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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~person:"Kumar, Dilip"
~person:"Umar, Zaghum"
~person:"Zaremba, Adam"
~subject:"Börsenkurs"
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Search: subject_exact:"Estimation"
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Volatility
Yield curve
Börsenkurs
Estimation
77
Schätzung
77
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65
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65
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37
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equity anomalies
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return predictability
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Kumar, Dilip
Umar, Zaghum
Zaremba, Adam
Gupta, Rangan
77
Ma, Feng
30
Balcilar, Mehmet
25
Bouri, Elie
25
Tiwari, Aviral Kumar
24
Pierdzioch, Christian
23
Wohar, Mark E.
23
Bahmani-Oskooee, Mohsen
21
Gil-Alaña, Luis A.
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Xuan Vinh Vo
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Jawadi, Fredj
18
Narayan, Paresh Kumar
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Salisu, Afees A.
18
Zhang, Yaojie
18
McMillan, David G.
17
Todorov, Viktor
16
Wang, Yudong
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Kang, Sang Hoon
15
Lee, Chien-chiang
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Mensi, Walid
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Sehgal, Sanjay
14
Wei, Yu
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Yoon, Seong-min
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Bollerslev, Tim
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Demirer, Rıza
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Li, Jia
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Hammoudeh, Shawkat
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Nonejad, Nima
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Zhu, Huiming
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Chiang, Thomas C.
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Yin, Libo
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1
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
2
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
3
Returns and volatility connectedness among the Eurozone equity markets
Umar, Zaghum
;
Adekoya, Oluwasegun B.
;
Gubareva, Mariya
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3103-3122
Persistent link: https://www.econbiz.de/10014635298
Saved in:
4
Factor seasonalities : international and further evidence
Mercik, Aleksander
;
Cupriak, Daniel
;
Zaremba, Adam
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014581028
Saved in:
5
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
6
Emerging market debt and the COVID-19 pandemic : a time-frequency analysis of spreads and total returns dynamics
Gubareva, Mariya
;
Umar, Zaghum
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 112-126
Persistent link: https://www.econbiz.de/10014248114
Saved in:
7
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
8
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
9
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:
10
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
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