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Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach

Bouri, Elie; Gupta, Rangan; Marfatia, Hardik A.; Nel, … - 2022

Persistent link: https://www.econbiz.de/10013366537

Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models

Bouri, Elie; Christou, Christina; Gupta, Rangan - In: Finance research letters 49 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013479661

Bitcoin prices and the realized volatility of US sectoral stock returns

Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013270159

Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test

Bouri, Elie; Gupta, Rangan; Kyei, Clement Kweku; … - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 200-206

Persistent link: https://www.econbiz.de/10013258467

The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market

Zhang, Xinxin; Bouri, Elie; Xu, Yahua; Zhang, Gongqiu - In: Energy economics 109 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013283886

The size of good and bad volatility shocks does matter for spillovers

Bouri, Elie; Harb, Etienne - In: Journal of international financial markets, … 80 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013533155

Good and bad volatility spillovers in the cryptocurrency market : New Evidence from a TVP-VAR asymmetric connectedness approach

Asl, Mahdi Ghaemi; Bouri, Elie; Darehshiri, Sahar; … - 2021

This paper uncovers the dynamics of the asymmetric volatility spillovers across three majorcryptocurrencies (Bitcoin, Ethereum, and Stellar) comprising nearly 75% of the cryptocurrencymarket capitalization. Using a novel Time-Varying Parameter Vector Autoregression(TVP-VAR) asymmetric...

Persistent link: https://www.econbiz.de/10013313936

Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak

Yousaf, Imran; Ali, Shoaib; Bouri, Elie; Saeed, Tareq - In: Economic research 35 (2022) 1,2, pp. 1913-1934

Persistent link: https://www.econbiz.de/10014381000

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: The quarterly review of economics and finance 95 (2024), pp. 280-293

Persistent link: https://www.econbiz.de/10014631538