Access Statistics for Elie I. Bouri

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 2 17 367
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 0 0 0 0 2 3 129
Board of Directors and Bank Performance: Beyond Agency Theory 0 0 0 0 0 0 1 28
COVID-19 Pandemic and Investor Herding in International Stock Markets 0 0 0 64 0 1 5 231
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 0 1 11 499
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 0 1 6 88
Capturing fat tails and modeling volatility of returns on Beirut Stock Exchange 0 0 0 0 0 1 3 27
Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach 0 0 0 23 0 0 3 75
Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective 0 0 0 118 2 2 5 17
Culture and multiple firm-bank relationships: a matter of secrecy and trust? 0 0 0 0 0 0 0 10
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 0 0 0 42
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 1 4 11 465
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 1 3 6 88
Does Board Structure Affect Financial Distress? A Study with Reference to Family Firms in Lebanon 0 0 0 0 0 0 1 29
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 1 2 11 225
Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model 0 0 0 20 1 2 11 169
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 0 1 2 37
El Nino and Forecastability of Oil-Price Realized Volatility 0 0 0 0 0 0 3 52
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 0 0 1 22
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? 0 0 0 0 1 1 1 16
Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? 0 0 0 61 3 3 11 135
Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions 0 0 0 27 4 10 29 198
Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility 0 0 0 0 0 0 1 54
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 0 0 54 1 2 7 112
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 1 1 4 121 3 3 12 326
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 0 0 0 9 0 2 6 87
Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model 0 0 0 0 1 5 20 109
Gold, Platinum and the Predictability of Bond Risk Premia 0 0 0 36 0 0 2 76
Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach 0 0 0 11 0 1 3 14
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 3 3 5 305
High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty 0 0 0 16 0 0 1 47
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 0 4 0 1 2 32
Impact of family involvement in ownership management and direction on financial performance of the Lebanese firms 0 0 0 1 0 0 0 36
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 5 155 1 1 19 515
Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities 0 0 0 3 0 1 2 67
Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches 0 0 0 28 0 0 3 140
Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data 0 0 0 12 0 1 2 92
Is Wine a Good Choice for Investment? 0 0 0 22 0 0 2 139
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 22 0 0 3 112
Jumps in Energy and Non-Energy Commodities 0 0 0 15 1 1 2 36
Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin 0 0 0 61 1 1 8 138
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 0 1 7 650
Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets 0 0 0 9 0 0 0 64
Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration 0 0 0 22 0 0 1 56
Movements in International Bond Markets: The Role of Oil Prices 0 0 0 28 0 1 2 183
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 0 1 4 198
Non-Standard Errors 0 1 11 39 3 12 117 305
Non-Standard Errors 0 0 1 41 1 7 109 372
OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning 0 0 0 18 1 3 5 72
On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures 0 0 0 2 0 2 3 26
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 0 0 0 1 0 4 18 161
On the return-volatility relationship in the Bitcoin market around the price crash of 2013 0 0 0 71 1 2 7 206
Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll 0 0 0 12 0 1 1 37
Outside directors and firm performance across family generations in Lebanon 0 0 0 0 0 0 1 47
Pairs Trading comme Arbitrage Statistique à la Bourse de Beyrouth: La Co-intégration entre les Cours des Actions Solidere A et B* 0 0 0 0 0 0 2 27
Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty 0 0 0 16 0 0 1 51
Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices 0 0 0 2 0 0 2 32
Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events 0 0 0 2 0 0 2 20
Return Connectedness across Asset Classes around the COVID-19 Outbreak 0 0 0 8 0 1 7 70
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 0 0 15 107
Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach 0 0 0 19 0 1 6 98
Sentiment and Financial Market Connectedness: The Role of Investor Happiness 0 0 0 24 2 3 21 145
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 0 0 1 20
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 1 3 28 300
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 0 0 5 92
Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices 0 0 0 54 0 0 2 220
The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model 0 0 0 0 1 1 21 87
The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction 0 0 0 37 0 0 1 146
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 0 0 5 96
The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles 0 0 0 20 0 0 1 75
The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach 0 0 0 27 1 4 4 100
The impact of religious practice on stock returns and volatility 0 0 0 0 0 1 1 36
Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates 0 0 0 10 0 0 2 42
Trade Uncertainties and the Hedging Abilities of Bitcoin 0 0 0 35 1 1 1 58
Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test 0 0 0 0 0 2 2 61
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 0 0 0 1 1 14
Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness 0 0 0 34 0 0 6 125
