Author

Ivelina Pavlova

Observed names: IVELINA PAVLOVA, Pavlova, Ivelina

Institution: University of Houston - Clear Lake

Observed institutions: Trakia University, Florida International University, University of Houston - Clear Lake

ORCID: 0000-0003-3356-6038

Observed ORCID: 0000-0003-3356-6038

OpenAlex ID: A5016848904

ESG ETFs and the COVID-19 stock market crash of 2020: Did clean funds fare better?

2021 · Ivelina Pavlova, Maria E. de Boyrie · Finance research letters · 154

Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries

2016 · Elie Bouri, Maria E. de Boyrie, et al. · International Review of Financial Analysis · 114

A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries

2018 · Ivelina Pavlova, Maria E. de Boyrie, et al. · The Quarterly Review of Economics and Finance · 61

Dynamic interdependence of sovereign credit default swaps in BRICS and MIST countries

2015 · Maria E. de Boyrie, Ivelina Pavlova · Applied Economics · 37

Examining the Return–Volatility Relation for Foreign Exchange: Evidence from the Euro VIX

2012 · Robert T. Daigler, Ann Marie Hibbert, et al. · Journal of Futures Markets · 35

Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis

2022 · Massaporn Cheuathonghua, Maria E. de Boyrie, et al. · International Review of Financial Analysis · 34

The Drivers of Sovereign CDS Spread Changes: Local Versus Global Factors

2017 · Ann Marie Hibbert, Ivelina Pavlova · Financial Review · 29

Measuring the hedging effectiveness of commodities

2018 · Pornchai Chunhachinda, Maria E. de Boyrie, et al. · Finance research letters · 27

Analysing the link between environmental performance and sovereign credit risk

2020 · Maria E. de Boyrie, Ivelina Pavlova · Applied Economics · 22

Credit Spread Changes and Equity Volatility: Evidence from Daily Data

2011 · Ann Marie Hibbert, Ivelina Pavlova, et al. · Financial Review · 22

Connectedness with commodities in emerging markets: ESG leaders vs. conventional indexes

2024 · Maria E. de Boyrie, Ivelina Pavlova · Research in International Business and Finance · 21

Blockchain ETFs: dynamic correlations and hedging capabilities

2020 · Ivelina Pavlova · Managerial Finance · 18

Carry Trades and Sovereign CDS Spreads: Evidence from Asia‐Pacific Markets

2014 · Ivelina Pavlova, Maria E. de Boyrie · Journal of Futures Markets · 16

Long memory in REIT volatility and changes in the unconditional mean: a modified FIGARCH approach

2014 · Ivelina Pavlova, Jang Hyung Cho, et al. · Journal of Property Research · 15

Equities and Commodities Comovements: Evidence from Emerging Markets

2018 · Maria E. de Boyrie, Ivelina Pavlova · Global economy journal · 13

Price Discovery in Currency Markets: Evidence from Three Emerging Markets

2012 · Maria E. de Boyrie, Ivelina Pavlova, et al. · International Journal of Economics and Finance · 13

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Bank acquisitions of AI and FinTech: impact on performance

2025 · Maria E. de Boyrie, Ivelina Pavlova · Managerial Finance · 10

Credit Spreads and Regime Shifts

2015 · Ivelina Pavlova, Ann Marie Hibbert, et al. · The Journal of Fixed Income · 8

The Sell-in-May effect in ESG indices

2022 · Ivelina Pavlova, Jeff Whitworth, et al. · Managerial Finance · 7

In search of momentum profits: are they illusory?

2011 · Ivelina Pavlova, A. M. Parhizgari · Applied Financial Economics · 5

Bank Acquisitions of Ai and Fintech: Impact on Performance

2024 · Maria E. de Boyrie, Ivelina Pavlova · SSRN Electronic Journal · 4

The boom and the lean times in global REITs: the 2000‐2008 period

2010 · A.M. Parhizgari, Ivelina Pavlova · Journal of European real estate research · 2

Performance dispersion among target date funds

2024 · Ivelina Pavlova, Ann Marie Hibbert · Journal of Asset Management · 1

Bank Acquisitions of AI and FinTech: Impact on Performance

2024 · Maria E. de Boyrie, Ivelina Pavlova · SSRN Electronic Journal · 1

Accounting irregularities and failure to deliver: An examination of the relationship between naked short sales and restatements

2014 · Naomi E. Boyd, Ann Marie Hibbert, et al. · Managerial Finance · 1

Works count: 34

Citation count: 670

H-index: 14

I10-index: 17