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Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-switching analysis
Chevallier, Julien - In: Economic modelling 29 (2012) 3, pp. 943-973
Persistent link: https://www.econbiz.de/10009545490
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Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 33 (2015), pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
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Macroeconomics, finance, commodities : interactions with carbon markets in a data-rich model
Chevallier, Julien - In: Economic modelling 28 (2011) 1/2, pp. 557-567
Persistent link: https://www.econbiz.de/10009269897
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The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Research in international business and finance 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
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Safe haven, hedge and diversification for G7 stock markets : gold versus bitcoin
Shahzad, Syed Jawad Hussain; Bouri, Elie; Roubaud, David; … - In: Economic modelling 87 (2020), pp. 212-224
Persistent link: https://www.econbiz.de/10012416442
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Spikes and crashes in the oil market
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 36 (2016), pp. 615-623
Persistent link: https://www.econbiz.de/10011594637
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Oil vs. gasoline : the dark side of volatility and taxation
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 39 (2017), pp. 976-989
Persistent link: https://www.econbiz.de/10011912421
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Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises
Zhu, Bo; Lin, Renda; Deng, Yuanyue; Chen, Pingshe; … - In: Economic modelling 105 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013367151
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Measuring systemic risk in the global banking sector : a cross-quantilogram network approach
Baumöhl, Eduard; Bouri, Elie; Hoang, Thi Hong Van; … - In: Economic modelling 109 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013348234
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Herding in international REITs markets around the COVID-19 pandemic
Lesame, Keagile; Ngene, Geoffrey; Gupta, Rangan; Bouri, Elie - In: Research in international business and finance 67 (2024) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10014451556