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  1. 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

  2. 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

  3. 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]

  4. 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

  5. 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

  6. 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

  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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    [Montréal]: CIRANO, [2022]

    Published in: Cahier scientifique ; 2022,7

  8. 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]

  9. 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]

  10. 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