IDEAS home Printed from https://ideas.repec.org/d/cobzuae.html

Publications

by members of

Zayed University → College of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2025

  1. Andrej Angelovski & Praveen Kujal & Jose M. Ortiz, 2025, "My performance over yours: Earned entitlement, performance, luck, and deservingness in giving," Working Papers, Chapman University, Economic Science Institute, number 25-07.
  2. Nafisa Lohawala & Mohammad Arshad Rahman, 2025, "Do Determinants of EV Purchase Intent vary across the Spectrum? Evidence from Bayesian Analysis of US Survey Data," Papers, arXiv.org, number 2504.09854, Apr, revised Jan 2026.

2024

  1. Wasim Ahmad & Mohammad Arshad Rahman & Suruchi Shrimali & Preeti Roy, 2024, "Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms," Papers, arXiv.org, number 2409.08701, Sep, revised Nov 2024.
  2. Ailin He & Laetitia Renee & Nagham Sayour, 2024, "The Impact of After-School Care on Maternal Income: Evidence from Canadian Administrative Data," Working Papers, Research Group on Human Capital, University of Quebec in Montreal's School of Management, number 24-04, Dec.

2023

  1. Ivan Jeliazkov & Shubham Karnawat & Mohammad Arshad Rahman & Angela Vossmeyer, 2023, "Flexible Bayesian Quantile Analysis of Residential Rental Rates," Papers, arXiv.org, number 2305.13687, May, revised Sep 2023.
  2. Z. Umar & O.B. Adekoya & M. Gubareva & Sabri Boubaker, 2023, "Returns and Volatility Connectedness among the EurozoDne Equity Markets," Post-Print, HAL, number hal-04434044, DOI: 10.1002/ijfe.2816.
  3. David Aharon & Renatas Kizys & Zaghum Umar & Adam Zaremba, 2023, "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," Post-Print, HAL, number hal-04583804, Jan, DOI: 10.1016/j.ribaf.2022.101803.
  4. Muhammad Azeem Qureshi & Tanveer Ahsan & Ammar Ali Gull & Zaghum Umar, 2023, "The impact of economic policy uncertainty on sustainability (ESG) performance: the role of the firm life cycle," Post-Print, HAL, number hal-04675684, Nov, DOI: 10.1108/IJMF-04-2022-0158.
  5. Zaghum Umar & Afsheen Abrar & Sinda Hadhri & Tatiana Sokolova, 2023, "The connectedness of oil shocks, green bonds, sukuks and conventional bonds," Post-Print, HAL, number hal-05240428, Mar, DOI: 10.1016/j.eneco.2023.106562.

2022

  1. M. Akhtaruzzaman & S. Boubaker & Z. Umar, 2022, "COVID-19 Media Coverage and ESG Leader Indices," Post-Print, HAL, number hal-04445028, Mar, DOI: 10.1016/j.frl.2021.102170.

2021

  1. Mohit Batham & Soudeh Mirghasemi & Mohammad Arshad Rahman & Manini Ojha, 2021, "Modeling and Analysis of Discrete Response Data: Applications to Public Opinion on Marijuana Legalization in the United States," Papers, arXiv.org, number 2109.10122, Sep, revised May 2023.
  2. Prajual Maheshwari & Mohammad Arshad Rahman, 2021, "bqror: An R package for Bayesian Quantile Regression in Ordinal Models," Papers, arXiv.org, number 2109.13606, Sep, revised May 2023.
  3. Nagham Sayour & Marcel Schröder, 2021, "The Foreign Direct Investment Job Multiplier During a Resource Boom: Evidence from Mongolia," ADB Economics Working Paper Series, Asian Development Bank, number 642, Dec.
  4. Zaghum Umar & Saqib Aziz & Dima Tawil, 2021, "The impact of COVID-19 induced panic on the return and volatility of precious metals," Post-Print, HAL, number hal-03330197, Sep, DOI: 10.1016/j.jbef.2021.100525.

2020

  1. Suzanna El Massah, 2020, "Islamic Banking Within the UAE’s Multicultural Context: Is It Time for Women-Specific Marketing Strategies?," Working Papers, Economic Research Forum, number 1433, Dec, revised 20 Dec 2020.
  2. Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020, "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," Papers, arXiv.org, number 2001.09295, Jan.
  3. Georges Bresson & Anoop Chaturvedi & Mohammad Arshad Rahman & Shalabh, 2020, "Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation," Papers, arXiv.org, number 2006.07074, Jun.
  4. Manini Ojha & Mohammad Arshad Rahman, 2020, "Do Online Courses Provide an Equal Educational Value Compared to In-Person Classroom Teaching? Evidence from US Survey Data using Quantile Regression," Papers, arXiv.org, number 2007.06994, Jul.
  5. Arjun Gupta & Soudeh Mirghasemi & Mohammad Arshad Rahman, 2020, "Heterogeneity in Food Expenditure amongst US families: Evidence from Longitudinal Quantile Regression," Papers, arXiv.org, number 2010.02614, Oct.
  6. Walid Marrouch & Nagham Sayour, 2020, "Economic Development and COVID-19 Cases," CIRANO Working Papers, CIRANO, number 2020s-18, Apr.

2019

  1. Mohammad Arshad Rahman & Angela Vossmeyer, 2019, "Estimation and Applications of Quantile Regression for Binary Longitudinal Data," Papers, arXiv.org, number 1909.05560, Sep.

2018

  1. José M. Ortiz & Roberto Hernán-González & Brice Corgnet & Carles Solà & Jordi Brandts, 2018, "Watching or Not Watching? Access to Information and the Incentive Effects of Firing Threats," Working Papers, Barcelona School of Economics, number 1023, Feb.

2017

  1. Aurelie Dariel & Curtis Kephart & Nikos Nikiforakis & Christina Zenker, 2017, "Emirati women do not shy away from competition: Evidence from a patriarchal society in transition," Working Papers, New York University Abu Dhabi, Department of Social Science, number 20170011, Nov, revised Nov 2017.

2016

  1. Kemal Kivanc Akoz & K Peren Arin & Christina Zenker, 2016, "The Political Consequences of Ethnic Tension: Theory and Evidence," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-72, Dec.

2015

  1. Siriopoulos, Costas, 2015, "An Analysis of the Covered Warrants listed on the Athens Exchange," MPRA Paper, University Library of Munich, Germany, number 64636, Mar.
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  2. Anastasios Evgenidis & Costas Siriopoulos, 2015, "What are the International Channels Through Which a US Policy Shock is Transmitted to The World Economies? Evidence from a Time Varying FAVAR," Working Papers, Bank of Greece, number 190, Jan.

2013

  1. Chytis, Evangelos & Koumanakos, Evangelos & Siriopoulos, Costas, 2013, "Deferred Tax Positions under the prism of financial crisis and the effects of a corporate tax reform," EconStor Conference Papers, ZBW - Leibniz Information Centre for Economics, number 125775, Dec.

2012

  1. Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2012, "Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 66.

2009

  1. Zenker, Christina G., 2009, "Veto Power and Wealth: Analysis of the Development of the Swiss Old Age Security," MPRA Paper, University Library of Munich, Germany, number 16927, Aug.

2008

  1. Papadamou, Stephanos & Siriopoulos, Costas, 2008, "Does the ECB Care about Shifts in Investors’ Risk Appetite?," MPRA Paper, University Library of Munich, Germany, number 25973, Jun.

2006

  1. Asimakopoulos, Ioannis & Athanasoglou, Panayiotis & Siriopoulos, Konstantinos, 2006, "External financing, growth and capital structure," MPRA Paper, University Library of Munich, Germany, number 16451, Jan.

