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 85 0 1 3 342
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 2 62 1 2 6 280
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 40 0 2 3 131
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 177 1 4 6 563
Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data 0 0 2 3 0 0 4 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 0 146
Bernstein estimator for unbounded density copula 0 0 2 28 0 1 6 90
Did the Euro Change the Effect of Fundamentals on Growth and Uncertainty? 0 0 5 132 0 2 17 279
Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms 0 0 2 59 0 0 3 195
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility 0 0 0 118 0 1 6 311
Measuring causality between volatility and returns with high-frequency data 0 0 2 92 0 1 10 359
Nonparametric estimation and inference for Granger causality measures 1 1 2 6 2 3 7 22
Nonparametric tests for conditional independence using conditional distributions 0 0 2 60 1 2 12 146
Parametric Portfolio Policies with Common Volatility Dynamics 1 1 3 20 1 3 17 60
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 27 0 1 9 103
Risk premium, variance premium and the maturity structure of uncertainty 0 0 1 21 0 1 6 89
Short and long run causality measures: theory and inference 0 0 3 259 0 1 15 697
Sovereign credit ratings, market volatility, and financial gains 0 0 4 44 0 7 18 136
Sovereign credit ratings, market volatility, and financial gains 0 0 1 25 3 3 16 114
The Reaction of Stock Market Returns to Unemployment 7 10 59 93 18 44 236 325
The reaction of stock market returns to anticipated unemployment 0 1 5 109 2 6 21 542
The reaction of stock market returns to anticipated unemployment 0 0 2 62 0 2 10 363
What Drives International Equity Correlations? Volatility or Market Direction? 0 0 0 87 0 0 2 345
Total Working Papers 9 13 98 1,739 29 87 433 5,891

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 1 2 86 1 2 8 228
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 0 6 13 1 1 10 30
Did the euro change the effect of fundamentals on growth and uncertainty? 0 0 0 3 1 2 11 35
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form 0 0 2 30 0 1 6 79
FINITE-SAMPLE SIGN-BASED INFERENCE IN LINEAR AND NONLINEAR REGRESSION MODELS WITH APPLICATIONS IN FINANCE 0 0 0 2 0 0 5 19
In search of the determinants of European asset market comovements 0 0 1 9 0 0 4 29
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility 0 1 3 14 0 4 10 41
Moments of multivariate regime switching with application to risk-return trade-off 0 0 2 20 0 1 6 67
Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 14 0 0 2 56
Nonparametric estimation and inference for conditional density based Granger causality measures 0 0 0 9 0 1 2 63
Nonparametric tests for conditional independence using conditional distributions 0 0 1 1 1 3 6 14
Portfolio risk management in a data-rich environment 1 1 2 22 1 3 5 67
Portfolio selection in a data-rich environment 0 0 0 12 1 2 4 59
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 0 8 0 1 3 23
Short and long run causality measures: Theory and inference 0 0 14 308 2 2 63 978
Sovereign credit ratings, market volatility, and financial gains 0 0 1 14 0 1 7 71
Stock market’s reaction to money supply: a nonparametric analysis 0 0 1 6 1 1 4 29
What drives international equity correlations? Volatility or market direction? 0 0 0 32 1 1 4 149
Total Journal Articles 1 3 35 658 10 26 160 2,162

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Statistics updated 2018-11-07