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

Refined By:
Type:  Journal Article

Results 1-20 of 23 (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 
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
62017The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity marketsAssaf, Ata 
71-Apr-2024Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approachYousaf, Imran; Assaf, Ata ; Demir, Ender
82016MENA stock market volatility persistence: evidence before and after the financial crisis of 2008Assaf, Ata 
92017Market efficiency in the MENA equity markets: evidence from newly developed tests and regime changeAssaf, Ata ; Charif, Husni 
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
11Jan-2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19Assaf, Ata ; Mokni, Khaled; Yousaf, Imran; Bhandari, Avishek
122015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
131-Jan-2023Long Memory and Change in Persistence in the Rare Earth Market IndexAssaf, Ata ; Mokni, Khaled; Gil-Alana, Luis Alberiko
14Jun-2022Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19Assaf, Ata ; Charif, Husni ; Demir, Ender
151-May-2024Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysisAssaf, Ata ; Demir, Ender; Mokni, Khaled
167-Jun-2022The effects of economic policy uncertainty on the US REITs ETFs: A quantile analysisCharif, Husni ; Assaf, Ata ; Demir, Ender; Mokni, Khaled
172021Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?Assaf, Ata 
182021Dynamic connectedness between uncertainty and energy markets: do investor sentiments matter?Assaf, Ata ; Charif, Husni ; Mokni, Khaled
191-Jan-2024Dynamic connectedness between energy markets and the Brazilian cash market: An empirical analysis pre- and post-COVID-19Palazzi, Rafael Baptista; Assaf, Ata ; Klotzle, Marcelo Cabus
20Jan-2023Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemicAl-Shboul, Mohammad; Assaf, Ata ; Mokni, Khaled