Christian de Peretti : Citation Profile

Université Claude Bernard (Lyon 1)

8

H index

6

i10 index

249

Citations

RESEARCH PRODUCTION:

22

Articles

87

Papers

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 10
   Journals where Christian de Peretti has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 16 (6.04 %)

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   Permalink: http://citec.repec.org/pde507
   Updated: 2025-12-20    RAS profile: 2025-11-06    
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Relations with other researchers

Works with:

Eleuch, Hichem (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christian de Peretti.

Is cited by:

Wong, Wing-Keung (52)

Lau, Chi Keung (13)

Chang, Chia-Lin (12)

Lean, Hooi Hooi (10)

Phiri, Andrew (7)

GUPTA, RANGAN (7)

Kim, Hyeongwoo (6)

Apergis, Nicholas (6)

KARGI, Bilal (4)

Urga, Giovanni (4)

Qiao, Zhuo (4)

Cites to:

Bollerslev, Tim (33)

Engle, Robert (23)

Davidson, Russell (17)

Caporin, Massimiliano (15)

MacKinnon, James (15)

Wong, Wing-Keung (14)

Shleifer, Andrei (13)

TARAZI, Amine (13)

Nguyen, Duc Khuong (12)

lucey, brian (11)

Faccio, Mara (10)

Main data

Where Christian de Peretti has published?

Journals with more than one article published# docs
Resources Policy2
Research in International Business and Finance2
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
Post-Print / HAL60
Working Papers / HAL12
Working Papers / Business School - Economics, University of Glasgow5
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)3
Documents de recherche / Centre d'tudes des Politiques conomiques (EPEE), Universit d'Evry Val d'Essonne3
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Christian de Peretti (2025 and 2024)

YearTitle of citing document
2024Assessing Effect of Market Sentiment on Pricing of European Currency Options €Ž. (2024). Dammak, Wael. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:1224-1244.

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2024Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Casarin, Roberto ; Francesco, Ravazzolo ; Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5.

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2024Introducing sspaneltvp: a code to estimating state-space time varying parameter models in panels. An application to Okun’s law.. (2024). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Working Papers. RePEc:eec:wpaper:2405.

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2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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2024Bootstrapping long memory time series: Application in low frequency estimators. (2024). Arteche, Josu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:1-15.

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2025Digital transformation in banking: Curbing procyclical leverage to strengthen financial stability. (2025). Huang, Zeyu ; Wang, LI ; Yang, Yining. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002923.

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2025Can implementing the new securities law mitigate corporate financial resource mismatch?. (2025). Chen, Jierong ; Li, Yihao ; Wang, Jian. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003576.

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2024Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?. (2024). Gurdgiev, Constantin ; Petrovskiy, Alexander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005756.

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2025Banks, freedom, and political connections: New evidence from around the world. (2025). Kuchciak, Iwa ; Kozowski, Ukasz ; Cegowski, Bartomiej ; Jackowicz, Krzysztof. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001384.

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2024Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Çevik, Emrah ; Kirimhan, Destan ; Gunay, Samet. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643.

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2024Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

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2025Exploring shock transmission and risk diversification in REIT, commodity, and green bond markets under extreme market conditions. (2025). Alghazali, Abdullah ; Belghouthi, Houssem Eddine ; Nabli, Mohamed Amine ; Mensi, Walid ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000996.

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2025The effect of political connections on earnings management: Evidence from ECB-supervised banks. (2025). Augusto, Mrio ; Proena, Catarina ; Murteira, Jos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s027553192400504x.

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2024Unveiling Outperformance: A Portfolio Analysis of Top AI-Related Stocks against IT Indices and Robotics ETFs. (2024). Dammak, Wael ; Sayari, Sonia ; Karoui, Ali Trabelsi ; Jeribi, Ahmed. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:3:p:52-:d:1356521.

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2024Effectiveness of deterministic option pricing models: new evidence from Nifty and Bank Nifty Index options. (2024). Singh, Vipul Kumar ; Kumar, Pawan. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-024-00348-1.

