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People

Prof Abderrahim Taamouti

BSc, MSc, PhD in Economics

Professor in Economics, MSc Economics & Finance Deputy Programme Director

Before joining Durham University Business School in 2014, Abderrahim (PhD in Economics, University of Montreal) held the position of Associate Professor of Economics at Universidad Carlos III de Madrid in Spain. His fields of specialization are Econometrics and Finance. He mainly works on Granger causality analysis, hypothesis testing, nonparametric estimation and testing, asset pricing, portfolio selection, and risk management. He published in many international journals as Journal of Econometrics, Review of Finance, Journal of Multivariate Analysis, Journal of Business & Economic Statistics, Journal of Empirical Finance, and Journal of Financial Econometrics.

Biography

Abderrahim Taamouti has a PhD (2007) in Economics from University of Montreal, Canada. Before joining Durham University Business School in 2014, Abderrahim held the position of Associate Professor of Economics at Universidad Carlos III de Madrid in Spain. His fields of specialization are Econometrics and Finance. He mainly works on Granger causality analysis, hypothesis testing, nonparametric estimation and testing, asset pricing, portfolio selection, and risk management.

His research projects have resulted in several publications in internationally renowned journals in Econometrics, Finance and Statistics such as Journal of Econometrics, Review of Finance, Journal of Multivariate Analysis, Journal of Dynamics and Economic Control, Journal of Financial Econometrics, Journal of Business & Economic Statistics, Computational Statistics and Data Analysis, Journal of Empirical Finance, Journal of International Money and Finance, Statistics and Risk Modelling, Finance Research Letters, Financial Markets and Portfolio Management, etc.

Abderrahim taught several graduate (Msc and PhD) and undergraduate courses in Econometrics, Finance and Statistics. He worked closely with students of both graduate and undergraduate levels and he supervised several Master and PhD students, and he was in the thesis committee of many PhD students.

Research Interests

  • Asset Pricing
  • Asymmetric Volatility and Correlations
  • Sovereign Credit Ratings
  • Risk Management and Portfolio Optimization
  • Causality in Time Series
  • Characteristic Function Methods in Time Series
  • Exact Sign-Based Inference
  • Nonparametic Tests and Measures

Research Groups

Publications

Contact Details

Professor in Economics, MSc Economics & Finance Deputy Programme Director
+44 191 3345423