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Transmission of stock price movements : the case of GCC stock markets
Assaf, Ata - In: Review of Middle East economics and finance 1 (2003) 2, pp. 171-189
Persistent link: https://www.econbiz.de/10001802858
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Long memory in international equity markets : revisited
Assaf, Ata - In: Applied financial economics letters 4 (2008) 4/6, pp. 433-437
Persistent link: https://www.econbiz.de/10003808314
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Nonparametric and semiparametric estimates of long memory in some Middle Eastern equity markets
Assaf, Ata - In: Global review of business and economic research 1 (2005) 1, pp. 51-64
Persistent link: https://www.econbiz.de/10003629301
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Long memory and level shifts in REITs returns and volatility
Assaf, Ata - In: International review of financial analysis 42 (2015), pp. 172-182
Persistent link: https://www.econbiz.de/10011573409
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Long-range dependence in the returns and volatility of the Brazilian stock market
Assaf, Ata; Cavalcante, Jorge - In: European review of economics and finance 3 (2004) 4, pp. 5-22
Persistent link: https://www.econbiz.de/10002401411
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Value-at-Risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributions
Assaf, Ata - In: Journal of multinational financial management 29 (2015), pp. 30-45
Persistent link: https://www.econbiz.de/10011539511
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Connectedness among fan tokens and stocks of football clubs
Ersan, Oguz; Demir, Ender; Assaf, Ata - In: Research in international business and finance 63 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10014248972
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What drives the return and volatility spillover between DeFis and cryptocurrencies?
Assaf, Ata; Demir, Ender; Ersan, Oguz - 2025
Persistent link: https://www.econbiz.de/10015375256