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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

Astonishing insights : emerging market debt spreads throughout the pandemic

Gubareva, Mariya; Umar, Zaghum; Sokolova, Tatiana V.; … - In: Applied economics 54 (2022) 18, pp. 2067-2076

Persistent link: https://www.econbiz.de/10012875721

Network connectedness of environmental attention : green and dirty assets

Umar, Zaghum; Abrar, Afsheen; Zaremba, Adam; Teplova, … - In: Finance research letters 50 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014239939

Aharon, David Y.; Umar, Zaghum; Mukhriz Izraf Azman Aziz; … - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013449300

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

Flights-to-quality from em bonds to safe-haven us treasury securities : a time-frequency analysis

Gubareva, Mariya; Umar, Zaghum; Teplova, Tamara V.; … - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 2, pp. 338-362

Persistent link: https://www.econbiz.de/10013548031

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

Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility

Umar, Zaghum; Sayed, Ayesha; Gubareva, Mariya; Xuan Vinh Vo - In: Applied economics 55 (2023) 22, pp. 2521-2535

Persistent link: https://www.econbiz.de/10014294972

Are short stocks susceptible to geopolitical shocks? : time-frequency evidence from the Russian-Ukrainian conflict

Umar, Zaghum; Bossman, Ahmed; Choi, Sun-Yong; Xuan Vinh Vo - In: Finance research letters 52 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472256

Sukuk liquidity and creditworthiness during COVID-19

Gubareva, Mariya; Sokolova, Tatiana V.; Umar, Zaghum; … - In: The quarterly review of economics and finance 94 (2024), pp. 88-92

Persistent link: https://www.econbiz.de/10014494657