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The demand of energy from an optimal portfolio choice perspective

Umar, Zaghum - In: Economic modelling 61 (2017), pp. 478-494

Persistent link: https://www.econbiz.de/10011737015

Islamic vs conventional equities in a strategic asset allocation framework

Umar, Zaghum - In: Pacific-Basin finance journal 42 (2017), pp. 1-10

Persistent link: https://www.econbiz.de/10011800528

The Demand for Emerging Market Bonds

Umar, Zaghum - 2013

We study the multi-period asset allocation problem for emerging-market investors whose asset menu consists of stocks, bonds and bills. We consider two types of investors: domestic investors who invest in emerging-market assets only (with returns in local currency) and international investors who...

Persistent link: https://www.econbiz.de/10013081185

The Demand for Emerging Market Bonds

Umar, Zaghum - 2013

We study the multi-period asset allocation problem for emerging market investors whose asset menu consists of stocks, bonds and bills. We consider two types of emerging market investors: domestic investors (with returns in local currency) and international investors who can invest in US and...

Persistent link: https://www.econbiz.de/10013082466

Network connectedness of environmental attention : green and dirty assets

Umar, Zaghum; Abrar, Afsheen; Zaremba, Adam; Teplova, … - In: Finance research letters 50 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014239939

Trade competitiveness and the aggregate returns in global stock markets

Chiah, Mardy; Long, Huaigang; Zaremba, Adam; Umar, Zaghum - In: Journal of economic dynamics & control 148 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014240044

Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments

Usman, Muhammad; Umar, Zaghum; Gubareva, Mariya; Dang … - In: Applied economics 55 (2023) 52, pp. 6091-6114

Persistent link: https://www.econbiz.de/10014381519

Diversification benefits of NFTs for conventional asset investors : evidence from CoVaR with higher moments and optimal hedge ratios

Umar, Zaghum; Usman, Muhammad; Choi, Sun-Yong; Rice, John - In: Research in international business and finance 65 (2023), pp. 1-26

Persistent link: https://www.econbiz.de/10014432749

Stocks for the long run? : evidence from emerging markets

Spierdijk, Laura; Umar, Zaghum - In: Journal of international money and finance 47 (2014), pp. 217-238

Persistent link: https://www.econbiz.de/10010464022

The eligibility of emerging-market bonds for pension fund portfolios

Umar, Zaghum; Spierdijk, Laura - In: Pension fund economics and finance : efficiency, …, (pp. 91-117). 2018

Persistent link: https://www.econbiz.de/10011818664