Browsing by Author Assaf, Ata

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Showing results 35 to 46 of 46 < previous 
Issue DateTitleAuthor(s)
2015Reits analysis and bubbles detection in five major countries : U.S., U.K., Japan, Australia and Hong KongHaykal, Nayla; Batach, Mira
2017The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity marketsAssaf, Ata 
2020A study on the efficiency of the cryptocurrency markets using quantile regression and other efficiency measuresDahdah, Amin; Abboud, Naval
2019A study on the efficiency of the European stock market using quantile regressionFadel, Jessica; Abi Saab, Samer
2018Testing for bubbles in the art markets: an empirical investigationAssaf, Ata 
2022True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methodsAssaf, Ata ; Gil-Alana, Luis Alberiko; Mokni, Khaled
2017Uncovering frequency domain causality between gold and the stock markets of China and India: evidence from implied volatility indicesBouri, Elie; Roubaud, David; Jammazi, Rania; Assaf, Ata 
2016Using the Toda and Yamamoto approach to test for granger causality between two sectors : the energy sector and non-energy sectorAzar, Helena Al; Shahda, Sabine
15-Jan-2022Using transfer entropy to measure information flows between cryptocurrenciesAssaf, Ata ; Bilgin, Mehmet Huseyin; Demir, Ender
2015Value-at-risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributionsAssaf, Ata 
2019VAR of VaR : the case of cryptocurrencies and financial marketsMouallem, Anthony
2022When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemicAl-Shboul, Mohammad; Assaf, Ata ; Mokni, Khaled