Zaghum Umar

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Affiliations

• Zayed University / College of Business
  • EDIRC entry
  • location:

Research profile

author of:

• The sovereign yield curve and credit ratings in GIIPS (RePEc:bla:irvfin:v:21:y:2021:i:3:p:895-916)
  by Yasir Riaz & Choudhry T. Shehzad & Zaghum Umar
• Histological and histomorphometric study of the cranial digestive tract of ostriches (Struthio camelus) with advancing age (RePEc:caa:jnlvet:v:66:y:2021:i:4:id:120-2020-vetmed)
  by Z Umar & AS Qureshi & R Shahid & F Deeba
• On the effect of credit rating announcements on sovereign bonds: International evidence (RePEc:cii:cepiie:2020-q3-163-4)
  by Dimitrios Kenourgios & Zaghum Umar & Paraskevi Lemonidi
• A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets (RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303312)
  by Umar, Zaghum & Gubareva, Mariya
• A tale of company fundamentals vs sentiment driven pricing: The case of GameStop (RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000459)
  by Umar, Zaghum & Gubareva, Mariya & Yousaf, Imran & Ali, Shoaib
• The impact of COVID-19 induced panic on the return and volatility of precious metals (RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691)
  by Umar, Zaghum & Aziz, Saqib & Tawil, Dima
• Return and volatility connectedness of the non-fungible tokens segments (RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000405)
  by Umar, Zaghum & Alwahedi, Wafa & Zaremba, Adam & Vo, Xuan Vinh
• Trade competitiveness and the aggregate returns in global stock markets (RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246)
  by Chiah, Mardy & Long, Huaigang & Zaremba, Adam & Umar, Zaghum
• Is greenness an optimal hedge for sectoral stock indices? (RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002681)
  by Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Ghardallou, Wafa & Umar, Zaghum
• The demand of energy from an optimal portfolio choice perspective (RePEc:eee:ecmode:v:61:y:2017:i:c:p:478-494)
  by Umar, Zaghum
• The static and dynamic connectedness of environmental, social, and governance investments: International evidence (RePEc:eee:ecmode:v:93:y:2020:i:c:p:112-124)
  by Umar, Zaghum & Kenourgios, Dimitris & Papathanasiou, Sypros
• Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic (RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328)
  by Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum
• COVID-19 related media sentiment and the yield curve of G-7 economies (RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x)
  by Aharon, David Y. & Umar, Zaghum & Aziz, Mukhriz Izraf Azman & Vo, Xuan vinh
• Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach (RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712)
  by Wu, Xinyu & Yin, Xuebao & Umar, Zaghum & Iqbal, Najaf
• Quantile connectedness of oil price shocks with socially responsible investments (RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894)
  by Malik, Farooq & Umar, Zaghum
• Dynamic impact of the US yield curve on green bonds: Navigating through recent crises (RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487)
  by Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao
• Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data (RePEc:eee:ecolet:v:181:y:2019:i:c:p:90-94)
  by Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz
• Is there an illiquidity premium in frontier markets? (RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119302481)
  by Stereńczak, Szymon & Zaremba, Adam & Umar, Zaghum
• Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities (RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547)
  by Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara
• Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets? (RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000554)
  by Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara & Marfo-Yiadom, Edward
• Spillovers between sovereign yield curve components and oil price shocks (RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001396)
  by Umar, Zaghum & Aharon, David Y. & Esparcia, Carlos & AlWahedi, Wafa
• COVID-19 and the quantile connectedness between energy and metal markets (RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497)
  by Ghosh, Bikramaditya & Pham, Linh & Teplova, Tamara & Umar, Zaghum
• The connectedness of oil shocks, green bonds, sukuks and conventional bonds (RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609)
  by Umar, Zaghum & Abrar, Afsheen & Hadhri, Sinda & Sokolova, Tatiana
• Interdependencies and risk management strategies between green cryptocurrencies and traditional energy sources (RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400450x)
  by Umar, Zaghum & Usman, Muhammad & Umar, Muhammad & Ktaish, Farah
• Dynamic connectedness of oil price shocks and exchange rates (RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302828)
  by Malik, Farooq & Umar, Zaghum
• Oil shocks and equity markets: The case of GCC and BRICS economies (RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000608)
  by Umar, Zaghum & Trabelsi, Nader & Zaremba, Adam
• Oil price shocks and the return and volatility spillover between industrial and precious metals (RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001961)
  by Umar, Zaghum & Jareño, Francisco & Escribano, Ana
• Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (RePEc:eee:finana:v:52:y:2017:i:c:p:9-26)
  by Shahzad, Syed Jawad Hussain & Ferrer, Román & Ballester, Laura & Umar, Zaghum
• Media sentiment and short stocks performance during a systemic crisis (RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002222)
  by Umar, Zaghum & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson Ayobami & Gubareva, Mariya
• Are investment grade Sukuks decoupled from the conventional yield curve? (RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004970)
  by Trabelsi, Nader & Umar, Zaghum & Dogah, Kingsley E. & Vo, Xuan Vinh
• Commodity financialisation and price co-movement: Lessons from two centuries of evidence (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308402)
  by Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz
• Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020 (RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000805)
  by Umar, Zaghum & Riaz, Yasir & Zaremba, Adam
• Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets (RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001239)
  by Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Umar, Zaghum
• COVID–19 media coverage and ESG leader indices (RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002440)
  by Akhtaruzzaman, Md & Boubaker, Sabri & Umar, Zaghum
• Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis (RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000496)
  by Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara & Tran, Dang K.
