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Term spreads and the COVID-19 pandemic : evidence from international sovereign bond markets
Zaremba, Adam; Kizys, Renatas; Aharon, David Y.; Umar, … - In: Finance research letters 44 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10014494748
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Commodity financialisation and price co-movement : lessons from two centuries of evidence
Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Finance research letters 38 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012490185
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The impact of the Russia-Ukraine conflict on the connectedness of financial markets
Umar, Zaghum; Polat, Onur; Choi, Sun-Yong; Teplova, … - In: Finance research letters 48 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013463277
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Does geopolitical risk matter for global asset returns? : evidence from quantile-on-quantile regression
Umar, Zaghum; Bossman, Ahmed; Choi, Sun-Yong; Teplova, … - In: Finance research letters 48 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013463686
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Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu; Chen, Zhong-Tian; Li, Yong - In: Computational economics 53 (2019) 3, pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
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Bayesian testing for short term interest rate models
Zhang, Yonghui; Chen, Zhongtian; Li, Yong - In: Finance research letters 20 (2017), pp. 146-152
Persistent link: https://www.econbiz.de/10011806836
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Economic uncertainty : a key factor to understanding idiosyncratic volatility puzzle
Li, Yong; Mu, Yuandong; Qin, Tianyu - In: Finance research letters 42 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10014581390