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Taamouti, Abderrahim
84  results:
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1

Investigating the Impact of Consumption Distribution on CRR..:

Ramos, Sofia B. ; Taamouti, Abderrahim ; Veiga, Helena
Studies in Nonlinear Dynamics & Econometrics.  0 (2024)  0 - p. , 2024
Link: https://doi.org/10.1515/..
 
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2

Portfolio selection under non-gaussianity and systemic risk..:

Lin, Weidong ; Taamouti, Abderrahim
International Journal of Forecasting.  40 (2024)  3 - p. 1179-1188 , 2024
Link: https://doi.org/10.1016/..
 
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3

Value‐at‐Risk under Measurement Error:

Doukali, Mohamed ; Song, Xiaojun ; Taamouti, Abderrahim
Oxford Bulletin of Economics and Statistics.  86 (2023)  3 - p. 690-713 , 2023
Link: https://doi.org/10.1111/..
 
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4

Portfolio Selection under Systemic Risk:

LIN, WEIDONG ; OLMO, JOSE ; TAAMOUTI, ABDERRAHIM
Journal of Money, Credit and Banking.  , 2023
Link: https://doi.org/10.1111/..
 
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5

The market uncertainty of ethically compliant equity: An in..:

Abu Bakar, Norhidayah ; Abdelsalam, Omneya ; Taamouti, Abderrahim.
Journal of International Financial Markets, Institutions and Money.  86 (2023)  - p. 101759 , 2023
Link: https://doi.org/10.1016/..
 
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6

Portfolio Selection Under Non-Gaussianity And Systemic Risk..:

Lin, Weidong ; Taamouti, Abderrahim
International Journal of Forecasting, Forthcoming.  , 2023
Link: https://ssrn.com/abstrac..
 
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7

Testing Granger non-causality in expectiles:

Bouezmarni, Taoufik ; Doukali, Mohamed ; Taamouti, Abderrahim
Econometric Reviews.  43 (2023)  1 - p. 30-51 , 2023
Link: https://doi.org/10.1080/..
 
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8

Testing the eigenvalue structure of spot and integrated cov..:

Dovonon, Prosper ; Taamouti, Abderrahim ; Williams, Julian
Journal of Econometrics.  229 (2022)  2 - p. 363-395 , 2022
Link: https://doi.org/10.1016/..
 
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9

Testing for Asymmetric Comovements*:

Chuang, O‐Chia ; Song, Xiaojun ; Taamouti, Abderrahim
Oxford Bulletin of Economics and Statistics.  84 (2022)  5 - p. 1153-1180 , 2022
Link: https://doi.org/10.1111/..
 
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10

A bargaining model for PLS entrepreneurial financing: A gam..:

El Fakir, Adil ; Fairchild, Richard ; Tkiouat, Mohamed.
International Journal of Finance & Economics.  28 (2021)  2 - p. 1228-1241 , 2021
Link: https://doi.org/10.1002/..
 
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11

A nonparametric measure of heteroskedasticity:

Song, Xiaojun ; Taamouti, Abderrahim
Journal of Statistical Planning and Inference.  212 (2021)  - p. 45-68 , 2021
Link: https://doi.org/10.1016/..
 
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12

Covid‐19 Control and the Economy: Test, Test, Test*:

Taamouti, Abderrahim
Oxford Bulletin of Economics and Statistics.  83 (2021)  5 - p. 1011-1028 , 2021
Link: https://doi.org/10.1111/..
 
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13

Cointegration, information transmission, and the lead‐lag e..:

Troster, Victor ; Penalva, José ; Taamouti, Abderrahim.
Journal of Forecasting.  40 (2021)  7 - p. 1291-1309 , 2021
Link: https://doi.org/10.1002/..
 
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14

Measuring Granger Causality in Quantiles:

Song, Xiaojun ; Taamouti, Abderrahim
Journal of Business & Economic Statistics.  39 (2020)  4 - p. 937-952 , 2020
Link: https://doi.org/10.1080/..
 
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15

Financial frictions and the futures pricing puzzle:

ap Gwilym, Rhys ; Ebrahim, M. Shahid ; El Alaoui, Abdelkader O...
Economic Modelling.  87 (2020)  - p. 358-371 , 2020
Link: https://doi.org/10.1016/..
 
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