Narrow search
Showing 11 - 20 of 73
Cover Image
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
Cover Image
Does Bitcoin hedge global uncertainty? : evidence from wavelet-based quantile-in-quantile regressions
Bouri, Elie; Gupta, Rangan; Tiwari, Aviral Kumar; … - In: Finance research letters 23 (2017), pp. 87-95
Persistent link: https://www.econbiz.de/10011808369
Cover Image
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
Cover Image
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain; Naifar, Nader; Hammoudeh, … - In: Energy economics 68 (2017), pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
Cover Image
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.; Asadi, Mehrad; Roubaud, David; … - In: International review of financial analysis 92 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Cover Image
Moving out of the linear rut : a period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries
Balcilar, Mehmet; Roubaud, David; Usman, Ojonugwa; … - In: Energy economics 98 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012822329
Cover Image
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
Cover Image
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
Balcilar, Mehmet; Usman, Ojonugwa; Gungor, Hasan; … - In: Economic modelling 102 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012796953
Cover Image
Bitcoin for Energy Commodities Before and After the December 2013 Crash : Diversifier, Hedge or Safe Haven?
Bouri, Elie - 2017
We study the relationship between Bitcoin and commodities by assessing the ability of Bitcoin to act as a diversifier, hedge, or safe haven against daily movements in commodities in general, and energy commodities in particular. We focus on energy commodities because energy, in the form of...
Persistent link: https://www.econbiz.de/10012961939
Cover Image
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