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Showing 10 out of a total of 10 results for collection: Research Articles (University of Pretoria).
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The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
(
SpringerOpen
,
2023-03
)
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Renee
;
Gupta, Rangan
;
Nielsen, Joshua
;
Bouri, Elie
(
Elsevier
,
2023-06
)
Contagious diseases and gold : over 700 years of evidence from quantile regressions
Bouri, Elie
;
Gupta, Rangan
;
Nel, Jacobus
;
Shiba, Sisa
(
Elsevier
,
2022-12
)
Herding in international REITs markets around the COVID-19 pandemic
Lesame, Keagile
;
Ngene, Geoffrey M.
;
Gupta, Rangan
;
Bouri, Elie
(
Elsevier
,
2024-01
)
Global geopolitical risk and inflation spillovers across European and North American economies
Bouri, Elie
;
Gabauer, David
;
Gupta, Rangan
(
Elsevier
,
2023-10
)
High-frequency movements of the term structure of US interest rates : the role of oil market uncertainty
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
;
Subramaniam, Sowmya
(
Infopro Digital Services
,
2022
)
Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
Yousaf, Imran
;
Plakandaras, Vasilios
;
Bouri, Elie
;
Gupta, Rangan
(
Elsevier
,
2023-01
)
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
(
Elsevier
,
2022-10
)
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
(
Elsevier
,
2023-04
)
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
(
Elsevier
,
2023-08
)
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Bouri, Elie (10)
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SDG-08: Decent work and economic growth (10)
Coronavirus disease 2019 (COVID-19) (3)
COVID-19 pandemic (3)
COVID-19 outbreak (2)
Forecasting (2)
Generalized autoregressive conditional heteroskedasticity (GARCH) (2)
Mixed data sampling (MIDAS) (2)
Real estate investment trusts (REITs) (2)
United States (US) (2)
Bitcoin (1)
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2024 (1)
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