839 results on '"Bouri, Elie"'
Search Results
52. The dynamics of market efficiency of major cryptocurrencies
53. Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks
54. Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
55. Bitcoin vs. fiat currencies: Insights from extreme dependence and risk spillover analysis with financial markets
56. Gold and crude oil: A time-varying causality across various market conditions
57. Decomposed oil price shocks and GCC stock market sector returns and volatility
58. Global geopolitical risk and inflation spillovers across European and North American economies
59. Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic
60. Liquidity spillovers between cryptocurrency and foreign exchange markets
61. FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
62. From climate risk to the returns and volatility of energy assets and green bonds: A predictability analysis under various conditions
63. Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine
64. Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices
65. Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach
66. Return volatility, correlation, and hedging of green and brown stocks: Is there a role for climate risk factors?
67. How good is green finance for green innovation? Evidence from the Chinese high-carbon sector
68. Default risk transmission in the travel and leisure industry
69. Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods
70. Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks
71. Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis
72. Predictability of risk appetite in Turkey: Local versus global factors
73. Realized higher-order moments spillovers between commodity and stock markets: Evidence from China
74. Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
75. Dependence structure among rare earth and financial markets: A multiscale-vine copula approach
76. A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
77. Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
78. Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs
79. The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
80. The US-China trade war and the volatility linkages between energy and agricultural commodities
81. Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
82. The role of the monthly ENSO in forecasting the daily Baltic Dry Index
83. Climate risk and green investments: New evidence
84. Connectedness in implied higher-order moments of precious metals and energy markets
85. Dependence structure across equity sectors: Evidence from vine copulas
86. Commodity price shocks related to the war in Ukraine and exchange rates of commodity exporters and importers
87. Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges
88. Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
89. Which is leading: Renewable or brown energy assets?
90. A Cross-Regional Investigation of Institutional Quality in Sustainable Development
91. Oil price risk exposure of BRIC stock markets and hedging effectiveness
92. Contagious diseases and gold: Over 700 years of evidence from quantile regressions
93. Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps
94. Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?
95. An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets
96. The resilience of cryptocurrency market efficiency to COVID-19 shock
97. Examining the asymmetries between equity and commodity ETFs during COVID-19
98. Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns
99. Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll
100. Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.