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isPartOf:"European financial management : the journal of the European Financial Management Association"
subject:"Volatility"
~isPartOf:"Applied economics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin"
~person:"Umar, Zaghum"
~subject:"Schätzung"
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Volatility
Schätzung
Estimation
9
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4
World
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3
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3
Spillover effect
3
Spillover-Effekt
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Umar, Zaghum
Bahmani-Oskooee, Mohsen
20
Moosa, Imad A.
14
Gil-Alaña, Luis A.
12
Gupta, Rangan
9
Riphahn, Regina T.
9
Zhu, Huiming
9
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7
Spieß, C. Katharina
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7
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6
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6
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6
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6
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6
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5
Cheung, Yin-Wong
5
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4
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European financial management : the journal of the European Financial Management Association
Applied economics
Journal of international money and finance
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
Research in international business and finance
2
Economics letters
1
Finance research letters
1
Financial innovation : FIN
1
Financial markets, institutions & instruments
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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ECONIS (ZBW)
9
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
3
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
4
Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
;
Zaremba, Adam
; …
- In:
Applied economics
55
(
2023
)
23
,
pp. 2676-2693
Persistent link: https://www.econbiz.de/10014295219
Saved in:
5
Does global value chain participation induce economic growth? : evidence from panel threshold regression
Jithin P
;
Ashraf, Sania
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
24
,
pp. 2788-2800
Persistent link: https://www.econbiz.de/10014295282
Saved in:
6
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
7
Spillover and risk transmission in the components of the term structure of eurozone yield curve
Umar, Zaghum
;
Riaz, Yasir
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
18
,
pp. 2141-2157
Persistent link: https://www.econbiz.de/10012500985
Saved in:
8
Pro-cyclical effect of sovereign rating changes on stock returns : a fact or factoid?
Riaz, Yasir
;
Shehzad, Choudhry Tanveer
;
Umar, Zaghum
- In:
Applied economics
51
(
2019
)
15
,
pp. 1588-1601
Persistent link: https://www.econbiz.de/10012196579
Saved in:
9
Stocks for the long run? : evidence from emerging markets
Spierdijk, Laura
;
Umar, Zaghum
- In:
Journal of international money and finance
47
(
2014
),
pp. 217-238
Persistent link: https://www.econbiz.de/10010464022
Saved in:
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