UOBScholar Hub

UOB Libraries created the UOBScholar Hub, an Institutional Repository (IR) for archiving and collecting all the research output of the UOB community. It aims to improve the visibility, usage and impact of research conducted at UOB. Materials included are: academic journal articles, conference papers and presentations, books and book chapters, ongoing research papers, reports and patents.

Submit your Publication

Department of Business Administration

View Statistics Email Alert RSS Feed

Card

Organization name

Department of Business Administration

Parent OrgUnit

Faculty of Business and Management

OrgUnit's Researchers publications
(Dept/Workgroup Publication)

Author

Subject

Date issued

Type

Refined By:

Author: Assaf, Ata

Results 21-32 of 32 (Search time: 0.0 seconds).

1
2

	Issue Date	Title	Author(s)
21	Jul-2022	Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19	Assaf, Ata ; Bhandari, Avishek; Charif, Husni ; Demir, Ender
22	2019	The oil prices and MENA equity markets: evidence from frequency and nonparametric granger causality tests	Assaf, Ata
23	2016	Persistence in the returns and volatility of gold prices expressed in different currencies: true or spurious long memory	Assaf, Ata
24	1-Apr-2024	Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach	Yousaf, Imran; Assaf, Ata ; Demir, Ender
25	2017	The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets	Assaf, Ata
26	2018	Testing for bubbles in the art markets: an empirical investigation	Assaf, Ata
27	Sep-2022	True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods	Assaf, Ata ; Gil-Alana, Luis Alberiko; Mokni, Khaled
28	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
29	15-Jan-2022	Using transfer entropy to measure information flows between cryptocurrencies	Assaf, Ata ; Bilgin, Mehmet Huseyin; Demir, Ender
30	2015	Value-at-risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributions	Assaf, Ata
31	1-Jan-2024	What drives the return and volatility spillover between DeFis and cryptocurrencies?	Assaf, Ata ; Demir, Ender; Ersan, Oguz
32	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

1
2