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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

Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis

Bouri, Elie; Nekhili, Ramzi; Todorova, Neda - In: Finance research letters 55 (2023) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10014473528

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

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

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

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

Decomposed oil price shocks and GCC stock market sector returns and volatility

Al-Fayoumi, Nedal; Bouri, Elie; Abuzayed, Bana - In: Energy economics 126 (2023), pp. 1-33

Persistent link: https://www.econbiz.de/10014483404

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

A grey-based correlation with multi-scale analysis : S&P 500 VIX and individual VIXs of large US company stocks

Wang, Zhenkun; Bouri, Elie; Ferreira, Paulo; Shahzad, … - In: Finance research letters 48 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013459296