Department of Business Administration
Organization name
Department of Business Administration
Parent OrgUnit
OrgUnit's Researchers publications
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Results 21-25 of 25 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | |
---|---|---|---|
21 | 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 |
22 | 15-Jan-2022 | Using transfer entropy to measure information flows between cryptocurrencies | Assaf, Ata ; Bilgin, Mehmet Huseyin; Demir, Ender |
23 | 2015 | Value-at-risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributions | Assaf, Ata |
24 | 1-Jan-2024 | What drives the return and volatility spillover between DeFis and cryptocurrencies? | Assaf, Ata ; Demir, Ender; Ersan, Oguz |
25 | 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 |