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Co-explosivity in the cryptocurrency market
Bouri, Elie; Shahzad, Syed Jawad Hussain; Roubaud, David - In: Finance research letters 29 (2019), pp. 178-183
Persistent link: https://www.econbiz.de/10012418571
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Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
Balcilar, Mehmet; Usman, Ojonugwa; Gungor, Hasan; … - In: Economic modelling 102 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012796953
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The policy uncertainty and market volatility puzzle : evidence from wavelet analysis
Tiwari, Aviral Kumar; Jana, R. K.; Roubaud, David - In: Finance research letters 31 (2019), pp. 278-284
Persistent link: https://www.econbiz.de/10012421584
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Bitcoin price-volume : a multifractal cross-correlation approach
El Alaoui, Marwane; Bouri, Elie; Roubaud, David - In: Finance research letters 31 (2019), pp. 374-381
Persistent link: https://www.econbiz.de/10012421640
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Volatility spillovers across stock index futures in Asian markets : evidence from range volatility estimators
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: Finance research letters 17 (2016), pp. 158-166
Persistent link: https://www.econbiz.de/10011596275
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Oil prices, exchange rates and stock markets under uncertainty and regime-switching
Roubaud, David; Arouri, Mohamed - In: Finance research letters 27 (2018), pp. 28-33
Persistent link: https://www.econbiz.de/10012006722
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Directional predictability of implied volatility : from crude oil to developed and emerging stock markets
Bouri, Elie; Lien, Da-hsiang Donald; Roubaud, David; … - In: Finance research letters 27 (2018), pp. 65-79
Persistent link: https://www.econbiz.de/10012006745
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International stock return co-movements and trading activity
Sheng, Xin; Brzeszczyński, Janusz; Ibrahim, Boulis Maher - In: Finance research letters 23 (2017), pp. 12-18
Persistent link: https://www.econbiz.de/10011808297
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Uncovering frequency domain causality between gold and the stock markets of China and India : evidence from implied volatility indices
Bouri, Elie; Roubaud, David; Jammazi, Rania; Assaf, Ata - In: Finance research letters 23 (2017), pp. 23-30
Persistent link: https://www.econbiz.de/10011808309
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Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: Economic modelling 64 (2017), pp. 74-81
Persistent link: https://www.econbiz.de/10011756479