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 2 6 152
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 1 3 3 109
Cross-market volatility index with Factor-DCC 0 0 0 0 0 0 0 76
Disentangling Crashes from Tail Events 0 0 0 0 0 1 1 17
Disentangling crashes from tail events 0 0 0 1 0 1 3 25
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 0 0 2 40
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 2 2 2 31
Extreme asymmetric volatility: Stress and aggregate asset prices 0 0 0 0 4 5 5 39
GARCH Option Pricing Under Skew 0 0 1 940 0 0 3 1,885
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 1 2 2 20
Les modèles de volatilité et d'options 0 0 0 4 0 0 3 104
Leverage vs. Feedback: Which Effect Drives the Equity Market during Stress Periods? 0 0 0 0 0 0 1 13
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 0 24 1 1 2 132
New Developments on the Modigliani-Miller Theorem 0 0 0 0 0 1 2 98
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 1 2 2 50
Spikes and crashes in the oil market 0 0 0 0 1 3 5 52
Systematic Credit Risk: CDX Index Correlation and Extreme Dependence 0 0 0 0 0 2 2 44
The French media campaign in favor of the Treaty Establishing a Constitution for Europe 0 0 0 0 0 0 0 29
The Reactive Volatility Model 0 0 0 32 0 2 4 80
The extreme downside risk of the S&P 500 stock index 0 0 1 8 0 0 1 28
Total Working Papers 0 0 2 1,149 11 27 49 3,039
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 4 7 9 124
An equicorrelation measure for equity, bond, foreign exchange and commodity returns 0 0 0 12 0 0 0 65
Cross-market index with Factor-DCC 0 0 0 12 0 4 6 96
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 2 6 7 102
Cross-market volatility index with Factor-DCC 0 0 0 9 3 3 3 109
Disentangling Crashes from Tail Events 0 0 0 1 0 0 0 26
Do banks satisfy the Modigliani-Miller theorem? 0 0 5 202 5 7 18 698
Financial stress and economic dynamics: The case of France 0 0 0 30 4 6 8 104
Financial stress and economic dynamics: The case of France 0 0 1 32 3 5 9 110
French media bias and the vote on the European constitution 0 0 0 63 2 3 3 209
Geographical diversification with a World Volatility Index 0 0 0 6 2 5 5 90
Leverage v.s. Feedback: Which effect drives the equity market during stress periods ? 0 0 0 9 2 2 4 50
Leverage vs. feedback: Which Effect drives the oil market? 0 0 0 18 4 7 7 108
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 0 2 2 103
Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion 0 1 2 26 2 4 7 104
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 0 0 0 35
Spikes and crashes in the oil market 0 0 0 13 0 0 1 89
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 1 2 4 220
The place of gold in the cross-market dependencies 0 0 1 10 4 6 9 113
The reactive volatility model 0 0 0 0 1 1 2 28
Volatility equicorrelation: A cross-market perspective 0 0 0 23 1 4 5 100
Volatility returns with vengeance: Financial markets vs. commodities 0 0 3 43 1 6 11 205
When the U.S. Stock Market Becomes Extreme? 0 0 0 4 1 3 3 90
Total Journal Articles 0 1 12 555 42 83 123 3,027

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Statistics updated 2026-01-09