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Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants

Bouri, Elie; Jalkh, Naji - In: International review of financial analysis 90 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014470883

Quantile connectedness in the cryptocurrency market

Bouri, Elie; Saeed, Tareq; Xuan Vinh Vo; Roubaud, David - In: Journal of international financial markets, … 71 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012800041

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

Impact of the COVID-19 outbreak on the US equity sectors : evidence from quantile return spillovers

Shahzad, Syed Jawad Hussain; Bouri, Elie; Krištoufek, … - In: Financial innovation : FIN 7 (2021), pp. 1-23

The aim of this study is to examine the extreme return spillovers among the US stock market sectors in the light of the … network structure and spillovers differ considerably with respect to the market state. During stable times, the network shows …

Persistent link: https://www.econbiz.de/10012495021

Liquidity spillovers between cryptocurrency and foreign exchange markets

Nekhili, Ramzi; Sultan, Jahangir; Bouri, Elie - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014485287

Volatility spillovers during normal and high volatility states and their driving factors : a cross-country and cross-asset analysis

Iqbal, Najaf; Bouri, Elie; Liu, Guangrui; Kumar, Ashish - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 975-995

Persistent link: https://www.econbiz.de/10014470054

Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine

Wang, Yihan; Bouri, Elie; Fareed, Zeeshan; Dai, Yuhui - In: Finance research letters 49 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013478638

Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management

Nekhili, Ramzi; Bouri, Elie - In: Energy economics 119 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014285019

Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak

Kumar, Ashish; Iqbal, Najaf; Mitra, Subrata Kumar; … - In: Journal of international financial markets, … 77 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013357237