Zaghum Umar

Zayed University - College of Business

P.O. Box 4783

Abu Dhabi

United Arab Emirates

Netspar

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 35,699

SSRN RANKINGS

Top 35,699

in Total Papers Downloads

1,595

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (11)

1.

Are Commodity Futures a Good Hedge Against Inflation?

Netspar Discussion Paper No. 11/2010-078
Number of pages: 38 Posted: 24 Dec 2010 Last Revised: 04 May 2013
Laura Spierdijk and Zaghum Umar
University of Groningen and Zayed University - College of Business
Downloads 736 (41,305)
Citation 4

Abstract:

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Inflation hedging, costs of hedging, commodity futures, investment horizon

2.

Did David Win a Battle or the War Against Goliath? Dynamic Return and Volatility Connectedness between the GameStop Stock and the High Short Interest Indices

Number of pages: 18 Posted: 18 Mar 2021
Ono Academic College, University of Southampton, Southampton Business School, Department of Banking and Finance, Zayed University - College of Business and Montpellier Business School
Downloads 295 (124,951)

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Static and Dynamic Connectedness, GameStop, Short-Interest Index, Stock Returns, Return Volatility, Spillovers, WallStreetBets

3.

Stocks, Bonds, T-Bills and Inflation Hedging

Netspar Discussion Paper No. 11/2011-089
Number of pages: 44 Posted: 25 Nov 2011 Last Revised: 04 May 2013
Laura Spierdijk and Zaghum Umar
University of Groningen and Zayed University - College of Business
Downloads 182 (198,705)
Citation 3

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inflation hedging, stocks, bonds, T-bills

4.

The Sovereign Yield Curve and Credit Ratings in GIIPS

International Review of Finance, 2020
Number of pages: 28 Posted: 15 Feb 2018 Last Revised: 07 Apr 2020
Namal Institute Mianwali, SDSB, Lahore University of Managment Sciences and Zayed University - College of Business
Downloads 96 (324,081)

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Sovereign Credit Ratings, Sovereign Bonds, Yield Curve, Dynamic Nelson-Siegel Model, GIIPS

The Demand for Emerging Market Bonds

Netspar Discussion Paper No. 04/2013-011
Number of pages: 52 Posted: 03 May 2013
Zaghum Umar
Zayed University - College of Business
Downloads 55 (447,839)

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Emerging market bonds, predictability, myopic demand, intertemporal hedging demand

The Demand for Emerging Market Bonds

Netspar Discussion Paper No. 04/2013-011
Number of pages: 27 Posted: 02 Jun 2013
Zaghum Umar and Laura Spierdijk
Zayed University - College of Business and University of Groningen
Downloads 39 (517,917)

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emerging-market bonds, predictability, myopic demand, intertemporal hedging demand

6.

Stocks for the Long Run? Evidence from Emerging Markets

Netspar Discussion Paper No. 04/2013-010
Number of pages: 60 Posted: 04 May 2013
Zaghum Umar and Laura Spierdijk
Zayed University - College of Business and University of Groningen
Downloads 63 (413,008)
Citation 2

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Emerging market stocks, predictability, myopic demand, intertemporal hedging demand

7.

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

Finance Research Letters, Forthcoming
Number of pages: 11 Posted: 11 Nov 2020 Last Revised: 31 Mar 2021
Montpellier Business School, University of Southampton, Southampton Business School, Department of Banking and Finance, Ono Academic College and Zayed University - College of Business
Downloads 48 (467,776)
Citation 1

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COVID-19 pandemic, coronavirus, policy responses, government bonds, sovereign bond, term spread, term structure, interest rates

8.

Inflation Hedging with Commodities: A Wavelet Analysis of Seven Centuries Worth of Data

Economics Letters, Forthcoming
Number of pages: 11 Posted: 28 May 2019
Adam Zaremba, Zaghum Umar and Mateusz Mikutowski
Montpellier Business School, Zayed University - College of Business and Poznan University of Economics and Business
Downloads 43 (488,978)

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inflation hedging, commodity markets, early commodity prices, wavelet analysis

9.

Pro-Cyclical Effect of Sovereign Rating Changes on Stock Returns: A Fact or Factoid?

Applied Economics, Forthcoming
Number of pages: 48 Posted: 26 Dec 2017 Last Revised: 11 Oct 2018
Namal Institute Mianwali, SDSB, Lahore University of Managment Sciences and Zayed University - College of Business
Downloads 38 (511,522)

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Sovereign Ratings, Stock Returns, Business cycle, and Asset pricing

10.

The Static and Dynamic Connectedness of Environmental, Social, and Governance Investments: International Evidence

Economic Modelling, Volume 93, December 2020, Pages 112-124 Doi.org/10.1016/j.econmod.2020.08.007
Posted: 20 Aug 2020 Last Revised: 27 Aug 2020
Zayed University - College of Business, National and Kapodistrian University of Athens - Department of Economics and National and Kapodistrian University of Athens

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ESG investments; connectedness; European sovereign debt crisis; COVID-19 pandemic; portfolio diversification

11.

Hedging U.S. Metals & Mining Industry’s Credit Risk With Industrial and Precious Metals

Resources Policy, Vol. 63, 2019
Posted: 05 Sep 2019
Zayed University - College of Business, Montpellier Business School and National and Kapodistrian University of Athens - Department of Economics

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Credit risk, Metal and mining industry, Precious metals, Hedging