Concepedia
Statistics
Publications
14
Citations
395
H-Index
12
Active since
2003
Affiliations
Université Sorbonne Paris Nord(Current)
Université Paris Cité
Sorbonne Paris Cité
Université Paris Dauphine-PSL
Université Paris 8
Sofiane Aboura is an author at Université Sorbonne Paris Nord specializing in economics, finance, and financial economics.
Publications per year
2003–2022
Financial stress and economic dynamics: The case of France
Sofiane Aboura, Bjoern van Roye · International Economics · 2016 · 77 citations
Social Sciences, Economics, Finance +14
Risk premium spillovers among stock markets: Evidence from higher-order moments
Marinela Adriana Finta, Sofiane Aboura · Journal of Financial Markets · 2020 · 60 citations
Business, Economics, Finance +16
Leverage vs. Feedback: Which Effect Drives the Oil Market ?
Julien Chevallier, Sofiane Aboura · HAL (Le Centre pour la Communication Scientifique Directe) · 2013 · 58 citations
Management, Economics, Finance +13
Extreme asymmetric volatility: Stress and aggregate asset prices
Sofiane Aboura, Niklas Wagner · Journal of International Financial Markets Institutions and Money · 2015 · 46 citations
Business, Economics, Finance +12
Local Gaussian correlations in financial and commodity markets
Quynh Nga Nguyen, Sofiane Aboura, Julien Chevallier et al. · European Journal of Operational Research · 2020 · 31 citations
Business, Economics, Finance +14
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