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On the return-volatility relationship in the Bitcoin market around the price crash of 2013

Bouri, Elie; Azzi, Georges; Dyhrberg, Anne Haubo - 2016

The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily database denominated in various currencies. The results for the entire period provide no evidence of an asymmetric return-volatility relation in the Bitcoin market. They test if...

Persistent link: https://www.econbiz.de/10011539994

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

Spillovers between Bitcoin and other assets during bear and bull markets

Bouri, Elie; Das, Mahamitra; Gupta, Rangan; Roubaud, David - In: Applied economics 50 (2018) 55, pp. 5935-5949

Persistent link: https://www.econbiz.de/10012062940

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

On the volatility transmission between oil and stock markets : a comparison of emerging importers and exporters

Bouri, Elie; Demirer, Rıza - In: Economia politica : journal of analytical and … 33 (2016) 1, pp. 63-82

Persistent link: https://www.econbiz.de/10011637703

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

An attempt to capture leptokurtic of returns and to model its volatility : the case of Beirut stock exchange

Bouri, Elie - In: Review of economic and business studies 4 (2011) 2, pp. 259-271

Persistent link: https://www.econbiz.de/10009736555

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

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

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443108