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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 32 (Search time: 0.0 seconds).

Issue DateTitleAuthor(s)
11-Jan-2024What drives the return and volatility spillover between DeFis and cryptocurrencies?Assaf, Ata ; Demir, Ender; Ersan, Oguz
22015Value-at-risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributionsAssaf, Ata 
315-Jan-2022Using 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 
5Sep-2022True 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 
81-Apr-2024Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approachYousaf, Imran; Assaf, Ata ; Demir, Ender
92016Persistence in the returns and volatility of gold prices expressed in different currencies: true or spurious long memoryAssaf, Ata 
102019The oil prices and MENA equity markets: evidence from frequency and nonparametric granger causality testsAssaf, Ata 
11Jul-2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19Assaf, Ata ; Bhandari, Avishek; Charif, Husni ; Demir, Ender
122016MENA stock market volatility persistence: evidence before and after the financial crisis of 2008Assaf, Ata 
132017Market efficiency in the MENA equity markets: evidence from newly developed tests and regime changeAssaf, Ata ; Charif, Husni 
142017Market efficiency in the arts markets: evidence from unit root tests with a level shift at unknown timeAssaf, Ata 
152021Market 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
16Jan-2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19Assaf, Ata ; Mokni, Khaled; Yousaf, Imran; Bhandari, Avishek
172015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
182015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
191-Jan-2023Long Memory and Change in Persistence in the Rare Earth Market IndexAssaf, Ata ; Mokni, Khaled; Gil-Alana, Luis Alberiko
20Jun-2022Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19Assaf, Ata ; Charif, Husni ; Demir, Ender