Browsing by Author Zaghum Umar

Showing results 1 to 13 of 13
Issue DateTitleAuthor(s)
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
2023Information flow dynamics between geopolitical risk and major asset returnsZaghum 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