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2025Dynamic Conditional Correlations and Risk Spread between International Financial Markets: A DCC-Garch Analysis. (2025). Albu, Lucian Liviu ; Dima, Tefana Maria ; Ioan, Roxana ; Ionacui, Anca Saraolu ; Siminica, Marian Ilie. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:1:p:5-22.

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2024Mean-semivariance portfolio optimization using minimum average partial. (2024). Rigamonti, Andrea ; Luivjansk, Katarna. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04736-x.

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2024Dynamic spillovers between natural gas and BRICS stock markets during health and political crises. (2024). Jeribi, Ahmed ; Alnafisah, Hind ; Dammak, Wael ; Dhoha, Mellouli. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-023-00254-8.

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2025Quadrant categorization of spillover determinants of sovereign risk of BRICIT nations: a Bayesian approach. (2025). Kumar, Pawan ; Singh, Vipul Kumar. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00699-z.

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2024Testing Okun’s Law for Turkey (1923-2019). (2024). Akkoyunlu, Ule. In: Studies in Economics and Econometrics. RePEc:taf:rseexx:v:48:y:2024:i:2:p:113-132.

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2025Discerning Financial and Investment Epiphanies: Challenges, Inhibitions, and Global Perspectives - What Secrets Does Research Reveal?. (2025). Enkeleda, Lulaj. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:35:y:2025:i:3:p:1-38:n:1001.

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2025Margin buying activity and stock market trading in China: Is there a connection?. (2025). Wu, Shitong ; Hong, Hui ; Zhang, Cheng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1564-1582.

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2025Forecasting reserve risk for temporal dependent losses in insurance. (2025). de Peretti, Christian ; Araichi, Sawssen ; Belkacem, Lotfi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2254-2269.

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Works by Christian de Peretti:

