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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

Nonstationarity in real exchange rates using unit root tests with a level shift at unknown tim

Assaf, Ata - In: International review of economics & finance : IREF 17 (2008) 2, pp. 269-278

Persistent link: https://www.econbiz.de/10003749755

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

MENA stock market volatility persistence : evidence before and after the financial crisis of 2008

Assaf, Ata - In: Research in international business and finance 36 (2016), pp. 222-240

Persistent link: https://www.econbiz.de/10011594406

The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets

Assaf, Ata - In: Journal of mathematical finance 7 (2017) 2, pp. 491-512

Persistent link: https://www.econbiz.de/10011674013

Testing for bubbles in the art markets : an empirical investigation

Assaf, Ata - In: Economic modelling 68 (2018), pp. 340-355

Persistent link: https://www.econbiz.de/10011935384

Extreme observations and risk assessment in the equity markets of MENA region : tail measures and Value-at-Risk

Assaf, Ata - In: International review of financial analysis 18 (2009) 3, pp. 109-116

Persistent link: https://www.econbiz.de/10003880019

Detecting and Date-Stamping Bubbles in Fan Tokens

Assaf, Ata; Demir, Ender; Ersan, Oguz - 2023

We focus on the existence of bubbles in fan tokens, utilizing the Supremum Augmented Dickey-Fuller (SADF) and Generalized Supremum Augmented Dickey-Fuller (GSADF) tests. We use daily closing prices of the top 20 fan tokens according to their market capitalization, along with Bitcoin, Ethereum,...

Persistent link: https://www.econbiz.de/10014355692

COVID-19 and information flow between cryptocurrencies, and conventional financial assets

Assaf, Ata; Mokni, Khaled; Youssef, Manel - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 73-81

Persistent link: https://www.econbiz.de/10014428180

A two-stage approach to efficiency modeling : an application to the Australian hospital food production industry

Assaf, Ata; Matawie, K. M. - In: Journal of hospitality & tourism research : JHTR ; the … 33 (2009) 3, pp. 284-304

Persistent link: https://www.econbiz.de/10003879479