2002

  1. A. Sfetsos & C. Siriopoulos, 2002, "A hybrid clustering scheme for time series forecasting," Computing in Economics and Finance 2002, Society for Computational Economics, number 17, Jul.

1998

  1. Mavroudeas, Stavros & Siriopoulos, Costas, 1998, "Τesting convergence and divergence: the data from Greece," MPRA Paper, University Library of Munich, Germany, number 17170.

Journal articles

2026

  1. Lohawala, Nafisa & Rahman, Mohammad Arshad, 2026, "Do determinants of EV purchase intent vary across the spectrum? Evidence from Bayesian analysis of US survey data," Transportation Research Part A: Policy and Practice, Elsevier, volume 207, issue C, DOI: 10.1016/j.tra.2026.104961.

2025

  1. David Y. Aharon & Ender Demir & Zaghum Umar, 2025, "On the connectedness between climate policy uncertainty, green bonds, and equity," Modern Finance, Modern Finance Institute, volume 3, issue 1, pages 25-37.
  2. Iqbal, Najaf & Umar, Zaghum & Shaoyong, Zhang & Sokolova, Tatiana, 2025, "Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108077.
  3. Umar, Zaghum & Hadad, Elroi & Phiri, Andrew & Teplova, Tamara, 2025, "Dynamics of asymmetric connectedness among magnificent seven technology giants: Insights from QVAR analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.qref.2025.101977.
  4. Zaghum Umar & Mariya Gubareva & Tamara Teplova & Wafa Alwahedi, 2025, "Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission," Annals of Operations Research, Springer, volume 352, issue 3, pages 363-387, September, DOI: 10.1007/s10479-022-04786-1.
  5. Ahmed Bossman & Tamara Teplova & Zaghum Umar, 2025, "What do we know about COVID-19 media coverage and African stock markets? A time-varying connectedness analysis," Applied Economics, Taylor & Francis Journals, volume 57, issue 16, pages 1962-1976, April, DOI: 10.1080/00036846.2024.2322571.
  6. Zaghum Umar & Tamara Teplova, 2025, "Not all REITs are alike: modelling the dynamic connectedness of sectoral REITs and the US yield curve," Applied Economics, Taylor & Francis Journals, volume 57, issue 38, pages 5958-5974, August, DOI: 10.1080/00036846.2024.2373408.
  7. Farooq Malik & Zaghum Umar, 2025, "Quantile connectedness of artificial intelligence tokens with the energy sector," Review of Financial Economics, John Wiley & Sons, volume 43, issue 2, pages 135-146, April, DOI: 10.1002/rfe.1224.

2024

  1. Ortiz, Jose M. & Teixeira, Lucas I. & Falcão, Natália N.L. & Soki, Erika A. & Almeida, Raquel M., 2024, "Information simplification and default choices improve financial decisions: A credit card statement experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 110, issue C, DOI: 10.1016/j.socec.2024.102193.
  2. K. Peren Arin & Alessandro De Iudicibus & Nagham Sayour & Nicola Spagnolo, 2024, "Environmental awareness and firm creation," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 9, pages 137-147, January, DOI: 10.1108/JES-07-2023-0360.
  3. Malik, Farooq & Umar, Zaghum, 2024, "Quantile connectedness of oil price shocks with socially responsible investments," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102066.
  4. Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao, 2024, "Dynamic impact of the US yield curve on green bonds: Navigating through recent crises," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102223.
  5. Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara & Marfo-Yiadom, Edward, 2024, "Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101160.
  6. Umar, Zaghum & Usman, Muhammad & Umar, Muhammad & Ktaish, Farah, 2024, "Interdependencies and risk management strategies between green cryptocurrencies and traditional energy sources," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107742.
  7. Trabelsi, Nader & Umar, Zaghum & Dogah, Kingsley E. & Vo, Xuan Vinh, 2024, "Are investment grade Sukuks decoupled from the conventional yield curve?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102981.
  8. Long, Huaigang & Chiah, Mardy & Zaremba, Adam & Umar, Zaghum, 2024, "Changes in shares outstanding and country stock returns around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101883.
  9. Umar, Zaghum & Zaremba, Adam & Umutlu, Mehmet & Mercik, Aleksander, 2024, "Interaction effects in the cross-section of country and industry returns," Journal of Banking & Finance, Elsevier, volume 165, issue C, DOI: 10.1016/j.jbankfin.2024.107200.
  10. Umar, Muhammad & Mirza, Nawazish & Umar, Zaghum & Sokolova, Tatiana, 2024, "Green recovery in BRICS economies: The role of mineral resources, energy productivity, and green innovation in sustainable development," Resources Policy, Elsevier, volume 98, issue C, DOI: 10.1016/j.resourpol.2024.105353.
  11. Usman, Muhammad & Umar, Zaghum & Choi, Sun-Yong & Teplova, Tamara, 2024, "Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 281-293, DOI: 10.1016/j.qref.2024.02.004.
  12. Gubareva, Mariya & Sokolova, Tatiana & Umar, Zaghum & Vo, Xuan Vinh, 2024, "Sukuk liquidity and creditworthiness during COVID-19," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 88-92, DOI: 10.1016/j.qref.2024.01.001.
  13. Choi, Sun-Yong & Phiri, Andrew & Teplova, Tamara & Umar, Zaghum, 2024, "Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 348-363, DOI: 10.1016/j.iref.2024.01.034.
  14. Iqbal, Najaf & Umar, Zaghum & Ruman, Asif M. & Jiang, Shaohua, 2024, "The term structure of yield curve and connectedness among ESG investments," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102145.
  15. Umar, Zaghum & Mokni, Khaled & Manel, Youssef & Gubareva, Mariya, 2024, "Dynamic spillover between oil price shocks and technology stock indices: A country level analysis," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102231.
  16. Umar, Zaghum & Hadhri, Sinda & Abakah, Emmanuel Joel Aikins & Usman, Muhammad & Umar, Muhammad, 2024, "Return and volatility spillovers among oil price shocks and international green bond markets," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102254.
  17. Zaghum Umar & Ahmed Bossman & Najaf Iqbal & Tamara Teplova, 2024, "Patterns of unconventional monetary policy spillovers during a systemic crisis," Applied Economics, Taylor & Francis Journals, volume 56, issue 14, pages 1611-1621, March, DOI: 10.1080/00036846.2023.2176463.
  18. Zaghum Umar & Oluwasegun Babatunde Adekoya & Johnson Ayobami Oliyide & Tamara Teplova, 2024, "The spillover of media sentiment on the sukuk bonds during COVID-19 pandemic," Applied Economics, Taylor & Francis Journals, volume 56, issue 3, pages 360-374, January, DOI: 10.1080/00036846.2023.2167926.
  19. Renatas Kizys & Wael Rouatbi & Zaghum Umar & Adam Zaremba, 2024, "Air temperature and sovereign bond returns," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 33, issue 2, pages 179-209, May, DOI: 10.1111/fmii.12192.
  20. Zaghum Umar & Adam Zaremba & Ammar Ali Gull & Tatiana Sokolova, 2024, "Beyond traditional financial asset classes: The demand for infrastructure in a multi‐period asset allocation framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 3, pages 2581-2592, July, DOI: 10.1002/ijfe.2800.
  21. Zaghum Umar & Oluwasegun Babatunde Adekoya & Mariya Gubareva & Sabri Boubaker, 2024, "Returns and volatility connectedness among the Eurozone equity markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 3, pages 3103-3122, July, DOI: 10.1002/ijfe.2816.