YearTitleTypeCited
2013IS 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]		article12
2008Is 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.
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2012IS THE CONSUMPTION–INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON‐LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON‐OECD COUNTRIES*.(2012) In: Post-Print.
[Citation analysis]
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2004Neural Tests for Conditional Heteroskedasticity in ARCH-M Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2004Neural Tests for Conditional Heteroskedasticity in ARCH-M Models.(2004) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Effect 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]		article1
2013Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries.(2013) In: Post-Print.
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This paper has nother version. Agregated cites: 1		paper
2004Stopping Tests in the Sequential Estimation for Multiple Structural Breaks In: Econometric Society 2004 Latin American Meetings.
[Full Text][Citation analysis]		paper6
2010A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper0
2010A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2011A Nonlinear Panel Unit Root Test under Cross Section Dependence In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper36
2007A nonlinear panel unit root test under cross section dependence.(2007) In: Documents de recherche.
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2008A Nonlinear Panel Unit Root Test under Cross Section Dependence.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 36		paper
2009A Nonlinear Panel Unit Root Test under Cross Section Dependence.(2009) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2011A nonlinear panel unit root test under cross section dependence.(2011) In: Working Papers.
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2007Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
2010Graphical methods for investigating the finite-sample properties of confidence regions In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
2012Empirical 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]		article59
2024The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2024The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023Pricing of European currency options considering the dynamic information costs In: Global Finance Journal.
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2023Pricing of European currency options considering the dynamic information costs.(2023) In: Post-Print.
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This paper has nother version. Agregated cites: 5		paper
2023Investor behavior in the currency option market during the COVID-19 pandemic In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article4
2023Investor behavior in the currency option market during the COVID-19 pandemic.(2023) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Dynamics and causality in distribution between spot and future precious metals: A copula approach In: Resources Policy.
[Full Text][Citation analysis]		article16
2020Dynamics and causality in distribution between spot and future precious metals: A copula approach.(2020) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2020Dynamics and causality in distribution between spot and future precious metals: A copula approach.(2020) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2021Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches In: Resources Policy.
[Full Text][Citation analysis]		article12
2021Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 12		paper
2021Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2023Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis In: The Quarterly Review of Economics and Finance.
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2023Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis.(2023) In: Post-Print.
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2019Nonlinearities 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]		article6
2019Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach.(2019) In: Post-Print.
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2020The 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]		article5
2008Graphical 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]		paper0
2008Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices In: Documents de recherche.
[Full Text][Citation analysis]		paper0
2008Is 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]		paper3
2018A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier In: Post-Print.
[Full Text][Citation analysis]		paper0
2015A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier.(2015) In: Post-Print.
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2018Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier In: Post-Print.
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2016Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier.(2016) In: Post-Print.
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2018Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier.(2018) In: Annals of Operations Research.
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2009A strong hysteretic model of Okun’s Law: theory and a preliminary investigation In: Post-Print.
[Citation analysis]		paper29
2009A strong hysteretic model of Okuns Law: Theory and a preliminary investigation.(2009) In: Post-Print.
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2009A strong hysteretic model of Okuns Law: theory and a preliminary investigation.(2009) In: International Review of Applied Economics.
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2016Predictive models to estimate utility from clinical questionnaires in ă schizophrenia: findings from EuroSC In: Post-Print.
[Citation analysis]		paper0
2015Predictive models to estimate utility from clinical questionnaires in schizophrenia: findings from EuroSC.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018The Credit Default Swap market contagion during recent crises: International evidence In: Post-Print.
[Full Text][Citation analysis]		paper6
2018The Credit Default Swap market contagion during recent crises: international evidence.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2019The 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
2019International risk spillover in the sovereign credit markets: An empirical analysis In: Post-Print.
[Full Text][Citation analysis]		paper2
2019On the informational market efficiency of the worldwide Sovereign Credit Default Swaps In: Post-Print.
[Full Text][Citation analysis]		paper0
2022On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market In: Post-Print.
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2017“Reserve modelling and the aggregation of risks using time varying copula models In: Post-Print.
[Citation analysis]		paper3
2017Reserve modelling and the aggregation of risks using time varying copula models.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models In: Post-Print.
