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Blockchain and crypto-exposed US companies and major cryptocurrencies : the role of jumps and co-jumps

Xu, Fang; Bouri, Elie; Cepni, Oguzhan - In: Finance research letters 50 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10014233892

Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models

Bouri, Elie; Christou, Christina; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10012820409

Regime specific spillover across cryptocurrencies and the role of COVID-19

Shahzad, Syed Jawad Hussain; Bouri, Elie; Kang, Sang Hoon; … - In: Financial innovation : FIN 7 (2021), pp. 1-24

The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes, while considering three pricing factors and the effect of the COVID-19 outbreak. To do so, we apply a Markov regime-switching (MS) vector autoregressive with exogenous...

Persistent link: https://www.econbiz.de/10012418495

Exogenous drivers of Bitcoin and Cryptocurrency volatility : a mixed data sampling approach to forecasting

Walther, Thomas; Klein, Tony; Bouri, Elie - In: Journal of international financial markets, … 63 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012263290

Cryptocurrencies as hedges and safe-havens for US equity sectors

Bouri, Elie; Shahzad, Syed Jawad Hussain; Roubaud, David - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 294-307

Persistent link: https://www.econbiz.de/10012416893

Do Bitcoin and other cryptocurrencies jump together?

Bouri, Elie; Roubaud, David; Shahzad, Syed Jawad Hussain - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 396-409

Persistent link: https://www.econbiz.de/10012417804

Tail dependence in the return-volume of leading cryptocurrencies

Naeem, Muhammad; Bouri, Elie; Boako, Gideon; Roubaud, David - In: Finance research letters 36 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012483385

Dynamic connectedness and integration in cryptocurrency markets

Ji, Qiang; Bouri, Elie; Lau, Chi Keung; Roubaud, David - In: International review of financial analysis 63 (2019), pp. 257-272

Persistent link: https://www.econbiz.de/10012207461

Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models

Bouri, Elie; Christou, Christina; Gupta, Rangan - In: Finance research letters 49 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013479661

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