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 0 5 9 157
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 0 3 5 111
Cross-market volatility index with Factor-DCC 0 0 0 0 0 2 2 78
Disentangling Crashes from Tail Events 0 0 0 0 0 0 1 17
Disentangling crashes from tail events 0 0 0 1 0 3 5 28
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 0 3 5 43
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 0 3 3 32
Extreme asymmetric volatility: Stress and aggregate asset prices 0 0 0 0 1 7 8 42
GARCH Option Pricing Under Skew 0 0 1 940 2 4 7 1,889
Le Marché d'Options 0 0 0 0 0 0 0 15
Les effets controversés de la régulation des banques d'investissement et de marchés 0 0 0 0 0 5 6 24
Les modèles de volatilité et d'options 0 0 0 4 0 0 2 104
Leverage vs. Feedback: Which Effect Drives the Equity Market during Stress Periods? 0 0 0 0 1 5 6 18
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 0 24 1 7 7 138
New Developments on the Modigliani-Miller Theorem 0 0 0 0 0 0 2 98
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 0 3 4 52
Spikes and crashes in the oil market 0 0 0 0 2 4 8 55
Systematic Credit Risk: CDX Index Correlation and Extreme Dependence 0 0 0 0 1 1 3 45
The French media campaign in favor of the Treaty Establishing a Constitution for Europe 0 0 0 0 0 1 1 30
The Reactive Volatility Model 0 0 0 32 1 2 6 82
The extreme downside risk of the S&P 500 stock index 0 0 1 8 1 3 4 31
Total Working Papers 0 0 2 1,149 10 61 94 3,089
1 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 12 16 132
An equicorrelation measure for equity, bond, foreign exchange and commodity returns 0 0 0 12 0 2 2 67
Cross-market index with Factor-DCC 0 0 0 12 0 1 7 97
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 1 6 11 106
Cross-market volatility index with Factor-DCC 0 0 0 9 0 4 4 110
Disentangling Crashes from Tail Events 0 0 0 1 0 0 0 26
Do banks satisfy the Modigliani-Miller theorem? 0 0 5 202 2 12 23 705
Financial stress and economic dynamics: The case of France 0 0 0 30 0 6 8 106
Financial stress and economic dynamics: The case of France 0 0 0 32 1 4 6 111
French media bias and the vote on the European constitution 0 0 0 63 0 2 3 209
Geographical diversification with a World Volatility Index 0 0 0 6 1 4 7 92
Leverage v.s. Feedback: Which effect drives the equity market during stress periods ? 0 0 0 9 1 3 5 51
Leverage vs. feedback: Which Effect drives the oil market? 0 0 0 18 1 9 12 113
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 2 4 6 107
Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion 0 0 2 26 0 5 10 107
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 0 2 2 37
Spikes and crashes in the oil market 0 0 0 13 2 9 9 98
Testing the fed and the Graham & Dodd models: asymmetric vs. symmetric adjustment 0 0 0 2 0 0 0 49
The extreme downside risk of the S&P 500 stock index 0 0 0 0 0 5 7 224
The place of gold in the cross-market dependencies 0 0 0 10 1 12 15 121
The reactive volatility model 0 0 0 0 0 4 5 31
Volatility equicorrelation: A cross-market perspective 0 0 0 23 0 3 7 102
Volatility returns with vengeance: Financial markets vs. commodities 0 0 2 43 1 3 11 207
When the U.S. Stock Market Becomes Extreme? 0 0 0 4 1 7 9 96
Total Journal Articles 0 0 9 555 15 119 185 3,104


Statistics updated 2026-03-04