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 1 10 158
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 3 4 9 115
Cross-market volatility index with Factor-DCC 0 0 0 0 4 4 6 82
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 4 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 2 4 11 45
GARCH Option Pricing Under Skew 0 0 0 940 2 5 9 1,892
Le Marché d'Options 0 0 0 0 0 1 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 1 5 18
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 0 24 6 8 14 145
New Developments on the Modigliani-Miller Theorem 0 0 0 0 1 2 4 100
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 2 3 7 55
Spikes and crashes in the oil market 0 0 0 0 0 2 7 55
Systematic Credit Risk: CDX Index Correlation and Extreme Dependence 0 0 0 0 3 5 7 49
The French media campaign in favor of the Treaty Establishing a Constitution for Europe 0 0 0 0 1 1 2 31
The Reactive Volatility Model 0 0 0 32 2 5 10 86
The extreme downside risk of the S&P 500 stock index 0 0 1 8 2 3 6 33
Total Working Papers 0 0 1 1,149 29 49 120 3,104
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 17 133
An equicorrelation measure for equity, bond, foreign exchange and commodity returns 0 0 0 12 2 3 5 70
Cross-market index with Factor-DCC 0 0 0 12 0 1 8 98
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 2 3 13 108
Cross-market volatility index with Factor-DCC 0 0 0 9 6 6 10 116
Disentangling Crashes from Tail Events 0 0 0 1 2 3 3 29
Do banks satisfy the Modigliani-Miller theorem? 1 2 6 204 2 6 26 709
Financial stress and economic dynamics: The case of France 0 0 0 30 7 7 15 113
Financial stress and economic dynamics: The case of France 0 0 0 32 1 2 7 112
French media bias and the vote on the European constitution 0 0 0 63 2 2 5 211
Geographical diversification with a World Volatility Index 0 0 0 6 1 3 9 94
Leverage v.s. Feedback: Which effect drives the equity market during stress periods ? 0 0 0 9 0 2 5 52
Leverage vs. feedback: Which Effect drives the oil market? 0 0 0 18 3 5 16 117
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 0 3 7 108
Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion 1 1 3 27 10 12 22 119
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 0 1 3 38
Spikes and crashes in the oil market 0 0 0 13 3 8 15 104
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 0 7 224
The place of gold in the cross-market dependencies 1 1 1 11 2 5 19 125
The reactive volatility model 0 0 0 0 1 2 7 33
Volatility equicorrelation: A cross-market perspective 0 0 0 23 0 0 7 102
Volatility returns with vengeance: Financial markets vs. commodities 0 0 2 43 3 4 13 210
When the U.S. Stock Market Becomes Extreme? 0 0 0 4 1 3 11 98
Total Journal Articles 3 4 12 559 49 83 250 3,172

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Statistics updated 2026-05-06