Details about Christian de Peretti
Access statistics for papers by Christian de Peretti.
Last updated 2024-04-07. Update your information in the RePEc Author Service.
Short-id: pde507
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Working Papers
2022
- Does economic policy uncertainty matter for the co-movements between precious metals and BRICS stock markets: A cross-quantilogram approach
Working Papers, HAL
- On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market
Post-Print, HAL
2021
- Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches
Post-Print, HAL View citations (9)
See also Journal Article Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches, Resources Policy, Elsevier (2021) View citations (10) (2021)
2020
- Is the role of precious metals as precious as they are? Revisiting the role of precious metals for the G-7 stock markets: A multivariate vine copula and BiVaR approaches
Working Papers, HAL View citations (1)
2019
- International risk spillover in the sovereign credit markets: An empirical analysis
Post-Print, HAL View citations (2)
- On the Informational Market Efficiency of the Worldwide Sovereign Credit Default Swap
Post-Print, HAL
- The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic
Working Papers, HAL View citations (4)
2018
- A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier
Post-Print, HAL 
Also in Post-Print, HAL (2015) View citations (1)
- Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis
Post-Print, HAL
- Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
Post-Print, HAL View citations (6)
See also Journal Article Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier, Annals of Operations Research, Springer (2018) View citations (8) (2018)
- The Credit Default Swap market contagion during recent crises: International evidence
Post-Print, HAL View citations (2)
See also Journal Article The Credit Default Swap market contagion during recent crises: international evidence, Review of Quantitative Finance and Accounting, Springer (2019) View citations (5) (2019)
- The role of political patronage on risk-taking behavior of banks in Middle East and North Africa region
Working Papers, HAL
2017
- Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model
Post-Print, HAL
- Do political connections affect banks' leverage? Evidence from some MENA countries
Post-Print, HAL
- Do political connections affect banks' leverage? Evidence from some Middle Eastern and North African countries
Working Papers, HAL View citations (1)
See also Journal Article Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries, Journal of Management & Governance, Springer (2019) View citations (4) (2019)
- The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan
Post-Print, HAL
- “Reserve modelling and the aggregation of risks using time varying copula models
Post-Print, HAL View citations (3)
2016
- A cost-effectiveness analysis of the ZIRA test in breast cancer
Post-Print, HAL
- Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization
Working Papers, HAL View citations (1)
Also in Working Papers, HAL (2016) View citations (1)
- Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries
Post-Print, HAL View citations (1)
- Predictive models to estimate utility from clinical questionnaires in ă schizophrenia: findings from EuroSC
Post-Print, HAL
- Pricing Perpetual Turbo-Warrants
Post-Print, HAL
- Solvency capital requirement for a temporal dependent losses in insurance
Post-Print, HAL View citations (3)
2015
- Le traitement de l’incertitude dans les évaluations médico-économiques
Post-Print, HAL
- Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier
Post-Print, HAL View citations (1)
- The Effect of Derivative Instrument Use on stock return performance: Evidence from Banks in Emerging and Recently Developed Countries
Post-Print, HAL
2014
- Effect of the Use of Derivative Instruments on Bank’s Performance: Evidence from Emerging and Recently Developed Countries
Post-Print, HAL
2011
- A Nonlinear Panel Unit Root Test under Cross Section Dependence
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (16)
Also in Working Papers, Business School - Economics, University of Glasgow (2009) View citations (14) Working Papers, Business School - Economics, University of Glasgow (2008) View citations (12) Working Papers, Business School - Economics, University of Glasgow (2011) View citations (15) Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne (2007) View citations (3)
- Pegfilgrastim versus Filgrastim after high-dose chemotherapy and autologous stem cell transplantation in adult patients with lymphoma and myeloma: cost-effectiveness evaluation alongside a randomized controlled trial
Post-Print, HAL
2010
- A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) 
Also in Working Papers, Business School - Economics, University of Glasgow (2010)
2009
- A strong hysteretic model of Okun's Law: Theory and a preliminary investigation
Post-Print, HAL View citations (10)
Also in Post-Print, HAL (2009) View citations (18)
See also Journal Article A strong hysteretic model of Okun's Law: theory and a preliminary investigation, International Review of Applied Economics, Taylor & Francis Journals (2009) View citations (26) (2009)
