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Spillover across Eurozone credit market sectors and determinants

Shahzad, Syed Jawad Hussain; Bouri, Elie; Hernandez, … - In: Applied economics 51 (2019) 59, pp. 6333-6349

Persistent link: https://www.econbiz.de/10012197344

Information interdependence among energy, cryptocurrency and major commodity markets

Ji, Qiang; Bouri, Elie; Roubaud, David; Krištoufek, … - In: Energy economics 81 (2019), pp. 1042-1055

Persistent link: https://www.econbiz.de/10012173059

Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model

Ji, Qiang; Bouri, Elie; Roubaud, David; Shahzad, Syed … - In: Energy economics 75 (2018), pp. 14-27

Persistent link: https://www.econbiz.de/10011973850

Global geopolitical risk and inflation spillovers across European and North American economies

Bouri, Elie; Gabauer, David; Gupta, Rangan; Kinateder, … - In: Research in international business and finance 66 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014463355

Quantile connectedness in the cryptocurrency market

Bouri, Elie; Saeed, Tareq; Xuan Vinh Vo; Roubaud, David - In: Journal of international financial markets, … 71 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012800041

Dynamic structural impacts of oil shocks on exchange rates : lessons to learn

Ji, Qiang; Shahzad, Syed Jawad Hussain; Bouri, Elie; … - In: Journal of economic structures : JES; the official … 9 (2020) 20, pp. 1-19

This study explores the dynamic effects of different oil shocks on real exchange rates in net oil importers and exporters. Specifically, the connectedness measures are combined with the structural vector autoregressive model. The findings show that oil supply shocks have a larger depreciating...

Persistent link: https://www.econbiz.de/10012256210

Extreme spillovers across Asian-Pacific currencies : a quantile-based analysis

Bouri, Elie; Lucey, Brian M.; Saeed, Tareq; Xuan Vinh Vo - In: International review of financial analysis 72 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012437557

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 … network structure and spillovers differ considerably with respect to the market state. During stable times, the network shows …

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

Liquidity spillovers between cryptocurrency and foreign exchange markets

Nekhili, Ramzi; Sultan, Jahangir; Bouri, Elie - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014485287

Investor sentiment connectedness : evidence from linear and nonlinear causality approaches

Tiwari, Aviral Kumar; Bathia, Deven; Bouri, Elie; … - In: Annals of financial economics 16 (2021) 4, pp. 1-29

Persistent link: https://www.econbiz.de/10013185473