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Aharon, D.Y. ; Umar, Z. ; Vo, X.V. Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies. 2021 Financial Innovation. 7 -
Al-Khazali, O. ; Lean, H.H. ; Samet, A. Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach. 2014 Pacific-Basin Finance Journal. 28 29-46
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Gubareva, M. ; Umar, Z. ; Teplova, T. ; Vo, X.V. Flights-to-quality from EM bonds to safe-haven US treasury securities: A time-frequency analysis. 2023 Emerging Markets Finance and Trade. 59 338-362
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Jareño, F. ; Escribano, A. ; Umar, Z. The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure. 2023 Humanities and Social Sciences Communications. 10 1-12
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Li, X. ; Li, B. ; Wei, G. ; Bai, L. ; Wei, Y. ; Liang, C. Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. 2021 Resources Policy. 73 102166-
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Naeem, M. ; Umar, Z. ; Ahmed, S. ; Ferrouhi, E.M. Dynamic dependence between ETFs and crude oil prices by using EGARCH-copula approach. 2020 Physica A: Statistical Mechanics and its Applications. 557 -
Naifar, N. Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach. 2016 The Quarterly Review of Economics and Finance. 61 29-39
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Shahzad, S.J.H. ; Ferrer, R. ; Ballester, L. ; Umar, Z. Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. 2017 International Review of Financial Analysis. 52 9-26
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Spierdijk, L. ; Umar, Z. Stocks for the long run? Evidence from emerging markets. 2014 Journal of International Money and Finance. 47 -
Spierdijk, L. ; Umar, Z. Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession. 2015 Journal of Economics and Business. 79 -
- Umar, Z. Islamic vs conventional equities in a strategic asset allocation framework. 2015 Pacific-Basin Finance Journal. -
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Umar, Z. ; Abrar, A. ; Hadhri, S. ; Sokolova, T. The connectedness of oil shocks, green bonds, sukuks and conventional bonds. 2023 Energy Economics. 119 -
Umar, Z. ; Abrar, A. ; Zaremba, A. ; Teplova, T. ; Vo, X.V. Network connectedness of environmental attention—Green and dirty assets. 2022 Finance Research Letters. 50 -
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Umar, Z. ; Aziz, S. ; Tawil, D. The impact of COVID-19 induced panic on the return and volatility of precious metals. 2021 Journal of Behavioral and Experimental Finance. 31 -
Umar, Z. ; Bossman, A. ; Choi, S.-Y. ; Vo, X.V. Are short stocks susceptible to geopolitical shocks? Time-frequency evidence from the Russian-Ukrainian conflict. 2023 Finance Research Letters. 52 -
Umar, Z. ; Gubareva, M. Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations. 2021 Pacific-Basin Finance Journal. 67 -
Umar, Z. ; Gubareva, M. ; Sokolova, T. Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis. 2023 Applied Economics. 55 1371-1387
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Umar, Z. ; Kenourgios, D. ; Naeem, M. ; Abdulrahman, K. ; Al Hazaa, S. The inflation hedging capacity of Islamic and conventional equities. 2020 Journal of Economic Studies. 47 -
Umar, Z. ; Mokni, K. ; Escribano, A. Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty. 2022 Pacific-Basin Finance Journal. 75 -
Umar, Z. ; Riaz, Y. ; Aharon, D.Y. Network connectedness dynamics of the yield curve of G7 countries. 2022 International Review of Economics and Finance. 79 275-288
Umar, Z. ; Shahzad, S.J.H. ; Ferrer, R. ; Jareño, F. Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states. 2018 Applied Economics. 50 4500-4521
Umar, Z. ; Suleman, T. Asymmetric return and volatility transmission in conventional and Islamic equities. 2017 Risks. 5 -
Umar, Z. ; Trabelsi, N. ; Zaremba, A. Oil shocks and equity markets: The case of GCC and BRICS economies. 2021 Energy Economics. 96 -
Umar, Z. ; Yousaf, I. ; Gubareva, M. ; Vo, X.V. Spillover and risk transmission between the term structure of the US interest rates and Islamic equities. 2022 Pacific-Basin Finance Journal. 72 -
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