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Jumps in geopolitical risk and the cryptocurrency market : the singularity of Bitcoin
Bouri, Elie
;
Gupta, Rangan
;
Vo, Xuan Vinh
(
Routledge
,
2022
)
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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Author
Bouri, Elie (3)
Gupta, Rangan (3)
Fang, Libing (1)
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Salisu, Afees A. (1)
Vo, Xuan Vinh (1)
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Generalized autoregressive conditional heteroskedasticity (GARCH) (3)
Mixed data sampling (MIDAS) (2)
SDG-08: Decent work and economic growth (2)
Bitcoin (1)
Climate change news (CCN) (1)
Climate policy uncertainty (CPU) (1)
Climate risk factors (1)
Conditional volatility (1)
Cryptocurrencies (1)
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