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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

Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period

Yousaf, Imran; Plakandaras, Vasilios; Bouri, Elie; … - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014246762

Global geopolitical risk and the long- and short-run impacts on the returns and volatilities of US Treasuries

Jalkh, Naji; Bouri, Elie - In: Defence and peace economics 35 (2024) 3, pp. 339-366

Persistent link: https://www.econbiz.de/10014514974

Gold, platinum and the predictability of bond risk premia

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012487757

Time-varying risk aversion and forecastability of the US term structure of interest rates

Bouri, Elie; Gupta, Rangan; Majumdar, Anandamayee; … - In: Finance research letters 42 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10014582612

Intraday Return Predictability in the Cryptocurrency Markets : Momentum, Reversal, or Both

Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - 2022

This paper reports evidence of intraday return predictability, consisting of both intraday momentum and reversal, in the cryptocurrency market. Using high-frequency price data on Bitcoin from March 3, 2013, to May 31, 2020, it shows that the patterns of intraday return predictability change in...

Persistent link: https://www.econbiz.de/10013289927

Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both

Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013534113

Causal nexus between crude oil and US corporate bonds

Shahzad, Syed Jawad Hussain; Bouri, Elie; Hernandez, … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 577-589

Persistent link: https://www.econbiz.de/10012655570

Oil volatility and sovereign risk of BRICS

Bouri, Elie; Shahzad, Syed Jawad Hussain; Raza, Naveed; … - In: Energy economics 70 (2018), pp. 258-269

Persistent link: https://www.econbiz.de/10011942723

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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