2023

  1. Camilleri, Adrian R. & Dankova, Katarina & Ortiz, Jose M. & Neelim, Ananta, 2023, "Increasing worker motivation using a reward scheme with probabilistic elements," Organizational Behavior and Human Decision Processes, Elsevier, volume 177, issue C, DOI: 10.1016/j.obhdp.2023.104256.
  2. Rihab Baltaji & Ali Fakih & Nagham Sayour, 2023, "How did COVID‐19 lockdowns affect firms and workers? Evidence from Jordan and Morocco," Development Policy Review, Overseas Development Institute, volume 41, issue 6, November, DOI: 10.1111/dpr.12722.
  3. Chiah, Mardy & Long, Huaigang & Zaremba, Adam & Umar, Zaghum, 2023, "Trade competitiveness and the aggregate returns in global stock markets," Journal of Economic Dynamics and Control, Elsevier, volume 148, issue C, DOI: 10.1016/j.jedc.2023.104618.
  4. Wu, Xinyu & Yin, Xuebao & Umar, Zaghum & Iqbal, Najaf, 2023, "Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101948.
  5. Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023, "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101049.
  6. Ghosh, Bikramaditya & Pham, Linh & Teplova, Tamara & Umar, Zaghum, 2023, "COVID-19 and the quantile connectedness between energy and metal markets," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106420.
  7. Umar, Zaghum & Abrar, Afsheen & Hadhri, Sinda & Sokolova, Tatiana, 2023, "The connectedness of oil shocks, green bonds, sukuks and conventional bonds," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106562.
  8. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2023, "The relationship between global risk aversion and returns from safe-haven assets," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103444.
  9. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Vo, Xuan Vinh, 2023, "Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103388.
  10. Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Teplova, Tamara, 2023, "The impact of the US yield curve on sub-Saharan African equities," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103636.
  11. Umar, Zaghum & Bossman, Ahmed, 2023, "Quantile connectedness between oil price shocks and exchange rates," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103658.
  12. Umar, Zaghum & Riaz, Yasir & Shahab, Yasir & Teplova, Tamara, 2023, "Network connectedness of the term structure of yield curve and global Sukuks," Pacific-Basin Finance Journal, Elsevier, volume 80, issue C, DOI: 10.1016/j.pacfin.2023.102056.
  13. Aharon, David Y. & Kizys, Renatas & Umar, Zaghum & Zaremba, Adam, 2023, "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," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101803.
  14. Umar, Zaghum & Usman, Muhammad & Choi, Sun-Yong & Rice, John, 2023, "Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101957.
  15. Muhammad Azeem Qureshi & Tanveer Ahsan & Ammar Ali Gull & Zaghum Umar, 2023, "The impact of economic policy uncertainty on sustainability (ESG) performance: the role of the firm life cycle," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 20, issue 4, pages 872-891, November, DOI: 10.1108/IJMF-04-2022-0158.
  16. Bikramaditya Ghosh & Hayfa Kazouz & Zaghum Umar, 2023, "Do Automated Market Makers in DeFi Ecosystem Exhibit Time-Varying Connectedness during Stressed Events?," JRFM, MDPI, volume 16, issue 5, pages 1-12, April.
  17. Mariya Gubareva & Zaghum Umar & Tamara Teplova & Xuan Vinh Vo, 2023, "Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 59, issue 2, pages 338-362, January, DOI: 10.1080/1540496X.2022.2103399.
  18. Mariya Gubareva & Zaghum Umar & Tamara Teplova & Dang K. Tran, 2023, "Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 59, issue 6, pages 1707-1719, May, DOI: 10.1080/1540496X.2022.2149258.
  19. Francisco Jareño & Ana Escribano & Zaghum Umar, 2023, "The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 10, issue 1, pages 1-12, December, DOI: 10.1057/s41599-022-01500-1.
  20. Zaghum Umar & Ahmed Bossman & Sun-Yong Choi & Xuan Vinh Vo, 2023, "Information flow dynamics between geopolitical risk and major asset returns," PLOS ONE, Public Library of Science, volume 18, issue 4, pages 1-14, April, DOI: 10.1371/journal.pone.0284811.
  21. Mariya Gubareva & Zaghum Umar & Tatiana Sokolova & Valentina Antonyuk, 2023, "For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment," PLOS ONE, Public Library of Science, volume 18, issue 5, pages 1-14, May, DOI: 10.1371/journal.pone.0285027.
  22. Zaghum Umar & Sun-Yong Choi & Tamara Teplova & Tatiana Sokolova, 2023, "Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels," PLOS ONE, Public Library of Science, volume 18, issue 8, pages 1-14, August, DOI: 10.1371/journal.pone.0288377.
  23. Zaghum Umar & Mariya Gubareva & Tatiana Sokolova, 2023, "Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis," Applied Economics, Taylor & Francis Journals, volume 55, issue 12, pages 1371-1387, March, DOI: 10.1080/00036846.2022.2097187.
  24. Zaghum Umar & Ayesha Sayed & Mariya Gubareva & Xuan Vinh Vo, 2023, "Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility," Applied Economics, Taylor & Francis Journals, volume 55, issue 22, pages 2521-2535, May, DOI: 10.1080/00036846.2022.2103084.
  25. Zaghum Umar & Mukhriz Izraf Azman Aziz & Adam Zaremba & Dang Khoa Tran, 2023, "Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies," Applied Economics, Taylor & Francis Journals, volume 55, issue 23, pages 2676-2693, May, DOI: 10.1080/00036846.2022.2104801.
  26. Jithin P & Sania Ashraf & Zaghum Umar, 2023, "Does global value chain participation induce economic growth? Evidence from panel threshold regression," Applied Economics, Taylor & Francis Journals, volume 55, issue 24, pages 2788-2800, May, DOI: 10.1080/00036846.2022.2106032.
  27. Muhammad Usman & Zaghum Umar & Mariya Gubareva & Dang Khoa Tran, 2023, "Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments," Applied Economics, Taylor & Francis Journals, volume 55, issue 52, pages 6091-6114, November, DOI: 10.1080/00036846.2022.2141455.
  28. Huaigang Long & Mardy Chiah & Adam Zaremba & Zaghum Umar, 2023, "Composite equity issuance and the cross-section of country and industry returns," Applied Economics, Taylor & Francis Journals, volume 55, issue 56, pages 6627-6645, December, DOI: 10.1080/00036846.2022.2161992.
  29. Mariya Gubareva & Zaghum Umar, 2023, "Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 1, pages 112-126, January, DOI: 10.1002/ijfe.2408.

