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Return and volatility spillovers among oil price shocks and international green bond markets
Umar, Zaghum; Hadhri, Sinda; Abakah, Emmanuel Joel Aikins; … - In: Research in international business and finance 69 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10015052397
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Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?
Hadhri, Sinda; Ftiti, Zied - In: Research in international business and finance 42 (2017), pp. 39-60
Persistent link: https://www.econbiz.de/10011750183
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Comovements between heavily shorted stocks during a market squeeze : lessons from the GameStop trading frenzy
Umar, Zaghum; Yousaf, Imran; Zaremba, Adam - In: Research in international business and finance 58 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10013286466
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Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility : a time-frequency analysis
Umar, Zaghum; Gubareva, Mariya; Dang Khoa Tran; … - In: Research in international business and finance 58 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10013287761
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Existence of long memory in crude oil and petroleum products : generalised Hurst exponent approach
Tiwari, Aviral Kumar; Umar, Zaghum; Alqahtani, Faisal - In: Research in international business and finance 57 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013332984
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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
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Diversification benefits of NFTs for conventional asset investors : evidence from CoVaR with higher moments and optimal hedge ratios
Umar, Zaghum; Usman, Muhammad; Choi, Sun-Yong; Rice, John - In: Research in international business and finance 65 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014432749
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Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.; Kizys, Renatas; Umar, Zaghum; … - In: Research in international business and finance 64 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
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Dynamic spillover between oil price shocks and technology stock indices : a country level analysis
Umar, Zaghum; Mokni, Khaled; Manel, Youssef; Gubareva, … - In: Research in international business and finance 69 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10015052375