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Impact of the COVID-19 outbreak on the US equity sectors : evidence from quantile return spillovers

Shahzad, Syed Jawad Hussain; Bouri, Elie; Krištoufek, … - In: Financial innovation : FIN 7 (2021), pp. 1-23

The aim of this study is to examine the extreme return spillovers among the US stock market sectors in the light of the COVID-19 outbreak. To this end, we extend the now-traditional Diebold-Yilmaz spillover index to the quantiles domain by building networks of generalized forecast error variance...

Persistent link: https://www.econbiz.de/10012495021

Expected inflation and U.S. stock sector indices : a dynamic time-scale tale from inflationary and deflationary crisis periods

Bouri, Elie; Nekhili, Ramzi; Kinateder, Harald; … - In: Finance research letters 55 (2023) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10014473034

Government responses to COVID-19 and industry stock returns

Bouri, Elie; Naeem, Muhammad Abubakr; Safwan Mohd Nor; … - In: Economic research 35 (2022) 1,2, pp. 1967-1990

Persistent link: https://www.econbiz.de/10014381014

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

A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns

Huang, Yisu; Ma, Feng; Bouri, Elie; Huang, Dengshi - In: International review of financial analysis 87 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014460616

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

High-frequency predictability of housing market movements of the United States : the role of economic sentiment

Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Kyei, … - In: The journal of behavioral finance : a publication of … 22 (2021) 4, pp. 490-498

Persistent link: https://www.econbiz.de/10012649950

Extreme return connectedness and its determinants between clean/green and dirty energy investments

Saeed, Tareq; Bouri, Elie; Alsulami, Hamed - In: Energy economics 96 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012817914

Monetary policy uncertainty and jumps in advanced equity markets

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112

Persistent link: https://www.econbiz.de/10012500112

Decomposed oil price shocks and GCC stock market sector returns and volatility

Al-Fayoumi, Nedal; Bouri, Elie; Abuzayed, Bana - In: Energy economics 126 (2023), pp. 1-33

Persistent link: https://www.econbiz.de/10014483404