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Song, Xiaojun [Author] ; Taamouti, Abderrahim [Other]

A Better Understanding of Granger Causality Analysis : A Big Data Environment

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[S.l.]: SSRN, [2017]
Taamouti, Abderrahim [Author]

COVID-19 Control and the Economy : Test, Test, Test

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[S.l.]: SSRN, [2020]
Taamouti, Abderrahim [Author] ; Tsafack, Georges [Other]

Asymmetric Effects of Return and Volatility on Correlation between International Equity Markets

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[S.l.]: SSRN, [2009]
Lin, Weidong [Author] ; Olmo, Jose [Other]; Taamouti, Abderrahim [Other]

Portfolio Selection Under Systemic Risk

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[S.l.]: SSRN, [2020]
Afonso, António [Author] ; Gomes, Pedro [Other]; Taamouti, Abderrahim [Other]

Sovereign Credit Ratings, Market Volatility, and Financial Gains

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[S.l.]: SSRN, [2014]

Published in: ECB Working Paper ; No. 1654
Dufour, Jean-Marie [Author] ; Garcia, René [Other]; Taamouti, Abderrahim [Other]

Measuring High-Frequency Causality between Returns, Realized Volatility and Implied Volatility

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[S.l.]: SSRN, [2011]

Published in: CIRANO Scientific Publication ; No. 2011s-27
Lin, Weidong [Author]; Taamouti, Abderrahim [Author]

Machine Learning Based Portfolio Selection Under Systemic Risk

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[S.l.]: SSRN, 2023
Gonzalo, Jesús [Author]; Taamouti, Abderrahim [Author]

The reaction of stock market returns to unemployment

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Getafe (Spain): Universidad Carlos III de Madrid, Departamento de Economía, [2017]

Published in: UC3M working papers ; 20170200
Andreou, Panayiotis C. [Author] ; Kagkadis, Anastasios [Other]; Philip, Dennis [Other]; Taamouti, Abderrahim [Other]

The Information Content of Forward Moments

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[S.l.]: SSRN, [2019]
Feunou, Bruno [Author] ; Fontaine, Jean-Sebastien [Other]; Taamouti, Abderrahim [Other]; Tédongap, Roméo [Other]

Risk Premium, Variance Premium and the Maturity Structure of Uncertainty

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[S.l.]: SSRN, [2016]
Ramos, Sofia Brito [Author] ; Taamouti, Abderrahim [Other]; Veiga, Helena [Other]; Wang, Chih-Wei [Other]

Do Investors Price Industry Risk? Evidence from Commodity Dependent Industries

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[S.l.]: SSRN, [2014]

Published in: Midwest Finance Association 2012 Annual Meetings Paper
Bouezmarni, Taoufik [Author]; Doukali, Mohamed [Author]; Taamouti, Abderrahim [Author]

Testing Granger non-causality in expectiles

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2024

Published in: Econometric reviews ; 43(2024), 1, Seite 30-51
Doukali, Mohamed [Author]; Song, Xiaojun [Author]; Taamouti, Abderrahim [Author]

Value-at-risk under measurement error

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2024

Published in: Oxford bulletin of economics and statistics ; 86(2024), 3 vom: Juni, Seite 690-713
Bouezmarni, Taoufik [Author]; Doukali, Mohamed [Author]; Taamouti, Abderrahim [Author]

Copula-based estimation of health concentration curves with an application to COVID-19

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[Montréal]: CIRANO, [2022]

Published in: Cahier scientifique ; 2022,7
Bouezmarni, Taoufik [Author]; Doukali, Mohamed [Author]; Taamouti, Abderrahim [Author]

Copula-Based Estimation of Health Concentration Curves with an Application to COVID-19

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[S.l.]: SSRN, [2022]
Taamouti, Abderrahim [Author]; Doukali, Mohamed [Author]; Bouezmarni, Taoufik [Author]

Copula-Based Estimation of Health Concentration Curves with an Application to COVID-19

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[S.l.]: SSRN, [2022]
Chuang, O-Chia [Author]; Song, Xiaojun [Author]; Taamouti, Abderrahim [Author]

Testing for asymmetric comovements

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2022

Published in: Oxford bulletin of economics and statistics ; 84(2022), 5 vom: Okt., Seite 1153-1180
Afonso, António [Author]; Gomes, Pedro [Author]; Taamouti, Abderrahim [Author]

Sovereign credit ratings, market volatility, and financial gains

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Frankfurt a. M.: European Central Bank (ECB), 2014
Gwilym, Rhys ap [Author] ; Ebrahim, Muhammed Shahid [Other]; El Alaoui, Abdelkader [Other]; Rahman, Hamid [Other]; Taamouti, Abderrahim [Other]

Financial Frictions and the Futures Pricing Puzzle

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[S.l.]: SSRN, [2019]

Published in: Economic Modelling, Forthcoming
El Fakir, Adil [Author]; Fairchild, Richard [Author]; Tkiouat, Mohamed [Author]; Taamouti, Abderrahim [Author]

A bargaining model for PLS entrepreneurial financing : a game theoretic model using agent-based simulation

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2023

Published in: International journal of finance & economics ; 28(2023), 2 vom: Apr., Seite 1228-1241

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