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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

Network causality structures among Bitcoin and other financial assets : A directed acyclic graph approach

Ji, Qiang; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 203-213

Persistent link: https://www.econbiz.de/10012035043

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

We examine the presence of outliers and time-varying jumps in the returns of four major cryptocurrencies (Bitcoin, Ethereum, Ripple, Dogecoin, Litecoin), and a broad cryptocurrency index (CCI30). The results indicate that only Bitcoin returns are contaminated with outliers. Time-varying jumps...

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

On the intraday return curves of Bitcoin : predictability and trading opportunities

Bouri, Elie; Lau, Chi Keung; Saeed, Tareq; Wang, Shixuan; … - In: International review of financial analysis 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012804738

Predicting Bitcoin returns : comparing the roles of newspaper- and internet search-based measures of uncertainty

Bouri, Elie; Gupta, Rangan - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012485208

Monetary policy uncertainty and jumps in advanced equity markets

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112

Persistent link: https://www.econbiz.de/10012500112

Is wine a good choice for investment?

Bouri, Elie; Gupta, Rangan; Wong, Wing Keung; Zhu, Zhenzhen - In: Pacific-Basin finance journal 51 (2018), pp. 171-183

Persistent link: https://www.econbiz.de/10012035143

Gold, platinum and the predictability of bond risk premia

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012487757

Forecasting power of infectious diseases-related uncertainty for gold realized variance

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Finance research letters 42 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10014581420

Time-varying risk aversion and forecastability of the US term structure of interest rates

Bouri, Elie; Gupta, Rangan; Majumdar, Anandamayee; … - In: Finance research letters 42 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10014582612