Access Statistics for Sofiane Aboura

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Alternative Model to Basel Regulation 0 0 0 92 1 2 11 160
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 0 1 10 116
Cross-market volatility index with Factor-DCC 0 0 0 0 1 1 7 83
Disentangling Crashes from Tail Events 0 0 0 0 0 0 1 17
Disentangling crashes from tail events 0 0 0 1 0 0 4 28
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 0 0 3 43
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 0 0 3 32
Extreme asymmetric volatility: Stress and aggregate asset prices 0 0 0 0 0 0 11 45
GARCH Option Pricing Under Skew 0 0 0 940 0 2 10 1,894
Le Marché d'Options 0 0 0 0 0 0 1 16
Les modèles de volatilité et d'options 0 0 0 4 0 0 0 104
Leverage vs. Feedback: Which Effect Drives the Equity Market during Stress Periods? 0 0 0 0 0 0 5 18
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 0 24 0 1 15 146
New Developments on the Modigliani-Miller Theorem 0 0 0 0 0 0 4 100
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 0 1 8 56
Spikes and crashes in the oil market 0 0 0 0 0 0 7 55
Systematic Credit Risk: CDX Index Correlation and Extreme Dependence 0 0 0 0 0 0 7 49
The French media campaign in favor of the Treaty Establishing a Constitution for Europe 0 0 0 0 0 0 2 31
The Reactive Volatility Model 0 0 0 32 1 2 12 88
The extreme downside risk of the S&P 500 stock index 0 0 1 8 0 0 6 33
Total Working Papers 0 0 1 1,149 3 10 127 3,114
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A cross-volatility index for hedging the country risk 0 0 0 19 1 2 18 135
An equicorrelation measure for equity, bond, foreign exchange and commodity returns 0 0 0 12 0 0 5 70
Cross-market index with Factor-DCC 0 0 0 12 1 4 10 102
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 2 4 17 112
Cross-market volatility index with Factor-DCC 0 0 0 9 0 1 11 117
Disentangling Crashes from Tail Events 0 0 0 1 1 1 4 30
Do banks satisfy the Modigliani-Miller theorem? 0 0 3 204 0 2 23 711
Financial stress and economic dynamics: The case of France 0 0 0 32 0 0 7 112
Financial stress and economic dynamics: The case of France 0 0 0 30 0 1 16 114
French media bias and the vote on the European constitution 0 0 0 63 2 2 7 213
Geographical diversification with a World Volatility Index 0 0 0 6 0 2 11 96
Leverage v.s. Feedback: Which effect drives the equity market during stress periods ? 0 0 0 9 1 1 5 53
Leverage vs. feedback: Which Effect drives the oil market? 0 0 0 18 0 1 17 118
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 1 1 8 109
Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion 0 1 3 28 0 4 23 123
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 0 0 3 38
Spikes and crashes in the oil market 0 0 0 13 0 4 19 108
Testing the fed and the Graham & Dodd models: asymmetric vs. symmetric adjustment 0 0 0 2 1 1 1 50
The extreme downside risk of the S&P 500 stock index 0 0 0 0 0 2 9 226
The place of gold in the cross-market dependencies 0 0 1 11 0 3 21 128
The reactive volatility model 0 0 0 0 0 0 7 33
Volatility equicorrelation: A cross-market perspective 0 0 0 23 2 2 8 104
Volatility returns with vengeance: Financial markets vs. commodities 0 0 2 43 0 3 16 213
When the U.S. Stock Market Becomes Extreme? 0 0 0 4 2 2 13 100
Total Journal Articles 0 1 9 560 14 43 279 3,215

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Statistics updated 2026-08-07