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What Drives International Equi...
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Kausalanalyse
Volatility
23
Causality analysis
21
Volatilität
21
Capital income
20
Kapitaleinkommen
20
Theorie
19
Theory
19
Estimation
18
Schätzung
18
Börsenkurs
15
Share price
15
Estimation theory
11
Portfolio selection
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Portfolio-Management
11
Schätztheorie
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
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Forecasting model
8
Prognoseverfahren
8
Risikomaß
8
Risk management
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Risk measure
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Nonparametric estimation
7
Regression analysis
7
Regressionsanalyse
7
Risikomanagement
7
Risikoprämie
7
Risk premium
7
Statistical distribution
7
Statistical test
7
Statistische Verteilung
7
Statistischer Test
7
Time series analysis
7
Unemployment
7
Zeitreihenanalyse
7
Aktienmarkt
6
Multivariate Verteilung
6
Multivariate distribution
6
Principal components
6
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English
21
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Taamouti, Abderrahim
21
Bouezmarni, Taoufik
7
Dufour, Jean-Marie
5
Garcia, René
3
Gonzalo, Jesús
3
Rombouts, Jeroen V. K.
3
Song, Xiaojun
3
Amira, Khaled
2
El Ghouch, Anouar
2
Tsafack, Georges
2
Doukali, Mohamed
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Working paper / Department of Economics, Universidad Carlos III de Madrid
8
Working papers / Department of Economics, Universidad Carlos III de Madrid
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
CIRANO Scientific Publication
1
CORE discussion paper : DP
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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ECONIS (ZBW)
21
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What drives international equity correlations? : volatility or market direction?
Amira, Khaled
;
Taamouti, Abderrahim
;
Tsafack, Georges
-
2009
Persistent link: https://www.econbiz.de/10003971756
Saved in:
2
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. 1234-1263
Persistent link: https://www.econbiz.de/10009373944
Saved in:
3
Stock market's reaction to money supply : a nonparametric analysis
Taamouti, Abderrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 669-689
Persistent link: https://www.econbiz.de/10011431062
Saved in:
4
Measuring causality between volatility and returns with high-frequency data
Dufour, Jean-Marie
(
contributor
);
Garcia, René
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774245
Saved in:
5
Short and long run causality measures : theory and inference
Dufour, Jean-Marie
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774254
Saved in:
6
Short and long run causality measures : theory and inference
Dufour, Jean-Marie
;
Taamouti, Abderrahim
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-58
Persistent link: https://www.econbiz.de/10003931784
Saved in:
7
A nonparametric copula based test for conditional independence with applications to granger causality
Bouezmarni, Taoufik
;
Rombouts, Jeroen V. K.
;
Taamouti, …
-
2009
Persistent link: https://www.econbiz.de/10003971763
Saved in:
8
A nonparametric copula based test for conditional independence with applications to Granger causality
Bouezmarni, Taoufik
;
Rombouts, Jeroen V. K.
;
Taamouti, …
-
2009
Persistent link: https://www.econbiz.de/10003964473
Saved in:
9
The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
-
2011
Persistent link: https://www.econbiz.de/10009704718
Saved in:
10
Nonparametric tests for conditional independence using conditional distributions
Bouezmarni, Taoufik
;
Taamouti, Abderrahim
-
2012
Persistent link: https://www.econbiz.de/10010473719
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