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~isPartOf:"Applied economics"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Rault, Christophe"
~person:"Sosvilla-Rivero, Simón"
~person:"Umar, Zaghum"
~subject:"Estimation"
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Rault, Christophe
Sosvilla-Rivero, Simón
Umar, Zaghum
Bahmani-Oskooee, Mohsen
21
Gil-Alaña, Luis A.
15
Gupta, Rangan
15
Moosa, Imad A.
14
Chang, Tsangyao
9
Zhu, Huiming
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Cheung, Yin-Wong
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7
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7
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Selvanathan, Saroja
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Turner, Paul
6
Yoon, Seong-min
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Balcilar, Mehmet
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French, Michael T.
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Gubareva, Mariya
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McMillan, David G.
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Salim, Ruhul A.
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Belke, Ansgar
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4
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4
Lim, Guay C.
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Löthgren, Mickael
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Applied economics
International journal of finance & economics : IJFE
Applied economics letters
6
CESifo working papers
5
Discussion paper series / IZA
5
International review of economics & finance : IREF
4
Journal of quantitative economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics letters
2
Hacienda pública española : review of public economics
2
Labour : review of labour economics and industrial relations
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Working papers / School of Economics and Management, Technical University of Lisbon, Department of Economics
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Baltic journal of economics
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ECONIS (ZBW)
19
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1
The failure of the monetary model of exchange rate determination
Afat, Dinçer
;
Gómez Puig, Marta
;
Sosvilla-Rivero, Simón
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4607-4629
Persistent link: https://www.econbiz.de/10011380534
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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