Browsing by Author Zaghum Umar

Showing results 1 to 14 of 14
Issue DateTitleAuthor(s)
2024Are investment grade Sukuks decoupled from the conventional yield curve?Nader Trabelsi
2023Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflictZaghum Umar
2022ASEAN-5 forex rates and crude oil: Markov regime-switching analysisMukhriz Izraf Azman Aziz
2022Astonishing insights: emerging market debt spreads throughout the pandemicMariya Gubareva
2022Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysisZaghum Umar
2022COVID-19 related media sentiment and the yield curve of G-7 economiesDavid Y. Aharon
2023Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency AnalysisMariya Gubareva
2023Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatilityZaghum Umar
2023Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economiesZaghum Umar
2022The return and volatility connectedness of NFT segments and media coverage: Fresh evidence based on news about the COVID-19 pandemicZaghum Umar
2022Return and volatility connectedness of the non-fungible tokens segmentsZaghum Umar
2022Spillover and risk transmission between the term structure of the US interest rates and Islamic equitiesZaghum Umar
2023Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher momentsMuhammad Usman
2024Sukuk liquidity and creditworthiness during COVID-19Mariya Gubareva
Showing results 1 to 14 of 14