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 0 0 62 0 0 1 295
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 1 1 88 1 2 4 367
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 41 0 0 2 146
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 182 0 0 2 605
Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data 0 0 0 3 0 0 0 22
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 93 1 1 2 251
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 41 0 0 0 153
Bernstein Estimator for Unbounded Density Copula 0 0 0 0 0 0 2 4
Bernstein estimator for unbounded copula densities 0 0 0 0 0 0 1 3
Bernstein estimator for unbounded density copula 0 0 0 32 0 0 0 112
Copula-based estimation of health concentration curves with an application to COVID-19 0 0 0 10 0 0 2 16
Copula-based estimation of health inequality measures with an application to COVID-19 0 0 1 24 0 0 4 31
Did the Euro Change the Effect of Fundamentals on Growth and Uncertainty? 0 0 0 136 0 0 0 315
Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms 0 0 0 61 0 0 2 210
Financial Frictions and the Futures Pricing Puzzle 0 0 0 6 0 1 2 53
Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach 1 2 6 9 1 3 7 13
Machine Learning Based Portfolio Selection Under Systemic Risk 1 2 4 7 1 2 9 13
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility 0 0 0 127 0 0 2 339
Measuring causality between volatility and returns with high-frequency data 0 0 0 96 0 1 1 402
Nonparametric Estimation and Inference for Granger Causality Measures 0 0 0 0 0 0 1 6
Nonparametric estimation and inference for Granger causality measures 0 0 0 10 0 3 3 60
Nonparametric estimation and inference for conditional density based Granger causality measures 0 0 0 0 0 0 1 2
Nonparametric tests for conditional independence using conditional distributions 0 0 1 65 0 1 5 172
Parametric Portfolio Policies with Common Volatility Dynamics 0 0 0 22 0 0 1 94
Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach 0 1 1 4 0 2 3 7
Portfolio Selection Under Systemic Risk 0 0 0 0 0 0 3 4
Quantile Consumption-Capital Asset Pricing 0 0 0 20 3 4 8 52
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 1 1 30 0 1 3 132
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 0 0 2 118
Short and long run causality measures: theory and inference 0 0 2 272 0 1 5 774
Sovereign credit ratings, market volatility, and financial gains 0 0 2 33 2 3 10 187
Sovereign credit ratings, market volatility, and financial gains 1 1 1 48 2 2 5 198
Testing Granger Non-Causality in Expectiles 0 1 2 39 1 2 3 28
Testing Granger Non-Causality in Expectiles 0 0 1 14 2 2 6 17
The Reaction of Stock Market Returns to Unemployment 2 2 14 429 16 19 299 3,707
The reaction of stock market returns to anticipated unemployment 0 0 0 123 0 0 2 626
The reaction of stock market returns to anticipated unemployment 0 0 0 73 0 0 5 424
Value-at Risk under Measurement Error 0 0 0 5 0 0 1 9
What Drives International Equity Correlations? Volatility or Market Direction? 0 0 0 89 0 0 0 369
Total Working Papers 5 11 37 2,318 30 50 409 10,336


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Better Understanding of Granger Causality Analysis: A Big Data Environment 0 1 1 7 0 2 7 56
A bargaining model for PLS entrepreneurial financing: A game theoretic model using agent‐based simulation 0 0 0 0 0 0 0 2
Analytical Value-at-Risk and Expected Shortfall under regime-switching 0 0 0 91 0 2 4 258
Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data 0 0 0 55 0 0 0 133
Bernstein estimator for unbounded copula densities 0 0 0 15 0 1 6 93
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market 0 1 2 5 0 2 4 14
Covid‐19 Control and the Economy: Test, Test, Test 0 0 0 3 0 0 1 13
Did the euro change the effect of fundamentals on growth and uncertainty? 0 0 0 3 0 0 1 53
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form 0 0 0 34 0 0 2 96
FINITE-SAMPLE SIGN-BASED INFERENCE IN LINEAR AND NONLINEAR REGRESSION MODELS WITH APPLICATIONS IN FINANCE 0 0 0 2 0 0 0 27
Financial frictions and the futures pricing puzzle 0 0 1 8 1 2 3 39
In search of the determinants of European asset market comovements 0 0 0 12 0 2 4 60
Measuring Granger Causality in Quantiles 0 0 0 1 0 1 11 28
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility 0 0 0 17 0 0 1 57
Measuring Nonlinear Granger Causality in Mean 1 3 8 21 1 4 11 66
Moments of multivariate regime switching with application to risk-return trade-off 0 0 0 27 0 0 1 85
Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 18 0 0 0 76
Nonparametric estimation and inference for conditional density based Granger causality measures 0 0 0 17 0 0 1 85
Nonparametric tests for conditional independence using conditional distributions 0 0 0 1 0 0 0 24
Partial Structural Break Identification 0 0 0 4 0 0 2 29
Portfolio risk management in a data-rich environment 0 0 0 24 0 0 0 89
Portfolio selection in a data-rich environment 0 0 0 16 0 0 2 77
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 0 13 0 0 2 53
Short and long run causality measures: Theory and inference 1 1 1 351 2 4 6 1,204
Sovereign credit ratings, market volatility, and financial gains 0 0 2 21 2 3 7 128
Stock market’s reaction to money supply: a nonparametric analysis 0 0 0 9 0 0 0 49
Testing Granger non-causality in expectiles 0 0 0 1 0 0 1 3
Testing for Asymmetric Comovements 0 0 0 0 0 0 0 6
Testing independence based on Bernstein empirical copula and copula density 0 0 0 2 0 0 1 10
Testing the eigenvalue structure of spot and integrated covariance 0 0 0 0 0 0 1 5
The information content of forward moments 0 0 0 2 0 0 1 35
The reaction of stock market returns to unemployment 1 1 2 43 2 5 15 210
Value‐at‐Risk under Measurement Error 0 0 0 0 1 1 5 6
What drives international equity correlations? Volatility or market direction? 0 1 1 37 0 1 2 184
Total Journal Articles 3 8 18 860 9 30 102 3,353


Statistics updated 2025-07-04