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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

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

Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?

Bhattacherjee, Purba; Mishra, Sibanjan; Bouri, Elie - In: Global finance journal 61 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014635889

Emotional spillovers in the cryptocurrency market

Chowdhury, Md Iftekhar Hasan; Hasan, Mudassar; Bouri, Elie - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014526450

Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting

Walther, Thomas; Klein, Tony; Bouri, Elie - 2018

We apply the GARCH-MIDAS framework to forecast the daily, weekly, and monthly volatility of five highly capitalized … quality, we determine the most important exogenous drivers of volatility in Cryptocurrency markets. We find that the Global … Global Real Economic Activity provides superior volatility predictions for both, bull and bear markets. In addition, the …

Persistent link: https://www.econbiz.de/10014284448

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

Outliers and time-varying jumps in the cryptocurrency markets

Dutta, Anupam; Bouri, Elie - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-7

modelling volatility in the debatable cryptocurrency markets. …

Persistent link: https://www.econbiz.de/10013163949

Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin

Bouri, Elie; Gupta, Rangan; Xuan Vinh Vo - In: Defence and peace economics 33 (2022) 2, pp. 150-161

Persistent link: https://www.econbiz.de/10013167286

The hedge asset for BRICS stock markets : bitcoin, gold or VIX

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: The world economy : the leading journal on … 45 (2022) 1, pp. 292-316

Persistent link: https://www.econbiz.de/10012818937

Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach

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

Persistent link: https://www.econbiz.de/10012820363