Zaghum Umar
Biographic Data
| ID | 9530625 |
|---|---|
| NAME | Zaghum Umar |
| GIVEN NAMES | Zaghum |
| FAMILY NAME | Umar |
| SIGNATURE | UMAR Z |
| AFFILIATIONS | South Ural State University |
| ORCID | 0000-0002-0425-2665 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
The impact of the Covid-19 outbreak on the connectedness of the BRICS’s term structure
This study aims to examine the impact of the different waves of the COVID-19 pandemic on the connectedness of the BRICS (Brazil, Russia, India, China, and South Africa) term structure of interest rates and its components (level, slope and curvature). For that purpose, this research applies the time-varying parameter vector autoregression (TVP-VAR) approach in order to assess the direction of spillovers among countries and factors and measure thei…
Strategic asset allocation and the demand for real estate
The impact of Covid-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies
This research explores the impact of COVID-19-related media coverage on the dynamic return and volatility connectedness of the three dominant cryptocurrencies (Bitcoin (BTC), Ethereum (ETH) and Ripple (XRP)) and the fiat currencies of the euro, GBP and Chinese yuan. The sample period covers the first and second devasting waves of the COVID-19 pandemic crisis and ranges from January 1, 2020, to December 31, 2020. The dynamic return and volatility …
No prominent works on this page.
The impact of Covid-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies
This research explores the impact of COVID-19-related media coverage on the dynamic return and volatility connectedness of the three dominant cryptocurrencies (Bitcoin (BTC), Ethereum (ETH) and Ripple (XRP)) and the fiat currencies of the euro, GBP and Chinese yuan. The sample period covers the first and second devasting waves of the COVID-19 pandemic crisis and ranges from January 1, 2020, to December 31, 2020. The dynamic return and volatility …
Strategic asset allocation and the demand for real estate
The impact of the Covid-19 outbreak on the connectedness of the BRICS’s term structure
This study aims to examine the impact of the different waves of the COVID-19 pandemic on the connectedness of the BRICS (Brazil, Russia, India, China, and South Africa) term structure of interest rates and its components (level, slope and curvature). For that purpose, this research applies the time-varying parameter vector autoregression (TVP-VAR) approach in order to assess the direction of spillovers among countries and factors and measure thei…
Economics (3 works) · COVID-19 Pandemic Impacts (2 works) · Econometrics (2 works) · Market Dynamics and Volatility (2 works) · Medicine (2 works) · Social connectedness (2 works) · Alternative asset (1 work) · Asset allocation (1 work) · Blockchain Technology Applications and Security (1 work) · Bond (1 work)