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 1 1 3 61 2 4 27 276
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 1 85 1 2 7 340
A nonparametric copula based test for conditional independence with applications to Granger causality 0 0 2 40 1 2 8 129
A nonparametric copula based test for conditional independence with applications to granger causality 0 0 4 177 2 4 13 559
Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data 1 2 2 2 1 2 3 11
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 1 41 0 1 2 146
Bernstein estimator for unbounded density copula 0 0 0 26 0 0 2 84
Did the Euro Change the Effect of Fundamentals on Growth and Uncertainty? 1 2 5 128 2 3 15 264
Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms 0 0 2 57 0 0 9 192
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility 0 0 1 118 2 2 12 307
Measuring causality between volatility and returns with high-frequency data 1 1 1 91 1 2 16 350
Nonparametric estimation and inference for Granger causality measures 0 0 3 4 0 1 10 15
Nonparametric tests for conditional independence using conditional distributions 0 1 2 58 3 5 12 137
Parametric Portfolio Policies with Common Volatility Dynamics 0 1 4 17 2 4 16 45
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 3 26 0 1 9 94
Risk premium, variance premium and the maturity structure of uncertainty 0 0 2 20 0 1 7 83
Short and long run causality measures: theory and inference 0 1 10 256 1 4 42 683
Sovereign credit ratings, market volatility, and financial gains 2 2 6 42 3 7 21 121
Sovereign credit ratings, market volatility, and financial gains 0 0 3 24 1 2 15 99
The Reaction of Stock Market Returns to Unemployment 4 12 38 38 12 37 101 101
The reaction of stock market returns to anticipated unemployment 1 2 9 105 3 9 27 524
The reaction of stock market returns to anticipated unemployment 1 1 5 61 2 4 11 355
What Drives International Equity Correlations? Volatility or Market Direction? 0 0 1 87 0 0 7 343
Total Working Papers 12 26 108 1,653 39 97 392 5,497


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 4 84 1 2 9 221
Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data 0 0 0 55 0 0 1 125
Bernstein estimator for unbounded copula densities 1 1 3 8 1 3 6 21
Did the euro change the effect of fundamentals on growth and uncertainty? 0 0 2 3 1 1 6 25
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form 0 0 2 28 1 1 4 74
FINITE-SAMPLE SIGN-BASED INFERENCE IN LINEAR AND NONLINEAR REGRESSION MODELS WITH APPLICATIONS IN FINANCE 0 0 2 2 0 1 5 14
In search of the determinants of European asset market comovements 0 0 7 8 1 2 15 26
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility 0 0 2 11 1 1 3 32
Moments of multivariate regime switching with application to risk-return trade-off 0 0 2 18 2 2 6 63
Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality 0 1 1 14 2 3 6 56
Nonparametric estimation and inference for conditional density based Granger causality measures 0 0 0 9 1 3 8 62
Nonparametric tests for conditional independence using conditional distributions 0 0 0 0 2 2 4 10
Portfolio risk management in a data-rich environment 0 1 2 20 0 1 5 62
Portfolio selection in a data-rich environment 0 0 5 12 1 1 11 56
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 3 8 0 0 8 20
Short and long run causality measures: Theory and inference 2 8 30 296 11 28 96 926
Sovereign credit ratings, market volatility, and financial gains 0 0 0 13 2 3 12 66
Stock market’s reaction to money supply: a nonparametric analysis 0 0 1 5 0 0 7 25
What drives international equity correlations? Volatility or market direction? 0 0 1 32 1 1 10 146
Total Journal Articles 3 11 67 626 28 55 222 2,030


Statistics updated 2017-12-03