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Long memory and structural breaks of cryptocurrencies trading volume
Ahmed, Mohamed Shaker; Bouri, Elie - In: Eurasian economic review : a journal in applied … 13 (2023) 3/4, pp. 469-497
Persistent link: https://www.econbiz.de/10014451988
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Can Volume Predict Bitcoin Returns and Volatility? A Quantiles-Based Approach
Balcilar, Mehmet - 2017
the causal relation between trading volume and Bitcoin returns and volatility, over the whole of their respective … volatility of Bitcoin returns at any point of the conditional distribution …
Persistent link: https://www.econbiz.de/10012960531
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Do Bitcoin and other cryptocurrencies jump together?
Bouri, Elie; Roubaud, David; Shahzad, Syed Jawad Hussain - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 396-409
Persistent link: https://www.econbiz.de/10012417804
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Trading volume and the predictability of return and volatility in the cryptocurrency market
Bouri, Elie; Lau, Chi Keung; Lucey, Brian M.; Roubaud, David - In: Finance research letters 29 (2019), pp. 340-346
Persistent link: https://www.econbiz.de/10012419202
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Bitcoin price-volume : a multifractal cross-correlation approach
El Alaoui, Marwane; Bouri, Elie; Roubaud, David - In: Finance research letters 31 (2019), pp. 374-381
Persistent link: https://www.econbiz.de/10012421640
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Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: Economic modelling 64 (2017), pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
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Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
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The dynamics behaviour and determinants of linkages among Middle Eastern and North African stock markets
Bouri, Elie; Eid, Andre; Kachacha, Imad - In: Economic issues 19 (2014) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011309835
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Oil volatility shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis
Bouri, Elie - In: Energy economics 51 (2015), pp. 590-598
Persistent link: https://www.econbiz.de/10011565043
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On the dynamic transmission of mean and volatility across the Arab stock markets
Bouri, Elie; Azzi, Georges - In: Journal of emerging market finance 13 (2014) 3, pp. 279-304
Persistent link: https://www.econbiz.de/10010492029