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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

Nonparametric tests for conditional independence using conditional distributions

Bouezmarni, Taoufik; Taamouti, Abderrahim - 2012

Persistent link: https://www.econbiz.de/10010473719

COVID-19 Control and the Economy : Test, Test, Test

Taamouti, Abderrahim - 2020

Hard lockdowns have left policymakers to face the ethical dilemma of choosing between saving lives and saving the economy. However, massive testing could have helped to respond more effectively to COVID-19 crisis. In this paper, we study the trade-off between infection control, lockdown and...

Persistent link: https://www.econbiz.de/10012830686

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. 275-287

Persistent link: https://www.econbiz.de/10009657333

The reaction of stock market returns to unemployment

Gonzalo, Jesús; Taamouti, Abderrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10011755437

Testing the eigenvalue structure of spot and integrated covariance

Dovonon, Prosper; Taamouti, Abderrahim; Williams, Julian - In: Journal of econometrics 229 (2022) 2, pp. 363-395

Persistent link: https://www.econbiz.de/10013441888

Testing Granger non-causality in expectiles

Bouezmarni, Taoufik; Doukali, Mohamed; Taamouti, Abderrahim - In: Econometric reviews 43 (2024) 1, pp. 30-51

Persistent link: https://www.econbiz.de/10014486380