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Rare earth and allied sectors in stock markets : extreme dependence of return and volatility

Bouri, Elie; Kanjilal, Kakali; Ghosh, Sajal; Roubaud, David - In: Applied economics 53 (2021) 49, pp. 5710-5730

Persistent link: https://www.econbiz.de/10012626945

The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes

Maghyereh, Aktham I.; Awartani, Basel; Bouri, Elie - In: Energy economics 57 (2016), pp. 78-93

Persistent link: https://www.econbiz.de/10011698288

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

Geopolitical risks and movements in Islamic bond and equity markets : a note

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Defence and peace economics 30 (2019) 3, pp. 367-379

Persistent link: https://www.econbiz.de/10012200540

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: The quarterly review of economics and finance 95 (2024), pp. 280-293

Persistent link: https://www.econbiz.de/10014631538

Asymmetric connectedness between conventional and Islamic cryptocurrencies : evidence from good and bad volatility spillovers

Bouri, Elie; Asl, Mahdi Ghaemi; Darehshiri, Sahar; … - In: Financial innovation : FIN 10 (2024), pp. 1-26

This paper examines the dynamics of the asymmetric volatility spillovers across four major cryptocurrencies comprising … bad spillovers are time-varying; (ii) bad volatility spillovers are more pronounced than good spillovers; (iii) a strong … asymmetry in the volatility spillovers exists in the cryptocurrency market; and (iv) conventional cryptocurrencies dominate …

Persistent link: https://www.econbiz.de/10014548184

The size of good and bad volatility shocks does matter for spillovers

Bouri, Elie; Harb, Etienne - In: Journal of international financial markets, … 80 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013533155

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

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

Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks

Foglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; … - 2023

Persistent link: https://www.econbiz.de/10014443110

COVID-19 pandemic and investor herding in international stock markets

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Nel, Jacobus - In: Risks : open access journal 9 (2021) 9, pp. 1-11

The aim of this study is to understand the effect of the recent novel coronavirus pandemic on investor herding behavior in global stock markets. Utilizing a daily newspaper-based index of financial uncertainty associated with infectious diseases, we examine the association between...

Persistent link: https://www.econbiz.de/10012632020