2022

  1. Suzanna Elmassah & Eslam A. Hassanein, 2022, "Can the Resource Curse for Well-Being Be Morphed into a Blessing? Investigating the Moderating Role of Environmental Quality, Governance, and Human Capital," Sustainability, MDPI, volume 14, issue 22, pages 1-21, November.
  2. Arin K. Peren & Elmassah Suzanna & Kaplan Samuel & Spagnolo Nicola, 2022, "Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility," Review of Economics, De Gruyter, volume 73, issue 3, pages 211-221, November, DOI: 10.1515/roe-2022-0039.
  3. Umar, Zaghum & Alwahedi, Wafa & Zaremba, Adam & Vo, Xuan Vinh, 2022, "Return and volatility connectedness of the non-fungible tokens segments," Journal of Behavioral and Experimental Finance, Elsevier, volume 35, issue C, DOI: 10.1016/j.jbef.2022.100692.
  4. Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Ghardallou, Wafa & Umar, Zaghum, 2022, "Is greenness an optimal hedge for sectoral stock indices?," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106030.
  5. Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum, 2022, "Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101677.
  6. Aharon, David Y. & Umar, Zaghum & Aziz, Mukhriz Izraf Azman & Vo, Xuan vinh, 2022, "COVID-19 related media sentiment and the yield curve of G-7 economies," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101678.
  7. Umar, Zaghum & Aharon, David Y. & Esparcia, Carlos & AlWahedi, Wafa, 2022, "Spillovers between sovereign yield curve components and oil price shocks," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105963.
  8. Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Umar, Zaghum, 2022, "Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102042.
  9. Akhtaruzzaman, Md & Boubaker, Sabri & Umar, Zaghum, 2022, "COVID–19 media coverage and ESG leader indices," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102170.
  10. Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara & Tran, Dang K., 2022, "Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102725.
  11. Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022, "The impact of the Russia-Ukraine conflict on the connectedness of financial markets," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102976.
  12. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2022, "Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102991.
  13. Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022, "The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103031.
  14. Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022, "Network connectedness of environmental attention—Green and dirty assets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103209.
  15. Bossman, Ahmed & Umar, Zaghum & Teplova, Tamara, 2022, "Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00257.
  16. Umar, Zaghum & Yousaf, Imran & Gubareva, Mariya & Vo, Xuan Vinh, 2022, "Spillover and risk transmission between the term structure of the US interest rates and Islamic equities," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101712.
  17. Umar, Zaghum & Mokni, Khaled & Escribano, Ana, 2022, "Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101851.
  18. Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022, "Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework," Pacific-Basin Finance Journal, Elsevier, volume 76, issue C, DOI: 10.1016/j.pacfin.2022.101876.
  19. Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Junior, Peterson Owusu, 2022, "A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty," Research in Economics, Elsevier, volume 76, issue 3, pages 189-205, DOI: 10.1016/j.rie.2022.07.002.
  20. Umar, Zaghum & Riaz, Yasir & Aharon, David Y., 2022, "Network connectedness dynamics of the yield curve of G7 countries," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 275-288, DOI: 10.1016/j.iref.2022.02.052.
  21. Shoaib Ali & Imran Yousaf & Zaghum Umar, 2022, "Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 477-487, February, DOI: 10.1108/RBF-04-2021-0069.
  22. Zaghum Umar & Francisco Jareño & Ana Escribano, 2022, "Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 2, pages 313-333, July, DOI: 10.1108/SEF-01-2022-0045.
  23. Ahmed Bossman & Tamara Teplova & Zaghum Umar & Gang Jin Wang, 2022, "Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS," Complexity, Hindawi, volume 2022, pages 1-14, September, DOI: 10.1155/2022/2249581.
  24. Zaghum Umar & Dennis Olson, 2022, "Strategic asset allocation and the demand for real estate: international evidence," Empirical Economics, Springer, volume 62, issue 5, pages 2461-2513, May, DOI: 10.1007/s00181-021-02090-8.
  25. Zaghum Umar & Adam Zaremba & Dennis Olson, 2022, "Seven centuries of commodity co-movement: a wavelet analysis approach," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 4, pages 355-359, February, DOI: 10.1080/13504851.2020.1869151.
  26. Mariya Gubareva & Zaghum Umar & Tatiana Sokolova & Xuan Vinh Vo, 2022, "Astonishing insights: emerging market debt spreads throughout the pandemic," Applied Economics, Taylor & Francis Journals, volume 54, issue 18, pages 2067-2076, April, DOI: 10.1080/00036846.2021.1984383.
  27. Mukhriz Izraf Azman Aziz & Zaghum Umar & Mariya Gubareva & Tatiana Sokolova & Xuan Vinh Vo, 2022, "ASEAN-5 forex rates and crude oil: Markov regime-switching analysis," Applied Economics, Taylor & Francis Journals, volume 54, issue 54, pages 6234-6253, November, DOI: 10.1080/00036846.2022.2083066.
  28. Zaghum Umar & Francisco Jareño & Ana Escribano, 2022, "Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era," Applied Economics, Taylor & Francis Journals, volume 54, issue 9, pages 1030-1054, February, DOI: 10.1080/00036846.2021.1973949.
  29. Sania Ashraf & Jithin P & Zaghum Umar, 2022, "The asymmetric relationship between foreign direct investment, oil prices and carbon emissions: evidence from Gulf Cooperative Council economies," Cogent Economics & Finance, Taylor & Francis Journals, volume 10, issue 1, pages 2080316-208, December, DOI: 10.1080/23322039.2022.2080316.
  30. Aristeidis Samitas & Elias Kampouris & Zaghum Umar, 2022, "Financial contagion in real economy: The key role of policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 1633-1682, April, DOI: 10.1002/ijfe.2235.

