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 1 11 148
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 0 0 0 106
Cross-market volatility index with Factor-DCC 0 0 0 0 0 0 1 76
Disentangling Crashes from Tail Events 0 0 0 0 0 0 0 16
Disentangling crashes from tail events 0 0 0 1 1 1 2 24
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 1 1 2 39
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 0 0 0 29
Extreme asymmetric volatility: Stress and aggregate asset prices 0 0 0 0 0 0 1 34
GARCH Option Pricing Under Skew 1 1 1 940 1 1 2 1,883
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 0 0 18
Les modèles de volatilité et d'options 0 0 0 4 0 3 5 104
Leverage vs. Feedback: Which Effect Drives the Equity Market during Stress Periods? 0 0 0 0 0 1 1 13
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 1 24 0 0 2 131
New Developments on the Modigliani-Miller Theorem 0 0 0 0 0 0 2 96
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 0 0 0 48
Spikes and crashes in the oil market 0 0 0 0 1 1 2 48
Systematic Credit Risk: CDX Index Correlation and Extreme Dependence 0 0 0 0 0 0 0 42
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 0 1 76
The extreme downside risk of the S&P 500 stock index 0 0 0 7 0 0 0 27
Total Working Papers 1 1 2 1,148 4 9 32 3,002
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 0 0 2 116
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 0 4 90
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 0 0 2 95
Cross-market volatility index with Factor-DCC 0 0 0 9 0 0 0 106
Disentangling Crashes from Tail Events 0 0 0 1 0 0 0 26
Do banks satisfy the Modigliani-Miller theorem? 0 1 4 198 0 3 14 683
Financial stress and economic dynamics: The case of France 0 0 4 32 0 2 11 105
Financial stress and economic dynamics: The case of France 0 0 1 30 0 1 4 98
French media bias and the vote on the European constitution 0 0 1 63 0 0 1 206
Geographical diversification with a World Volatility Index 0 0 0 6 0 0 0 85
Leverage v.s. Feedback: Which effect drives the equity market during stress periods ? 0 0 0 9 0 1 1 47
Leverage vs. feedback: Which Effect drives the oil market? 0 0 3 18 0 0 4 101
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 0 0 5 101
Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion 0 0 4 24 0 0 7 97
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 0 0 1 35
Spikes and crashes in the oil market 0 0 0 13 0 1 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 0 0 2 217
The place of gold in the cross-market dependencies 0 1 1 10 0 2 3 106
The reactive volatility model 0 0 0 0 0 0 1 26
Volatility equicorrelation: A cross-market perspective 0 0 0 23 0 0 2 95
Volatility returns with vengeance: Financial markets vs. commodities 0 1 1 41 1 3 5 197
When the U.S. Stock Market Becomes Extreme? 0 0 0 4 0 0 0 87
Total Journal Articles 0 3 19 547 1 13 70 2,922

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Statistics updated 2025-05-12