Access Statistics for Abderrahim Taamouti

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
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 1 2 62 0 1 6 277
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 85 0 0 3 340
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 1 40 0 0 3 129
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 177 0 0 4 559
Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data 0 0 3 3 0 2 6 14
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 89 0 0 0 239
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 41 0 0 1 146
Bernstein estimator for unbounded density copula 0 1 1 27 0 4 5 88
Did the Euro Change the Effect of Fundamentals on Growth and Uncertainty? 1 2 6 131 1 6 17 273
Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms 0 0 1 58 0 0 4 194
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility 0 0 0 118 1 1 7 310
Measuring causality between volatility and returns with high-frequency data 1 1 2 92 2 2 13 356
Nonparametric estimation and inference for Granger causality measures 1 1 2 5 1 4 6 19
Nonparametric tests for conditional independence using conditional distributions 0 0 3 60 1 4 13 144
Parametric Portfolio Policies with Common Volatility Dynamics 0 1 4 19 6 7 18 55
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 27 0 3 8 100
Risk premium, variance premium and the maturity structure of uncertainty 0 0 1 21 1 3 5 87
Short and long run causality measures: theory and inference 0 0 6 259 3 5 23 695
Sovereign credit ratings, market volatility, and financial gains 0 1 3 25 2 6 22 111
Sovereign credit ratings, market volatility, and financial gains 0 0 7 44 1 4 21 128
The Reaction of Stock Market Returns to Unemployment 11 26 57 77 46 98 204 246
The reaction of stock market returns to anticipated unemployment 0 1 5 107 1 7 23 535
The reaction of stock market returns to anticipated unemployment 0 1 3 62 2 5 12 361
What Drives International Equity Correlations? Volatility or Market Direction? 0 0 1 87 0 2 5 345
Total Working Papers 14 36 109 1,716 68 164 429 5,751


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analytical Value-at-Risk and Expected Shortfall under regime-switching 0 0 1 85 1 2 7 226
Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data 0 0 0 55 0 0 0 125
Bernstein estimator for unbounded copula densities 0 2 5 12 1 3 9 27
Did the euro change the effect of fundamentals on growth and uncertainty? 0 0 1 3 2 5 11 32
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form 0 1 1 29 0 1 4 77
FINITE-SAMPLE SIGN-BASED INFERENCE IN LINEAR AND NONLINEAR REGRESSION MODELS WITH APPLICATIONS IN FINANCE 0 0 0 2 0 3 6 19
In search of the determinants of European asset market comovements 0 1 1 9 2 3 6 29
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility 0 1 3 13 0 1 6 36
Moments of multivariate regime switching with application to risk-return trade-off 1 1 2 20 1 1 5 66
Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality 0 0 1 14 0 0 3 56
Nonparametric estimation and inference for conditional density based Granger causality measures 0 0 0 9 0 0 3 62
Nonparametric tests for conditional independence using conditional distributions 0 0 1 1 0 0 3 11
Portfolio risk management in a data-rich environment 0 1 2 21 0 2 4 64
Portfolio selection in a data-rich environment 0 0 0 12 0 0 3 57
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 0 8 0 0 2 20
Short and long run causality measures: Theory and inference 2 3 33 306 5 16 105 967
Sovereign credit ratings, market volatility, and financial gains 0 0 0 13 1 2 12 68
Stock market’s reaction to money supply: a nonparametric analysis 0 0 2 6 0 1 5 27
What drives international equity correlations? Volatility or market direction? 0 0 0 32 1 2 3 148
Total Journal Articles 3 10 53 650 14 42 197 2,117


Statistics updated 2018-06-06