Year of Publication | Title | Person(s) |
2022 | Bitcoin prices and the realized volatility of US sectoral stock returns | Bouri, Elie; Salisu, Afees A.; Gupta, Rangan |
2022 | Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach | Bouri, Elie; Gupta, Rangan; Marfatia, Hardik A.; Nel, Jacobus |
2024 | Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies? | Babalos, Vassilios; Bouri, Elie; Gupta, Rangan |
2023 | Energy-related uncertainty and international stock market volatility | Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Bouri, Elie |
2022 | Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models | Bouri, Elie; Christou, Christina; Gupta, Rangan |
2024 | Forecasting stock returns volatility of the G7 over centuries : the role of climate risks | Bouri, Elie; Gupta, Rangan; Liphadzi, Asingamaanda; Pierdzioch, Christian |
2023 | Geopolitical risk and inflation spillovers across European and North American economies | Bouri, 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 500 | Yousaf, Imran; Plakandaras, Vasilios; Bouri, Elie; Gupta, Rangan |
2022 | Herding in international REITs markets around the COVID-19 pandemic | Lesame, Keagile; Ngene, Geoffrey; Gupta, Rangan; Bouri, Elie |
2022 | Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries | Van Eyden, ReneƩ; Gupta, Rangan; Nielsen, Joshua; Bouri, Elie |
2024 | Modeling the presidential approval ratings of the United States using machine-learning : does climate policy uncertainty matter? | Bouri, Elie; Gupta, Rangan; Pierdzioch, Christian |
2023 | Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks | Foglia, 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 |
2024 | Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysis | Bouri, Elie; Foglia, Matteo; Karmakar, Sayar; Gupta, Rangan |
2022 | The role of the monthly ENSO in forecasting the Daily Baltic Dry Index | Bouri, Elie; Gupta, Rangan; Rossini, Lua |
2022 | Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach | Salisu, Afees A.; Gupta, Rangan; Bouri, Elie |