Total Working Papers 1 2 21 1,896 37 110 653 9,785


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market 0 0 0 6 0 0 1 50
A quantile regression analysis of flights-to-safety with implied volatilities 0 0 0 10 0 2 4 41
An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange 0 0 0 9 0 0 1 69
Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour 0 0 0 8 0 0 2 27
Assessing the risk of the European Union carbon allowance market 0 1 2 3 0 1 2 13
Asymmetric efficiency of cryptocurrencies during COVID19 0 0 0 20 0 0 7 75
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 0 0 2 15 0 0 6 48
Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies 0 0 1 8 0 0 3 39
Asymmetric volatility spillover among Chinese sectors during COVID-19 0 0 1 13 1 1 10 51
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 2 2 16 49 2 7 61 185
Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? 0 5 10 52 2 10 33 203
Bitcoin price–volume: A multifractal cross-correlation approach 0 0 4 33 0 0 13 98
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 0 2 24 99 4 10 72 352
Board of directors and bank performance: beyond agency theory 0 0 1 4 0 1 4 28
Board of directors and financial performance in the Middle East 0 1 1 15 0 1 3 111
COVID-19 Pandemic and Investor Herding in International Stock Markets 0 1 2 6 1 4 9 30
Can energy commodity futures add to the value of carbon assets? 0 0 2 6 3 4 8 68
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 2 7 28 258 11 29 100 827
Causal nexus between crude oil and US corporate bonds 0 0 0 3 0 0 4 19
Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism 0 0 1 19 0 1 6 79
Co-explosivity in the cryptocurrency market 1 5 28 126 6 15 94 360
Co-movement across european stock and real estate markets 0 0 1 7 0 1 10 62
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices 0 0 0 21 0 2 6 102
Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach 0 0 1 5 0 0 1 26
Conditional quantiles and tail dependence in the volatilities of gold and silver 0 0 1 8 0 0 1 32
Conditional quantiles and tail dependence in the volatilities of gold and silver 0 0 0 4 0 0 1 15
Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications 0 0 4 34 5 6 19 195
Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression 0 3 6 15 1 6 18 50
Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010 0 0 0 12 0 1 3 134
Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis 0 0 2 12 0 1 7 51
Cryptocurrencies and the downside risk in equity investments 0 0 10 33 2 6 33 122
Cryptocurrencies as hedges and safe-havens for US equity sectors 1 1 6 52 1 3 41 200
Culture and Multiple Firm–Bank Relationships: A Matter of Secrecy and Trust? 1 2 4 5 3 5 12 26
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 0 6 0 0 1 32
Do Bitcoin and other cryptocurrencies jump together? 0 2 3 43 1 7 17 146
Do Fine Wines Blend with Crude Oil? Seizing the Transmission of Mean and Volatility Between Two Commodity Prices* 0 0 0 8 0 0 0 46
Do return and volatility traverse the Middle Eastern and North African (MENA) stock markets borders? 0 0 0 1 0 0 1 16
Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis 0 0 1 4 0 2 5 21
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 3 5 19 198 6 13 66 600
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 0 0 8 69 1 2 28 247
Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model 0 0 3 19 0 0 13 92
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? 0 0 0 5 0 0 1 45
Dynamic connectedness and integration in cryptocurrency markets 1 2 9 69 2 4 34 269
Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency 0 1 5 16 0 1 6 43
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 1 17 0 0 2 87
Dynamic structural impacts of oil shocks on exchange rates: lessons to learn 0 0 2 16 0 2 9 55
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 0 3 4 0 0 4 19
Economic policy uncertainty and the Bitcoin-US stock nexus 0 0 3 13 0 2 6 55
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 2 0 0 1 8
Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market 0 0 1 11 1 2 6 80
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 0 3 29 1 4 20 119
Extreme return connectedness and its determinants between clean/green and dirty energy investments 3 4 16 42 5 9 47 129
Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis 0 0 3 6 0 2 9 43
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 0 0 2 0 0 1 12
Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* 0 0 0 12 0 0 1 39
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 2 4 7 15 4 6 16 68
Forecasting power of infectious diseases-related uncertainty for gold realized variance 0 0 0 0 1 1 3 9
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 0 1 1 11 0 4 8 39
Gold against Asian Stock Markets during the COVID-19 Outbreak 0 0 0 4 1 2 4 45
Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach 0 1 6 25 2 7 25 130
Gold, platinum and the predictability of bond risk premia 0 0 2 3 1 1 5 18
Hedging Strategies of Green Assets against Dirty Energy Assets 0 0 2 13 0 1 9 52
Hedging the risk of travel and leisure stocks: The role of crude oil 0 0 0 0 0 0 3 11
Herding behavior in the commodity markets of the Asia-Pacific region 0 0 0 8 1 2 8 24
Herding behaviour in cryptocurrencies 3 8 27 115 6 23 89 401
Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market 0 0 0 0 0 1 2 7
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST 0 0 0 17 0 0 2 77
Impact of energy sector volatility on clean energy assets 0 1 3 18 0 3 11 62
Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers 0 0 0 14 0 0 3 34
Infectious Diseases, Market Uncertainty and Oil Market Volatility 0 0 1 7 0 0 2 34
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities 0 0 2 11 1 1 4 46
Information interdependence among energy, cryptocurrency and major commodity markets 0 1 7 67 0 2 24 177
