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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

Tail dependence in the return-volume of leading cryptocurrencies

Naeem, Muhammad; Bouri, Elie; Boako, Gideon; Roubaud, David - In: Finance research letters 36 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012483385

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

Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era

Umar, Zaghum; Jareño, Francisco; Escribano, Ana - In: Applied economics 54 (2022) 9, pp. 1030-1054

Persistent link: https://www.econbiz.de/10012875032

Seven centuries of commodity co-movement : a wavelet analysis approach

Umar, Zaghum; Zaremba, Adam; Olson, Dennis - In: Applied economics letters 29 (2022) 4, pp. 355-359

Persistent link: https://www.econbiz.de/10012803546

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

Inflation hedging in the long run : practical perspectives from seven centuries of commodity prices

Zaremba, Adam; Szczygielski, Jan J.; Umar, Zaghum; … - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 119-134

Persistent link: https://www.econbiz.de/10012613092

Term Spreads and the COVID-19 Pandemic : Evidence from International Sovereign Bond Markets

Zaremba, Adam; Kizys, Renatas; Aharon, David Y.; Umar, … - 2021

We explore the impact of the COVID-19 pandemic on the term structure of interest rates. Using data from developed and emerging countries, we demonstrate that the expansion of the disease significantly affects sovereign bond markets. The growth of confirmed cases significantly widens the term...

Persistent link: https://www.econbiz.de/10013236151

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

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