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Assaf, Ata
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Results 1-19 of 19 (Search time: 0.0 seconds).

Issue DateTitleAuthor(s)
12015Value-at-risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributionsAssaf, Ata 
22017Uncovering 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 
32021True 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
42018Testing for bubbles in the art markets: an empirical investigationAssaf, Ata 
52017The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity marketsAssaf, Ata 
62016Persistence in the returns and volatility of gold prices expressed in different currencies: true or spurious long memoryAssaf, Ata 
72019The oil prices and MENA equity markets: evidence from frequency and nonparametric granger causality testsAssaf, Ata 
81-Jan-2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19Assaf, Ata ; Bhandari, Avishek; Charif, Husni ; Demir, Ender
92016MENA stock market volatility persistence: evidence before and after the financial crisis of 2008Assaf, Ata 
102017Market efficiency in the MENA equity markets: evidence from newly developed tests and regime changeAssaf, Ata ; Charif, Husni 
112017Market efficiency in the arts markets: evidence from unit root tests with a level shift at unknown timeAssaf, Ata 
122021Market 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
132015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
142015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
152021Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19Assaf, Ata ; Charif, Husni ; Demir, Ender
162018Identifying market inefficiency in the art markets: evidence from spectral and entropy measures,Assaf, Ata 
172021Fractal connectivity networks of select stock returns exhibiting long range dependenceAssaf, Ata 
182021Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?Assaf, Ata 
192021Dynamic connectedness between uncertainty and energy markets: do investor sentiments matter?Assaf, Ata ; Charif, Husni ; Mokni, Khaled