Elie Bouri

Université Saint Esprit de Kaslik (USEK)

KASLIK

Lebanon

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 20,647

SSRN RANKINGS

Top 20,647

in Total Papers Downloads

2,987

SSRN CITATIONS

113

CROSSREF CITATIONS

54

Scholarly Papers (12)

1.

On the Return-Volatility Relationship in the Bitcoin Market around the Price Crash of 2013

Number of pages: 20 Posted: 22 Mar 2017
Université Saint Esprit de Kaslik (USEK), Université Saint Esprit de Kaslik (USEK) and The University of Sydney - Discipline of Finance
Downloads 1,105 (23,964)
Citation 37

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Bitcoin, asymmetric GARCH, safe haven

2.

Can Volume Predict Bitcoin Returns and Volatility? A Quantiles-Based Approach

Economic Modelling, Forthcoming
Number of pages: 27 Posted: 25 Mar 2017
Eastern Mediterranean University, Université Saint Esprit de Kaslik (USEK), University of Pretoria - Department of Economics and Montpellier Business School
Downloads 502 (69,334)
Citation 22

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Bitcoin, Volume, Returns, Volatility, Nonparametric Quantile Causality

3.

On the Hedge and Safe Haven Properties of Bitcoin: Is it Really More than a Diversifier?

Finance Research Letters, Forthcoming
Number of pages: 12 Posted: 15 Oct 2016
Université Saint Esprit de Kaslik (USEK), University of Stavanger, Université Saint Esprit de Kaslik (USEK), Montpellier Business School and Norwegian University of Science and Technology (NTNU)
Downloads 470 (75,194)
Citation 47

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Bitcoin, cryptocurrency, diversifier, hedge, safe haven, DCC

4.

Bitcoin for Energy Commodities Before and After the December 2013 Crash: Diversifier, Hedge or Safe Haven?

Applied Economics, Forthcoming
Number of pages: 15 Posted: 02 Mar 2017
Université Saint Esprit de Kaslik (USEK), Independent, University of Stavanger and Montpellier Business School
Downloads 413 (87,559)
Citation 13

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cryptocurrency, Bitcoin crash, commodities, energy commodities, diversifier, hedge, safe haven

5.

Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting

University of St.Gallen, School of Finance Research Paper No. 2018/19, QMS Research Paper 2018/02, Journal of International Financial Markets, Institutions and Money, 2019
Number of pages: 26 Posted: 27 Jun 2018 Last Revised: 24 Nov 2020
Thomas Walther, Tony Klein and Elie Bouri
Utrecht University - School of Economics, Queen's University Belfast - Queen's Management School and Université Saint Esprit de Kaslik (USEK)
Downloads 243 (155,140)
Citation 4

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Bitcoin, Cryptocurrencies, GARCH, Mixed Data Sampling, Volatility

6.

Cointegration and Nonlinear Causality Amongst Gold, Oil, and the Indian Stock Market: Evidence from Implied Volatility Indices

Resources Policy, Forthcoming
Number of pages: 17 Posted: 20 Mar 2017
Université Saint Esprit de Kaslik (USEK), Management Development Institute, Management Development Institute (MDI) and Montpellier Business School
Downloads 112 (298,275)
Citation 3

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Implied volatility, gold, crude oil, Indian stock market, cointegration, nonlinear causality

7.

Cryptocurrency returns and economic policy uncertainty: A multicountry analysis using linear and quantile-based models

Number of pages: 34 Posted: 28 Apr 2020 Last Revised: 28 May 2020
University of Otago New Zealand, Xiamen University Malaysia Campus and Université Saint Esprit de Kaslik (USEK)
Downloads 77 (378,175)
Citation 1

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Cryptocurrency; Return Predictability; Economic Policy Uncertainty Index; Safe Haven; Speculative Assets

8.

Is Wine a Good Choice for Investment?

Number of pages: 54 Posted: 01 Mar 2018 Last Revised: 16 Mar 2018
Université Saint Esprit de Kaslik (USEK), University of Pretoria - Department of Economics, Asia University, Department of Finance and Shandong University of Finance and Economics
Downloads 65 (414,674)
Citation 1

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Wine investment; mean-variance portfolio optimization; mean-risk criterion; stochastic dominance; asset classes

9.

Forecasting Bitcoin Returns: Is There a Role for the US–China Trade War?

Journal of Risk, Vol. 23, No. 3, 2021
Number of pages: 20 Posted: 23 Mar 2021
Democritus University of Thrace, Université Saint Esprit de Kaslik (USEK) and University of Pretoria - Department of Economics
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Bitcoin, forecasting, machine learning, US–China trade war

10.

Monetary Policy Uncertainty and Jumps in Advanced Equity Markets

Journal of Risk, Vol. 23, No. 1, October 2020, Pages 101-112
Number of pages: 12 Posted: 07 Jan 2021
Université Saint Esprit de Kaslik (USEK), University of Patras - Business Administration, University of Pretoria - Department of Economics and University of Pretoria
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stock market jumps, monetary policy uncertainty, volatility, causality-in-quantiles, conditional distribution

11.

Trade Uncertainties and the Hedging Abilities of Bitcoin

Economic Notes, Vol. 49, Issue 3, pp. n/a-n/a, 2020
Number of pages: 10 Posted: 09 Oct 2020
Université Saint Esprit de Kaslik (USEK), University of Patras and University of Pretoria - Department of Economics
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Citation 1
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Bitcoin, realised correlation, trade uncertainty, US stock market

12.

Volatility Transmission from Commodity Markets to Sovereign CDS Spreads in Emerging and Frontier Countries

International Review of Financial Analysis, Forthcoming
Posted: 16 Nov 2016
Université Saint Esprit de Kaslik (USEK), University of Houston, Clear Lake and New Mexico State University

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Volatility, commodities, energy commodities, sovereign CDS, emerging markets, frontier countries