7
H index
5
i10 index
214
Citations
Christian de Peretti : Citation Profile
Université Claude Bernard (Lyon 1) | RESEARCH PRODUCTION: 15 Articles 46 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2002 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christian de Peretti. | Is cited by:
| Cites to:
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Main data
Where Christian de Peretti has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Statistics & Data Analysis | 2 |
| Resources Policy | 2 |
| Research in International Business and Finance | 2 |
Recent works citing Christian de Peretti (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper |
| 2023 | Precious Metals and Oil Price Dynamics. (2023). Ali, Idiris Sid ; Mohamed, Abdulrazak Nur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-14. Full description at Econpapers || Download paper |
| 2023 | How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353. Full description at Econpapers || Download paper |
| 2023 | Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010. Full description at Econpapers || Download paper |
| 2023 | Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030. Full description at Econpapers || Download paper |
| 2023 | Quantile dependencies and connectedness between stock and precious metals markets. (2023). Kang, Sang Hoon ; McIver, Ron P ; Maitra, Debasish ; Jain, Prachi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000411. Full description at Econpapers || Download paper |
| 2023 | Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis. (2023). Belkacem, Lotfi ; de Peretti, Christian ; Braham, Rihem. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:298-306. Full description at Econpapers || Download paper |
| 2023 | Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China. (2023). Ahmed, Abdullahi D ; Lu, Ran ; Zeng, Hongjun. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:49-87. Full description at Econpapers || Download paper |
Works by Christian de Peretti:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | IS THE CONSUMPTION–INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON-LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON-OECD COUNTRIES In: Manchester School. [Full Text][Citation analysis] | article | 12 |
| 2008 | Is the consumption-income ratio stationary? Evidence from linear and nonlinear panel unit root tests for OECD and non-OECD countries.(2008) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2004 | Neural Tests for Conditional Heteroskedasticity in ARCH-M Models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2004 | Stopping Tests in the Sequential Estimation for Multiple Structural Breaks In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] | paper | 6 |
| 2010 | A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | A Nonlinear Panel Unit Root Test under Cross Section Dependence In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
| 2007 | A nonlinear panel unit root test under cross section dependence.(2007) In: Documents de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2008 | A Nonlinear Panel Unit Root Test under Cross Section Dependence.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2009 | A Nonlinear Panel Unit Root Test under Cross Section Dependence.(2009) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2011 | A nonlinear panel unit root test under cross section dependence.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2007 | Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2010 | Graphical methods for investigating the finite-sample properties of confidence regions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2012 | Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 54 |
| 2020 | Dynamics and causality in distribution between spot and future precious metals: A copula approach In: Resources Policy. [Full Text][Citation analysis] | article | 16 |
| 2021 | Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches In: Resources Policy. [Full Text][Citation analysis] | article | 9 |
| 2019 | Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2020 | The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2008 | Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal In: Documents de recherche. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices In: Documents de recherche. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier In: Post-Print. [Full Text][Citation analysis] | paper | 7 |
| 2018 | Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier.(2018) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2009 | A strong hysteretic model of Okun’s Law: theory and a preliminary investigation In: Post-Print. [Citation analysis] | paper | 27 |
| 2009 | A strong hysteretic model of Okuns Law: Theory and a preliminary investigation.(2009) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2009 | A strong hysteretic model of Okuns Law: theory and a preliminary investigation.(2009) In: International Review of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
| 2018 | The Credit Default Swap market contagion during recent crises: International evidence In: Post-Print. [Full Text][Citation analysis] | paper | 6 |
| 2019 | The Credit Default Swap market contagion during recent crises: international evidence.(2019) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2017 | “Reserve modelling and the aggregation of risks using time varying copula models In: Post-Print. [Citation analysis] | paper | 3 |
| 2018 | Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Do political connections affect banks leverage? Evidence from some MENA countries In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Pricing Perpetual Turbo-Warrants In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Effect of the Use of Derivative Instruments on Bank’s Performance: Evidence from Emerging and Recently Developed Countries In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | Le traitement de l’incertitude dans les évaluations médico-économiques In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Solvency capital requirement for a temporal dependent losses in insurance In: Post-Print. [Citation analysis] | paper | 3 |
| 2015 | The Effect of Derivative Instrument Use on stock return performance: Evidence from Banks in Emerging and Recently Developed Countries In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries In: Post-Print. [Citation analysis] | paper | 1 |
| 2011 | 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 In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | A cost-effectiveness analysis of the ZIRA test in breast cancer In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Do political connections affect banks leverage? Evidence from some Middle Eastern and North African countries In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries.(2019) In: Journal of Management & Governance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2017 | International risk spillover in the sovereign credit markets: An empirical analysis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | On the Informational Market Efficiency of the Worldwide Sovereign Credit Default Swap In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Nonlinearities in the oil fluctuation effects on the sovereign credit risk: A Self-Exciting Threshold Autoregression approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | The role of political patronage on risk-taking behavior of banks in Middle East and North Africa region In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2018 | Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market In: Computational Economics. [Full Text][Citation analysis] | article | 9 |
| 2002 | unilateral and bilateral bootstrap tests for long memory In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2006 | Bootstrapping Neural tests for conditional heteroskedasticity In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team