1. UOBScholar Hub

Assaf, Ata

Network Lab View Statistics Email Alert RSS Feed

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 31 (Search time: 0.0 seconds).

Issue DateTitleAuthor(s)
1Oct-2022When 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
21-Jan-2024What drives the return and volatility spillover between DeFis and cryptocurrencies?Assaf, Ata ; Demir, Ender; Ersan, Oguz
32015Value-at-risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributionsAssaf, Ata 
415-Jan-2022Using transfer entropy to measure information flows between cryptocurrenciesAssaf, Ata ; Bilgin, Mehmet Huseyin; Demir, Ender
52017Uncovering 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 
6Sep-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
72018Testing for bubbles in the art markets: an empirical investigationAssaf, Ata 
82017The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity marketsAssaf, Ata 
91-Apr-2024Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approachYousaf, Imran; Assaf, Ata ; Demir, Ender
102016Persistence in the returns and volatility of gold prices expressed in different currencies: true or spurious long memoryAssaf, Ata 
112019The oil prices and MENA equity markets: evidence from frequency and nonparametric granger causality testsAssaf, Ata 
12Jul-2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19Assaf, Ata ; Bhandari, Avishek; Charif, Husni ; Demir, Ender
132016MENA stock market volatility persistence: evidence before and after the financial crisis of 2008Assaf, Ata 
142017Market efficiency in the MENA equity markets: evidence from newly developed tests and regime changeAssaf, Ata ; Charif, Husni 
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 
19Jun-2022Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19Assaf, Ata ; Charif, Husni ; Demir, Ender
202018Identifying market inefficiency in the art markets: evidence from spectral and entropy measures,Assaf, Ata