Showing results 44 to 60 of 60
< previous
| Issue Date | Title | Author(s) |
| 2023 | Rare earth markets and clean energy : connectedness and the impact of COVID-19 outbreak | Ibrahim, Myriam |
| 2015 | Reits analysis and bubbles detection in five major countries : U.S., U.K., Japan, Australia and Hong Kong | Haykal, Nayla; Batach, Mira |
| 1-Apr-2024 | Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach | Yousaf, Imran; Assaf, Ata ; Demir, Ender |
| 2023 | Risk and values of NFTs : a VaR Study | Aoude, George; Masri, Anjy El; Ezzedine, Elissar |
| 2023 | Risk measures in renewable energy sector using extreme value theory | Ibrahim, Aya |
| 2017 | The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets | Assaf, Ata |
| 2020 | A study on the efficiency of the cryptocurrency markets using quantile regression and other efficiency measures | Dahdah, Amin; Abboud, Naval |
| 2019 | A study on the efficiency of the European stock market using quantile regression | Fadel, Jessica; Abi Saab, Samer |
| 2018 | Testing for bubbles in the art markets: an empirical investigation | Assaf, Ata |
| Sep-2022 | True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods | Assaf, Ata ; Gil-Alana, Luis Alberiko; Mokni, Khaled |
| 2017 | Uncovering frequency domain causality between gold and the stock markets of China and India: evidence from implied volatility indices | Bouri, Elie; Roubaud, David; Jammazi, Rania; Assaf, Ata |
| 2016 | Using the Toda and Yamamoto approach to test for granger causality between two sectors : the energy sector and non-energy sector | Azar, Helena Al; Shahda, Sabine |
| 15-Jan-2022 | Using transfer entropy to measure information flows between cryptocurrencies | Assaf, Ata ; Bilgin, Mehmet Huseyin; Demir, Ender |
| 2015 | Value-at-risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributions | Assaf, Ata |
| 2019 | VAR of VaR : the case of cryptocurrencies and financial markets | Mouallem, Anthony |
| 1-Jan-2024 | What drives the return and volatility spillover between DeFis and cryptocurrencies? | Assaf, Ata ; Demir, Ender; Ersan, Oguz |
| Oct-2022 | When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic | Al-Shboul, Mohammad; Assaf, Ata ; Mokni, Khaled |
