| ESG ETFs and the COVID-19 stock market crash of 2020: Did clean funds fare better? I Pavlova, ME de Boyrie Finance Research Letters 44, 102051, 2022 | 150 | 2022 |
| Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries E Bouri, ME De Boyrie, I Pavlova International Review of Financial Analysis 49, 155-165, 2017 | 113 | 2017 |
| A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries I Pavlova, ME De Boyrie, AM Parhizgari The Quarterly Review of Economics and Finance 68, 10-22, 2018 | 65 | 2018 |
| Examining the Return–Volatility Relation for Foreign Exchange: Evidence from the Euro VIX RT Daigler, AM Hibbert, I Pavlova Journal of Futures Markets 34 (1), 74-92, 2014 | 49 | 2014 |
| Credit spread changes and equity volatility: Evidence from daily data AM Hibbert, I Pavlova, J Barber, K Dandapani Financial Review 46 (3), 357-383, 2011 | 43 | 2011 |
| Dynamic interdependence of sovereign credit default swaps in BRICS and MIST countries ME de Boyrie, I Pavlova Applied Economics 48 (7), 563-575, 2016 | 33 | 2016 |
| Measuring the hedging effectiveness of commodities P Chunhachinda, ME de Boyrie, I Pavlova Finance Research Letters 30, 201-207, 2019 | 30 | 2019 |
| The drivers of sovereign cds spread changes: local versus global factors AM Hibbert, I Pavlova Financial Review 52 (3), 435-457, 2017 | 26 | 2017 |
| Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis M Cheuathonghua, ME de Boyrie, I Pavlova, J Wongkantarakorn International Review of Financial Analysis 80, 102033, 2022 | 24 | 2022 |
| Equities and commodities comovements: evidence from emerging markets ME de Boyrie, I Pavlova Global Economy Journal 18 (3), 20170075, 2018 | 19 | 2018 |
| Long memory in REIT volatility and changes in the unconditional mean: a modified FIGARCH approach I Pavlova, JH Cho, AM Parhizgari, WG Hardin III Journal of Property Research 31 (4), 315-332, 2014 | 19 | 2014 |
| Price discovery in currency markets: Evidence from three emerging markets ME De Boyrie, I Pavlova, AM Parhizgari International Journal of Economics and Finance 4 (12), 61-75, 2012 | 18 | 2012 |
| Analysing the link between environmental performance and sovereign credit risk ME de Boyrie, I Pavlova Applied Economics 52 (54), 5949-5966, 2020 | 17 | 2020 |
| The non-convergence of the VIX futures at expiration I Pavlova, RT Daigler Review of Futures Markets 17 (2), 201-223, 2008 | 15 | 2008 |
| Carry trades and sovereign CDS spreads: Evidence from Asia‐pacific markets I Pavlova, ME de Boyrie Journal of Futures Markets 35 (11), 1067-1087, 2015 | 14 | 2015 |
| Blockchain ETFs: dynamic correlations and hedging capabilities I Pavlova Managerial Finance 47 (5), 687-702, 2020 | 12 | 2020 |
| Credit spreads and regime shifts I Pavlova, AM Hibbert, JR Barber, K Dandapani The Journal of Fixed Income 25 (1), 58, 2015 | 10 | 2015 |
| In search of momentum profits: are they illusory? I Pavlova, AM Parhizgari Applied Financial Economics 21 (21), 1617-1639, 2011 | 8 | 2011 |
| The Sell-in-May effect in ESG indices I Pavlova, J Whitworth, ME de Boyrie Managerial Finance 48 (8), 1221-1239, 2022 | 5 | 2022 |
| Linkages between equity and commodity markets: are emerging markets different? ME de Boyrie, I Pavlova online] https://acfr. aut. ac. nz/__data/assets/pdf_file/0006/56445/42984-M …, 2016 | 5 | 2016 |
Ann Marie HibbertProfessor of Finance, West Virginia UniversityZweryfikowany adres z mail.wvu.edu
