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Directional predictability of implied volatility : from crude oil to developed and emerging stock markets
Bouri, Elie; Lien, Da-hsiang Donald; Roubaud, David; … - In: Finance research letters 27 (2018), pp. 65-79
Persistent link: https://www.econbiz.de/10012006745
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Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 27 (2018), pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
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Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: Finance research letters 21 (2017), pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
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Uncovering frequency domain causality between gold and the stock markets of China and India : evidence from implied volatility indices
Bouri, Elie; Roubaud, David; Jammazi, Rania; Assaf, Ata - In: Finance research letters 23 (2017), pp. 23-30
Persistent link: https://www.econbiz.de/10011808309
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Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 17 (2010) 10/12, pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
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Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis
Bouri, Elie; Nekhili, Ramzi; Todorova, Neda - In: Finance research letters 55 (2023) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10014473528
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FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie; Kamal, Elham; Kinateder, Harald - In: Finance research letters 56 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
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Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 32 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
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The volatility surprise of leading cryptocurrencies : transitory and permanent linkages
Bouri, Elie; Lucey, Brian M.; Roubaud, David - In: Finance research letters 33 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012430869
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Trading volume and the predictability of return and volatility in the cryptocurrency market
Bouri, Elie; Lau, Chi Keung; Lucey, Brian M.; Roubaud, David - In: Finance research letters 29 (2019), pp. 340-346
Persistent link: https://www.econbiz.de/10012419202