Browsing All of Digital Archive by Person Bouri, Elie

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Showing results 1 to 12 of 12
Year of PublicationTitlePerson(s)
2022 Bitcoin prices and the realized volatility of US sectoral stock returnsBouri, Elie; Salisu, Afees A.; Gupta, Rangan
2022 Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approachBouri, Elie; Gupta, Rangan; Marfatia, Hardik A.; Nel, Jacobus
2023 Energy-related uncertainty and international stock market volatilitySalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Bouri, Elie
2022 Forecasting returns of major cryptocurrencies : evidence from regime-switching factor modelsBouri, Elie; Christou, Christina; Gupta, Rangan
2023 Geopolitical risk and inflation spillovers across European and North American economiesBouri, Elie; Gabauer, David; Gupta, Rangan; Kinateder, Harald
2022 Hedge and safe haven properties of gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA companies and S&P 500Yousaf, Imran; Plakandaras, Vasilios; Bouri, Elie; Gupta, Rangan
2022 Herding in international REITs markets around the COVID-19 pandemicLesame, Keagile; Ngene, Geoffrey; Gupta, Rangan; Bouri, Elie
2022 Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countriesVan Eyden, ReneƩ; Gupta, Rangan; Nielsen, Joshua; Bouri, Elie
2023 Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risksFoglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; Bouri, Elie
2023 Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing
2022 The role of the monthly ENSO in forecasting the Daily Baltic Dry IndexBouri, Elie; Gupta, Rangan; Rossini, Lua
2022 Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approachSalisu, Afees A.; Gupta, Rangan; Bouri, Elie