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Details about Elie I. Bouri

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Workplace:Faculté de Gestion et Sciences Commerciales (Faculty of Business and Commercial Sciences), Université du Saint-Esprit de Kaslik (Holy Spirit University of Kaslik), (more information at EDIRC)

Access statistics for papers by Elie I. Bouri.

Last updated 2019-05-07. Update your information in the RePEc Author Service.

Short-id: pbo906


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Working Papers

2019

  1. Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach
    Working Papers, University of Pretoria, Department of Economics Downloads
  2. Movements in International Bond Markets: The Role of Oil Prices
    Working Papers, University of Pretoria, Department of Economics Downloads
  3. Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets
    Working Papers, University of Pretoria, Department of Economics

2018

  1. Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing
    Post-Print, HAL
  2. Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in International Review of Financial Analysis (2019)
  3. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    Post-Print, HAL View citations (8)
    See also Journal Article in International Review of Financial Analysis (2018)
  4. Herding Behaviour in the Cryptocurrency Market
    Working Papers, University of Pretoria, Department of Economics View citations (4)
  5. Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (1)
  6. Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration
    Working Papers, University of Pretoria, Department of Economics Downloads
  7. Spillovers between Bitcoin and other Assets during Bear and Bull Markets
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article in Applied Economics (2018)

2017

  1. Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in The Quarterly Review of Economics and Finance (2018)
  2. Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?
    Post-Print, HAL View citations (5)
    See also Journal Article in Applied Economics (2017)
  3. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
    Post-Print, HAL View citations (23)
    See also Journal Article in Economic Modelling (2017)
  4. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
    Post-Print, HAL View citations (21)
    Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (9)

    See also Journal Article in Finance Research Letters (2017)
  5. Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  6. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  7. Is Wine a Good Choice for Investment?
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in Pacific-Basin Finance Journal (2018)
  8. Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics
  9. Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article in The Quarterly Review of Economics and Finance (2018)
  10. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
    Post-Print, HAL View citations (28)
    See also Journal Article in Finance Research Letters (2017)
  11. Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Resources Policy (2018)
  12. The impact of religious practice on stock returns and volatility
    Post-Print, HAL
    See also Journal Article in International Review of Financial Analysis (2017)
  13. Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices
    Post-Print, HAL View citations (4)
    See also Journal Article in Finance Research Letters (2017)

2016

  1. Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?
    Post-Print, HAL View citations (2)
    See also Journal Article in Journal of Wine Economics (2016)
  3. Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article in International Journal of Finance & Economics (2019)
  4. On the return-volatility relationship in the Bitcoin market around the price crash of 2013
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (12)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2017)
  5. Outside directors and firm performance across family generations in Lebanon
    Post-Print, HAL
    See also Journal Article in International Journal of Business Performance Management (2016)

2013

  1. Board of Directors and Bank Performance: Beyond Agency Theory
    Post-Print, HAL
    See also Journal Article in International Journal of Business Governance and Ethics (2013)
  2. Impact of family involvement in ownership management and direction on financial performance of the Lebanese firms
    Post-Print, HAL Downloads View citations (4)
  3. Pairs Trading comme Arbitrage Statistique à la Bourse de Beyrouth: La Co-intégration entre les Cours des Actions Solidere A et B*
    Post-Print, HAL

2012

  1. Capturing fat tails and modeling volatility of returns on Beirut Stock Exchange
    Post-Print, HAL
  2. Does Board Structure Affect Financial Distress? A Study with Reference to Family Firms in Lebanon
    Post-Print, HAL

Journal Articles

2019

  1. Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
    Review of Quantitative Finance and Accounting, 2019, 52, (3), 901-921 Downloads
  2. Conditional quantiles and tail dependence in the volatilities of gold and silver
    International Economics, 2019, (157), 117-133 Downloads
    Also in International Economics, 2019, 157, (C), 117-133 (2019) Downloads
  3. Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
    International Review of Financial Analysis, 2019, 61, (C), 29-36 Downloads View citations (1)
    See also Working Paper (2018)
  4. Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks
    International Journal of Finance & Economics, 2019, 24, (1), 412-426 Downloads View citations (3)
    See also Working Paper (2016)

2018

  1. Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles
    The Quarterly Review of Economics and Finance, 2018, 69, (C), 297-307 Downloads View citations (6)
    See also Working Paper (2017)
  2. Directional predictability of implied volatility: From crude oil to developed and emerging stock markets
    Finance Research Letters, 2018, 27, (C), 65-79 Downloads View citations (4)
  3. Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model
    Emerging Markets Review, 2018, 34, (C), 124-142 Downloads View citations (7)
  4. Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?
    The Quarterly Review of Economics and Finance, 2018, 68, (C), 23-30 Downloads View citations (1)
  5. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    International Review of Financial Analysis, 2018, 57, (C), 1-12 Downloads View citations (8)
    See also Working Paper (2018)
  6. Is wine a good choice for investment?
    Pacific-Basin Finance Journal, 2018, 51, (C), 171-183 Downloads View citations (6)
    See also Working Paper (2017)
  7. Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach
    The Quarterly Review of Economics and Finance, 2018, 70, (C), 203-213 Downloads View citations (9)
    See also Working Paper (2017)
  8. Oil volatility and sovereign risk of BRICS
    Energy Economics, 2018, 70, (C), 258-269 Downloads View citations (3)
  9. Return and volatility linkages between CO2 emission and clean energy stock prices
    Energy, 2018, 164, (C), 803-810 Downloads View citations (1)
  10. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
    Energy Economics, 2018, 75, (C), 14-27 Downloads View citations (11)
  11. Spillovers between Bitcoin and other assets during bear and bull markets
    Applied Economics, 2018, 50, (55), 5935-5949 Downloads View citations (3)
    See also Working Paper (2018)
  12. Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices
    Resources Policy, 2018, 57, (C), 224-235 Downloads View citations (7)
    See also Working Paper (2017)
  13. The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin
    Economics Bulletin, 2018, 38, (1), 373-382 Downloads View citations (2)

