37 results on '"Bouri, Elie"'
Search Results
2. European bank credit risk transmission during the credit Suisse collapse
3. Co-jump dynamicity in the cryptocurrency market: A network modelling perspective
4. FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
5. Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods
6. Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis
7. Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges
8. Contagious diseases and gold: Over 700 years of evidence from quantile regressions
9. Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps
10. Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine
11. Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models
12. A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks
13. Climate policy uncertainty and the price dynamics of green and brown energy stocks
14. Price explosiveness in cryptocurrencies and Elon Musk's tweets
15. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
16. Extreme tail network analysis of cryptocurrencies and trading strategies
17. Financial market connectedness: The role of investors’ happiness
18. Forecasting power of infectious diseases-related uncertainty for gold realized variance
19. Time-varying risk aversion and forecastability of the US term structure of interest rates
20. Herding behavior in the commodity markets of the Asia-Pacific region
21. The pricing of bad contagion in cryptocurrencies: A four-factor pricing model
22. Return equicorrelation in the cryptocurrency market: Analysis and determinants
23. Gold, platinum and the predictability of bond risk premia
24. Realised volatility connectedness among Bitcoin exchange markets
25. Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty
26. Tail dependence in the return-volume of leading cryptocurrencies
27. The profitability of technical trading rules in the Bitcoin market
28. The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages
29. Cryptocurrencies and the downside risk in equity investments
30. Bitcoin price–volume: A multifractal cross-correlation approach
31. Trading volume and the predictability of return and volatility in the cryptocurrency market
32. Herding behaviour in cryptocurrencies
33. Co-explosivity in the cryptocurrency market
34. Directional predictability of implied volatility: From crude oil to developed and emerging stock markets
35. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
36. Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices
37. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
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