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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
)
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
)
Global geopolitical risk and inflation spillovers across European and North American economies
Bouri, Elie
;
Gabauer, David
;
Gupta, Rangan
(
Elsevier
,
2023-10
)
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
)
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Author
Bouri, Elie (6)
Gupta, Rangan (6)
Salisu, Afees A. (2)
Fang, Libing (1)
Gabauer, David (1)
Li, Haohua (1)
Nielsen, Joshua (1)
Plakandaras, Vasilios (1)
Van Eyden, Renee (1)
Yousaf, Imran (1)
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SDG-08: Decent work and economic growth (6)
Generalized autoregressive conditional heteroskedasticity (GARCH) (2)
Mixed data sampling (MIDAS) (2)
Bitcoin (1)
Bitcoin prices (1)
Business and consumer confidence (1)
Climate change news (CCN) (1)
Climate policy uncertainty (CPU) (1)
Climate risk factors (1)
Conditional volatility (1)
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Date Issued
2023 (6)
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