2008
- Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices
Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne
- Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal
Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne
- Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries
Working Papers, Business School - Economics, University of Glasgow View citations (3)
- Is the consumption-income ratio stationary? Evidence from linear and nonlinear panel unit root tests for OECD and non-OECD countries
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (1)
See also Journal Article IS THE CONSUMPTION–INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON-LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON-OECD COUNTRIES, Manchester School, University of Manchester (2013) View citations (11) (2013)
2006
- Bootstrapping Neural tests for conditional heteroskedasticity
Computing in Economics and Finance 2006, Society for Computational Economics
- Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory
Computing in Economics and Finance 2006, Society for Computational Economics
2004
- Stopping Tests in the Sequential Estimation for Multiple Structural Breaks
Econometric Society 2004 Latin American Meetings, Econometric Society View citations (7)
2002
- unilateral and bilateral bootstrap tests for long memory
Computing in Economics and Finance 2002, Society for Computational Economics
Journal Articles
2023
- Investor behavior in the currency option market during the COVID-19 pandemic
The Journal of Economic Asymmetries, 2023, 28, (C) View citations (1)
- Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis
The Quarterly Review of Economics and Finance, 2023, 89, (C), 298-306
- Pricing of European currency options considering the dynamic information costs
Global Finance Journal, 2023, 58, (C) View citations (4)
2021
- Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches
Resources Policy, 2021, 73, (C) View citations (10)
See also Working Paper Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches, Post-Print (2021) View citations (9) (2021)
2020
- Dynamics and causality in distribution between spot and future precious metals: A copula approach
Resources Policy, 2020, 66, (C) View citations (18)
- The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa
Research in International Business and Finance, 2020, 53, (C) View citations (3)
2019
- Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries
Journal of Management & Governance, 2019, 23, (4), 989-1006 View citations (4)
See also Working Paper Do political connections affect banks' leverage? Evidence from some Middle Eastern and North African countries, Working Papers (2017) View citations (1) (2017)
- Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach
Research in International Business and Finance, 2019, 50, (C), 106-133 View citations (4)
- The Credit Default Swap market contagion during recent crises: international evidence
Review of Quantitative Finance and Accounting, 2019, 53, (1), 1-46 View citations (5)
See also Working Paper The Credit Default Swap market contagion during recent crises: International evidence, Post-Print (2018) View citations (2) (2018)
2018
- Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
Annals of Operations Research, 2018, 262, (2), 653-681 View citations (8)
See also Working Paper Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier, Post-Print (2018) View citations (6) (2018)
2013
- Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries
Annals of Economics and Finance, 2013, 14, (1), 169-178 View citations (1)
- IS THE CONSUMPTION–INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON-LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON-OECD COUNTRIES
Manchester School, 2013, 81, (1), 102-120 View citations (11)
See also Working Paper Is the consumption-income ratio stationary? Evidence from linear and nonlinear panel unit root tests for OECD and non-OECD countries, SIRE Discussion Papers (2008) View citations (1) (2008)
2012
- Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach
Journal of Empirical Finance, 2012, 19, (1), 162-174 View citations (59)
2010
- Graphical methods for investigating the finite-sample properties of confidence regions
Computational Statistics & Data Analysis, 2010, 54, (2), 262-271 View citations (2)
2009
- A strong hysteretic model of Okun's Law: theory and a preliminary investigation
International Review of Applied Economics, 2009, 23, (4), 445-462 View citations (26)
See also Working Paper A strong hysteretic model of Okun's Law: Theory and a preliminary investigation, Post-Print (2009) View citations (10) (2009)
2007
- Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models
Computational Statistics & Data Analysis, 2007, 51, (5), 2442-2460 View citations (2)
2004
- Neural Tests for Conditional Heteroskedasticity in ARCH-M Models
Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (3), 24 View citations (1)
2003
- Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market
Computational Economics, 2003, 22, (2), 187-212 View citations (9)
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