEAN-5 forex rates and crude oil: Markov regime-switching analysis
Applied Economics
Ver
2022 Complex Interplay of Eastern Bloc SMEs Trade Credit Determinants: Changes due to the Global Financial Crisis
Complexity
Ver
2022 Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis
Finance Research Letters
Ver
2022 Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic
International Review of Financial Analysis
Ver
2022 Spillover and risk transmission between the term structure of the US interest rates and Islamic equities
Pacific-Basin Finance Journal
Ver
2022 The impact of COVID-19 on gold seasonality
Applied Economics
Ver
2022 Governed by the cycle: interest rate sensitivity of emerging market corporate debt
Annals of Operations Research
Ver
2022 Astonishing insights: emerging market debt spreads throughout the pandemic
Applied Economics
Ver
2022 Emerging markets financial sector debt: A Markov‐switching study of interest rate sensitivity
International Journal of Finance & Economics
Ver
2021 Governed by the cycle: interest rate sensitivity of emerging market corporate debt
Annals of Operations Research
Ver
2021 Complex Systems in Economics and Where to Find Them
JOURNAL OF SYSTEMS SCIENCE AND COMPLEXITY
Ver
2021 How to estimate expected credit losses – ECL – for provisioning under IFRS 9
Journal of Risk Finance
Ver
2021 Covid-19 and high-yield emerging market bonds: insights for liquidity risk management
Risk Management
Ver
2021 The impact of Covid-19 on liquidity of emerging market bonds
Finance Research Letters
Ver
2021 Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model
Journal Financial Economic Policy
Ver
2021 Media sentiment and short stocks performance during a systemic crisis
International Review of Financial Analysis
Ver
2021 The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis
Applied Economics
Ver
2021 Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations
Pacific-Basin Finance Journal
Ver
2021 Return and volatility transmission between oil price shocks and agricultural commodities
PLOS ONE
Ver
2021 The impact of the Covid-19 related media coverage upon the five major developing markets
PLOS ONE
Ver
2021 The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels
Resources Policy
Ver
2021 Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis
Research in International Business and Finance
Ver
2021 A tale of company fundamentals vs sentiment driven pricing: The case of GameStop
Journal of Behavioral and Experimental Finance
Ver
2021 Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis
Pacific Basin Finance Journal
Ver
2020 Switching Interest Rate Sensitivy Regimes of U.S. Corporates
North American Journal of Economics and Finance
Ver
2020 Systemic Risk in the Angoloan Interbank payment system: a network approach
Applied Economics
Ver
2020 IFRS 9 compliant economic adjustment of expected credit loss modeling
Journal of Credit Risk
Ver
2020 Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses
Complexity
Ver
2020 Perception and Drivers of Financial Constraints for the Sustainable Development
Sustainability
Ver
2020 A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets
Journal of Behavioral and Experimental Finance
Ver
2020 Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017
Studies in Economics and Finance
Ver
2019 Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework
Complexity
Ver
2018 Binary Interest Rate Sensitivities of Emerging Market Corporate Bonds
European Journal of Finance
Ver
2018 Rethinking Economic Capital Management through the Integrated Derivative-based Treatment of Interest Rate and Credit Risk
Annals of Operations Research
Ver
2016 Typology for fight-to-quality episodes and downside risk measurement
Applied Economics
Ver

Ensino

Semester Curso Graduação Coordenação
Fundamentals of Financial Economics Mestrado Bolonha em Management - Management, Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Finanças - Finance Yes
Financial Markets and Management Mestrado Bolonha em Management - Management Yes
Gestão Financeira Mestrado Bolonha em Gestão e Estratégia Industrial - Gestão e Estratégia Industrial Yes
Gestão Financeira Mestrado Bolonha em Gestão e Estratégia Industrial - Gestão e Estratégia Industrial Yes
Fundamentals of Financial Economics Mestrado Bolonha em Management - Management, Mestrado Bolonha em Finanças - Finance Yes
Financial Markets and Management Mestrado Bolonha em Management - Management Yes
Gestão Financeira Mestrado Bolonha em Gestão e Estratégia Industrial - Gestão e Estratégia Industrial Yes
Gestão Financeira I Licenciatura Bolonha em Estudos Gerais - Estudos Gerais, Licenciatura Bolonha em Matemática Aplicada à Economia e à Gestão - Matemática Aplicada à Economia e à Gestão, Licenciatura Bolonha em Gestão - Gestão No
Microeconomia I Licenciatura Bolonha em Economia - Economia, Licenciatura Bolonha em Finanças - Finanças, Licenciatura Bolonha em Matemática Aplicada à Economia e à Gestão - Matemática Aplicada à Economia e à Gestão, Licenciatura Bolonha em Gestão - Gestão No
Microeconomia II Licenciatura Bolonha em Economia - Economia, Licenciatura Bolonha em Finanças - Finanças, Licenciatura Bolonha em Matemática Aplicada à Economia e à Gestão - Matemática Aplicada à Economia e à Gestão, Licenciatura Bolonha em Gestão - Gestão No
Economia 1-G Licenciatura Bolonha em Finanças - Finanças, Licenciatura Bolonha em Gestão - Gestão No
Microeconomia I Licenciatura Bolonha em Economia - Economia, Licenciatura Bolonha em Finanças - Finanças, Licenciatura Bolonha em Matemática Aplicada à Economia e à Gestão - Matemática Aplicada à Economia e à Gestão, Licenciatura Bolonha em Gestão - Gestão No
Microeconomia I Licenciatura Bolonha em Economia - Economia, Licenciatura Bolonha em Finanças - Finanças, Licenciatura Bolonha em Matemática Aplicada à Economia e à Gestão - Matemática Aplicada à Economia e à Gestão, Licenciatura Bolonha em Gestão - Gestão No

