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The return and volatility connectedness of NFT segments and media coverage : fresh evidence based on news about the Covid-19 pandemic

Umar, Zaghum; Abrar, Afsheen; Zaremba, Adam; Teplova, … - In: Finance research letters 49 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013478625

Oil price shocks and the return and volatility spillover between industrial and precious metals

Umar, Zaghum; Jareño, Francisco; Escribano, Ana - In: Energy economics 99 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012888438

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

Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies

Aharon, David Y.; Umar, Zaghum; Xuan Vinh Vo - In: Financial innovation : FIN 7 (2021), pp. 1-25

This study examines the connectedness between the US yield curve components (i.e., level, slope, and curvature), exchange rates, and the historical volatility of the exchange rates of the main safe-haven fiat currencies (Canada, Switzerland, EURO, Japan, and the UK) and the leading...

Persistent link: https://www.econbiz.de/10012617325

Media sentiment and short stocks performance during a systemic crisis

Umar, Zaghum; Adekoya, Oluwasegun B.; Oliyide, Johnson A.; … - In: International review of financial analysis 78 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013252754

Spillovers between sovereign yield curve components and oil price shocks

Umar, Zaghum; Aharon, David Y.; Esparcia, Carlos; … - In: Energy economics 109 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013283788

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

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

Asymmetric return and volatility transmission in conventional and Islamic equities

Umar, Zaghum; Suleman, Tahir - In: Risks : open access journal 5 (2017) 2, pp. 1-18

conventional equities and the potential contagion effect. We analyse the intra-market and inter-market spillover among Islamic and …

Persistent link: https://www.econbiz.de/10011643393

Risk transmission between Islamic and conventional stock markets : a return and volatility spillover analysis

Shahzad, Syed Jawad Hussain; Ferrer, Román; Ballester, … - In: International review of financial analysis 52 (2017), pp. 9-26

Persistent link: https://www.econbiz.de/10011868686