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 0 9 351
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 0 0 8 290
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 0 40 0 0 5 136
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 0 178 0 2 9 579
Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data 0 0 0 3 0 0 2 17
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 90 0 0 2 243
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 41 2 2 5 152
Bernstein estimator for unbounded density copula 0 0 1 29 1 2 7 100
Did the Euro Change the Effect of Fundamentals on Growth and Uncertainty? 0 0 1 135 1 1 13 303
Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms 0 0 0 59 1 1 6 203
Financial Frictions and the Futures Pricing Puzzle 0 0 1 1 3 10 17 17
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility 0 0 4 125 0 0 8 326
Measuring causality between volatility and returns with high-frequency data 0 0 0 95 2 2 12 382
Nonparametric estimation and inference for Granger causality measures 0 0 0 6 1 3 10 35
Nonparametric tests for conditional independence using conditional distributions 0 0 0 60 1 2 6 155
Parametric Portfolio Policies with Common Volatility Dynamics 0 0 0 20 0 0 9 77
Quantile Consumption-Capital Asset Pricing 0 0 14 14 1 12 16 16
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 28 2 3 8 115
Risk premium, variance premium and the maturity structure of uncertainty 0 0 1 22 0 0 9 102
Short and long run causality measures: theory and inference 0 0 1 267 1 2 28 744
Sovereign credit ratings, market volatility, and financial gains 0 1 1 45 1 2 13 162
Sovereign credit ratings, market volatility, and financial gains 0 0 1 28 0 2 16 145
The Reaction of Stock Market Returns to Unemployment 2 9 55 183 17 214 797 1,234
The reaction of stock market returns to anticipated unemployment 0 0 2 112 3 4 20 575
The reaction of stock market returns to anticipated unemployment 0 0 1 65 0 0 9 381
What Drives International Equity Correlations? Volatility or Market Direction? 0 0 1 89 1 1 12 360
Total Working Papers 2 10 85 1,882 38 265 1,056 7,200

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 0 2 2 1 1 9 26
Analytical Value-at-Risk and Expected Shortfall under regime-switching 0 1 2 90 0 2 8 242
Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data 0 0 0 55 0 0 1 126
Bernstein estimator for unbounded copula densities 0 0 1 14 0 1 3 34
Did the euro change the effect of fundamentals on growth and uncertainty? 0 0 0 3 0 2 5 47
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form 0 0 1 34 0 0 6 89
FINITE-SAMPLE SIGN-BASED INFERENCE IN LINEAR AND NONLINEAR REGRESSION MODELS WITH APPLICATIONS IN FINANCE 0 0 0 2 0 2 4 27
Financial frictions and the futures pricing puzzle 0 0 0 0 1 4 7 7
In search of the determinants of European asset market comovements 0 0 1 11 0 1 6 41
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility 0 0 1 15 2 2 6 48
Measuring Nonlinear Granger Causality in Mean 2 2 4 6 2 2 11 28
Moments of multivariate regime switching with application to risk-return trade-off 0 1 3 24 0 1 6 75
Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality 0 0 1 16 0 0 9 68
Nonparametric estimation and inference for conditional density based Granger causality measures 1 1 4 13 1 2 7 73
Nonparametric tests for conditional independence using conditional distributions 0 0 0 1 0 1 3 18
Partial Structural Break Identification 0 0 0 4 0 0 3 23
Portfolio risk management in a data-rich environment 0 0 0 22 0 1 9 80
Portfolio selection in a data-rich environment 0 0 0 15 0 2 6 70
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 2 11 1 2 18 43
Short and long run causality measures: Theory and inference 0 1 9 328 2 6 59 1,081
Sovereign credit ratings, market volatility, and financial gains 1 1 2 16 2 2 18 100
Stock market’s reaction to money supply: a nonparametric analysis 0 0 1 7 0 5 7 39
Testing independence based on Bernstein empirical copula and copula density 1 1 1 2 1 1 1 3
The information content of forward moments 0 0 1 1 3 5 13 13
The reaction of stock market returns to unemployment 0 1 2 23 0 5 24 114
What drives international equity correlations? Volatility or market direction? 0 0 1 34 1 1 9 166
Total Journal Articles 5 9 39 749 17 51 258 2,681

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Statistics updated 2020-09-04