Browsing All of EconStor by Author Bouri, Elie


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