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2018Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis In: Post-Print.
[Citation analysis]		paper0
2017Do political connections affect banks leverage? Evidence from some MENA countries In: Post-Print.
[Citation analysis]		paper0
2017Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model In: Post-Print.
[Citation analysis]		paper0
2016Pricing Perpetual Turbo-Warrants In: Post-Print.
[Citation analysis]		paper0
2015Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier In: Post-Print.
[Citation analysis]		paper0
2014Effect of the Use of Derivative Instruments on Bank’s Performance: Evidence from Emerging and Recently Developed Countries In: Post-Print.
[Citation analysis]		paper0
2015Le traitement de l’incertitude dans les évaluations médico-économiques In: Post-Print.
[Citation analysis]		paper0
2017The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan In: Post-Print.
[Citation analysis]		paper1
2017The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US , the UK , and Taiwan.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2016Solvency capital requirement for a temporal dependent losses in insurance In: Post-Print.
[Citation analysis]		paper4
2016Solvency capital requirement for a temporal dependent losses in insurance.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2015The Effect of Derivative Instrument Use on stock return performance: Evidence from Banks in Emerging and Recently Developed Countries In: Post-Print.
[Citation analysis]		paper0
2016Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries In: Post-Print.
[Citation analysis]		paper1
2016DOES DERIVATIVE INSTRUMENTS USE INCREASE ACCOUNTING PERFORMANCE OF BANKS IN EMERGING AND RECENTLY DEVELOPED COUNTRIES?.(2016) In: Post-Print.
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2025Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies In: Post-Print.
[Citation analysis]		paper0
2024Machine learning based methods for ratemaking health care insurance In: Post-Print.
[Citation analysis]		paper0
2024Forecasting reserve risk for temporal dependent losses in insurance In: Post-Print.
[Citation analysis]		paper0
2025Forecasting reserve risk for temporal dependent losses in insurance.(2025) In: International Journal of Finance & Economics.
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2023Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty In: Post-Print.
[Citation analysis]		paper0
2023Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty.(2023) In: Empirical Economics.
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2022On the Measurement and Extent of Banks’ Political Connection in the Middle East and North Africa Region In: Post-Print.
[Citation analysis]		paper1
2022On the Measurement and Extent of Banks’ Political Connection in the Middle East and North Africa Region.(2022) In: Comparative Economic Studies.
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2022How Do Macroeconomic Variables Volatilities Affect Stock Markets Dynamics? Evidence From MENA Zone In: Post-Print.
[Full Text][Citation analysis]		paper0
2020Forecasting sovereign CDS VOLATILITY: A comparison of univariate GARCH-class models In: Post-Print.
[Citation analysis]		paper0
2019On the informational market efficiency of the worldwide sovereign credit default swaps In: Post-Print.
[Citation analysis]		paper0
2019Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach In: Post-Print.
[Citation analysis]		paper0
2019Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries In: Post-Print.
[Citation analysis]		paper4
2017Do political connections affect banks leverage? Evidence from some Middle Eastern and North African countries.(2017) In: Working Papers.
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2019Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries.(2019) In: Journal of Management & Governance.
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This paper has nother version. Agregated cites: 4		article
2019International risk spillover in sovereign credit markets: an empirical analysis In: Post-Print.
[Citation analysis]		paper0
2015Effect of the Use of Derivative Instruments on Stock Returns:Evidence from Banks in Emerging and Recently Developed Countries In: Post-Print.
[Citation analysis]		paper0
2013Cost Effectiveness of Pegfilgrastim Versus Filgrastim After High-Dose Chemotherapy and Autologous Stem Cell Transplantation in Patients with Lymphoma and Myeloma In: Post-Print.
[Citation analysis]		paper0
2003Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market In: Post-Print.
[Citation analysis]		paper9
2003Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market.(2003) In: Computational Economics.
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2019PCN214 COST-EFFECTIVENESS ANALYSIS OF NIVOLUMAB IN COMBINATION WITH IPILIMUMAB VERSUS SUNITINIB FOR THE FIRST-LINE TREATMENT OF INTERMEDIATE- TO POOR-RISK ADVANCED RENAL CELL CARCINOMA IN FRANCE In: Post-Print.
[Citation analysis]		paper0
2007Long Memory and Hysteresis In: Post-Print.
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2011Pegfilgrastim 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 In: Post-Print.
[Citation analysis]		paper0
2016A cost-effectiveness analysis of the ZIRA test in breast cancer In: Post-Print.
[Citation analysis]		paper0
2016Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization In: Working Papers.
[Full Text][Citation analysis]		paper1
2016Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2017International risk spillover in the sovereign credit markets: An empirical analysis In: Working Papers.
[Full Text][Citation analysis]		paper1
2020Is 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]		paper2
2018On the Informational Market Efficiency of the Worldwide Sovereign Credit Default Swap In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Nonlinearities in the oil fluctuation effects on the sovereign credit risk: A Self-Exciting Threshold Autoregression approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2018On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market In: Working Papers.
[Full Text][Citation analysis]		paper2
2018The role of political patronage on risk-taking behavior of banks in Middle East and North Africa region In: Working Papers.
[Full Text][Citation analysis]		paper0
2019The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic In: Working Papers.
[Full Text][Citation analysis]		paper4
2018Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models In: Working Papers.
[Full Text][Citation analysis]		paper1
2022Does economic policy uncertainty matter for the co-movements between precious metals and BRICS stock markets: A cross-quantilogram approach In: Working Papers.
[Citation analysis]		paper0
2002unilateral and bilateral bootstrap tests for long memory In: Computing in Economics and Finance 2002.
[Citation analysis]		paper0
2006Bootstrapping Neural tests for conditional heteroskedasticity In: Computing in Economics and Finance 2006.
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2006Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory In: Computing in Economics and Finance 2006.
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