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Zaghum Umar
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College of Business
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Research Works
Research Works
(58)
Article
Hedging U.S. metals & mining Industry's credit risk ...
Resources Policy (2019)
Zaghum Umar, Syed Jawad Hussain Shahzad and Dimitris Kenourgios
© 2019 This study examines the conditional correlation and the resulting optimal hedge ratios between the Credit Default Swap (CDS) ...
Link
Article
Inflation hedging with commodities: A wavelet analysis of seven centuries ...
Economics Letters (2019)
Adam Zaremba, Zaghum Umar and Mateusz Mikutowski
© 2019 Elsevier B.V. We perform a test of the inflation hedging properties of commodities on the longest data series ...
Link
Article
The demand for eurozone stocks and bonds in a time-varying ...
European Journal of Finance (2019)
Zaghum Umar, Choudhry Tanveer Shehzad and Aristeidis Samitas
© 2019, © 2019 Informa UK Limited, trading as Taylor & Francis Group. This paper analyzes the short and long-run ...
Link
Article
Pro-Cyclical Effect of Sovereign Rating Changes on Stock Returns: A ...
Applied Economics (2019)
Yasir Riaz, Choudhry Tanveer Shehzad and Zaghum Umar
© 2018, © 2018 Informa UK Limited, trading as Taylor & Francis Group. This article examines the effect of changes ...
Link
Article
Does Shariah compliance make interest rate sensitivity of Islamic equities ...
Applied Economics (2018)
Zaghum Umar, Syed Jawad Hussain Shahzad, Román Ferrer and Francisco Jareño
© 2018, © 2018 Informa UK Limited, trading as Taylor & Francis Group. This paper examines the sensitivity of the ...
Link
Article
The Demand for Emerging Market Bonds
SSRN Electronic Journal (2013)
Zaghum Umar and Laura Spierdijk
We study the multi-period asset allocation problem for emerging market investors whose asset menu consists of stocks, bonds and bills. ...
Link
Article
Stocks, Bonds, T-Bills and Inflation Hedging
SSRN Electronic Journal (2011)
Laura Spierdijk and Zaghum Umar
We analyze the inflation-hedging properties of US stocks, bonds, and T-bills at the subindex level during the 1983 "“ 2012 ...
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Article
Are commodity futures a good hedge against inflation
SSRN Electronic Journal (2010)
Laura Spierdijk and Zaghum Umar
This study assesses the hedging properties of commodity futures across three dimensions: market, investment horizon and time. Measured over the ...
Link