Intraday return predictability: Evidence from commodity ETFs and their related volatility indices 0 0 1 13 0 0 4 25
Is Bitcoin a better safe-haven investment than gold and commodities? 0 5 14 133 2 14 62 459
Is wine a good choice for investment? 0 0 0 12 0 0 4 72
Israeli-Hezbollah War and Global Financial Crisis in the Middle East and North African Equity Markets 0 0 0 25 0 1 1 109
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions 0 0 2 8 0 0 9 24
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 1 28 0 0 8 94
Modelling the volatility of crude oil returns: Jumps and volatility forecasts 0 0 0 3 1 6 13 30
Movements in international bond markets: The role of oil prices 0 0 0 16 0 1 3 103
Natural disasters and economic growth: a quantile on quantile approach 0 0 10 23 2 3 19 53
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 1 4 9 30 3 7 28 149
News-based equity market uncertainty and crude oil volatility 0 2 5 13 1 6 27 58
Nonlinear relationships amongst the implied volatilities of crude oil and precious metals 0 0 1 9 0 1 5 53
Oil market conditions and sovereign risk in MENA oil exporters and importers 0 0 3 9 0 0 5 64
Oil volatility and sovereign risk of BRICS 0 0 0 30 0 2 4 98
Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis 0 0 2 39 1 3 9 174
On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets 0 0 0 8 0 0 0 40
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? 1 6 49 371 6 18 164 1,071
On the intraday return curves of Bitcoin: Predictability and trading opportunities 0 0 1 15 0 0 4 39
On the return-volatility relationship in the Bitcoin market around the price crash of 2013 0 0 1 31 0 0 8 169
On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters 0 0 0 28 0 2 3 127
Outside directors and firm performance across family generations in Lebanon 0 0 0 8 0 1 1 35
Ownership structure and minority expropriation in Lebanon 0 0 0 1 0 1 2 15
Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns 0 0 0 4 0 3 8 38
Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty 0 0 1 9 0 2 7 45
Principal–principal conflicts in Lebanese unlisted family firms 0 0 2 8 0 0 6 78
Quantile causality between banking stock and real estate securities returns in the US 0 1 2 4 0 2 6 22
Quantile connectedness in the cryptocurrency market 1 2 11 53 6 13 36 177
Realised volatility connectedness among Bitcoin exchange markets 0 0 1 9 0 1 4 39
Regime specific spillover across cryptocurrencies and the role of COVID-19 0 0 0 3 0 0 0 20
Return and volatility linkages between CO2 emission and clean energy stock prices 1 2 10 58 3 5 20 191
Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods 0 0 1 36 0 0 2 106
Return connectedness across asset classes around the COVID-19 outbreak 0 0 4 30 0 2 29 150
Return equicorrelation in the cryptocurrency market: Analysis and determinants 2 3 7 21 2 3 11 49
Revisiting the valuable roles of commodities for international stock markets 0 0 1 8 0 0 4 41
Risk aversion and Bitcoin returns in extreme quantiles 0 1 4 33 0 1 15 90
Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach 0 0 1 8 2 2 13 52
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 1 1 2 38 1 4 17 174
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 4 9 18 107 12 20 56 347
Short- and long-run causality across the implied volatility of crude oil and agricultural commodities 0 0 1 32 0 0 3 126
Spillover across Eurozone credit market sectors and determinants 0 0 1 3 0 1 4 14
Spillovers between Bitcoin and other assets during bear and bull markets 0 2 5 23 1 3 18 115
Spillovers in higher moments and jumps across US stock and strategic commodity markets 0 1 1 3 0 2 5 24
Systemic risk spillover across global and country stock markets during the COVID-19 pandemic 1 4 12 33 5 12 36 90
Tail dependence in the return-volume of leading cryptocurrencies 0 0 1 6 0 0 6 25
Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices 0 1 4 51 0 2 16 208
The Crude Oil–Stock Market Dependence and Its Determinants: Evidence from Emerging Economies 0 0 1 10 0 1 4 42
The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models 0 0 2 3 0 0 5 27
The Dynamic Behaviour and Determinants of Linkages among Middle Eastern and North African Stock Exchanges 0 0 0 19 1 1 4 100
The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters 0 0 0 3 0 0 3 55
The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions 0 0 0 8 0 0 1 61
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 1 2 20 3 4 7 83
The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes 0 1 7 55 0 1 13 228
The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin 1 2 18 223 5 10 52 811
The impact of religious practice on stock returns and volatility 0 1 4 21 0 3 12 92
The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles 0 0 1 8 0 0 3 21
The pricing of bad contagion in cryptocurrencies: A four-factor pricing model 0 3 4 15 0 3 6 26
The profitability of technical trading rules in the Bitcoin market 0 0 10 53 0 1 17 124
The realized volatility of commodity futures: Interconnectedness and determinants# 0 0 5 25 1 2 16 61
The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach 0 0 1 14 0 1 10 64
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 1 1 8 0 3 6 57
Time-varying risk aversion and forecastability of the US term structure of interest rates 0 0 0 0 0 0 0 5
Trade uncertainties and the hedging abilities of Bitcoin 0 0 0 3 1 1 3 23
Trading volume and the predictability of return and volatility in the cryptocurrency market 3 6 19 71 3 14 48 219
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 1 8 1 2 3 57
Volatility connectedness of major cryptocurrencies: The role of investor happiness 2 2 6 14 3 4 16 53
Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries 0 0 1 16 0 2 10 94
Total Journal Articles 37 121 568 3,920 142 418 2,035 14,810


Statistics updated 2024-02-04