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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

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

Return connectedness across asset classes around the COVID-19 outbreak

Bouri, Elie; Cepni, Oguzhan; Gabauer, David; Gupta, Rangan - In: International review of financial analysis 73 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012803742

Asymmetric volatility spillover among Chinese sectors during COVID-19

Shahzad, Syed Jawad Hussain; Naeem, Muhammad Abubakr; … - In: International review of financial analysis 75 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012803980

Rare earth and allied sectors in stock markets : extreme dependence of return and volatility

Bouri, Elie; Kanjilal, Kakali; Ghosh, Sajal; Roubaud, David - In: Applied economics 53 (2021) 49, pp. 5710-5730

Persistent link: https://www.econbiz.de/10012626945

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

COVID-19 pandemic and investor herding in international stock markets

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Nel, Jacobus - In: Risks : open access journal 9 (2021) 9, pp. 1-11

The aim of this study is to understand the effect of the recent novel coronavirus pandemic on investor herding behavior …

Persistent link: https://www.econbiz.de/10012632020

Hedge and safe haven properties of gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA companies and S&P 500

Yousaf, Imran; Plakandaras, Vasilios; Bouri, Elie; … - 2022

Persistent link: https://www.econbiz.de/10013253752

Herding in international REITs markets around the COVID-19 pandemic

Lesame, Keagile; Ngene, Geoffrey; Gupta, Rangan; Bouri, Elie - 2022

Persistent link: https://www.econbiz.de/10013179588

Regime specific spillover across cryptocurrencies and the role of COVID-19

Shahzad, Syed Jawad Hussain; Bouri, Elie; Kang, Sang Hoon; … - In: Financial innovation : FIN 7 (2021), pp. 1-24

The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes, while considering three pricing factors and the effect of the COVID-19 outbreak. To do so, we apply a Markov regime-switching (MS) vector autoregressive with exogenous...

Persistent link: https://www.econbiz.de/10012418495