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Hardik Marfatia
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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
1102019
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
922017
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
522013
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
492017
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
482017
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
392019
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
372014
Uncovering the global network of economic policy uncertainty
H Marfatia, WL Zhao, Q Ji
Research in International Business and Finance 53, 101223, 2020
362020
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
352022
Investors’ risk perceptions in the US and global stock market integration
HA Marfatia
Research in International Business and Finance 52, 101169, 2020
352020
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
342018
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
312015
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
292018
Forecasting house prices in OECD economies
NK Kishor, HA Marfatia
Journal of Forecasting 37 (2), 170-190, 2018
292018
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
272018
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
262020
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
162022
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
152023
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
152022
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
142021
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Articles 1–20