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 3 9 140
Cross-Market Spillovers with 'Volatility Surprise' 0 0 0 48 0 0 3 106
Cross-market volatility index with Factor-DCC 0 0 0 0 0 0 0 75
Disentangling Crashes from Tail Events 0 0 0 0 0 0 0 16
Disentangling crashes from tail events 0 0 0 1 0 0 0 22
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 0 0 1 37
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 0 33
GARCH Option Pricing Under Skew 0 0 0 939 0 0 1 1,881
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 1 4 100
Leverage vs. Feedback: Which Effect Drives the Equity Market during Stress Periods? 0 0 0 0 0 0 0 12
Leverage vs. Feedback: Which Effect Drives the Oil Market? 0 0 0 23 0 0 1 129
New Developments on the Modigliani-Miller Theorem 0 0 0 0 0 0 4 95
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 0 0 0 1 48
Spikes and crashes in the oil market 0 0 0 0 0 0 1 46
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 0 75
The extreme downside risk of the S&P 500 stock index 0 0 1 7 0 0 1 27
Total Working Papers 0 0 1 1,146 1 4 26 2,975
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 0 114
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 3 4 89
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 0 0 1 94
Cross-market volatility index with Factor-DCC 0 0 0 9 0 0 3 106
Disentangling Crashes from Tail Events 0 0 0 1 0 0 0 26
Do banks satisfy the Modigliani-Miller theorem? 1 1 6 196 1 1 20 674
Financial stress and economic dynamics: The case of France 0 1 4 29 1 3 6 97
Financial stress and economic dynamics: The case of France 0 1 1 30 0 1 1 95
French media bias and the vote on the European constitution 0 0 0 62 0 0 0 205
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 0 0 46
Leverage vs. feedback: Which Effect drives the oil market? 0 2 2 17 0 3 8 100
Oil vs. gasoline: The dark side of volatility and taxation 0 0 1 5 0 1 9 100
Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion 0 0 2 20 0 3 10 93
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets 0 0 0 2 0 1 1 35
Spikes and crashes in the oil market 0 0 1 13 0 0 1 88
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 4 215
The place of gold in the cross-market dependencies 0 0 0 9 0 0 2 104
The reactive volatility model 0 0 0 0 0 0 0 25
Volatility equicorrelation: A cross-market perspective 0 0 0 23 0 0 1 94
Volatility returns with vengeance: Financial markets vs. commodities 0 0 3 40 1 2 9 194
When the U.S. Stock Market Becomes Extreme? 0 0 0 4 0 0 0 87
Total Journal Articles 1 5 20 534 3 18 80 2,880

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Statistics updated 2024-09-04