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Assaf, Ata

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General

Full Name
Assaf, Ata
Title
Professor
Category
Full time faculty
 
Department
 
Faculty
 
UOB Email
 
UOB Author ID
A02046
 
Campus
Koura
 
UOB join date
01-10-2012
 
Phone Extension
3864
 

Publications

Results 1-20 of 26 (Search time: 0.0 seconds).

Issue DateTitleAuthor(s)
12022When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemicAl-Shboul, Mohammad; Assaf, Ata ; Mokni, Khaled
22015Value-at-risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributionsAssaf, Ata 
32022Using transfer entropy to measure information flows between cryptocurrenciesAssaf, Ata ; Bilgin, Mehmet Huseyin; Demir, Ender
42017Uncovering 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 
52022True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methodsAssaf, Ata ; Gil-Alana, Luis Alberiko; Mokni, Khaled
62018Testing for bubbles in the art markets: an empirical investigationAssaf, Ata 
72017The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity marketsAssaf, Ata 
82016Persistence in the returns and volatility of gold prices expressed in different currencies: true or spurious long memoryAssaf, Ata 
92019The oil prices and MENA equity markets: evidence from frequency and nonparametric granger causality testsAssaf, Ata 
102022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19Assaf, Ata ; Bhandari, Avishek; Charif, Husni ; Demir, Ender
112016MENA stock market volatility persistence: evidence before and after the financial crisis of 2008Assaf, Ata 
122017Market efficiency in the MENA equity markets: evidence from newly developed tests and regime changeAssaf, Ata ; Charif, Husni 
132017Market efficiency in the arts markets: evidence from unit root tests with a level shift at unknown timeAssaf, Ata 
142021Market efficiency in the arts markets using a combination of long memory, fractal dimension, and approximate entropy measures,Assaf, Ata ; Kristoufek, L; Demir, E; Mitra, S.K
15Jan-2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19Assaf, Ata ; Mokni, Khaled; Yousaf, Imran; Bhandari, Avishek
162015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
172015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
182022Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19Assaf, Ata ; Charif, Husni ; Demir, Ender
192018Identifying market inefficiency in the art markets: evidence from spectral and entropy measures,Assaf, Ata 
202021Fractal connectivity networks of select stock returns exhibiting long range dependenceAssaf, Ata