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Department of Business Administration

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Department of Business Administration
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OrgUnit's Researchers publications
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Date Issued:  [2010 TO 2019]
Author:  Assaf, Ata

Results 1-12 of 12 (Search time: 0.0 seconds).

Issue DateTitleAuthor(s)
12018Identifying market inefficiency in the art markets: evidence from spectral and entropy measures,Assaf, Ata 
22015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
32015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
42017Market efficiency in the arts markets: evidence from unit root tests with a level shift at unknown timeAssaf, Ata 
52017Market efficiency in the MENA equity markets: evidence from newly developed tests and regime changeAssaf, Ata ; Charif, Husni 
62016MENA stock market volatility persistence: evidence before and after the financial crisis of 2008Assaf, Ata 
72019The oil prices and MENA equity markets: evidence from frequency and nonparametric granger causality testsAssaf, Ata 
82016Persistence in the returns and volatility of gold prices expressed in different currencies: true or spurious long memoryAssaf, Ata 
92017The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity marketsAssaf, Ata 
102018Testing for bubbles in the art markets: an empirical investigationAssaf, Ata 
112017Uncovering 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 
122015Value-at-risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributionsAssaf, Ata