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~person:"Aboura, Sofiane"
~subject:"Aktienmarkt"
~subject:"Share price"
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Aboura, Sofiane
Chen, Jo-hui
2
Chevallier, Julien
2
Hugonnier, Julien
2
Khan, Faisal
2
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Lilla, Francesca
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Annals of economics and statistics
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ECONIS (ZBW)
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1
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
2
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
Saved in:
3
Leverage vs. feedback : which effect drives the equity market during stress periods?
Aboura, Sofiane
- In:
Annals of economics and statistics
119/120
(
2015
),
pp. 269-288
Persistent link: https://www.econbiz.de/10011480280
Saved in:
4
Leverage vs. feedback : which Effect drives the oil market?
Aboura, Sofiane
;
Chevallier, Julien
- In:
Finance research letters
10
(
2013
)
3
,
pp. 131-141
Persistent link: https://www.econbiz.de/10010222896
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