Zaghum Umar

Economics and Econometrics · 2017–2021

A researcher in the Science corpus: 7 papers; trusts 15 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Zaghum Umar trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. John W. Goodell
  2. Francis X. Diebold
  3. Robert F. Engle
  4. Weiyi Liu
  5. Eduard Baumöhl
  6. Shawkat Hammoudeh
  7. Farooq Malik
  8. Elie Bouri
  9. Perry Sadorsky
  10. Lutz Kilian

Who trusts Zaghum Umar overall

  1. Mariya Gubareva

Papers from Zaghum Umar's perspective

Ordered by how strongly the researchers Zaghum Umar trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  2. Better to give than to receive: Predictive directional measurement of volatility spillovers
  3. Co-explosivity in the cryptocurrency market (Finance Research Letters)
  4. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*
  5. Are cryptocurrencies connected to forex? A quantile cross-spectral approach (Finance Research Letters)
  6. COVID-19 and finance: Agendas for future research (Finance Research Letters)
  7. Generalized autoregressive conditional heteroskedasticity
  8. The flexible Fourier form and Dickey–Fuller type unit root tests
  9. Portfolio diversification across cryptocurrencies (Finance Research Letters)
  10. Exploring the time and frequency domain connectedness of oil prices and metal prices

Their papers