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Assaf, Ata
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Results 1-16 of 16 (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 
32018Testing for bubbles in the art markets : An empirical investigationAssaf, Ata 
42017The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity MarketsAssaf, Ata 
52016Persistence in the Returns and Volatility of Gold Prices Expressed in Different Currencies: True or Spurious Long MemoryAssaf, Ata 
62019The Oil Prices and MENA Equity Markets: Evidence from Frequency and Nonparametric Granger Causality TestsAssaf, Ata 
72016MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008Assaf, Ata 
82017Market Efficiency in the MENA Equity Markets : Evidence from Newly Developed Tests and Regime ChangeAssaf, Ata ; Charif, Husni 
92017Market Efficiency in the Arts Markets: Evidence from Unit Root Tests with a Level Shift at Unknown TimeAssaf, Ata 
102021Market 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
112015Long Memory and Level Shifts in REITS Returns and VolatilityAssaf, Ata 
122015Long Memory and Level Shifts in REITS Returns and VolatilityAssaf, Ata 
132018Identifying Market Inefficiency in the Art Markets: Evidence from Spectral and Entropy Measures,Assaf, Ata 
142021Fractal Connectivity Networks of Select Stock Returns Exhibiting Long Range DependenceAssaf, Ata 
152021Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?Assaf, Ata 
162021Dynamic Connectedness between Uncertainty and Energy Markets: Do Investor Sentiments Matter?Assaf, Ata ; Charif, Husni ; Mokni, Khaled