Department of Business Administration
Organization name
Department of Business Administration
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Results 1-3 of 3 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | |
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1 | 2017 | Market efficiency in the MENA equity markets: evidence from newly developed tests and regime change | Assaf, Ata ; Charif, Husni |
2 | 2017 | The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets | Assaf, Ata |
3 | 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 |