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 11 161
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 0 0 10 116
Cross-market volatility index with Factor-DCC 0 0 0 0 0 2 8 84
Disentangling Crashes from Tail Events 0 0 0 0 0 0 1 17
Disentangling crashes from tail events 0 0 0 1 0 1 5 29
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 1 2 5 45
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 0 2 5 34
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 1 10 1,895
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 1 1 6 19
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 0 24 2 3 18 149
New Developments on the Modigliani-Miller Theorem 0 0 0 0 0 0 3 100
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 0 0 8 56
Spikes and crashes in the oil market 0 0 0 0 0 0 6 55
Systematic Credit Risk: CDX Index Correlation and Extreme Dependence 0 0 0 0 0 1 8 50
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 3 12 90
The extreme downside risk of the S&P 500 stock index 0 0 0 8 0 0 5 33
Total Working Papers 0 0 0 1,149 6 18 135 3,129
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 0 2 19 136
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 2 11 103
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 0 2 16 112
Cross-market volatility index with Factor-DCC 0 0 0 9 0 1 12 118
Disentangling Crashes from Tail Events 0 0 0 1 0 1 4 30
Do banks satisfy the Modigliani-Miller theorem? 1 1 3 205 3 3 23 714
Financial stress and economic dynamics: The case of France 0 0 0 30 1 1 17 115
Financial stress and economic dynamics: The case of France 0 0 0 32 2 2 9 114
French media bias and the vote on the European constitution 0 0 0 63 0 2 7 213
Geographical diversification with a World Volatility Index 0 0 0 6 0 0 11 96
Leverage v.s. Feedback: Which effect drives the equity market during stress periods ? 0 0 0 9 0 1 5 53
Leverage vs. feedback: Which Effect drives the oil market? 0 0 0 18 0 0 17 118
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 0 2 9 110
Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion 0 0 3 28 1 3 26 126
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 1 2 5 40
Spikes and crashes in the oil market 0 0 0 13 0 0 19 108
Testing the fed and the Graham & Dodd models: asymmetric vs. symmetric adjustment 0 0 0 2 0 2 2 51
The extreme downside risk of the S&P 500 stock index 0 0 0 0 1 1 9 227
The place of gold in the cross-market dependencies 0 0 1 11 1 1 22 129
The reactive volatility model 0 0 0 0 0 0 6 33
Volatility equicorrelation: A cross-market perspective 0 0 0 23 0 2 8 104
Volatility returns with vengeance: Financial markets vs. commodities 0 0 0 43 1 1 15 214
When the U.S. Stock Market Becomes Extreme? 0 0 0 4 0 2 13 100
Total Journal Articles 1 1 7 561 12 33 290 3,234

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Statistics updated 2026-10-11