The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies[J] TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE 2021(172) Umar, Zaghum Jareno, Francisco de la O Gonzalez, Maria
The relationship between global risk aversion and returns from safe-haven assets[J] FINANCE RESEARCH LETTERS 2023(51) Umar, Zaghum Bossman, Ahmed Choi, Sun-Yong Teplova, Tamara
Network connectedness of environmental attention-Green and dirty assets[J] FINANCE RESEARCH LETTERS 2022(50) Umar, Zaghum Abrar, Afsheen Zaremba, Adam Teplova, Tamara Vo, Xuan Vinh
Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis[J] FINANCE RESEARCH LETTERS 2022(47) Umar, Zaghum Gubareva, Mariya Teplova, Tamara Tran, Dang K.
The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic[J] FINANCE RESEARCH LETTERS 2022(49) Umar, Zaghum Abrar, Afsheen Zaremba, Adam Teplova, Tamara Vo, Xuan Vinh
A time-frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets[J] JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE 2020(28) Umar, Zaghum Gubareva, Mariya
Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies[J] FINANCIAL INNOVATION 2021(7) Aharon, David Y. Umar, Zaghum Vo, Xuan Vinh
Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios[J] RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE 2023(65) Umar, Zaghum Usman, Muhammad Choi, Sun -Yong Rice, John
Connectedness between cryptocurrency and technology sectors: International evidence[J] INTERNATIONAL REVIEW OF ECONOMICS & FINANCE 2021(71) Umar, Zaghum Trabelsi, Nader Alqahtani, Faisal
Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework[J] PACIFIC-BASIN FINANCE JOURNAL 2022(76) Umar, Zaghum Polat, Onur Choi, Sun -Yong Teplova, Tamara