89 results on '"Bouri, Elie"'
Search Results
2. ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness
3. Flight-to-safety across time and market conditions
4. Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?
5. Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting
6. Climate risks and the realized higher-order moments of financial markets: Evidence from China
7. Energy-related uncertainty and international stock market volatility
8. NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict
9. Investigating extreme linkage topology in the aerospace and defence industry
10. Shaping sustainability: How corporate reputation can be enhanced under climate change conditions
11. Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?
12. European bank credit risk transmission during the credit Suisse collapse
13. Co-jump dynamicity in the cryptocurrency market: A network modelling perspective
14. The dynamics of market efficiency of major cryptocurrencies
15. Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
16. Bitcoin vs. fiat currencies: Insights from extreme dependence and risk spillover analysis with financial markets
17. Liquidity spillovers between cryptocurrency and foreign exchange markets
18. FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
19. From climate risk to the returns and volatility of energy assets and green bonds: A predictability analysis under various conditions
20. Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine
21. Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods
22. Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis
23. A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
24. Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
25. Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges
26. Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
27. Contagious diseases and gold: Over 700 years of evidence from quantile regressions
28. Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps
29. Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?
30. Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll
31. Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both
32. Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine
33. Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models
34. Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?
35. A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks
36. Interbank liquidity risk transmission to large emerging markets in crisis periods
37. Climate policy uncertainty and the price dynamics of green and brown energy stocks
38. Price explosiveness in cryptocurrencies and Elon Musk's tweets
39. Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin
40. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
41. Extreme tail network analysis of cryptocurrencies and trading strategies
42. Financial market connectedness: The role of investors’ happiness
43. Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices
44. Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test
45. Forecasting power of infectious diseases-related uncertainty for gold realized variance
46. Time-varying risk aversion and forecastability of the US term structure of interest rates
47. Herding behavior in the commodity markets of the Asia-Pacific region
48. The pricing of bad contagion in cryptocurrencies: A four-factor pricing model
49. On the intraday return curves of Bitcoin: Predictability and trading opportunities
50. Causal nexus between crude oil and US corporate bonds
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.