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Sofiane Aboura


This is information that was supplied by Sofiane Aboura in registering through RePEc. If you are Sofiane Aboura , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Sofiane
Middle Name:
Last Name: Aboura

RePEc Short-ID: pab28

Postal Address: Université Paris Dauphine CEREG Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16 – France


Centre de Recherches sur la Gestion (CEREG)
Dauphine Recherches en Management (DRM)
Université Paris-Dauphine (Paris IX)
Location: Paris, France
Phone: 01 44 05 49 30
Fax: 01 44 05 40 23
Postal: Place du Maréchal de Lattre de Tassigny, 75775 Paris cédex 16
Handle: RePEc:edi:crgp9fr (more details at EDIRC)


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Working papers

  1. Sofiane Aboura & Emmanuel Lépinette, 2013. "An Alternative Model to Basel Regulation," Working Papers hal-00825018, HAL.
  2. Sofiane Aboura & Björn van Roye, 2013. "Financial stress and economic dynamics: an application to France," Kiel Working Papers 1834, Kiel Institute for the World Economy.
  3. Sofiane Aboura & Julien Chevallier, 2012. "Leverage vs. Feedback: Which Effect Drives the Oil Market?," Working Papers halshs-00720156, HAL.
  4. Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2012. "The Reactive Volatility Model," Papers 1209.5190,, revised Apr 2013.
  5. Sofiane ABOURA, 2004. "GARCH Option Pricing Under Skew," Finance 0405032, EconWPA.


  1. Aboura, Sofiane, 2009. "The extreme downside risk of the S&P 500 stock index," Journal of Financial Transformation, Capco Institute, vol. 26, pages 104-107.
  2. Christophe Boucher & Sofiane Aboura, 2007. "Testing the fed and the Graham & Dodd models: asymmetric vs. symmetric adjustment," Applied Economics Letters, Taylor & Francis Journals, vol. 15(2), pages 91-94.
  3. Sofiane ABOURA, 2005. "GARCH Option Pricing Under Skew," The IUP Journal of Applied Economics, IUP Publications, vol. 0(6), pages 78-86, November.
  4. Aboura, Sofiane, 2005. "French media bias and the vote on the European constitution," European Journal of Political Economy, Elsevier, vol. 21(4), pages 1093-1098, December.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2013-07-28
  2. NEP-BEC: Business Economics (1) 2012-08-23
  3. NEP-CBA: Central Banking (1) 2013-07-28
  4. NEP-ECM: Econometrics (1) 2012-10-06
  5. NEP-ETS: Econometric Time Series (2) 2004-06-02 2012-10-06. Author is listed
  6. NEP-FIN: Finance (1) 2004-06-02
  7. NEP-FMK: Financial Markets (1) 2013-07-28
  8. NEP-MAC: Macroeconomics (1) 2013-03-23
  9. NEP-RMG: Risk Management (3) 2012-10-06 2013-03-23 2013-07-28. Author is listed


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