2021

  1. Yomna M. Sameer & Suzanna Elmassah & Charilaos Mertzanis & Lujain El-Maghraby, 2021, "Are Happier Nations More Responsible? Examining the Link Between Happiness and Sustainability," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 158, issue 1, pages 267-295, November, DOI: 10.1007/s11205-021-02698-4.
  2. Bresson Georges & Chaturvedi Anoop & Rahman Mohammad Arshad & Shalabh, 2021, "Seemingly unrelated regression with measurement error: estimation via Markov Chain Monte Carlo and mean field variational Bayes approximation," The International Journal of Biostatistics, De Gruyter, volume 17, issue 1, pages 75-97, May, DOI: 10.1515/ijb-2019-0120.
  3. Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2021, "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Empirical Economics, Springer, volume 60, issue 1, pages 227-259, January, DOI: 10.1007/s00181-020-01893-5.
  4. Arjun Gupta & Soudeh Mirghasemi & Mohammad Arshad Rahman, 2021, "Heterogeneity in food expenditure among US families: evidence from longitudinal quantile regression," Indian Economic Review, Springer, volume 56, issue 1, pages 25-48, June, DOI: 10.1007/s41775-020-00101-6.
  5. Walid Marrouch & Nagham Sayour, 2021, "Hedonic housing prices and environmental quality in Lebanon," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 14, issue 5, pages 953-968, January, DOI: 10.1108/IJHMA-08-2020-0100.
  6. Irakli Japaridze & Nagham Sayour, 2021, "Dying from envy: The role of inequality," Health Economics, John Wiley & Sons, Ltd., volume 30, issue 6, pages 1374-1392, June, DOI: 10.1002/hec.4261.
  7. Costas Siriopoulos & Athanasios Tsagkanos & Argyro Svingou & Evangelos Daskalopoulos, 2021, "Foreign Direct Investment in GCC Countries: The Essential Influence of Governance and the Adoption of IFRS," JRFM, MDPI, volume 14, issue 6, pages 1-13, June.
  8. Fassas, Athanasios P. & Siriopoulos, Costas, 2021, "Implied volatility indices – A review," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 303-329, DOI: 10.1016/j.qref.2020.07.004.
  9. Stephanos Papadamou & Dimitrios Sogiakas & Vasilios Sogiakas & Konstantinos Syriopoulos, 2021, "The role of net stable funding ratio on the bank lending channel: evidence from European Union," Journal of Banking Regulation, Palgrave Macmillan, volume 22, issue 4, pages 287-307, December, DOI: 10.1057/s41261-021-00144-6.
  10. Gkillas, Konstantinos & Konstantatos, Christoforos & Tsagkanos, Athanasios & Siriopoulos, Costas, 2021, "Do economic news releases affect tail risk? Evidence from an emerging market," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101727.
  11. Konstantinos Gkillas & Christoforos Konstantatos & Costas Siriopoulos, 2021, "Uncertainty Due to Infectious Diseases and Stock–Bond Correlation," Econometrics, MDPI, volume 9, issue 2, pages 1-18, April.
  12. Yasir Riaz & Choudhry T. Shehzad & Zaghum Umar, 2021, "The sovereign yield curve and credit ratings in GIIPS," International Review of Finance, International Review of Finance Ltd., volume 21, issue 3, pages 895-916, September, DOI: 10.1111/irfi.12306.
  13. Z Umar & AS Qureshi & R Shahid & F Deeba, 2021, "Histological and histomorphometric study of the cranial digestive tract of ostriches (Struthio camelus) with advancing age," Veterinární medicína, Czech Academy of Agricultural Sciences, volume 66, issue 4, pages 127-139, DOI: 10.17221/120/2020-VETMED.
  14. Umar, Zaghum & Gubareva, Mariya & Yousaf, Imran & Ali, Shoaib, 2021, "A tale of company fundamentals vs sentiment driven pricing: The case of GameStop," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100501.
  15. Umar, Zaghum & Aziz, Saqib & Tawil, Dima, 2021, "The impact of COVID-19 induced panic on the return and volatility of precious metals," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100525.
  16. Umar, Zaghum & Trabelsi, Nader & Zaremba, Adam, 2021, "Oil shocks and equity markets: The case of GCC and BRICS economies," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105155.
  17. Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021, "Oil price shocks and the return and volatility spillover between industrial and precious metals," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105291.
  18. Umar, Zaghum & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson Ayobami & Gubareva, Mariya, 2021, "Media sentiment and short stocks performance during a systemic crisis," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101896.
  19. Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz, 2021, "Commodity financialisation and price co-movement: Lessons from two centuries of evidence," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101492.
  20. Umar, Zaghum & Riaz, Yasir & Zaremba, Adam, 2021, "Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101999.
  21. Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021, "Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102147.
  22. Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara, 2021, "The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102164.
  23. Balcilar, Mehmet & Gabauer, David & Umar, Zaghum, 2021, "Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102219.
  24. Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya, 2021, "Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101563.
  25. Umar, Zaghum & Gubareva, Mariya, 2021, "Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101571.
  26. Umar, Zaghum & Yousaf, Imran & Aharon, David Y., 2021, "The relationship between yield curve components and equity sectorial indices: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101591.
  27. Umar, Zaghum & Trabelsi, Nader & Alqahtani, Faisal, 2021, "Connectedness between cryptocurrency and technology sectors: International evidence," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 910-922, DOI: 10.1016/j.iref.2020.10.021.
  28. Tiwari, Aviral Kumar & Umar, Zaghum & Alqahtani, Faisal, 2021, "Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101403.
  29. Umar, Zaghum & Yousaf, Imran & Zaremba, Adam, 2021, "Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101453.
  30. Umar, Zaghum & Gubareva, Mariya & Tran, Dang Khoa & Teplova, Tamara, 2021, "Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101493.
  31. Umar, Zaghum & Jareño, Francisco & González, María de la O, 2021, "The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies," Technological Forecasting and Social Change, Elsevier, volume 172, issue C, DOI: 10.1016/j.techfore.2021.121025.
  32. Abdul Rehman & Muhammad Ahmed Qureshi & Tariq Ali & Muhammad Irfan & Saima Abdullah & Sana Yasin & Umar Draz & Adam Glowacz & Grzegorz Nowakowski & Abdullah Alghamdi & Abdulaziz A. Alsulami & Mariusz , 2021, "Smart Fire Detection and Deterrent System for Human Savior by Using Internet of Things (IoT)," Energies, MDPI, volume 14, issue 17, pages 1-30, September.
  33. Muhammad Irfan & Muhammad Aksam Iftikhar & Sana Yasin & Umar Draz & Tariq Ali & Shafiq Hussain & Sarah Bukhari & Abdullah Saeed Alwadie & Saifur Rahman & Adam Glowacz & Faisal Althobiani, 2021, "Role of Hybrid Deep Neural Networks (HDNNs), Computed Tomography, and Chest X-rays for the Detection of COVID-19," IJERPH, MDPI, volume 18, issue 6, pages 1-14, March.
  34. Zaghum Umar & Mariya Gubareva & Muhammad Naeem & Ayesha Akhter, 2021, "Return and volatility transmission between oil price shocks and agricultural commodities," PLOS ONE, Public Library of Science, volume 16, issue 2, pages 1-18, February, DOI: 10.1371/journal.pone.0246886.
  35. Zaghum Umar & Mariya Gubareva & Tatiana Sokolova, 2021, "The impact of the Covid-19 related media coverage upon the five major developing markets," PLOS ONE, Public Library of Science, volume 16, issue 7, pages 1-28, July, DOI: 10.1371/journal.pone.0253791.
  36. David Y. Aharon & Zaghum Umar & Xuan Vinh Vo, 2021, "Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00274-w.
  37. Zaghum Umar & Yasir Riaz & Adam Zaremba, 2021, "Spillover and risk transmission in the components of the term structure of eurozone yield curve," Applied Economics, Taylor & Francis Journals, volume 53, issue 18, pages 2141-2157, April, DOI: 10.1080/00036846.2020.1856322.
  38. Zaghum Umar & Mariya Gubareva, 2021, "The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis," Applied Economics, Taylor & Francis Journals, volume 53, issue 27, pages 3193-3206, June, DOI: 10.1080/00036846.2021.1877252.
  39. Zaghum Umar & Francisco Jareño & Ana Escribano, 2021, "Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 9, pages 880-896, June, DOI: 10.1080/1351847X.2020.1854809.
  40. Yanping Zhao & Zaghum Umar & Xuan Vinh Vo, 2021, "Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 41, issue 11, pages 1843-1860, November, DOI: 10.1002/fut.22243.

2020

  1. ElMassah, Suzanna & Mohieldin, Mahmoud, 2020, "Digital transformation and localizing the Sustainable Development Goals (SDGs)," Ecological Economics, Elsevier, volume 169, issue C, DOI: 10.1016/j.ecolecon.2019.106490.
  2. Jim Engle‐Warnick & Sonia Laszlo & Nagham Sayour, 2020, "Experimental evidence on personality traits and preferences," Bulletin of Economic Research, Wiley Blackwell, volume 72, issue 3, pages 288-317, July, DOI: 10.1111/boer.12223.
  3. Mostafa Harakeh & Ghida Matar & Nagham Sayour, 2020, "Information asymmetry and dividend policy of Sarbanes-Oxley Act," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 6, pages 1507-1532, April, DOI: 10.1108/JES-08-2019-0355.
  4. Ailin He & Nagham Sayour, 2020, "After-School Care, Child Care Arrangements, and Child Development," Journal of Human Capital, University of Chicago Press, volume 14, issue 4, pages 617-652, DOI: 10.1086/711950.
  5. Efstathios Magerakis & Konstantinos Gkillas & Athanasios Tsagkanos & Costas Siriopoulos, 2020, "Firm Size Does Matter: New Evidence on the Determinants of Cash Holdings," JRFM, MDPI, volume 13, issue 8, pages 1-35, July.
  6. Gkillas, Konstantinos & Tsagkanos, Athanasios & Svingou, Argyro & Siriopoulos, Costas, 2020, "Uncertainty in Euro area and the bond spreads," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 537, issue C, DOI: 10.1016/j.physa.2019.122643.
  7. Stephanos Papadamou & Costas Siriopoulos & Nikolaos A. Kyriazis, 2020, "A survey of empirical findings on unconventional central bank policies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 7, pages 1533-1577, April, DOI: 10.1108/JES-04-2019-0186.
  8. Costas Siriopoulos & Maria Skaperda, 2020, "Investing in mutual funds: are you paying for performance or for the ties of the manager?," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 2, pages 153-164.
  9. Evgenidis, Anastasios & Papadamou, Stephanos & Siriopoulos, Costas, 2020, "The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?," Journal of Business Research, Elsevier, volume 106, issue C, pages 221-232, DOI: 10.1016/j.jbusres.2018.08.041.
  10. Dimitrios Kenourgios & Zaghum Umar & Paraskevi Lemonidi, 2020, "On the effect of credit rating announcements on sovereign bonds: International evidence," International Economics, CEPII research center, issue 163, pages 58-71.
  11. Umar, Zaghum & Gubareva, Mariya, 2020, "A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100404.
  12. Umar, Zaghum & Kenourgios, Dimitris & Papathanasiou, Sypros, 2020, "The static and dynamic connectedness of environmental, social, and governance investments: International evidence," Economic Modelling, Elsevier, volume 93, issue C, pages 112-124, DOI: 10.1016/j.econmod.2020.08.007.
  13. Stereńczak, Szymon & Zaremba, Adam & Umar, Zaghum, 2020, "Is there an illiquidity premium in frontier markets?," Emerging Markets Review, Elsevier, volume 42, issue C, DOI: 10.1016/j.ememar.2019.100673.
  14. Naeem, Muhammad & Umar, Zaghum & Ahmed, Sheraz & Ferrouhi, El Mehdi, 2020, "Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 557, issue C, DOI: 10.1016/j.physa.2020.124885.
  15. Zaghum Umar & Dimitrios Kenourgios & Muhammad Naeem & Khadija Abdulrahman & Salma Al Hazaa, 2020, "The inflation hedging capacity of Islamic and conventional equities," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 6, pages 1377-1399, May, DOI: 10.1108/JES-04-2019-0183.
  16. Ayaz Hussain & Umar Draz & Tariq Ali & Saman Tariq & Muhammad Irfan & Adam Glowacz & Jose Alfonso Antonino Daviu & Sana Yasin & Saifur Rahman, 2020, "Waste Management and Prediction of Air Pollutants Using IoT and Machine Learning Approach," Energies, MDPI, volume 13, issue 15, pages 1-22, August.

