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~person:"Aboura, Sofiane"
~subject:"Stock market"
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Aboura, Sofiane
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Extreme asymmetric volatility : stress and aggregate asset prices
Aboura, Sofiane
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 47-59
Persistent link: https://www.econbiz.de/10011475918
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Realized EquiCorrelation : a bird's-eye view of financial stress on equity markets
Aboura, Sofiane
;
Chavallier, Julien
- In:
Applied economics
47
(
2015
)
46/48
,
pp. 5013-5033
Persistent link: https://www.econbiz.de/10011318411
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