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Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
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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
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Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis
Umar, Zaghum; Manel, Youssef; Riaz, Yasir; Gubareva, Mariya - In: Pacific-Basin finance journal 67 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013258118
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Financial contagion in real economy : the key role of policy uncertainty
Samitas, Aristeidis; Kampouris, Elias; Umar, Zaghum - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1633-1682
Persistent link: https://www.econbiz.de/10013184368
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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
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Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
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Faith-based investments and the Covid-19 pandemic : analyzing equity volatility and media coverage time-frequency relations
Umar, Zaghum; Gubareva, Mariya - In: Pacific-Basin finance journal 67 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013258158
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Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza; Gupta, Rangan - In: Economics letters 167 (2018), pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
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Spillover and risk transmission between the term structure of the US interest rates and Islamic equities
Umar, Zaghum; Yousaf, Imran; Gubareva, Mariya; Xuan Vinh Vo - In: Pacific-Basin finance journal 72 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013370392