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Browsing Research Articles (Economics) by Subject "Equities"

Now showing items 1-2 of 2

Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?

Fang, Libing; Bouri, Elie; Gupta, Rangan; Roubaud, David (Elsevier, 2019-01)

We assess whether the long-run volatilities of Bitcoin, global equities, commodities, and bonds are affected by global economic policy uncertainty. Empirical results provide evidence supporting this hypothesis, except in ...
Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach

Bouri, Elie; Gupta, Rangan; Wang, Shixuan (Wiley, 2022-04)

In this paper, we analyze contagion over the daily period of January 1, 1998 to September 13, 2018 between Real Estate Investments Trusts (REITs) and the equity markets of 19 countries, which are at their different stages ...

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