Elie Bouri

Université Saint Esprit de Kaslik (USEK)

KASLIK

Lebanon

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 21,125

SSRN RANKINGS

Top 21,125

in Total Papers Downloads

2,482

SSRN CITATIONS

78

CROSSREF CITATIONS

51

Scholarly Papers (9)

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 946 (25,810)
Citation 23

Abstract:

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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 455 (68,215)
Citation 17

Abstract:

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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 350 (93,100)
Citation 29

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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 340 (95,889)
Citation 10

Abstract:

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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
Number of pages: 26 Posted: 27 Jun 2018 Last Revised: 19 Sep 2019
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 215 (154,174)
Citation 3

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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 97 (292,782)
Citation 2

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

7.

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 55 (401,965)
Citation 1

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

8.

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 Waikato New Zealand, Xiamen University Malaysia Campus and Université Saint Esprit de Kaslik (USEK)
Downloads 24 (538,625)

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

9.

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