Abderrahim Taamouti

Professor, Durham University


Professor Abderrahim Taamouti holds a PhD in Economics from the 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 including Econometrics, Finance and Statistics, the Journal of Econometrics, the Review of Finance, the Journal of Multivariate Analysis, the Journal of Dynamics and Economic Control, the Journal of Financial Econometrics, the Journal of Business & Economic Statistics, Computational Statistics and Data Analysis, the Journal of Empirical Finance, the Journal of International Money and Finance, Statistics and Risk Modelling, Finance Research Letters, Financial Markets and Portfolio Management.