What is he best known for?
The fields of study he is best known for:
- Finance
- Econometrics
- Financial economics
Elie Bouri mainly investigates Financial economics, Volatility, Cryptocurrency, Econometrics and Monetary economics.
His work carried out in the field of Financial economics brings together such families of science as Stock market index, Stock market and Commodity.
In general Volatility, his work in Autoregressive conditional heteroskedasticity is often linked to Causal relations linking many areas of study.
His work on Quantile, Conditional dependence and Systematic risk as part of general Econometrics research is often related to Social connectedness, thus linking different fields of science.
The various areas that he examines in his Monetary economics study include Asset allocation and Dominance.
As a part of the same scientific study, Elie Bouri usually deals with the Implied volatility, concentrating on Volatility smile and frequently concerns with Equity.
His most cited work include:
- On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (305 citations)
- Can volume predict Bitcoin returns and volatility? A quantiles-based approach (255 citations)
- Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (223 citations)
What are the main themes of his work throughout his whole career to date?
Elie Bouri mainly focuses on Econometrics, Volatility, Monetary economics, Financial economics and Cryptocurrency.
His work on Quantile, Conditional probability distribution and Granger causality as part of his general Econometrics study is frequently connected to Social connectedness, thereby bridging the divide between different branches of science.
His Volatility study integrates concerns from other disciplines, such as Nonparametric statistics and Equity.
In his study, which falls under the umbrella issue of Monetary economics, Asset allocation, Bond market and Investment is strongly linked to Bond.
The Financial economics study which covers Stock market that intersects with Emerging markets.
In his study, Elie Bouri carries out multidisciplinary Cryptocurrency and Hedge research.
He most often published in these fields:
- Econometrics (54.80%)
- Volatility (38.40%)
- Monetary economics (23.60%)
What were the highlights of his more recent work (between 2020-2021)?
- Econometrics (54.80%)
- Volatility (38.40%)
- Monetary economics (23.60%)
In recent papers he was focusing on the following fields of study:
His scientific interests lie mostly in Econometrics, Volatility, Monetary economics, Cryptocurrency and Social connectedness.
His work deals with themes such as Index and Stock market index, which intersect with Econometrics.
His work carried out in the field of Stock market index brings together such families of science as Quantile regression, Spillover effect and Equity.
The concepts of his Volatility study are interwoven with issues in Capital asset pricing model and Autoregressive model.
His studies in Monetary economics integrate themes in fields like Bond, Financial market, Hedge and Asset allocation.
Elie Bouri usually deals with Realized variance and limits it to topics linked to Portfolio and Implied volatility and Value.
Between 2020 and 2021, his most popular works were:
- Return connectedness across asset classes around the COVID-19 outbreak (18 citations)
- Realised volatility connectedness among Bitcoin exchange markets (15 citations)
- Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities (14 citations)
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