Abderrahim Taamouti

Short and long run causality measures: Theory and inference

Jean‐Marie Dufour, Abderrahim Taamouti · Journal of Econometrics · 2009 · 117 citations

Causality, Public Health, Causal Reasoning +3

Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality

Taoufik Bouezmarni, Jeroen V.K. Rombouts, Abderrahim Taamouti · Journal of Business and Economic Statistics · 2012 · 75 citations · Full text

Causal Model, Economics, Volatility Modeling +15

Sovereign credit ratings, market volatility, and financial gains

António Afonso, Pedro Gomes, Abderrahim Taamouti · Computational Statistics & Data Analysis · 2013 · 58 citations · Full text

Empirical Finance, Financial Economics, Asset Pricing +6

Asymptotic properties of the Bernstein density copula estimator for<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>α</mml:mi></mml:math>-mixing data

Taoufik Bouezmarni, Jeroen V.K. Rombouts, Abderrahim Taamouti · Journal of Multivariate Analysis · 2009 · 48 citations · Full text

Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty

Bruno Feunou, Jean‐Sébastien Fontaine, Abderrahim Taamouti et al. · European Finance Review · 2013 · 45 citations · Full text