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Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin
Bouri, Elie; Gupta, Rangan; Xuan Vinh Vo - In: Defence and peace economics 33 (2022) 2, pp. 150-161
Persistent link: https://www.econbiz.de/10013167286
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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
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The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie; Lucey, Brian M.; Saeed, Tareq; Xuan Vinh Vo - In: International review of economics & finance : IREF 73 (2021), pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
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Extreme spillovers across Asian-Pacific currencies : a quantile-based analysis
Bouri, Elie; Lucey, Brian M.; Saeed, Tareq; Xuan Vinh Vo - In: International review of financial analysis 72 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012437557
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The pricing of bad contagion in cryptocurrencies : a four-factor pricing model
Shahzad, Syed Jawad Hussain; Bouri, Elie; Ahmad, Tanveer; … - In: Finance research letters 41 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10013335981
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Relationship between green bonds and financial and environmental variables : a novel time-varying causality
Hammoudeh, Shawkat; Ajmi, Ahdi Noomen; Mokni, Khaled - In: Energy economics 92 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012520091
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Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic : does economic policy uncertainty matter?
Youssef, Manel; Mokni, Khaled; Ajmi, Ahdi Noomen - In: Financial innovation : FIN 7 (2021), pp. 1-27
This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by implementing the time-varying VAR (TVP-VAR)...
Persistent link: https://www.econbiz.de/10012495004
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Distributional predictability between oil prices and renewable energy stocks : is there a role for the COVID-19 pandemic?
Hammoudeh, Shawkat; Mokni, Khaled; Ben Salha, Ousama; … - In: Energy economics 103 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013364061
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Green bonds and oil price shocks and uncertainty : a safe haven analysis
Mokni, Khaled; Mensi, Walid; Hammoudeh, Shawkat; Ajmi, … - In: International economics : a journal published by CEPII … 172 (2022), pp. 238-254
Persistent link: https://www.econbiz.de/10014339415
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COVID-19 pandemic and economic policy uncertainty : the first test on the hedging and safe haven properties of cryptocurrencies
Mokni, Khaled; Youssef, Manel; Ajmi, Ahdi Noomen - In: Research in international business and finance 60 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013411089