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Human capital efficiency and equity funds' performance during the COVID-19 pandemic

Yarovaya, Larisa; Mirza, Nawazish; Hasnaoui, Jamila Abaidi - In: International review of economics & finance : IREF 71 (2021), pp. 584-591

Persistent link: https://www.econbiz.de/10012627983

The hedge asset for BRICS stock markets : bitcoin, gold or VIX

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: The world economy : the leading journal on … 45 (2022) 1, pp. 292-316

Persistent link: https://www.econbiz.de/10012818937

Asymmetric volatility spillover among Chinese sectors during COVID-19

Shahzad, Syed Jawad Hussain; Naeem, Muhammad Abubakr; … - In: International review of financial analysis 75 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012803980

Rare earth and allied sectors in stock markets : extreme dependence of return and volatility

Bouri, Elie; Kanjilal, Kakali; Ghosh, Sajal; Roubaud, David - In: Applied economics 53 (2021) 49, pp. 5710-5730

Persistent link: https://www.econbiz.de/10012626945

Regime specific spillover across cryptocurrencies and the role of COVID-19

Shahzad, Syed Jawad Hussain; Bouri, Elie; Kang, Sang Hoon; … - In: Financial innovation : FIN 7 (2021), pp. 1-24

The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility … results indicate various patterns of spillover in high and low volatility regimes, especially during the COVID-19 outbreak … high volatility regime. Notably, the network analysis reveals further evidence of much higher spillovers in the high …

Persistent link: https://www.econbiz.de/10012418495

COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: fresh evidence from the wavelet-based approach

Arshian Sharif; Aloui, Chaker; Yarovaya, Larisa - In: International review of financial analysis 70 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012317403

Forecasting power of infectious diseases-related uncertainty for gold realized variance

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Finance research letters 42 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10014581420

Flight-to-safety across time and market conditions

Bouri, Elie; Jalkh, Naji - In: International review of economics & finance : IREF 94 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014582565

The resilience of Islamic equity funds during COVID-19 : evidence from risk adjusted performance, investment styles and volatility timing

Mirza, Nawazish; Rizvi, Kumail Abbas; Saba, Irum; … - In: International review of economics & finance : IREF 77 (2022), pp. 276-295

Persistent link: https://www.econbiz.de/10013332354

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