Browsing All of EconStor by Author Bouri, Elie
Showing results 1 to 16 of 16
Year of Publication | Title | Author(s) |
2016 | On the return-volatility relationship in the Bitcoin market around the price crash of 2013 | Bouri, Elie; Azzi, Georges; Haubo Dyhrberg, Anne |
2017 | On the return-volatility relationship in the Bitcoin market around the price crash of 2013 | Bouri, Elie; Azzi, Georges; Dyhrberg, Anne Haubo |
2017 | Testing the efficiency of the wine market using unit root tests with sharp and smooth breaks | Bouri, Elie; Chang, Tsangyao; Gupta, Rangan |
2018 | Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting | Walther, Thomas; Klein, Tony; Bouri, Elie |
2019 | The effect of jumps in the crude oil market on the sovereign risks of major oil exporters | Bouri, Elie |
2020 | From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks | Baumöhl, Eduard; Bouri, Elie; Hoang, Thi-Hong-Van; Shahzad, Syed Jawad Hussain; Výrost,Tomáš |
2020 | The determinants of the U.S. consumer sentiment: Linear and nonlinear models | El Alaoui, Marwane; Bouri, Elie; Azoury, Nehme |
2020 | Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector | Baumöhl, Eduard; Bouri, Elie; Hoang, Thi-Hong-Van; Shahzad, Syed Jawad Hussain; Výrost, Tomáš |
2020 | Dynamic structural impacts of oil shocks on exchange rates: Lessons to learn | Ji, Qiang; Shahzad, Syed Jawad Hussain; Bouri, Elie; Suleman, Muhammad Tahir |
2021 | Gold against Asian stock markets during the COVID-19 outbreak | Yousaf, Imran; Bouri, Elie; Ali, Shoaib; Azoury, Nehme |
2021 | Regime specific spillover across cryptocurrencies and the role of COVID-19 | Shahzad, Syed Jawad Hussain; Bouri, Elie; Kang, Sang Hoon; Saeed, Tareq |
2021 | Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers | Shahzad, Syed Jawad Hussain; Bouri, Elie; Kristoufek, Ladislav; Saeed, Tareq |
2021 | COVID-19 pandemic and investor herding in international stock markets | Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Nel, Jacobus |
2022 | Outliers and time-varying jumps in the cryptocurrency markets | Dutta, Anupam; Bouri, Elie |
2022 | Measuring systemic risk in the global banking sector: A cross-quantilogram network approach | Baumöhl, Eduard; Bouri, Elie; Hoang, Thi-Hong-Van; Hussain Shahzad, Syed Jawad; Výrost, Tomáš |
2022 | Sustainable versus conventional cryptocurrencies in the face of cryptocurrency uncertainty indices: An analysis across time and scales | UI Haq, Inzamam; Bouri, Elie |