Elie Bouri
Cited by
Cited by
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
B Elie, M Peter, A Georges, R David, H Lars Ivar
Finance Research Letters 20 (February 2017), 155–165, 2017
Can volume predict Bitcoin returns and volatility? A quantiles-based approach
M Balcilar, E Bouri, R Gupta, D Roubaud
Economic Modelling 64, 74-81, 2017
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions
E Bouri, R Gupta, AK Tiwari, D Roubaud
Finance Research Letters, http://dx.doi.org/10.1016/j.frl.2017.02, 2017
On the return-volatility relationship in the Bitcoin market around the price crash of 2013
AHD Elie Bouri, Georges Azzi
Economics: The Open-Access, Open-Assessment E-Journal 11 (2017-2), 1-16, 2017
The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes
AI Maghyereh, B Awartani, E Bouri
Energy Economics 57, 78-93, 2016
Is Bitcoin a better safe-haven investment than gold and commodities?
SJH Shahzad, E Bouri, D Roubaud, L Kristoufek, B Lucey
International Review of Financial Analysis 63, 322-330, 2019
Bitcoin for Energy Commodities Before and after the December 2013 Crash: Diversifier, Hedge or Safe Haven?
E Bouri, NP Jalkh, P Molnár, D Roubaud
Applied Economics, http://dx.doi.org/10.1080/00036846.2017, 2017
Herding behaviour in cryptocurrencies
E Bouri, R Gupta, D Roubaud
Finance Research Letters 29, 216-221, 2019
Dynamic connectedness and integration in cryptocurrency markets
Q Ji, E Bouri, CKM Lau, D Roubaud
International Review of Financial Analysis 63, 257-272, 2019
Co-explosivity in the cryptocurrency market
E Bouri, SJH Shahzad, D Roubaud
Finance Research Letters 29, 178-183, 2019
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices
E Bouri, A Jain, PC Biswal, D Roubaud
Resources Policy 52, 201-206, 2017
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin
SJH Shahzad, E Bouri, D Roubaud, L Kristoufek
Economic Modelling 87, 212-224, 2020
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach
Q Ji, E Bouri, R Gupta, D Roubaud
Quarterly Review of economics and Finance, https://doi.org/10.1016/j.qref …, 2018
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
L Fang, E Bouri, R Gupta, D Roubaud
International Review of Financial Analysis 61, 29-36, 2019
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
Q Ji, E Bouri, D Roubaud, SJH Shahzad
Energy Economics 75, 14-27, 2018
Spillovers between Bitcoin and other Assets during Bear and Bull Markets
E Bouri, M Das, R Gupta, D Roubaud
Applied Economics https://doi.org/10.1080/00036846.2018.1488075, 2018
Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods
E Bouri
Energy 89, 365-371, 2015
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles
E Bouri, R Gupta, CK Marco Lau, D Roubaud, S Wang
Quarterly Review of Economics and Finance, https://doi.org/10.1016/j.qref …, 2018
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
Q Ji, E Bouri, D Roubaud
International Review of Financial Analysis 57, 1-12, 2018
Testing for Asymmetric Nonlinear Short-and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices
E Bouri, R Gupta, A Lahiani, M Shahbaz
Resources Policy, https://doi.org/10.1016/j.resourpol.2018, 2018
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