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Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test

Bouri, Elie; Gupta, Rangan; Kyei, Clement Kweku; … - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 200-206

Persistent link: https://www.econbiz.de/10013258467

Volatility connectedness of major cryptocurrencies : the role of investor happiness

Bouri, Elie; Gabauer, David; Gupta, Rangan; Tiwari, … - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012814541

Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach

Zhang, Yue-jun; Bouri, Elie; Gupta, Rangan; Ma, Shu-Jiao - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012667384

Good and bad volatility spillovers in the cryptocurrency market : New Evidence from a TVP-VAR asymmetric connectedness approach

Asl, Mahdi Ghaemi; Bouri, Elie; Darehshiri, Sahar; … - 2021

This paper uncovers the dynamics of the asymmetric volatility spillovers across three majorcryptocurrencies (Bitcoin, Ethereum, and Stellar) comprising nearly 75% of the cryptocurrencymarket capitalization. Using a novel Time-Varying Parameter Vector Autoregression(TVP-VAR) asymmetric...

Persistent link: https://www.econbiz.de/10013313936

Realised volatility connectedness among Bitcoin exchange markets

Ji, Qiang; Bouri, Elie; Krištoufek, Ladislav; Lucey, … - In: Finance research letters 38 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012485029

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

Movements in international bond markets : the role of oil prices

Nazlıoğlu, Şaban; Gupta, Rangan; Bouri, Elie - In: International review of economics & finance : IREF 68 (2020), pp. 47-58

Persistent link: https://www.econbiz.de/10012486293

Co-movement across European stock and real estate markets

Abuzayed, Bana; Al-Fayoumi, Nedal; Bouri, Elie - In: International review of economics & finance : IREF 69 (2020), pp. 189-208

Persistent link: https://www.econbiz.de/10012486850

Forecasting realized volatility of Bitcoin : the role of the trade war

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Computational economics 57 (2021) 1, pp. 29-53

Persistent link: https://www.econbiz.de/10012486864

Regime specific spillover across cryptocurrencies and the role of COVID-19

Shahzad, Syed Jawad Hussain; Bouri, Elie; Kang, Sang Hoon; … - In: Financial innovation : FIN 7 (2021), pp. 1-24

The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes, while considering three pricing factors and the effect of the COVID-19 outbreak. To do so, we apply a Markov regime-switching (MS) vector autoregressive with exogenous...

Persistent link: https://www.econbiz.de/10012418495