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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
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Conditional quantiles and tail dependence in the volatilities of gold and silver
Bouri, Elie; Jalkh, Naji - In: International economics : a journal published by CEPII … 157 (2019), pp. 117-133
Persistent link: https://www.econbiz.de/10012318694
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Can Volume Predict Bitcoin Returns and Volatility? A Quantiles-Based Approach
Balcilar, Mehmet - 2017
reveals that volume can predict returns over the quantile range of o.25 to 0.75, i.e. except in Bitcoin bear and bull market … the causal relation between trading volume and Bitcoin returns and volatility, over the whole of their respective … causal relationships between Bitcoin returns and trading volume. We show, however, that volume cannot help predict the …
Persistent link: https://www.econbiz.de/10012960531
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Bitcoin price-volume : a multifractal cross-correlation approach
El Alaoui, Marwane; Bouri, Elie; Roubaud, David - In: Finance research letters 31 (2019), pp. 374-381
Persistent link: https://www.econbiz.de/10012421640
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Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010
Bouri, Elie; Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 56 (2016), pp. 205-214
Persistent link: https://www.econbiz.de/10011664230
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Geopolitical risks and movements in Islamic bond and equity markets : a note
Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Defence and peace economics 30 (2019) 3, pp. 367-379
Persistent link: https://www.econbiz.de/10012200540
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Directional predictability of implied volatility : from crude oil to developed and emerging stock markets
Bouri, Elie; Lien, Da-hsiang Donald; Roubaud, David; … - In: Finance research letters 27 (2018), pp. 65-79
Persistent link: https://www.econbiz.de/10012006745
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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
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Energy-related uncertainty and international stock market volatility
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014443108
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A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu; Ma, Feng; Bouri, Elie; Huang, Dengshi - In: International review of financial analysis 87 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014460616