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What Drives International Equi...
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Taamouti, Abderrahim
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What drives international equity correlations? Volatility or market direction?
Amira, Khaled
;
Taamouti, Abderrahim
;
Tsafack, Georges
- In:
Journal of international money and finance
30
(
2011
)
6
,
pp. 1234-1264
Persistent link: https://www.econbiz.de/10009290055
Saved in:
2
Leverage, governance and wealth effects of asset purchasers
Amira, Khaled
;
John, Kose
;
Prezas, Alexandros
; …
- In:
The journal of corporate finance : contracting, …
22
(
2013
),
pp. 209-220
Persistent link: https://www.econbiz.de/10010166303
Saved in:
3
Determinants of Sovereign Eurobonds Yield Spread
Amira, Khaled
- In:
Journal of business finance & accounting : JBFA
31
(
2004
)
5
,
pp. 795-822
Persistent link: https://www.econbiz.de/10006963250
Saved in:
4
Competition among stock exchanges for equity
Amira, Khaled
;
Muzere, Mark L.
- In:
Journal of banking & finance
35
(
2011
)
9
,
pp. 2355-2374
Persistent link: https://www.econbiz.de/10009177943
Saved in:
5
Asymmetric Dependence Implications for Extreme Risk Management
Tsafack, Georges
- In:
The journal of derivatives : the official publication …
17
(
2009
)
1
,
pp. 7-20
Persistent link: https://www.econbiz.de/10008309531
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6
Dependence structure and extreme comovements in international equity and bond markets
Garcia, René
;
Tsafack, Georges
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1954-1971
Persistent link: https://www.econbiz.de/10009030541
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7
Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality
Bouezmarni, Taoufik
;
Rombouts, Jeroen V.K.
;
Taamouti, …
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 275-288
Persistent link: https://www.econbiz.de/10009976552
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8
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10009838600
Saved in:
9
Portfolio risk management in a data-rich environment
Bouaddi, Mohammed
;
Taamouti, Abderrahim
- In:
Financial markets and portfolio management
26
(
2012
)
4
,
pp. 469-494
Persistent link: https://www.econbiz.de/10010061123
Saved in:
10
Short and long run causality measures: Theory and inference
Dufour, Jean-Marie
;
Taamouti, Abderrahim
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-59
Persistent link: https://www.econbiz.de/10008894619
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