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Which factors drive Bitcoin volatility : macroeconomic, technical, or both?

Wang, Jiqian; Ma, Feng; Bouri, Elie; Guo, Yangli - In: Journal of forecasting 42 (2023) 4, pp. 970-988

Persistent link: https://www.econbiz.de/10014292892

Network causality structures among Bitcoin and other financial assets : A directed acyclic graph approach

Ji, Qiang; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 203-213

Persistent link: https://www.econbiz.de/10012035043

Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities

Ji, Qiang; Bouri, Elie; Roubaud, David - In: International review of financial analysis 57 (2018), pp. 1-12

Persistent link: https://www.econbiz.de/10012006300

Short- and long-term interactions between bitcoin and economic variables : evidence from the US

Wang, Lei; Sarker, Provash Kumer; Bouri, Elie - In: Computational economics 61 (2023) 4, pp. 1305-1330

Persistent link: https://www.econbiz.de/10014327058

Expected inflation and U.S. stock sector indices : a dynamic time-scale tale from inflationary and deflationary crisis periods

Bouri, Elie; Nekhili, Ramzi; Kinateder, Harald; … - In: Finance research letters 55 (2023) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10014473034

A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns

Huang, Yisu; Ma, Feng; Bouri, Elie; Huang, Dengshi - In: International review of financial analysis 87 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014460616

Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities

Gupta, Rangan; Subramaniam, Sowmya; Bouri, Elie; Ji, Qiang - In: International review of economics & finance : IREF 71 (2021), pp. 289-298

Persistent link: https://www.econbiz.de/10012627782

Dynamics and determinants of spillovers across the option-implied volatilities of US equities

Bouri, Elie; Lucey, Brian M.; Roubaud, David - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 257-264

Persistent link: https://www.econbiz.de/10012416566

Economic policy uncertainty and the Bitcoin-US stock nexus

Mokni, Khaled; Ajmi, Ahdi Noomen; Bouri, Elie; Xuan Vinh Vo - In: Journal of multinational financial management 57/58 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012597164

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 COVID-19 outbreak. To this end, we extend the now-traditional Diebold-Yilmaz spillover index to the quantiles domain by building networks of generalized forecast error variance...

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