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 9 351
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality 0 0 0 62 0 0 9 290
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 2 3 11 579
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 41 0 1 3 150
Asymptotic properties of the Bernstein density copula for dependent data 0 0 0 90 0 0 2 243
Bernstein estimator for unbounded density copula 0 0 1 29 0 0 5 98
Did the Euro Change the Effect of Fundamentals on Growth and Uncertainty? 0 0 2 135 0 0 15 302
Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms 0 0 0 59 0 0 6 202
Financial Frictions and the Futures Pricing Puzzle 0 0 1 1 5 9 12 12
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility 0 2 4 125 0 3 8 326
Measuring causality between volatility and returns with high-frequency data 0 0 1 95 0 5 11 380
Nonparametric estimation and inference for Granger causality measures 0 0 0 6 2 3 11 34
Nonparametric tests for conditional independence using conditional distributions 0 0 0 60 1 1 5 154
Parametric Portfolio Policies with Common Volatility Dynamics 0 0 0 20 0 0 10 77
Quantile Consumption-Capital Asset Pricing 0 14 14 14 7 11 11 11
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 1 1 28 0 2 6 112
Risk premium, variance premium and the maturity structure of uncertainty 0 1 1 22 0 2 11 102
Short and long run causality measures: theory and inference 0 1 1 267 1 3 30 743
Sovereign credit ratings, market volatility, and financial gains 0 0 1 28 2 4 20 145
Sovereign credit ratings, market volatility, and financial gains 0 0 0 44 0 2 13 160
The Reaction of Stock Market Returns to Unemployment 3 17 58 177 126 365 735 1,146
The reaction of stock market returns to anticipated unemployment 0 0 1 65 0 3 10 381
The reaction of stock market returns to anticipated unemployment 0 1 2 112 0 5 18 571
What Drives International Equity Correlations? Volatility or Market Direction? 0 0 1 89 0 1 12 359
Total Working Papers 3 37 89 1,875 146 424 990 7,081

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 0 1 25 25
Analytical Value-at-Risk and Expected Shortfall under regime-switching 1 1 3 90 2 2 9 242
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 0 2 33
Did the euro change the effect of fundamentals on growth and uncertainty? 0 0 0 3 1 1 5 46
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form 0 0 1 34 0 1 7 89
FINITE-SAMPLE SIGN-BASED INFERENCE IN LINEAR AND NONLINEAR REGRESSION MODELS WITH APPLICATIONS IN FINANCE 0 0 0 2 1 2 5 26
Financial frictions and the futures pricing puzzle 0 0 0 0 3 6 6 6
In search of the determinants of European asset market comovements 0 0 1 11 1 1 7 41
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility 0 0 1 15 0 0 4 46
Measuring Nonlinear Granger Causality in Mean 0 1 2 4 0 1 11 26
Moments of multivariate regime switching with application to risk-return trade-off 0 0 2 23 0 0 6 74
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 0 1 3 12 1 2 6 72
Nonparametric tests for conditional independence using conditional distributions 0 0 0 1 1 1 3 18
Partial Structural Break Identification 0 0 0 4 0 1 7 23
Portfolio risk management in a data-rich environment 0 0 0 22 1 1 10 80
Portfolio selection in a data-rich environment 0 0 0 15 1 2 5 69
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 2 11 1 3 17 42
Short and long run causality measures: Theory and inference 1 1 9 328 3 14 61 1,078
Sovereign credit ratings, market volatility, and financial gains 0 1 1 15 0 2 18 98
Stock market’s reaction to money supply: a nonparametric analysis 0 0 1 7 3 3 6 37
Testing independence based on Bernstein empirical copula and copula density 0 0 0 1 0 0 0 2
The information content of forward moments 0 0 1 1 0 3 8 8
The reaction of stock market returns to unemployment 1 1 3 23 4 12 31 113
What drives international equity correlations? Volatility or market direction? 0 0 1 34 0 1 10 165
Total Journal Articles 3 6 35 743 23 60 279 2,653

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Statistics updated 2020-07-04