Abderrahim Taamouti
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Abderrahim |
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Taamouti |
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Affiliations
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University of Liverpool
/ Management School
Research profile
author of:
- Parametric Portfolio Policies with Common Volatility Dynamics (RePEc:aah:create:2015-41)
by Yunus Emre Ergemen & Abderrahim Taamouti - Bernstein Estimator for Unbounded Density Copula (RePEc:aiz:louvad:2011027)
by Bouezmarni, Taoufik & El Ghouch, Anouar & Taamouti, Abderrahim - Nonparametric Estimation and Inference for Granger Causality Measures (RePEc:aiz:louvad:2012009)
by Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar - Bernstein estimator for unbounded copula densities (RePEc:aiz:louvar:2013047)
by Bouezmarni, Taoufik & El Ghouch, Anouar & Taamouti, Abderrahim - Nonparametric estimation and inference for conditional density based Granger causality measures (RePEc:aiz:louvar:2014025)
by Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar - Risk Premium, Variance Premium and the Maturity Structure of Uncertainty (RePEc:bca:bocawp:12-11)
by Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tedongap - Partial Structural Break Identification (RePEc:bla:obuest:v:79:y:2017:i:2:p:145-164)
by Chulwoo Han & Abderrahim Taamouti - A Better Understanding of Granger Causality Analysis: A Big Data Environment (RePEc:bla:obuest:v:81:y:2019:i:4:p:911-936)
by Xiaojun Song & Abderrahim Taamouti - Covid‐19 Control and the Economy: Test, Test, Test (RePEc:bla:obuest:v:83:y:2021:i:5:p:1011-1028)
by Abderrahim Taamouti - Testing for Asymmetric Comovements (RePEc:bla:obuest:v:84:y:2022:i:5:p:1153-1180)
by O‐Chia Chuang & Xiaojun Song & Abderrahim Taamouti - Value‐at‐Risk under Measurement Error (RePEc:bla:obuest:v:86:y:2024:i:3:p:690-713)
by Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti - Did the euro change the effect of fundamentals on growth and uncertainty? (RePEc:bpj:bejmac:v:14:y:2014:i:1:p:36:n:22)
by Luque Jaime & Taamouti Abderrahim - Stock market’s reaction to money supply: a nonparametric analysis (RePEc:bpj:sndecm:v:19:y:2015:i:5:p:669-689:n:1)
by Taamouti Abderrahim - The reaction of stock market returns to unemployment (RePEc:bpj:sndecm:v:21:y:2017:i:4:p:20:n:3)
by Gonzalo Jesús & Taamouti Abderrahim - Bernstein estimator for unbounded copula densities (RePEc:bpj:strimo:v:30:y:2013:i:4:p:343-360:n:3)
by Bouezmarni Taoufik & Ghouch El & Taamouti Abderrahim - A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality (RePEc:cir:cirwor:2009s-28)
by Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti - Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility (RePEc:cir:cirwor:2011s-27)
by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti - Copula-based estimation of health concentration curves with an application to COVID-19 (RePEc:cir:cirwor:2022s-07)
by Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti - Asymptotic properties of the Bernstein density copula for dependent data (RePEc:cor:louvco:2008045)
by BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K. & TAAMOUTI, Abderrahim - A nonparametric copula based test for conditional independence with applications to Granger causality (RePEc:cor:louvco:2009041)
by BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim - Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data (RePEc:cor:louvrp:2302)
by BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen VK & TAAMOUTI, Abderrahim - Nonparametric estimation and inference for Granger causality measures (RePEc:cte:werepe:14150)
by Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar - The Reaction of Stock Market Returns to Unemployment (RePEc:cte:werepe:24120)
by Gonzalo, Jesús & Taamouti, Abderrahim - Asymptotic properties of the Bernstein density copula for dependent data (RePEc:cte:werepe:we083619)
by Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim - Short and long run causality measures: theory and inference (RePEc:cte:werepe:we083720)
by Dufour, Jean-Marie & Taamouti, Abderrahim - Measuring causality between volatility and returns with high-frequency data (RePEc:cte:werepe:we084422)
by Dufour, Jean-Marie & García, René & Taamouti, Abderrahim - Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms (RePEc:cte:werepe:we086027)
by Dufour, Jean-Marie & Taamouti, Abderrahim - A nonparametric copula based test for conditional independence with applications to granger causality (RePEc:cte:werepe:we093419)
by Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim - What Drives International Equity Correlations? Volatility or Market Direction? (RePEc:cte:werepe:we094122)
by Amira, Khaled & Taamouti, Abderrahim & Tsafack, Georges - Bernstein estimator for unbounded density copula (RePEc:cte:werepe:we1143)
by Bouezmarni, Taoufik & El Ghouch, Anouar & Taamouti, Abderrahim - Risk premium, variance premium and the maturity structure of uncertainty (RePEc:cte:werepe:we1144)
by Feunou, Bruno & Fontaine, Jean-Sébastien & Taamouti, Abderrahim & Tédongap, Roméo - The reaction of stock market returns to anticipated unemployment (RePEc:cte:werepe:we1145)
by Gonzalo, Jesús & Taamouti, Abderrahim - Nonparametric tests for conditional independence using conditional distributions (RePEc:cte:werepe:we1217)
by Bouezmarni, Taoufik & Taamouti, Abderrahim - Did the Euro Change the Effect of Fundamentals on Growth and Uncertainty? (RePEc:cte:werepe:we1221)
by Luque, Jaime & Taamouti, Abderrahim - The reaction of stock market returns to anticipated unemployment (RePEc:cte:werepe:we1237)
by Gonzalo, Jesús & Taamouti, Abderrahim - Quantile Consumption-Capital Asset Pricing (RePEc:cte:wsrepe:30332)
by Ramos, Sofía B. & Taamouti, Abderrahim & Lopes Moreira Da Veiga, María Helena & Wang, Chih-Wei - Financial Frictions and the Futures Pricing Puzzle (RePEc:dur:durham:2019_07)
by Rhys ap Gwilym & M. Shahid Ebrahim & Abdelkader O. El Alaoui & Hamid Rahman & Abderrahim Taamouti - Sovereign credit ratings, market volatility, and financial gains (RePEc:ecb:ecbwps:20141654)
by Afonso, António & Gomes, Pedro & Taamouti, Abderrahim - Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form (RePEc:eee:csdana:v:54:y:2010:i:11:p:2532-2553)
by Dufour, Jean-Marie & Taamouti, Abderrahim - Sovereign credit ratings, market volatility, and financial gains (RePEc:eee:csdana:v:76:y:2014:i:c:p:20-33)
by Afonso, António & Gomes, Pedro & Taamouti, Abderrahim - Portfolio selection in a data-rich environment (RePEc:eee:dyncon:v:37:y:2013:i:12:p:2943-2962)
by Bouaddi, Mohammed & Taamouti, Abderrahim - Financial frictions and the futures pricing puzzle (RePEc:eee:ecmode:v:87:y:2020:i:c:p:358-371)
by ap Gwilym, Rhys & Ebrahim, M. Shahid & El Alaoui, Abdelkader O. & Rahman, Hamid & Taamouti, Abderrahim - Short and long run causality measures: Theory and inference (RePEc:eee:econom:v:154:y:2010:i:1:p:42-58)
by Dufour, Jean-Marie & Taamouti, Abderrahim - Nonparametric estimation and inference for conditional density based Granger causality measures (RePEc:eee:econom:v:180:y:2014:i:2:p:251-264)
by Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar - Testing the eigenvalue structure of spot and integrated covariance (RePEc:eee:econom:v:229:y:2022:i:2:p:363-395)
by Dovonon, Prosper & Taamouti, Abderrahim & Williams, Julian - Moments of multivariate regime switching with application to risk-return trade-off (RePEc:eee:empfin:v:19:y:2012:i:2:p:292-308)
by Taamouti, Abderrahim - Analytical Value-at-Risk and Expected Shortfall under regime-switching (RePEc:eee:finlet:v:6:y:2009:i:3:p:138-151)
by Taamouti, Abderrahim - The information content of forward moments (RePEc:eee:jbfina:v:106:y:2019:i:c:p:527-541)
by Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Taamouti, Abderrahim - What drives international equity correlations? Volatility or market direction? (RePEc:eee:jimfin:v:30:y:2011:i:6:p:1234-1263)
by Amira, Khaled & Taamouti, Abderrahim & Tsafack, Georges - Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data (RePEc:eee:jmvana:v:101:y:2010:i:1:p:1-10)
by Bouezmarni, Taoufik & Rombouts, Jeroen V.K. & Taamouti, Abderrahim - In search of the determinants of European asset market comovements (RePEc:eee:reveco:v:44:y:2016:i:c:p:103-117)
by Gomes, Pedro & Taamouti, Abderrahim - Sovereign credit ratings, market volatility, and financial gains (RePEc:ise:isegwp:wp062014)
by António Afonso & Pedro Gomes & Abderrahim Taamouti - Portfolio risk management in a data-rich environment (RePEc:kap:fmktpm:v:26:y:2012:i:4:p:469-494)
by Mohammed Bouaddi & Abderrahim Taamouti - Testing Granger Non-Causality in Expectiles (RePEc:liv:livedp:202207)
by Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti - Portfolio Selection Under Systemic Risk (RePEc:liv:livedp:202208)
by Weidong Lin & Jose Olmo & Abderrahim Taamouti - Value-at Risk under Measurement Error (RePEc:liv:livedp:202209)
by Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti - Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach (RePEc:liv:livedp:202309)
by Sofia B. Ramosa & Abderrahim Taamouti & Helena Veiga - Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach (RePEc:liv:livedp:202310)
by Weidong Lin & Abderrahim Taamouti - Machine Learning Based Portfolio Selection Under Systemic Risk (RePEc:liv:livedp:202311)
by Weidong Lin & Abderrahim Taamouti - A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality (RePEc:lvl:lacicr:0927)
by Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti - Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility (RePEc:oup:jfinec:v:10:y:2009:i:1:p:124-163)
by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti - Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty (RePEc:oup:revfin:v:18:y:2014:i:1:p:219-269.)
by Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tédongap - Finite-Sample Sign-Based Inference In Linear And Nonlinear Regression Models With Applications In Finance (RePEc:ris:actuec:0114)
by Taamouti, Abderrahim - Testing Granger non-causality in expectiles (RePEc:taf:emetrv:v:43:y:2024:i:1:p:30-51)
by Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti - Nonparametric tests for conditional independence using conditional distributions (RePEc:taf:gnstxx:v:26:y:2014:i:4:p:697-719)
by Taoufik Bouezmarni & Abderrahim Taamouti - Testing independence based on Bernstein empirical copula and copula density (RePEc:taf:gnstxx:v:29:y:2017:i:2:p:346-380)
by M. Belalia & T. Bouezmarni & F. C. Lemyre & A. Taamouti - Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality (RePEc:taf:jnlbes:v:30:y:2011:i:2:p:275-287)
by Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti - Measuring Nonlinear Granger Causality in Mean (RePEc:taf:jnlbes:v:36:y:2018:i:2:p:321-333)
by Xiaojun Song & Abderrahim Taamouti - Measuring Granger Causality in Quantiles (RePEc:taf:jnlbes:v:39:y:2021:i:4:p:937-952)
by Xiaojun Song & Abderrahim Taamouti - Copula-based estimation of health inequality measures with an application to COVID-19 (RePEc:uea:ueaeco:2023-01)
by Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti - Testing Granger Non-Causality in Expectiles (RePEc:uea:ueaeco:2023-02)
by Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti - A bargaining model for PLS entrepreneurial financing: A game theoretic model using agent‐based simulation (RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1228-1241)
by Adil El Fakir & Richard Fairchild & Mohamed Tkiouat & Abderrahim Taamouti - Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market (RePEc:wly:jforec:v:40:y:2021:i:7:p:1291-1309)
by Victor Troster & José Penalva & Abderrahim Taamouti & Dominik Wied