Elie Bouri

Université Saint Esprit de Kaslik (USEK)

KASLIK

Lebanon

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 22,482

SSRN RANKINGS

Top 22,482

in Total Papers Downloads

2,122

SSRN CITATIONS

37

CROSSREF CITATIONS

50

Scholarly Papers (8)

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 807 (29,654)
Citation 13

Abstract:

Loading...

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 424 (68,395)
Citation 7

Abstract:

Loading...

Bitcoin, Volume, Returns, Volatility, Nonparametric Quantile Causality

3.

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 308 (98,785)
Citation 9

Abstract:

Loading...

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

4.

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 283 (108,225)
Citation 12

Abstract:

Loading...

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

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: 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 174 (173,680)
Citation 2

Abstract:

Loading...

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 83 (300,952)

Abstract:

Loading...

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 43 (416,314)
Citation 1

Abstract:

Loading...

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

8.

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

Abstract:

Loading...

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