2019

  1. Suzanna ElMassah & Ola AlSayed & Shereen Mostafa Bacheer, 2019, "Liquidity in the UAE Islamic banks," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 10, issue 5, pages 679-694, October, DOI: 10.1108/JIABR-02-2017-0018.
  2. Suzanna El-Massah & Shereen Mostafa Bacheer & Ola Al Sayed, 2019, "Liquidity Risk in the Mena Region Banking Sector: Does Bank Type Make a Difference?," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 1, pages 147-163, January-M.
  3. Brandts, Jordi & Ortiz, José M. & Solà Belda, Carles, 2019, "Distributional Concerns in Managers’ Compensation Schemes for Heterogeneous Workers: Experimental Evidence," Review of Behavioral Economics, now publishers, volume 6, issue 3, pages 193–218-1, August, DOI: 10.1561/105.00000107.
  4. Sayour, Nagham, 2019, "The impact of maternal care on child development: Evidence from sibling spillover effects of a parental leave expansion," Labour Economics, Elsevier, volume 58, issue C, pages 167-186, DOI: 10.1016/j.labeco.2018.03.005.
  5. Fassas, Athanasios P. & Siriopoulos, Costas, 2019, "Intraday price discovery and volatility spillovers in an emerging market," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 333-346, DOI: 10.1016/j.iref.2018.09.008.
  6. Anastasios Evgenidis & Dionisis Philippas & Costas Siriopoulos, 2019, "Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective," Empirical Economics, Springer, volume 56, issue 5, pages 1549-1579, May, DOI: 10.1007/s00181-018-1448-1.
  7. Costas Siriopoulos & Sophia Kassapi, 2019, "Is Education an Investment for the Future? The Impact of the Greek case on Economic Growth," Annals of Social Sciences & Management studies, Juniper Publishers Inc., volume 3, issue 5, pages 116-119, July, DOI: 10.19080/ASM.2019.03.555622.
  8. Athanasios Tsagkanos & Costas Siriopoulos & Konstantina Vartholomatou, 2019, "Foreign direct investment and stock market development," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 1, pages 55-70, January, DOI: 10.1108/JES-06-2017-0154.
  9. Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz, 2019, "Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data," Economics Letters, Elsevier, volume 181, issue C, pages 90-94, DOI: 10.1016/j.econlet.2019.05.002.
  10. Malik, Farooq & Umar, Zaghum, 2019, "Dynamic connectedness of oil price shocks and exchange rates," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104501.
  11. Umar, Zaghum & Hussain Shahzad, Syed Jawad & Kenourgios, Dimitris, 2019, "Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals," Resources Policy, Elsevier, volume 63, issue C, pages 1-1, DOI: 10.1016/j.resourpol.2019.101472.
  12. Umar, Zaghum & Nasreen, Samia & Solarin, Sakiru Adebola & Tiwari, Aviral Kumar, 2019, "Exploring the time and frequency domain connectedness of oil prices and metal prices," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101516.
  13. Yasir Riaz & Choudhry Tanveer Shehzad & Zaghum Umar, 2019, "Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid?," Applied Economics, Taylor & Francis Journals, volume 51, issue 15, pages 1588-1601, March, DOI: 10.1080/00036846.2018.1527465.
  14. Zaghum Umar & Choudhry Tanveer Shehzad & Aristeidis Samitas, 2019, "The demand for eurozone stocks and bonds in a time-varying asset allocation framework," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 11, pages 994-1011, July, DOI: 10.1080/1351847X.2018.1564690.

2018

  1. Suzanna ElMassah, 2018, "Industrial symbiosis within eco‐industrial parks: Sustainable development for Borg El‐Arab in Egypt," Business Strategy and the Environment, Wiley Blackwell, volume 27, issue 7, pages 884-892, November, DOI: 10.1002/bse.2039.
  2. Victor S.H. Wong & Suzanna El Massah, 2018, "Recent Evidence on the Oil Price Shocks on Gulf Cooperation Council Stock Markets," International Journal of the Economics of Business, Taylor & Francis Journals, volume 25, issue 2, pages 297-312, May, DOI: 10.1080/13571516.2017.1379216.
  3. Samitas, Aristeidis & Polyzos, Stathis & Siriopoulos, Costas, 2018, "Brexit and financial stability: An agent-based simulation," Economic Modelling, Elsevier, volume 69, issue C, pages 181-192, DOI: 10.1016/j.econmod.2017.09.019.
  4. Konstantaras, Konstantinos & Philippas, Dionisis & Siriopoulos, Costas, 2018, "Trade asymmetries in the Mediterranean basin," The Journal of Economic Asymmetries, Elsevier, volume 17, issue C, pages 13-20, DOI: 10.1016/j.jeca.2017.12.002.
  5. Zaghum Umar & Syed Jawad Hussain Shahzad & Román Ferrer & Francisco Jareño, 2018, "Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states," Applied Economics, Taylor & Francis Journals, volume 50, issue 42, pages 4500-4521, September, DOI: 10.1080/00036846.2018.1458191.

