Browsing by Author Zaghum Umar

Showing results 1 to 15 of 15
Issue DateTitleAuthor(s)
2024Are investment grade Sukuks decoupled from the conventional yield curve?Nader Trabelsi; Zaghum Umar; Kingsley E. Dogah; Xuan Vinh Vo
2023Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflictZaghum Umar; Ahmed Bossman; Sun-Yong Choi; Xuan Vinh Vo
2022ASEAN-5 forex rates and crude oil: Markov regime-switching analysisMukhriz Izraf Azman Aziz; Zaghum Umar; Mariya Gubareva; Tatiana Sokolova; Vo Xuan Vinh
2022Astonishing insights: emerging market debt spreads throughout the pandemicMariya Gubareva; Zaghum Umar; Tatiana Sokolova; Vo Xuan Vinh
2022Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysisZaghum Umar; Mariya Gubareva; Tamara Teplova; Tran Dang Khoa
2022COVID-19 related media sentiment and the yield curve of G-7 economiesDavid Y. Aharon; Zaghum Umar; Mukhriz Izraf Azman Aziz; Vo Xuan Vinh
2023Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency AnalysisMariya Gubareva; Zaghum Umar; Tamara Teplova; Vo Xuan Vinh
2023Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatilityZaghum Umar; Ayesha Sayedc; Mariya Gubareva; Xuan Vinh Vo
2023Information flow dynamics between geopolitical risk and major asset returnsZaghum Umar; Ahmed Bossman; Sun-Yong Choi; Xuan Vinh Vo
2023Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economiesZaghum Umar; Mukhriz Izraf Azman Aziz; Adam Zarembae; Dang Khoa Tran
2022The return and volatility connectedness of NFT segments and media coverage: Fresh evidence based on news about the COVID-19 pandemicZaghum Umar; Afsheen Abrar; Adam Zaremba; Tamara Teplova; Vo Xuan Vinh
2022Return and volatility connectedness of the non-fungible tokens segmentsZaghum Umar; Wafa Alwahedi; Adam Zaremba; Vo Xuan Vinh
2022Spillover and risk transmission between the term structure of the US interest rates and Islamic equitiesZaghum Umar; Imran Yousaf; Mariya Gubareva; Vo Xuan Vinh
2023Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher momentsMuhammad Usman; Zaghum Umar; Mariya Gubareva; Tran Dang Khoa
2024Sukuk liquidity and creditworthiness during COVID-19Mariya Gubareva; Tatiana Sokolova; Zaghum Umar; Xuan Vinh Vo
Showing results 1 to 15 of 15