| Geopolitical risks and stock market dynamics of the BRICS M Balcilar, M Bonato, R Demirer, R Gupta Economic Systems 42 (2), 295-306, 2018 | 346 | 2018 |
| Does geopolitical risks predict stock returns and volatility of leading defense companies? Evidence from a nonparametric approach N Apergis, M Bonato, R Gupta, C Kyei Defence and Peace Economics 29 (6), 684-696, 2018 | 136 | 2018 |
| The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach M Balcilar, M Bonato, R Demirer, R Gupta Resources Policy 51, 77-84, 2017 | 97 | 2017 |
| Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? M Bonato Journal of International Financial Markets, Institutions and Money 62, 184-202, 2019 | 68 | 2019 |
| Robust estimation of skewness and kurtosis in distributions with infinite higher moments M Bonato Finance Research Letters 8 (2), 77-87, 2011 | 47 | 2011 |
| Moments-based spillovers across gold and oil markets M Bonato, R Gupta, CKM Lau, S Wang Energy Economics 89, 104799, 2020 | 46 | 2020 |
| Modeling fat tails in stock returns: a multivariate stable-GARCH approach M Bonato Computational Statistics 27, 499-521, 2012 | 43 | 2012 |
| Forecasting realized (co) variances with a block structure Wishart autoregressive model M Bonato, M Caporin, A Ranaldo Available at SSRN 1282254, 2008 | 40 | 2008 |
| Climate risks and realized volatility of major commodity currency exchange rates M Bonato, O Cepni, R Gupta, C Pierdzioch Journal of Financial Markets 62, 100760, 2023 | 36 | 2023 |
| A note on investor happiness and the predictability of realized volatility of gold M Bonato, K Gkillas, R Gupta, C Pierdzioch Finance Research Letters 39, 101614, 2021 | 31 | 2021 |
| Risk spillovers in international equity portfolios M Bonato, M Caporin, A Ranaldo Journal of Empirical Finance 24, 121-137, 2013 | 31 | 2013 |
| Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis M Bonato, O Cepni, R Gupta, C Pierdzioch Journal of Forecasting 41 (2), 303-315, 2022 | 26 | 2022 |
| Investor happiness and predictability of the realized volatility of oil price M Bonato, K Gkillas, R Gupta, C Pierdzioch Sustainability 12 (10), 4309, 2020 | 23 | 2020 |
| Estimating the degrees of freedom of the realized volatility Wishart autoregressive model M Bonato Available at SSRN 1357044, 2009 | 19 | 2009 |
| Do oil-price shocks predict the realized variance of US REITs? M Bonato, O Çepni, R Gupta, C Pierdzioch Energy Economics 104, 105689, 2021 | 16 | 2021 |
| Climate risks and state-level stock market realized volatility M Bonato, O Cepni, R Gupta, C Pierdzioch Journal of Financial Markets 66, 100854, 2023 | 15 | 2023 |
| El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach M Bonato, O Çepni, R Gupta, C Pierdzioch Journal of Forecasting 42 (4), 785-801, 2023 | 14 | 2023 |
| A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices M Bonato, M Caporin, A Ranaldo High Frequency Trading and Limit Order Book Dynamics, 41-54, 2016 | 13 | 2016 |
| Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach M Bonato, R Demirer, R Gupta, C Pierdzioch Resources Policy 57, 196-212, 2018 | 12 | 2018 |
| Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note M Bonato, O Çepni, R Gupta, C Pierdzioch International Review of Finance 22 (3), 540-550, 2022 | 10 | 2022 |
