786 results on '"Bouri, Elie"'
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52. Global geopolitical risk and inflation spillovers across European and North American economies
53. Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic
54. Liquidity spillovers between cryptocurrency and foreign exchange markets
55. FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
56. From climate risk to the returns and volatility of energy assets and green bonds: A predictability analysis under various conditions
57. Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine
58. Return volatility, correlation, and hedging of green and brown stocks: Is there a role for climate risk factors?
59. How good is green finance for green innovation? Evidence from the Chinese high-carbon sector
60. Default risk transmission in the travel and leisure industry
61. Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods
62. Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks
63. Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis
64. The role of the monthly ENSO in forecasting the daily Baltic Dry Index
65. Predictability of risk appetite in Turkey: Local versus global factors
66. Realized higher-order moments spillovers between commodity and stock markets: Evidence from China
67. Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
68. Dependence structure among rare earth and financial markets: A multiscale-vine copula approach
69. A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
70. Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
71. Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs
72. The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
73. The US-China trade war and the volatility linkages between energy and agricultural commodities
74. Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
75. Climate risk and green investments: New evidence
76. Connectedness in implied higher-order moments of precious metals and energy markets
77. Dependence structure across equity sectors: Evidence from vine copulas
78. Commodity price shocks related to the war in Ukraine and exchange rates of commodity exporters and importers
79. Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges
80. Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
81. Which is leading: Renewable or brown energy assets?
82. A Cross-Regional Investigation of Institutional Quality in Sustainable Development
83. Consumer Confidence, Uncertainties, and Risk of the UK Travel and Leisure Industry
84. Nonstandard Errors
85. Oil price risk exposure of BRIC stock markets and hedging effectiveness
86. Rare disaster risks and volatility of the term-structure of US Treasury Securities: The role of El Niño and La Niña events
87. Contagious diseases and gold: Over 700 years of evidence from quantile regressions
88. Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps
89. Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?
90. An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets
91. The resilience of cryptocurrency market efficiency to COVID-19 shock
92. Examining the asymmetries between equity and commodity ETFs during COVID-19
93. Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns
94. Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll
95. Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both
96. Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine
97. Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models
98. Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?
99. Calendar anomalies in passion investments: Price patterns and profit opportunities
100. The size of good and bad volatility shocks does matter for spillovers
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