Ano Aluno / Título / Instituição Tipo Link
2022/2023 AARIF CHENGFENG KUANG
ALTERNATIVES FOR BLOCKCHAIN STARTUP INVESTORS: THE CASE OF A TOKEN GENERATION EVENT CANCELLATION
Instituto Superior de Economia e Gestão
Master Ver
2022/2023 RICCARDO BORDIGNON DOURADO DONATI
EQUITY RESEARCH: SONOS
Instituto Superior de Economia e Gestão
Master Ver
2022/2023 GUILHERME PEREIRA DE MATOS
EQUITY RESEARCH: ASSICURAZIONI GENERALI S.P.A.
Instituto Superior de Economia e Gestão
Master Ver
2022/2023 DIOGO CASIMIRO MONTEIRO
Equity Valuation of a company from insurance industry: the case of MAPFRE S.A.
Instituto Superior de Economia e Gestão
Master Ver
2022/2023 FRANCISCO DE ALMEIDA MARTINS PINTO DE LIMA
Green Bonds: The issuance announcement effect on stock price
Instituto Superior de Economia e Gestão
Master Ver
2022/2023 PIETER LUCAS STOLK
HANDS-ON M&A ADVISORY EXPERIENCE AT CLAIRFIELD NETHERLANDS
Instituto Superior de Economia e Gestão
Master Ver
2022/2023 ALESSANDRO MALATESTA
DIGITAL TRANSFORMATION OF FINANCIAL ANALYSIS: THE CASE OF ADIDAS ITALY
Instituto Superior de Economia e Gestão
Master Ver
2022/2023 ANDRÉ RICARDO PIMENTEL DIAS
EQUITY VALUATION OF AN INSURANCE COMPANY: INSIGHTS FROM ZURICH INSURANCE GROUP
Instituto Superior de Economia e Gestão
Master Ver
2022/2023 JOÃO CARLOS TAVARES DA SILVA ARSÉNIO
EQUITY RESEARCH: AXA SA
Instituto Superior de Economia e Gestão
Master Ver
2022/2023 BOYI WU
Valuation of an insurance industry company: the case of Allianz SE
Instituto Superior de Economia e Gestão
Master Ver
2021/2022 VASCO GOMES MONT'ALVERNE DE SEQUEIRA
EQUITY RESEARCH: JERÓNIMO MARTINS SGPS, SA
Instituto Superior de Economia e Gestão
Master Ver
2021/2022 RICARDO OLIVEIRA PINHO
DYNAMIC CONNECTEDNESS BETWEEN NFTS AND MARKET SENTIMENT
Instituto Superior de Economia e Gestão
Master Ver
2021/2022 LAURA ASSUNÇÃO NUNES
EQUITY RESEARCH IN FOOD RETAIL INDUSTRY: THE CASE OF WALMART INC
Instituto Superior de Economia e Gestão
Master Ver
2021/2022 TANG YIFAN
Equity Research in Chinese Food Retail Industry: the case of YONGHUI SUPERSTORES CO., LTD
Instituto Superior de Economia e Gestão
Master Ver
2021/2022 QIAN ZHAO
Carrefour SA: Equity Research
Instituto Superior de Economia e Gestão
Master Ver
2021/2022 INÊS DO PESO CATALÃO
Equity Research: Tesco PLS
Instituto Superior de Economia e Gestão
Master Ver
2021/2022 SKANDER BEN AYED
FINANCIAL PLANNING AND ANALYSIS FOR STARTUPS IN THE E-HEALTH SECTOR
Instituto Superior de Economia e Gestão
Master Ver
2018/2019 CHI NAM YAU
Economically justified equity investment strategies capable of withstanding growing interest rate environment
Master Ver