• The impact of the Russia-Ukraine conflict on the connectedness of financial markets (RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002252)
  by Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara
• Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression (RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002392)
  by Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara
• The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002690)
  by Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh
• Network connectedness of environmental attention—Green and dirty assets (RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004147)
  by Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh
• The relationship between global risk aversion and returns from safe-haven assets (RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213)
  by Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara
• Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict (RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005657)
  by Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Vo, Xuan Vinh
• The impact of the US yield curve on sub-Saharan African equities (RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000107)
  by Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Teplova, Tamara
• On the effect of credit rating announcements on sovereign bonds: International evidence (RePEc:eee:inteco:v:163:y:2020:i:c:p:58-71)
  by Kenourgios, Dimitrios & Umar, Zaghum & Lemonidi, Paraskevi
• Changes in shares outstanding and country stock returns around the world (RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518)
  by Long, Huaigang & Chiah, Mardy & Zaremba, Adam & Umar, Zaghum
• Interaction effects in the cross-section of country and industry returns (RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171)
  by Umar, Zaghum & Zaremba, Adam & Umutlu, Mehmet & Mercik, Aleksander
• Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession (RePEc:eee:jebusi:v:79:y:2015:i:c:p:1-37)
  by Spierdijk, Laura & Umar, Zaghum
• Stocks for the long run? Evidence from emerging markets (RePEc:eee:jimfin:v:47:y:2014:i:c:p:217-238)
  by Spierdijk, Laura & Umar, Zaghum
• Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis (RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000184)
  by Bossman, Ahmed & Umar, Zaghum & Teplova, Tamara
• Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals (RePEc:eee:jrpoli:v:63:y:2019:i:c:9)
  by Umar, Zaghum & Hussain Shahzad, Syed Jawad & Kenourgios, Dimitris
• Exploring the time and frequency domain connectedness of oil prices and metal prices (RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420718304458)
  by Umar, Zaghum & Nasreen, Samia & Solarin, Sakiru Adebola & Tiwari, Aviral Kumar
• Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness (RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001616)
  by Umar, Zaghum & Jareño, Francisco & Escribano, Ana
• The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels (RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001781)
  by Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara
• Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300)
  by Balcilar, Mehmet & Gabauer, David & Umar, Zaghum
• Quantile connectedness between oil price shocks and exchange rates (RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003690)
  by Umar, Zaghum & Bossman, Ahmed
• Islamic vs conventional equities in a strategic asset allocation framework (RePEc:eee:pacfin:v:42:y:2017:i:c:p:1-10)
  by Umar, Zaghum
• Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis (RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000706)
  by Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya
• Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations (RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000780)
  by Umar, Zaghum & Gubareva, Mariya
• The relationship between yield curve components and equity sectorial indices: Evidence from China (RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000986)
  by Umar, Zaghum & Yousaf, Imran & Aharon, David Y.
