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An attempt to capture leptokurtic of returns and to model its volatility : the case of Beirut stock exchange

Bouri, Elie - In: Review of economic and business studies 4 (2011) 2, pp. 259-271

Persistent link: https://www.econbiz.de/10009736555

On the Return-Volatility Relationship in the Bitcoin Market around the Price Crash of 2013

Bouri, Elie - 2017

We 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. We test if there is a...

Persistent link: https://www.econbiz.de/10012967432

Forecasting US recessions using over 150 years of data : stock-market moments versus oil-market moments

Bouri, Elie; Gupta, Rangan; Pierdzioch, Christian; … - In: Finance research letters 69 (2024) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10015191431

The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market

Zhang, Xinxin; Bouri, Elie; Xu, Yahua; Zhang, Gongqiu - In: Energy economics 109 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013283886

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

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

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

Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010

Bouri, Elie; Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 56 (2016), pp. 205-214

Persistent link: https://www.econbiz.de/10011664230

Oil volatility shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis

Bouri, Elie - In: Energy economics 51 (2015), pp. 590-598

Persistent link: https://www.econbiz.de/10011565043

On the return-volatility relationship in the Bitcoin market around the price crash of 2013

Bouri, Elie; Azzi, Georges; Dyhrberg, Anne Haubo - 2017

The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily database denominated in US dollar. The results for the entire period provide no evidence of an asymmetric return-volatility relation in the Bitcoin market. The authors test if there...

Persistent link: https://www.econbiz.de/10011600035