Faculty of Business and Management

Organization name
Faculty of Business and Management

OrgUnit's Researchers publications
(Dept/Workgroup Publication)

Results 1-20 of 22 (Search time: 0.0 seconds).

Issue DateTitleAuthor(s)
12021Dynamic connectedness between uncertainty and energy markets: do investor sentiments matter?Assaf, Ata ; Charif, Husni ; Mokni, Khaled
22021Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?Assaf, Ata 
32022The effects of economic policy uncertainty on the US REITs ETFs: A quantile analysisCharif, Husni ; Assaf, Ata ; Demir, Ender; Mokni, Khaled
42021Fractal connectivity networks of select stock returns exhibiting long range dependenceAssaf, Ata 
52018Identifying market inefficiency in the art markets: evidence from spectral and entropy measures,Assaf, Ata 
62022Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19Assaf, Ata ; Charif, Husni ; Demir, Ender
72015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
82015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
92021Market efficiency in the arts markets using a combination of long memory, fractal dimension, and approximate entropy measures,Assaf, Ata ; Kristoufek, L; Demir, E; Mitra, S.K
102017Market efficiency in the arts markets: evidence from unit root tests with a level shift at unknown timeAssaf, Ata 
112017Market efficiency in the MENA equity markets: evidence from newly developed tests and regime changeAssaf, Ata ; Charif, Husni 
122016MENA stock market volatility persistence: evidence before and after the financial crisis of 2008Assaf, Ata 
131-Jan-2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19Assaf, Ata ; Bhandari, Avishek; Charif, Husni ; Demir, Ender
142019The oil prices and MENA equity markets: evidence from frequency and nonparametric granger causality testsAssaf, Ata 
152016Persistence in the returns and volatility of gold prices expressed in different currencies: true or spurious long memoryAssaf, Ata 
162017The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity marketsAssaf, Ata 
172018Testing for bubbles in the art markets: an empirical investigationAssaf, Ata 
182021True 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
192017Uncovering 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 
2015-Jan-2022Using transfer entropy to measure information flows between cryptocurrenciesAssaf, Ata ; Bilgin, Mehmet Huseyin; Demir, Ender