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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

Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment

Shahzad, Syed Jawad Hussain; Bouri, Elie; Raza, Naveed; … - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 901-921

Persistent link: https://www.econbiz.de/10012171747

Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model

Bouri, Elie; Gupta, Rangan; Hosseini, Seyedmehdi; Lau, … - In: Emerging markets review 34 (2018), pp. 124-142

Persistent link: https://www.econbiz.de/10012114689

The impact of religious practice on stock returns and volatility

Al-Khazali, Osamah; Bouri, Elie; Roubaud, David; Zoubi, … - In: International review of financial analysis 52 (2017), pp. 172-189

Persistent link: https://www.econbiz.de/10011868735

Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants

Bouri, Elie; Jalkh, Naji - In: International review of financial analysis 90 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014470883

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

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443108

Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic

Gök, Remzi; Bouri, Elie; Gemici, Eray - In: Research in international business and finance 66 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014460654

Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks

Wang, Cheng; Bouri, Elie; Xu, Yahua; Zhang, Dingsheng - In: Energy economics 127 (2023) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10014489965

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