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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

Can Volume Predict Bitcoin Returns and Volatility? A Quantiles-Based Approach

Balcilar, Mehmet - 2017

Prior studies on the price formation in the Bitcoin market consider the role of Bitcoin transactions at the conditional mean of the returns distribution. This study employs in contrast a non-parametric causality-in-quantiles test to analyse the causal relation between trading volume and Bitcoin...

Persistent link: https://www.econbiz.de/10012960531

Extreme return connectedness and its determinants between clean/green and dirty energy investments

Saeed, Tareq; Bouri, Elie; Alsulami, Hamed - In: Energy economics 96 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012817914

Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models

Bouri, Elie; Christou, Christina; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10012820409

Return connectedness across asset classes around the COVID-19 outbreak

Bouri, Elie; Cepni, Oguzhan; Gabauer, David; Gupta, Rangan - In: International review of financial analysis 73 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012803742

On the intraday return curves of Bitcoin : predictability and trading opportunities

Bouri, Elie; Lau, Chi Keung; Saeed, Tareq; Wang, Shixuan; … - In: International review of financial analysis 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012804738

High-frequency predictability of housing market movements of the United States : the role of economic sentiment

Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Kyei, … - In: The journal of behavioral finance : a publication of … 22 (2021) 4, pp. 490-498

Persistent link: https://www.econbiz.de/10012649950

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

Bitcoin prices and the realized volatility of US sectoral stock returns

Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013270159

The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market

Zhang, Xinxin; Bouri, Elie; Xu, Yahua; Zhang, Gongqiu - In: Energy economics 109 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013283886