• Spillover and risk transmission between the term structure of the US interest rates and Islamic equities (RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000075)
  by Umar, Zaghum & Yousaf, Imran & Gubareva, Mariya & Vo, Xuan Vinh
• Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty (RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001469)
  by Umar, Zaghum & Mokni, Khaled & Escribano, Ana
• Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework (RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001718)
  by Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara
• Network connectedness of the term structure of yield curve and global Sukuks (RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001221)
  by Umar, Zaghum & Riaz, Yasir & Shahab, Yasir & Teplova, Tamara
• Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach (RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304581)
  by Naeem, Muhammad & Umar, Zaghum & Ahmed, Sheraz & Ferrouhi, El Mehdi
• Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19 (RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293)
  by Usman, Muhammad & Umar, Zaghum & Choi, Sun-Yong & Teplova, Tamara
• Sukuk liquidity and creditworthiness during COVID-19 (RePEc:eee:quaeco:v:94:y:2024:i:c:p:88-92)
  by Gubareva, Mariya & Sokolova, Tatiana & Umar, Zaghum & Vo, Xuan Vinh
• A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty (RePEc:eee:reecon:v:76:y:2022:i:3:p:189-205)
  by Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Junior, Peterson Owusu
• Connectedness between cryptocurrency and technology sectors: International evidence (RePEc:eee:reveco:v:71:y:2021:i:c:p:910-922)
  by Umar, Zaghum & Trabelsi, Nader & Alqahtani, Faisal
• Network connectedness dynamics of the yield curve of G7 countries (RePEc:eee:reveco:v:79:y:2022:i:c:p:275-288)
  by Umar, Zaghum & Riaz, Yasir & Aharon, David Y.
• Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis (RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363)
  by Choi, Sun-Yong & Phiri, Andrew & Teplova, Tamara & Umar, Zaghum
• Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach (RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000246)
  by Tiwari, Aviral Kumar & Umar, Zaghum & Alqahtani, Faisal
• Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy (RePEc:eee:riibaf:v:58:y:2021:i:c:s027553192100074x)
  by Umar, Zaghum & Yousaf, Imran & Zaremba, Adam
• Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis (RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001148)
  by Umar, Zaghum & Gubareva, Mariya & Tran, Dang Khoa & Teplova, Tamara
• Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices (RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001891)
  by Aharon, David Y. & Kizys, Renatas & Umar, Zaghum & Zaremba, Adam
• Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios (RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831)
  by Umar, Zaghum & Usman, Muhammad & Choi, Sun-Yong & Rice, John
• The term structure of yield curve and connectedness among ESG investments (RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714)
  by Iqbal, Najaf & Umar, Zaghum & Ruman, Asif M. & Jiang, Shaohua
• Dynamic spillover between oil price shocks and technology stock indices: A country level analysis (RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000230)
  by Umar, Zaghum & Mokni, Khaled & Manel, Youssef & Gubareva, Mariya
• Return and volatility spillovers among oil price shocks and international green bond markets (RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461)
  by Umar, Zaghum & Hadhri, Sinda & Abakah, Emmanuel Joel Aikins & Usman, Muhammad & Umar, Muhammad
• The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies (RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571)
  by Umar, Zaghum & Jareño, Francisco & González, María de la O
• The impact of economic policy uncertainty on sustainability (ESG) performance: the role of the firm life cycle (RePEc:eme:ijmfpp:ijmf-04-2022-0158)
  by Muhammad Azeem Qureshi & Tanveer Ahsan & Ammar Ali Gull & Zaghum Umar
• The inflation hedging capacity of Islamic and conventional equities (RePEc:eme:jespps:jes-04-2019-0183)
  by Zaghum Umar & Dimitrios Kenourgios & Muhammad Naeem & Khadija Abdulrahman & Salma Al Hazaa
• Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets (RePEc:eme:rbfpps:rbf-04-2021-0069)
  by Shoaib Ali & Imran Yousaf & Zaghum Umar
• Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis (RePEc:eme:sefpps:sef-01-2022-0045)
  by Zaghum Umar & Francisco Jareño & Ana Escribano
• Waste Management and Prediction of Air Pollutants Using IoT and Machine Learning Approach (RePEc:gam:jeners:v:13:y:2020:i:15:p:3930-:d:393104)
  by Ayaz Hussain & Umar Draz & Tariq Ali & Saman Tariq & Muhammad Irfan & Adam Glowacz & Jose Alfonso Antonino Daviu & Sana Yasin & Saifur Rahman
• Smart Fire Detection and Deterrent System for Human Savior by Using Internet of Things (IoT) (RePEc:gam:jeners:v:14:y:2021:i:17:p:5500-:d:628440)
  by Abdul Rehman & Muhammad Ahmed Qureshi & Tariq Ali & Muhammad Irfan & Saima Abdullah & Sana Yasin & Umar Draz & Adam Glowacz & Grzegorz Nowakowski & Abdullah Alghamdi & Abdulaziz A. Alsulami & Mariusz
• Role of Hybrid Deep Neural Networks (HDNNs), Computed Tomography, and Chest X-rays for the Detection of COVID-19 (RePEc:gam:jijerp:v:18:y:2021:i:6:p:3056-:d:517972)
  by Muhammad Irfan & Muhammad Aksam Iftikhar & Sana Yasin & Umar Draz & Tariq Ali & Shafiq Hussain & Sarah Bukhari & Abdullah Saeed Alwadie & Saifur Rahman & Adam Glowacz & Faisal Althobiani
• Do Automated Market Makers in DeFi Ecosystem Exhibit Time-Varying Connectedness during Stressed Events? (RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:259-:d:1135618)
  by Bikramaditya Ghosh & Hayfa Kazouz & Zaghum Umar
• Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities (RePEc:gam:jrisks:v:5:y:2017:i:2:p:22-:d:94407)
  by Zaghum Umar & Tahir Suleman
• The impact of COVID-19 induced panic on the return and volatility of precious metals (RePEc:hal:journl:hal-03330197)
  by Zaghum Umar & Saqib Aziz & Dima Tawil
• Returns and Volatility Connectedness among the EurozoDne Equity Markets (RePEc:hal:journl:hal-04434044)
  by Z. Umar & O.B. Adekoya & M. Gubareva & Sabri Boubaker
• COVID\textendash19 Media Coverage and ESG Leader Indices (RePEc:hal:journl:hal-04445028)
  by M. Akhtaruzzaman & S. Boubaker & Z. Umar
• Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices (RePEc:hal:journl:hal-04583804)
  by David Aharon & Renatas Kizys & Zaghum Umar & Adam Zaremba
• Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS (RePEc:hin:complx:2249581)
  by Ahmed Bossman & Tamara Teplova & Zaghum Umar & Gang Jin Wang
• Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis (RePEc:mes:emfitr:v:59:y:2023:i:2:p:338-362)
  by Mariya Gubareva & Zaghum Umar & Tamara Teplova & Xuan Vinh Vo
• Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis (RePEc:mes:emfitr:v:59:y:2023:i:6:p:1707-1719)
  by Mariya Gubareva & Zaghum Umar & Tamara Teplova & Dang K. Tran
• The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure (RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-022-01500-1)
  by Francisco Jareño & Ana Escribano & Zaghum Umar
• Correction: The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure (RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03922-5)
  by Francisco Jareño & Ana Escribano & Zaghum Umar
• Return and volatility transmission between oil price shocks and agricultural commodities (RePEc:plo:pone00:0246886)
  by Zaghum Umar & Mariya Gubareva & Muhammad Naeem & Ayesha Akhter
• The impact of the Covid-19 related media coverage upon the five major developing markets (RePEc:plo:pone00:0253791)
  by Zaghum Umar & Mariya Gubareva & Tatiana Sokolova
• Strategic asset allocation and the demand for real estate: international evidence (RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02090-8)
  by Zaghum Umar & Dennis Olson
• Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies (RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00274-w)
  by David Y. Aharon & Zaghum Umar & Xuan Vinh Vo
• Seven centuries of commodity co-movement: a wavelet analysis approach (RePEc:taf:apeclt:v:29:y:2022:i:4:p:355-359)
  by Zaghum Umar & Adam Zaremba & Dennis Olson
• Financing constraints on the size distribution of industrial firms: the Chinese experience (RePEc:taf:applec:v:48:y:2016:i:41:p:3899-3911)
  by Qigang Yuan & Yanping Zhao & Hui Shang & Wei Zhang & Zaghum Umar
• Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states (RePEc:taf:applec:v:50:y:2018:i:42:p:4500-4521)
