Narrow search
Showing 1 - 10 of 82
Cover Image
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
Cover Image
Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both
Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013534113
Cover Image
Price explosiveness in cryptocurrencies and Elon Musk's tweets
Shahzad, Syed Jawad Hussain; Anas, Muhammad; Bouri, Elie - In: Finance research letters 47 (2022) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10013553659
Cover Image
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
Cover Image
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya; Bouri, Elie; Wee, Jung Bum; … - In: Research in international business and finance 65 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Bitcoin for energy commodities before and after the December 2013 crash : diversifier, hedge or safe haven?
Bouri, Elie; Jalkh, Naji; Molnár, Peter; Roubaud, David - In: Applied economics 49 (2017) 50, pp. 5063-5073
Persistent link: https://www.econbiz.de/10011844889
Cover Image
On the hedge and safe haven properties of Bitcoin : is it really more than a diversifier?
Bouri, Elie; Molnár, Peter; Azzi, Georges; Roubaud, David - In: Finance research letters 20 (2017), pp. 192-198
Persistent link: https://www.econbiz.de/10011806908