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Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?

Gök, Remzi; Bouri, Elie; Gemici, Eray - In: Technological forecasting & social change : an … 185 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10014233826

Uncovering frequency domain causality between gold and the stock markets of China and India : evidence from implied volatility indices

Bouri, Elie; Roubaud, David; Jammazi, Rania; Assaf, Ata - In: Finance research letters 23 (2017), pp. 23-30

Persistent link: https://www.econbiz.de/10011808309

Forecasting power of infectious diseases-related uncertainty for gold realized variance

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Finance research letters 42 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10014581420

The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach

Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Research in international business and finance 54 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012581489

Hedging the risks of MENA stock markets with gold : evidence from the spectral approach

Ourir, Awatef; Bouri, Elie; Essaadi, Essahbi - 2021

Persistent link: https://www.econbiz.de/10012692391

Conditional quantiles and tail dependence in the volatilities of gold and silver

Bouri, Elie; Jalkh, Naji - In: International economics : a journal published by CEPII … 157 (2019), pp. 117-133

Persistent link: https://www.econbiz.de/10012318694

Safe haven, hedge and diversification for G7 stock markets : gold versus bitcoin

Shahzad, Syed Jawad Hussain; Bouri, Elie; Roubaud, David; … - In: Economic modelling 87 (2020), pp. 212-224

Persistent link: https://www.econbiz.de/10012416442

Bitcoin, gold, and commodities as safe havens for stocks : new insight through wavelet analysis

Bouri, Elie; Shahzad, Syed Jawad Hussain; Roubaud, David; … - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 156-164

Persistent link: https://www.econbiz.de/10012430915

Gold, platinum and the predictability of bond risk premia

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012487757

Gold against Asian stock markets during the COVID-19 outbreak

Yousaf, Imran; Bouri, Elie; Ali, Shoaib; Azoury, Nehme - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-23

This study examines the safe-haven and hedging roles of gold against thirteen Asian stock markets during the COVID-19 outbreak. During the COVID-19 sub-period, gold is shown to be a strong hedge (diversifier) for the majority (minority) of Asian stock markets; it exhibits the property of a...

Persistent link: https://www.econbiz.de/10012522356