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Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
Shahzad, Syed Jawad Hussain; Bouri, Elie; Raza, Naveed; … - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 901-921
Persistent link: https://www.econbiz.de/10012171747
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Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model
Bouri, Elie; Gupta, Rangan; Hosseini, Seyedmehdi; Lau, … - In: Emerging markets review 34 (2018), pp. 124-142
Persistent link: https://www.econbiz.de/10012114689
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Uncovering frequency domain causality between gold and the stock markets of China and India : evidence from implied volatility indices
Bouri, Elie; Roubaud, David; Jammazi, Rania; Assaf, Ata - In: Finance research letters 23 (2017), pp. 23-30
Persistent link: https://www.econbiz.de/10011808309
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The impact of religious practice on stock returns and volatility
Al-Khazali, Osamah; Bouri, Elie; Roubaud, David; Zoubi, … - In: International review of financial analysis 52 (2017), pp. 172-189
Persistent link: https://www.econbiz.de/10011868735
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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
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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
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FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie; Kamal, Elham; Kinateder, Harald - In: Finance research letters 56 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
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Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi; Bouri, Elie; Gemici, Eray - In: Research in international business and finance 66 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
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Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng; Bouri, Elie; Xu, Yahua; Zhang, Dingsheng - In: Energy economics 127 (2023) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
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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