2017

  1. Dimitrios Vortelinos & Konstantinos Gkillas (Gillas) & Costas Syriopoulos & Argyro Svingou, 2017, "Asymmetric and nonlinear inter-relations of US stock indices," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 1, pages 78-129, December, DOI: 10.1108/IJMF-02-2017-0018.
  2. Kariofyllas, Spyridon & Philippas, Dionisis & Siriopoulos, Costas, 2017, "Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 54-62, DOI: 10.1016/j.irfa.2017.09.003.
  3. Evgenidis, Anastasios & Tsagkanos, Athanasios & Siriopoulos, Costas, 2017, "Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 267-279, DOI: 10.1016/j.ribaf.2016.08.002.
  4. Umar, Zaghum, 2017, "The demand of energy from an optimal portfolio choice perspective," Economic Modelling, Elsevier, volume 61, issue C, pages 478-494, DOI: 10.1016/j.econmod.2016.12.027.
  5. Shahzad, Syed Jawad Hussain & Ferrer, Román & Ballester, Laura & Umar, Zaghum, 2017, "Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 9-26, DOI: 10.1016/j.irfa.2017.04.005.
  6. Umar, Zaghum, 2017, "Islamic vs conventional equities in a strategic asset allocation framework," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 1-10, DOI: 10.1016/j.pacfin.2015.10.006.
  7. Zaghum Umar & Tahir Suleman, 2017, "Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities," Risks, MDPI, volume 5, issue 2, pages 1-18, March.
  8. Aurelie Dariel & Curtis Kephart & Nikos Nikiforakis & Christina Zenker, 2017, "Emirati women do not shy away from competition: evidence from a patriarchal society in transition," Journal of the Economic Science Association, Springer;Economic Science Association, volume 3, issue 2, pages 121-136, December, DOI: 10.1007/s40881-017-0045-y.
  9. Nejat Anbarci & K. Peren Arin & Cagla Okten & Christina Zenker, 2017, "Is Roger Federer more loss averse than Serena Williams?," Applied Economics, Taylor & Francis Journals, volume 49, issue 35, pages 3546-3559, July, DOI: 10.1080/00036846.2016.1262527.

2016

  1. Mukherjee, Deep & Rahman, Mohammad Arshad, 2016, "To drill or not to drill? An econometric analysis of US public opinion," Energy Policy, Elsevier, volume 91, issue C, pages 341-351, DOI: 10.1016/j.enpol.2015.11.023.
  2. Matthieu Chemin & Nagham Sayour, 2016, "The effects of a change in the point system on immigration: evidence from the 2001 Quebec reform," Journal of Population Economics, Springer;European Society for Population Economics, volume 29, issue 4, pages 1217-1247, October, DOI: 10.1007/s00148-016-0594-z.
  3. Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2016, "Stock markets and effective exchange rates in European countries: threshold cointegration findings," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 6, issue 2, pages 215-274, August, DOI: 10.1007/s40822-015-0040-7.
  4. Gkillas (Gillas), Konstantinos & Tsagkanos, Athanasios & Siriopoulos, Costas, 2016, "The risk in capital controls," Finance Research Letters, Elsevier, volume 19, issue C, pages 261-266, DOI: 10.1016/j.frl.2016.08.011.
  5. Anastasios Evgenidis & Costas Siriopoulos, 2016, "An explanation of spread’s ability to predict economic activity," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 3, pages 488-503, August, DOI: 10.1108/JES-10-2014-0175.
  6. Qigang Yuan & Yanping Zhao & Hui Shang & Wei Zhang & Zaghum Umar, 2016, "Financing constraints on the size distribution of industrial firms: the Chinese experience," Applied Economics, Taylor & Francis Journals, volume 48, issue 41, pages 3899-3911, September, DOI: 10.1080/00036846.2016.1148256.

2015

  1. Suzanna El Massah, 2015, "Islamic Economy Option: SWOT Case Study Analysis," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 5, issue 3, pages 1-6.
  2. Tsagkanos, Athanasios & Siriopoulos, Costas, 2015, "Stock markets and industrial production in north and south of Euro-zone: Asymmetric effects via threshold cointegration approach," The Journal of Economic Asymmetries, Elsevier, volume 12, issue 2, pages 162-172, DOI: 10.1016/j.jeca.2015.07.001.
  3. Anastasios Evgenidis & Costas Siriopoulos, 2015, "Examining the forecasting performance of a modified affine model with macroeconomic and latent factors," Journal of Prediction Markets, University of Buckingham Press, volume 9, issue 1, pages 33-52.
  4. Spierdijk, Laura & Umar, Zaghum, 2015, "Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession," Journal of Economics and Business, Elsevier, volume 79, issue C, pages 1-37, DOI: 10.1016/j.jeconbus.2014.12.002.
  5. Christina ZENKER, 2015, "Veto Power and Wealth: Analysis of the Development of the Swiss Old Age Security," Journal of Economics Library, KSP Journals, volume 2, issue 2, pages 79-92, June.

2014

  1. Dionisis Philippas & Costas Siriopoulos, 2014, "Money factors and EMU government bond markets' convergence," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 31, issue 2, pages 156-167, May, DOI: 10.1108/SEF-11-2012-0133.
  2. Papadamou, Stephanos & Siriopoulos, Costas, 2014, "Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK," Journal of Economics and Business, Elsevier, volume 71, issue C, pages 45-67, DOI: 10.1016/j.jeconbus.2013.09.001.
  3. Stefanos Papadamou & Vaggelis Arvanitis & Costas Siriopoulos, 2014, "A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe," Bulletin of Applied Economics, Risk Market Journals, volume 1, issue 1, pages 15-34.
  4. Ioannis Vogiatzis & Costas Siriopoulos & Nikolaos Frangos, 2014, "Effects of the Public Sector downsizing on Social Security and public finance," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 64, issue 1, pages 53-62, January-M.
  5. Anastasios Evgenidis & Costas Siriopoulos, 2014, "Does the yield spread retain its forecasting ability during the 2007 recession? A comparative analysis," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 12, pages 817-822, August, DOI: 10.1080/13504851.2014.884694.
  6. Spierdijk, Laura & Umar, Zaghum, 2014, "Stocks for the long run? Evidence from emerging markets," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 217-238, DOI: 10.1016/j.jimonfin.2014.06.003.
  7. Fred H. Smith & Christina Zenker, 2014, "Still staying away: Women and the economics major – evidence from two Southern liberal arts colleges," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 2, pages 1-7.

2013

  1. Suzanna El-Massah, 2013, "The power of reframing incentives Field experiment on (student\'s) productivity," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 3, issue 2, pages 1-2.
  2. Tsagkanos, Athanasios & Siriopoulos, Costas, 2013, "A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 106-118, DOI: 10.1016/j.intfin.2013.01.008.
  3. Philippas, Dionisis & Siriopoulos, Costas, 2013, "Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 161-176, DOI: 10.1016/j.intfin.2013.09.008.
  4. Costas Siriopoulos & Athanasios Fassas, 2013, "Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices," Review of Derivatives Research, Springer, volume 16, issue 3, pages 233-266, October, DOI: 10.1007/s11147-012-9085-x.
  5. Efthymios G. Pavlidis & Ivan Paya & David A. Peel & Costas Siriopoulos, 2013, "Nonlinear dynamics in economics and finance and unit root testing," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 6, pages 572-588, July, DOI: 10.1080/1351847X.2011.607006.
  6. Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2013, "European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings," IJFS, MDPI, volume 1, issue 4, pages 1-14, November.

2012

  1. Siriopoulos, Costas & Fassas, Athanasios, 2012, "An investor sentiment barometer — Greek Implied Volatility Index (GRIV)," Global Finance Journal, Elsevier, volume 23, issue 2, pages 77-93, DOI: 10.1016/j.gfj.2012.03.001.
  2. Stephanos Papadamou & Costas Siriopoulos, 2012, "Banks’ lending behavior and monetary policy: evidence from Sweden," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 2, pages 131-148, February, DOI: 10.1007/s11156-010-0222-z.
  3. Athanasios Tsagkanos & Evangelos Koumanakos & Antonios Georgopoulos & Costas Siriopoulos, 2012, "Prediction of Greek takeover targets via bootstrapping on mixed logit model," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 315-334, August, DOI: 10.1108/14757701211252618.

