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On the hedge and safe haven properties of Bitcoin : is it really more than a diversifier?

Bouri, Elie; Molnár, Peter; Azzi, Georges; Roubaud, David - In: Finance research letters 20 (2017), pp. 192-198

Persistent link: https://www.econbiz.de/10011806908

Bitcoin for energy commodities before and after the December 2013 crash : diversifier, hedge or safe haven?

Bouri, Elie; Jalkh, Naji; Molnár, Peter; Roubaud, David - In: Applied economics 49 (2017) 50, pp. 5063-5073

Persistent link: https://www.econbiz.de/10011844889

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

On the return-volatility relationship in the Bitcoin market around the price crash of 2013

Bouri, Elie; Azzi, Georges; Dyhrberg, Anne Haubo - 2017

The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily database denominated in US dollar. The results for the entire period provide no evidence of an asymmetric return-volatility relation in the Bitcoin market. The authors test if there...

Persistent link: https://www.econbiz.de/10011600035

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

Tail dependence in the return-volume of leading cryptocurrencies

Naeem, Muhammad; Bouri, Elie; Boako, Gideon; Roubaud, David - In: Finance research letters 36 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012483385

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

Herding behaviour in cryptocurrencies

Bouri, Elie; Gupta, Rangan; Roubaud, David - In: Finance research letters 29 (2019), pp. 216-221

Persistent link: https://www.econbiz.de/10012418718