2017

  1. Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?
    Applied Economics, 2017, 49, (50), 5063-5073 Downloads View citations (16)
    See also Working Paper (2017)
  2. Can energy commodity futures add to the value of carbon assets?
    Economic Modelling, 2017, 62, (C), 194-206 Downloads View citations (4)
  3. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
    Economic Modelling, 2017, 64, (C), 74-81 Downloads View citations (55)
    See also Working Paper (2017)
  4. Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism
    International Review of Economics & Finance, 2017, 48, (C), 34-48 Downloads View citations (14)
  5. Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices
    Resources Policy, 2017, 52, (C), 201-206 Downloads View citations (23)
  6. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
    Finance Research Letters, 2017, 23, (C), 87-95 Downloads View citations (51)
    See also Working Paper (2017)
  7. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
    Finance Research Letters, 2017, 20, (C), 192-198 Downloads View citations (75)
    See also Working Paper (2017)
  8. On the return-volatility relationship in the Bitcoin market around the price crash of 2013
    Economics - The Open-Access, Open-Assessment E-Journal, 2017, 11, 1-16 Downloads View citations (17)
    See also Working Paper (2016)
  9. Short- and long-run causality across the implied volatility of crude oil and agricultural commodities
    Economics Bulletin, 2017, 37, (2), Short- and long-run causality across the implied volatility of crude oil and agricultural commodities Downloads View citations (1)
  10. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
    Energy Economics, 2017, 66, (C), 122-139 Downloads View citations (7)
  11. The impact of religious practice on stock returns and volatility
    International Review of Financial Analysis, 2017, 52, (C), 172-189 Downloads View citations (1)
    See also Working Paper (2017)
  12. Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices
    Finance Research Letters, 2017, 23, (C), 23-30 Downloads View citations (6)
    See also Working Paper (2017)
  13. Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
    International Review of Financial Analysis, 2017, 49, (C), 155-165 Downloads View citations (4)

2016

  1. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010
    Energy Economics, 2016, 56, (C), 205-214 Downloads View citations (9)
  2. Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?*
    Journal of Wine Economics, 2016, 11, (2), 233-248 Downloads View citations (3)
    See also Working Paper (2016)
  3. On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters
    Economia Politica: Journal of Analytical and Institutional Economics, 2016, 33, (1), 63-82 Downloads View citations (12)
  4. Outside directors and firm performance across family generations in Lebanon
    International Journal of Business Performance Management, 2016, 17, (2), 147-160 Downloads
    See also Working Paper (2016)
  5. Ownership structure and minority expropriation in Lebanon
    International Journal of Business and Globalisation, 2016, 17, (2), 149-173 Downloads
  6. The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions
    Energies, 2016, 9, (8), 1-12 Downloads View citations (2)
  7. The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes
    Energy Economics, 2016, 57, (C), 78-93 Downloads View citations (41)

2015

  1. A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market
    Energy Policy, 2015, 85, (C), 271-279 Downloads View citations (16)
  2. Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis
    Energy Economics, 2015, 51, (C), 590-598 Downloads View citations (19)
  3. Principal–principal conflicts in Lebanese unlisted family firms
    Journal of Management & Governance, 2015, 19, (2), 461-493 Downloads
  4. Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods
    Energy, 2015, 89, (C), 365-371 Downloads View citations (26)

2014

  1. Do return and volatility traverse the Middle Eastern and North African (MENA) stock markets borders?
    Journal of Economic Studies, 2014, 41, (2), 317-344 Downloads View citations (1)
  2. Israeli-Hezbollah War and Global Financial Crisis in the Middle East and North African Equity Markets
    Journal of Economic Integration, 2014, 29, 1-19 Downloads View citations (4)
  3. On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets
    Journal of Emerging Market Finance, 2014, 13, (3), 279-304 Downloads View citations (1)
  4. The Dynamic Behaviour and Determinants of Linkages among Middle Eastern and North African Stock Exchanges
    Economic Issues Journal Articles, 2014, 19, (1), 1-22 Downloads

2013

  1. Board of directors and bank performance: beyond agency theory
    International Journal of Business Governance and Ethics, 2013, 8, (3), 265-288 Downloads
    See also Working Paper (2013)
  2. Board of directors and financial performance in the Middle East
    International Journal of Business Performance Management, 2013, 14, (3), 274-292 Downloads View citations (2)
  3. Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications
    Economics Bulletin, 2013, 33, (2), 1575-1593 Downloads View citations (2)
  4. Do Fine Wines Blend with Crude Oil? Seizing the Transmission of Mean and Volatility Between Two Commodity Prices*
    Journal of Wine Economics, 2013, 8, (1), 49-68 Downloads View citations (2)

2011

  1. An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange
    Review of Economic and Business Studies, 2011, (8), 259-271 Downloads
 
Page updated 2019-11-13