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~accessRights:"restricted"
~person:"Umar, Zaghum"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
~type_genre:"Conference paper"
~type_genre:"Übersichtsarbeit"
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31
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Umar, Zaghum
Gupta, Rangan
125
Bouri, Elie
72
Tsionas, Efthymios G.
68
Lee, Chien-chiang
66
Tiwari, Aviral Kumar
59
Cheng, T. C. E.
55
Hassan, M. Kabir
53
Ji, Qiang
52
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51
Hammoudeh, Shawkat
50
Lucey, Brian M.
47
Apergēs, Nikolaos
46
Laporte, Gilbert
45
Dolgui, Alexandre
44
Fabozzi, Frank J.
44
Wang, Yudong
44
Zaremba, Adam
43
Gendreau, Michel
41
Xuan Vinh Vo
41
Wohar, Mark E.
40
Shahzad, Syed Jawad Hussain
39
Wang, Shouyang
39
Zhang, Wei
39
Afonso, Oscar
38
Goel, Rajeev K.
38
Gozgor, Giray
38
Ma, Feng
38
Vanhoucke, Mario
38
Desaulniers, Guy
37
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37
Gil-Alaña, Luis A.
36
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36
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36
Mensi, Walid
36
Shahbaz, Muhammad
36
Yang, Jinqiang
36
Asongu, Simplice
35
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35
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34
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5
Pacific-Basin finance journal
5
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4
Finance research letters
4
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2
Applied economics letters
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of behavioral and experimental finance
1
Journal of economic dynamics & control
1
Journal of international financial markets, institutions & money
1
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1
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1
Technological forecasting & social change : an international journal
1
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1
Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data
Zaremba, Adam
;
Umar, Zaghum
;
Mikutowski, Mateusz
- In:
Economics letters
181
(
2019
),
pp. 90-94
Persistent link: https://www.econbiz.de/10012121850
Saved in:
2
COVID-19 and the quantile connectedness between energy and metal markets
Ghosh, Bikramaditya
;
Pham, Linh
;
Teplova, Tamara V.
; …
- In:
Energy economics
117
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014437122
Saved in:
3
Network connectedness of the term structure of yield curve and global Sukuks
Umar, Zaghum
;
Riaz, Yasir
;
Shahab, Yasir
;
Teplova, Tamara V.
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014463284
Saved in:
4
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:
5
Quantile connectedness of oil price shocks with socially responsible investments
Malik, Farooq
;
Umar, Zaghum
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491986
Saved in:
6
Quantifying endogenous and exogenous shocks to financial sector systemic risk : a comparison of GFC and COVID-19
Usman, Muhammad
;
Umar, Zaghum
;
Choi, Sun-Yong
;
Teplova, …
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 281-293
Persistent link: https://www.econbiz.de/10014494683
Saved in:
7
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:
8
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
Saved in:
9
Connectedness between cryptocurrency and technology sectors : international evidence
Umar, Zaghum
;
Trabelsi, Nader
;
Alqahtani, Faisal
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 910-922
Persistent link: https://www.econbiz.de/10012630803
Saved in:
10
On the effect of credit rating announcements on sovereign bonds : international evidence
Kenourgios, Dimitrios
;
Umar, Zaghum
;
Lemonidi, Paraskevi
- In:
International economics : a journal published by CEPII …
163
(
2020
),
pp. 58-71
Persistent link: https://www.econbiz.de/10012642564
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