Browsing by Author "Bouri, Elie"

Now showing items 1-4 of 4

    • Co-movement across european stock and real estate markets 

      Abuzayed, Bana; Al-Fayoumi, Nedal; Bouri, Elie ( Elsevier , 2020 , Article)
      This study questions the reliability of securitized real estate investment trusts (REITs) for reducing risk in European stock investment portfolio during the global and European crisis periods. It considers co-movement and ...

    • Decomposed oil price shocks and GCC stock market sector returns and volatility 

      Nedal, Al-Fayoumi; Bouri, Elie; Abuzayed, Bana ( Elsevier B.V. , 2023 , Article)
      This study investigates dynamic mean and tail-based connectedness between decomposed oil price shocks (demand shock, supply shock, and risk shock) and Gulf Cooperation Council (GCC) stock returns and volatility at the ...

    • Hedging UK stock portfolios with gold and oil: The impact of Brexit 

      Abuzayed, Bana; Al-Fayoumi, Nedal; Bouri, Elie ( Elsevier , 2022 , Article)
      The purpose of this paper is to examine dynamic co-movements and portfolio management strategies between UK stock indices (aggregate market index and sector indices) and each of gold and crude oil futures markets, during ...

    • Systemic risk spillover across global and country stock markets during the COVID-19 pandemic 

      Abuzayed, Bana; Bouri, Elie; Al-Fayoumi, Nedal; Jalkh, Naji ( Elsevier , 2021 , Article)
      Uncovering the tail risk spillover among global financial markets helps provide a more comprehensive understanding of the information transmission in extreme market conditions such as the COVID-19 outbreak. In this paper, ...