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A note on the Bitcoin and Fed Funds rate

Aboura, Sofiane - In: Empirical economics : a quarterly journal of the … 63 (2022) 5, pp. 2577-2603

Persistent link: https://www.econbiz.de/10013440504

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

Volatility returns with vengeance : financial markets vs. commodities

Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 33 (2015), pp. 334-354

Persistent link: https://www.econbiz.de/10011325853

Financial stress and economic dynamics : an application to France

Aboura, Sofiane; Roye, Björn van - 2013

In this paper, we develop a financial stress index for France that can be used as a real-time composite indicator for the state of financial stability in France. We take 17 financial variables from different market segments and extract a common stress component using a dynamic approximate factor...

Persistent link: https://www.econbiz.de/10009721786

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

The place of gold in the cross-market dependencies

Aboura, Sofiane; Chevallier, Julien; Jammazi, Rania; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 5, pp. 567-586

Persistent link: https://www.econbiz.de/10011649166

Financial stress and economic dynamics : the case of France

Aboura, Sofiane; Roye, Björn van - In: International economics : a journal published by CEPII … 149 (2017), pp. 57-73

Persistent link: https://www.econbiz.de/10011793780