  by Zaghum Umar & Syed Jawad Hussain Shahzad & Román Ferrer & Francisco Jareño
• Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid? (RePEc:taf:applec:v:51:y:2019:i:15:p:1588-1601)
  by Yasir Riaz & Choudhry Tanveer Shehzad & Zaghum Umar
• Spillover and risk transmission in the components of the term structure of eurozone yield curve (RePEc:taf:applec:v:53:y:2021:i:18:p:2141-2157)
  by Zaghum Umar & Yasir Riaz & Adam Zaremba
• The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis (RePEc:taf:applec:v:53:y:2021:i:27:p:3193-3206)
  by Zaghum Umar & Mariya Gubareva
• Astonishing insights: emerging market debt spreads throughout the pandemic (RePEc:taf:applec:v:54:y:2022:i:18:p:2067-2076)
  by Mariya Gubareva & Zaghum Umar & Tatiana Sokolova & Xuan Vinh Vo
• ASEAN-5 forex rates and crude oil: Markov regime-switching analysis (RePEc:taf:applec:v:54:y:2022:i:54:p:6234-6253)
  by Mukhriz Izraf Azman Aziz & Zaghum Umar & Mariya Gubareva & Tatiana Sokolova & Xuan Vinh Vo
• Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era (RePEc:taf:applec:v:54:y:2022:i:9:p:1030-1054)
  by Zaghum Umar & Francisco Jareño & Ana Escribano
• Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis (RePEc:taf:applec:v:55:y:2023:i:12:p:1371-1387)
  by Zaghum Umar & Mariya Gubareva & Tatiana Sokolova
• Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility (RePEc:taf:applec:v:55:y:2023:i:22:p:2521-2535)
  by Zaghum Umar & Ayesha Sayed & Mariya Gubareva & Xuan Vinh Vo
• Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies (RePEc:taf:applec:v:55:y:2023:i:23:p:2676-2693)
  by Zaghum Umar & Mukhriz Izraf Azman Aziz & Adam Zaremba & Dang Khoa Tran
• Does global value chain participation induce economic growth? Evidence from panel threshold regression (RePEc:taf:applec:v:55:y:2023:i:24:p:2788-2800)
  by Jithin P & Sania Ashraf & Zaghum Umar
• Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments (RePEc:taf:applec:v:55:y:2023:i:52:p:6091-6114)
  by Muhammad Usman & Zaghum Umar & Mariya Gubareva & Dang Khoa Tran
• Composite equity issuance and the cross-section of country and industry returns (RePEc:taf:applec:v:55:y:2023:i:56:p:6627-6645)
  by Huaigang Long & Mardy Chiah & Adam Zaremba & Zaghum Umar
• Patterns of unconventional monetary policy spillovers during a systemic crisis (RePEc:taf:applec:v:56:y:2024:i:14:p:1611-1621)
  by Zaghum Umar & Ahmed Bossman & Najaf Iqbal & Tamara Teplova
• The spillover of media sentiment on the sukuk bonds during COVID-19 pandemic (RePEc:taf:applec:v:56:y:2024:i:3:p:360-374)
  by Zaghum Umar & Oluwasegun Babatunde Adekoya & Johnson Ayobami Oliyide & Tamara Teplova
• The demand for eurozone stocks and bonds in a time-varying asset allocation framework (RePEc:taf:eurjfi:v:25:y:2019:i:11:p:994-1011)
  by Zaghum Umar & Choudhry Tanveer Shehzad & Aristeidis Samitas
• Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis (RePEc:taf:eurjfi:v:27:y:2021:i:9:p:880-896)
  by Zaghum Umar & Francisco Jareño & Ana Escribano
• The asymmetric relationship between foreign direct investment, oil prices and carbon emissions: evidence from Gulf Cooperative Council economies (RePEc:taf:oaefxx:v:10:y:2022:i:1:p:2080316)
  by Sania Ashraf & Jithin P & Zaghum Umar
• Air temperature and sovereign bond returns (RePEc:wly:finmar:v:33:y:2024:i:2:p:179-209)
  by Renatas Kizys & Wael Rouatbi & Zaghum Umar & Adam Zaremba
• Financial contagion in real economy: The key role of policy uncertainty (RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1633-1682)
  by Aristeidis Samitas & Elias Kampouris & Zaghum Umar
• Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics (RePEc:wly:ijfiec:v:28:y:2023:i:1:p:112-126)
  by Mariya Gubareva & Zaghum Umar
• Beyond traditional financial asset classes: The demand for infrastructure in a multi‐period asset allocation framework (RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2581-2592)
  by Zaghum Umar & Adam Zaremba & Ammar Ali Gull & Tatiana Sokolova
• Returns and volatility connectedness among the Eurozone equity markets (RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3103-3122)
  by Zaghum Umar & Oluwasegun Babatunde Adekoya & Mariya Gubareva & Sabri Boubaker
• Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate (RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1843-1860)
  by Yanping Zhao & Zaghum Umar & Xuan Vinh Vo