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 10 149
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 0 0 2 24
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 1 1 3 40
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 0 0 1 940 1 1 3 1,884
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 0 4 104
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 1 24 0 0 2 131
New Developments on the Modigliani-Miller Theorem 0 0 0 0 0 0 1 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 0 0 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 0 0 2 1,148 2 3 31 3,005
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 1 1 3 117
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 2 2 3 92
Cross-market spillovers with ‘volatility surprise’ 0 0 0 14 0 0 1 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? 1 3 6 201 1 5 15 688
Financial stress and economic dynamics: The case of France 0 0 3 32 0 0 9 105
Financial stress and economic dynamics: The case of France 0 0 0 30 0 0 3 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 2 48
Leverage vs. feedback: Which Effect drives the oil market? 0 0 1 18 0 0 1 101
Oil vs. gasoline: The dark side of volatility and taxation 0 0 0 5 0 0 1 101
Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion 1 1 5 25 2 3 7 100
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 0 0 2 217
The place of gold in the cross-market dependencies 0 0 1 10 0 1 3 107
The reactive volatility model 0 0 0 0 0 0 1 26
Volatility equicorrelation: A cross-market perspective 0 0 0 23 1 1 2 96
Volatility returns with vengeance: Financial markets vs. commodities 0 0 1 41 0 0 4 197
When the U.S. Stock Market Becomes Extreme? 0 0 0 4 0 0 0 87
Total Journal Articles 2 4 18 551 7 14 59 2,936

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Statistics updated 2025-08-05