2011

  1. Konstantaras, Konstantinos & Siriopoulos, Costas, 2011, "Estimating financial distress with a dynamic model: Evidence from family owned enterprises in a small open economy," Journal of Multinational Financial Management, Elsevier, volume 21, issue 4, pages 239-255, October.

2010

  1. Stella Karagianni & Thanasis Sfetsos & Costas Siriopoulos, 2010, "Extracting Formations from Long Financial Time Series Using Data Mining," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 2, pages 273-293.
  2. Siriopoulos, Costas & Tziogkidis, Panagiotis, 2010, "How do Greek banking institutions react after significant events?--A DEA approach," Omega, Elsevier, volume 38, issue 5, pages 294-308, October.

2009

  1. Costas Siriopoulos & Gerasimos Pomonis, 2009, "Selecting Strategies to Foster Economists' Critical Thinking Skills: A Quantile Regression Approach," International Review of Economic Education, Economics Network, University of Bristol, volume 8, issue 1, pages 106-131.
  2. Stephanos Papadamou & Costas Siriopoulos, 2009, "Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 275-293.

2008

  1. Athanasios Tsagkanos & Antonios Georgopoulos & Costas Siriopoulos & Evangelos Koumanakos, 2008, "Identification of Greek Takeover Targets and Coherent Policy Implications," Review of Development Economics, Wiley Blackwell, volume 12, issue 1, pages 180-192, February, DOI: 10.1111/j.1467-9361.2008.00436.x.
  2. Zarour Bashar Abu & Siriopoulos Costas P, 2008, "Transitory and Permanent Volatility Components: The Case of the Middle East Stock Markets," Review of Middle East Economics and Finance, De Gruyter, volume 4, issue 2, pages 80-92, April, DOI: 10.2202/1475-3693.1060.
  3. Evangelos Koumanakos & Antonios Georgopoulos & Costas Siriopoulos, 2008, "Auditor awareness of earnings management," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, volume 5, issue 1, pages 50-65.
  4. Ioannis Asimakopoulos & Dionysis Lalountas & Costas Siriopoulos, 2008, "The determinants for the survival of firms in the Athens Exchange," Economic Bulletin, Bank of Greece, issue 31, pages 07-30, November.

2007

  1. Lampros Kalyvas & Athanasios Sfetsos & Costas Siriopoulos & Antonios Georgopoulos, 2007, "An investigation of riskiness in South and Eastern European markets," International Journal of Financial Services Management, Inderscience Enterprises Ltd, volume 2, issue 1/2, pages 21-33.
  2. Athanasios Tsagkanos & Antonios Georgopoulos & Costas Siriopoulos, 2007, "Predicting Greek mergers and acquisitions: a new approach," International Journal of Financial Services Management, Inderscience Enterprises Ltd, volume 2, issue 4, pages 289-303.

2006

  1. Costas Siriopoulos & Antonios Georgopoulos & Athanasios Tsagkanos, 2006, "Does the 'Market for Corporate Control' hypothesis explain takeover targets?," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 9, pages 557-561, DOI: 10.1080/13504850600731329.
  2. Panayiotis P. Athanasoglou & Ioannis Asimakopoulos G. & Konstantinos Siriopoulos P., 2006, "External Financing, Growth and capital structure of the firms listed on the Athens Exchange," Economic Bulletin, Bank of Greece, issue 26, pages 59-77, January.
  3. Catherine Kyrtsou & Alexandros Leontitsis & Costas Siriopoulos, 2006, "Exploring The Impact Of Calendar Effects On The Dynamic Structure And Forecasts Of Financial Time Series," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 1-22, DOI: 10.1142/S0219024906003433.

2004

  1. Stephanos Papadamou & Costas Siriopoulos, 2004, "American equity mutual funds in European markets: Hot hands phenomenon and style analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 2, pages 85-97, DOI: 10.1002/ijfe.233.

2002

  1. Sfetsos, A. & Siriopoulos, C., 2002, "Artificial Intelligent Based Time Series Forecasting Of Stock Prices Using Digital Filters," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 29-44, May.
  2. Costas Siriopoulos & Alexandros Leontitsis, 2002, "Nonlinear Noise Estimation in International Capital Markets," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 1, pages 43-63, March.

2000

  1. Ioannis Asimakopoulos & John Goddard & Costas Siriopoulos, 2000, "Interdependence between the US and major European equity markets: evidence from spectral analysis," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 1, pages 41-47, DOI: 10.1080/096031000331914.
  2. T. C. Mills & C. Siriopoulos & R. N. Markellos & D. Harizanis, 2000, "Seasonality in the Athens stock exchange," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 2, pages 137-142, DOI: 10.1080/096031000331761.
  3. Siriopoulos C., 2000, "EDITORIAL, The Integration of European Financial Markets And Its Importance For Economic Growth And Financial Stability: Where We Are Now And What We Expect," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 3-10, January -.
  4. Dimitrios Asteriou & Costas Siriopoulos, 2000, "The Role of Political Instability in Stock Market Development and Economic Growth: The Case of Greece," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 29, issue 3, pages 355-374, November.

1999

  1. Harilaos V. Mertzanis & Costas Siriopoulos, 1999, "Financial Regulation and Stock Market Volatility in the Athens Stock Exchange," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 52, issue 2, pages 191-213.

1998

  1. Costas Siriopoulos & Dimitrios Asteriou, 1998, "Testing for Convergence Across the Greek Regions," Regional Studies, Taylor & Francis Journals, volume 32, issue 6, pages 537-546, August, DOI: 10.1080/00343409850119102.
  2. Ioannis Asimakopoulos & Lynn Hodgkinson & Costas Siriopoulos, 1998, "Assymetrical Response to Earnings and Dividend Announcenments," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 26-40, October -.
  3. Petros Lathiras & Costas Siriopoulos, 1998, "The Demand for Tourism to Greece: A Cointegration Approach," Tourism Economics, , volume 4, issue 2, pages 171-185, June, DOI: 10.1177/135481669800400204.

1997

  1. Raphael Markellos & Costas Siriopoulos, 1997, "Diversification benefits in the smaller European stock markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 3, issue 2, pages 142-153, May, DOI: 10.1007/BF02294935.
  2. Costas Siriopoulos & Dimitrios Asteriou, 1997, "Testing the convergence hypothesis for Greece," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 18, issue 5, pages 383-389, DOI: 10.1002/(SICI)1099-1468(199708)18:5.

1982

  1. M. A. Rahman, 1982, "Book Reviews," International Studies, , volume 21, issue 2, pages 179-184, April, DOI: 10.1177/0020881782021002017.

Chapters

2023

  1. Mohit Batham & Soudeh Mirghasemi & Manini Ojha & Mohammad Arshad Rahman, 2023, "Binary and Ordinal Probit Regression: Applications to Public Opinion on Marijuana Legalization in the United States," Contributions to Economics, Springer, chapter 0, in: Deep Mukherjee, "Applied Econometric Analysis Using Cross Section and Panel Data", DOI: 10.1007/978-981-99-4902-1_2.

2019

  1. Mohammad Arshad Rahman & Angela Vossmeyer, 2019, "Estimation and Applications of Quantile Regression for Binary Longitudinal Data," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B", DOI: 10.1108/S0731-90532019000040B009.
  2. Mohammad Arshad Rahman & Shubham Karnawat, 2019, "Flexible Bayesian Quantile Regression in Ordinal Models," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B", DOI: 10.1108/S0731-90532019000040B011.

2011

  1. Phillip Li & Mohammad Arshad Rahman, 2011, "Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas," Advances in Econometrics, Emerald Group Publishing Limited, "Missing Data Methods: Cross-sectional Methods and Applications", DOI: 10.1108/S0731-9053(2011)000027A013.

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