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Air temperature and sovereign bond returns

Kizys, Renatas; Rouatbi, Wael; Umar, Zaghum; Zaremba, Adam - In: Financial markets, institutions & instruments 33 (2024) 2, pp. 179-209

Persistent link: https://www.econbiz.de/10014532260

Term Spreads and the COVID-19 Pandemic : Evidence from International Sovereign Bond Markets

Zaremba, Adam; Kizys, Renatas; Aharon, David Y.; Umar, … - 2021

We explore the impact of the COVID-19 pandemic on the term structure of interest rates. Using data from developed and emerging countries, we demonstrate that the expansion of the disease significantly affects sovereign bond markets. The growth of confirmed cases significantly widens the term...

Persistent link: https://www.econbiz.de/10013236151

Term spreads and the COVID-19 pandemic : evidence from international sovereign bond markets

Zaremba, Adam; Kizys, Renatas; Aharon, David Y.; Umar, … - In: Finance research letters 44 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10014494748

Volatility in International Sovereign Bond Markets : the role of government policy responses to the COVID-19 pandemic

Zaremba, Adam; Kizys, Renatas; Aharon, David Y. - In: Finance research letters 43 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10014633401

Oil price shocks and EMU sovereign yield spreads

Filippidis, Michail; Filis, George; Kizys, Renatas - In: Energy economics 86 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012511603

Spillover and risk transmission in the components of the term structure of eurozone yield curve

Umar, Zaghum; Riaz, Yasir; Zaremba, Adam - In: Applied economics 53 (2021) 18, pp. 2141-2157

Persistent link: https://www.econbiz.de/10012500985

Performance persistence of government bond factor premia

Zaremba, Adam - In: Finance research letters 22 (2017), pp. 182-189

Persistent link: https://www.econbiz.de/10011808138

Cross-sectional seasonalities in international government bond returns

Zaremba, Adam - In: Journal of banking & finance 98 (2019), pp. 80-94

Persistent link: https://www.econbiz.de/10012162242

Astonishing insights : emerging market debt spreads throughout the pandemic

Gubareva, Mariya; Umar, Zaghum; Sokolova, Tatiana V.; … - In: Applied economics 54 (2022) 18, pp. 2067-2076

Persistent link: https://www.econbiz.de/10012875721

Flights-to-quality from em bonds to safe-haven us treasury securities : a time-frequency analysis

Gubareva, Mariya; Umar, Zaghum; Teplova, Tamara V.; Vo … - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 2, pp. 338-362

Persistent link: https://www.econbiz.de/10013548031