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Safe haven, hedge and diversification for G7 stock markets : gold versus bitcoin

Shahzad, Syed Jawad Hussain; Bouri, Elie; Roubaud, David; … - In: Economic modelling 87 (2020), pp. 212-224

Persistent link: https://www.econbiz.de/10012416442

Cryptocurrencies as hedges and safe-havens for US equity sectors

Bouri, Elie; Shahzad, Syed Jawad Hussain; Roubaud, David - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 294-307

Persistent link: https://www.econbiz.de/10012416893

Do Bitcoin and other cryptocurrencies jump together?

Bouri, Elie; Roubaud, David; Shahzad, Syed Jawad Hussain - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 396-409

Persistent link: https://www.econbiz.de/10012417804

Co-explosivity in the cryptocurrency market

Bouri, Elie; Shahzad, Syed Jawad Hussain; Roubaud, David - In: Finance research letters 29 (2019), pp. 178-183

Persistent link: https://www.econbiz.de/10012418571

Is Bitcoin a better safe-haven investment than gold and commodities?

Shahzad, Syed Jawad Hussain; Bouri, Elie; Roubaud, David; … - In: International review of financial analysis 63 (2019), pp. 322-330

Persistent link: https://www.econbiz.de/10012207497

Bitcoin, gold, and commodities as safe havens for stocks : new insight through wavelet analysis

Bouri, Elie; Shahzad, Syed Jawad Hussain; Roubaud, David; … - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 156-164

Persistent link: https://www.econbiz.de/10012430915

Price explosiveness in cryptocurrencies and Elon Musk's tweets

Shahzad, Syed Jawad Hussain; Anas, Muhammad; Bouri, Elie - In: Finance research letters 47 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013553659

Tail dependence between bitcoin and green financial assets

Naeem, Muhammad Abubakr; Sitara Karim - In: Economics letters 208 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10013207093

The dark side of Bitcoin : do Emerging Asian Islamic markets help subdue the ethical risk?

Sitara Karim; Lucey, Brian M.; Naeem, Muhammad Abubakr; … - In: Emerging markets review 54 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014337219

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