Browsing by Author Assaf, Ata
Showing results 57 to 60 of 60
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Issue Date | Title | Author(s) |
---|---|---|
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 |