Department of Business Administration
Organization name
Department of Business Administration
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Results 1-7 of 7 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | |
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1 | 2015 | Long memory and level shifts in REITS returns and volatility | Assaf, Ata |
2 | 2017 | Market efficiency in the MENA equity markets: evidence from newly developed tests and regime change | Assaf, Ata ; Charif, Husni |
3 | 2016 | MENA stock market volatility persistence: evidence before and after the financial crisis of 2008 | Assaf, Ata |
4 | 2017 | The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets | Assaf, Ata |
5 | 2018 | Testing for bubbles in the art markets: an empirical investigation | Assaf, Ata |
6 | 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 |
7 | 2015 | Value-at-risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributions | Assaf, Ata |