Christian de Peretti
Names
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Christian |
| last: |
de Peretti |
Identifer
Contact
Affiliations
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Université Claude Bernard (Lyon 1)
/ Institut de Science Financière et d'Assurances (École ISFA)
Research profile
author of:
- Is The Consumption–Income Ratio Stationary? Evidence From Linear And Non-Linear Panel Unit Root Tests For Oecd And Non-Oecd Countries (RePEc:bla:manchs:v:81:y:2013:i:1:p:102-120)
by Mario Cerrato & Christian De Peretti & Chris Stewart - Neural Tests for Conditional Heteroskedasticity in ARCH-M Models (RePEc:bpj:sndecm:v:8:y:2004:i:3:n:3)
by de Peretti Christian & Siani Carole - Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries (RePEc:cuf:journl:y:2013:v:14:i:1:kaffala:deperetti)
by Mohamed Rochdi Keffala & Christian de Peretti - Stopping Tests in the Sequential Estimation for Multiple Structural Breaks (RePEc:ecm:latm04:320)
by Giovanni Urga & Christian de Peretti - A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates (RePEc:edn:sirdps:152)
by de Peretti, Christian & Siani, Carole & Cerrato, Mario - A Nonlinear Panel Unit Root Test under Cross Section Dependence (RePEc:edn:sirdps:271)
by Cerrato, Mario & de Peretti, Christian & Larsson, Rolf & Sarantis, Nicholas - Is the consumption-income ratio stationary? Evidence from linear and nonlinear panel unit root tests for OECD and non-OECD countries (RePEc:edn:sirdps:59)
by Cerrato, Mario & de Peretti, Christian & Stewart, Chris - Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (RePEc:eee:csdana:v:51:y:2007:i:5:p:2442-2460)
by Siani, Carole & de Peretti, Christian - Graphical methods for investigating the finite-sample properties of confidence regions (RePEc:eee:csdana:v:54:y:2010:i:2:p:262-271)
by de Peretti, Christian & Siani, Carole - Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach (RePEc:eee:empfin:v:19:y:2012:i:1:p:162-174)
by Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung - Pricing of European currency options considering the dynamic information costs (RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000923)
by Dammak, Wael & Hamad, Salah Ben & de Peretti, Christian & Eleuch, Hichem - Investor behavior in the currency option market during the COVID-19 pandemic (RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300049x)
by Dammak, Wael & Boutouria, Nahla & Ben Hamad, Salah & de Peretti, Christian - Dynamics and causality in distribution between spot and future precious metals: A copula approach (RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719305215)
by Talbi, Marwa & de Peretti, Christian & Belkacem, Lotfi - Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches (RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001549)
by Talbi, Marwa & Bedoui, Rihab & de Peretti, Christian & Belkacem, Lotfi - Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis (RePEc:eee:quaeco:v:89:y:2023:i:c:p:298-306)
by Braham, Rihem & de Peretti, Christian & Belkacem, Lotfi - Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach (RePEc:eee:riibaf:v:50:y:2019:i:c:p:106-133)
by Sabkha, Saker & de Peretti, Christian & Hmaied, Dorra - The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa (RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919301205)
by Braham, Rihem & de Peretti, Christian & Belkacem, Lotfi - Unknown item RePEc:eme:mfipps:mf-11-2017-0490 (article)
- A nonlinear panel unit root test under cross section dependence (RePEc:eve:wpaper:07-12)
by Mario Cerrato & Christian De Peretti & Nick Sarantis - Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal (RePEc:eve:wpaper:08-01)
by Christian De Peretti & Carole Siani - Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices (RePEc:eve:wpaper:08-02)
by Christian De Peretti & Carole Siani - A Nonlinear Panel Unit Root Test under Cross Section Dependence (RePEc:gla:glaewp:2008_08)
by Mario Cerrato & Christian de Peretti & Nick Sarantis - Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries (RePEc:gla:glaewp:2008_27)
by Mario Cerrato & Christian de Peretti & Chris Stewart - A Nonlinear Panel Unit Root Test under Cross Section Dependence (RePEc:gla:glaewp:2009_28)
by Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis - A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates (RePEc:gla:glaewp:2010_05)
by Christian de Peretti & Carole Siani & Mario Cerrato - A nonlinear panel unit root test under cross section dependence (RePEc:gla:glaewp:2011_08)
by Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis - A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier (RePEc:hal:journl:hal-01299561)
by Hanene Ben Salah & Ali Gannoun & Mathieu Ribatet - Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier (RePEc:hal:journl:hal-01300673)
by Hanene Ben Salah & Mohamed Chaouch & Ali Gannoun & Christian de Peretti & Abdelwahed Trabelsi - A strong hysteretic model of Okun’s Law: theory and a preliminary investigation (RePEc:hal:journl:hal-01366013)
by Dany Lang & Christian de Peretti - Predictive models to estimate utility from clinical questionnaires in ă schizophrenia: findings from EuroSC (RePEc:hal:journl:hal-01482545)
by Carole Siani & Christian De Peretti & Aurélie Millier & Laurent Boyer & Mondher Toumi - The Credit Default Swap market contagion during recent crises: International evidence (RePEc:hal:journl:hal-01572510)
by Saker Sabkha & Christian de Peretti & Dorra Hmaied - International risk spillover in the sovereign credit markets: An empirical analysis (RePEc:hal:journl:hal-01652526)
by Saker Sabkha & Christian de Peretti & Dorra Mezzez Hmaied - On the Informational Market Efficiency of the Worldwide Sovereign Credit Default Swap (RePEc:hal:journl:hal-01698006)
by Saker Sabkha & Christian de Peretti & Dorra Hmaied - On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market (RePEc:hal:journl:hal-01710398)
by Saker Sabkha & Christian de Peretti - “Reserve modelling and the aggregation of risks using time varying copula models (RePEc:hal:journl:hal-01764023)
by Sawssen Araichi & Lotfi Belkacem & Christian de Peretti - Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis (RePEc:hal:journl:hal-02095485)
by Christian de Peretti - Do political connections affect banks' leverage? Evidence from some MENA countries (RePEc:hal:journl:hal-02095489)
by Christian de Peretti - Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model (RePEc:hal:journl:hal-02095491)
by Christian de Peretti - Pricing Perpetual Turbo-Warrants (RePEc:hal:journl:hal-02095495)
by Christian de Peretti - A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier (RePEc:hal:journl:hal-02095499)
by Christian de Peretti - Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier (RePEc:hal:journl:hal-02095502)
by Christian de Peretti - Effect of the Use of Derivative Instruments on Bank’s Performance: Evidence from Emerging and Recently Developed Countries (RePEc:hal:journl:hal-02095508)
by Christian de Peretti - Le traitement de l’incertitude dans les évaluations médico-économiques (RePEc:hal:journl:hal-02095512)
by Christian de Peretti - The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan (RePEc:hal:journl:hal-02103954)
by Chia-Ying Chan & Christian de Peretti & Ming-Chun Wang & Hong-Min Chen - Solvency capital requirement for a temporal dependent losses in insurance (RePEc:hal:journl:hal-02103956)
by Sawssen Araichi & Christian de Peretti & Lotfi Belkacem - The Effect of Derivative Instrument Use on stock return performance: Evidence from Banks in Emerging and Recently Developed Countries (RePEc:hal:journl:hal-02103957)
by Mohamed Rochdi Keffala & Christian de Peretti & Chia-Ying Chan - Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries (RePEc:hal:journl:hal-02103959)
by Mohamed Rochdi Keffala & Christian de Peretti - A strong hysteretic model of Okun's Law: Theory and a preliminary investigation (RePEc:hal:journl:hal-02877983)
by Dany Lang & Christian de Peretti - Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches (RePEc:hal:journl:hal-03671370)
by Marwa Talbi & Rihab Bedoui & Christian de Peretti & Lotfi Belkacem - 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 (RePEc:hal:journl:halshs-00628854)
by Lionel Perrier & Anne Lefranc & Philippe Quittet & Hervé Ghesquières & Bertrand Favier & Daniel Espinouse & Christian de Peretti & Marie Pierre Moles & Victoria Cacheux & Stéphane Leprêtre & Marc Rena - A cost-effectiveness analysis of the ZIRA test in breast cancer (RePEc:hal:journl:halshs-01366993)
by Carole Siani & Christian de Peretti & Julie A Vendrell & Balazs Gyorffy & Thomas Bachelot & Nicolas Plommet & Pascale Cohen & Lionel Perrier - Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization (RePEc:hal:wpaper:hal-01299566)
by Hanene Ben Salah & Ali Gannoun & Mathieu Ribatet - Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization (RePEc:hal:wpaper:hal-01404752)
by Hanene Ben Salah & Ali Gannoun & Mathieu Ribatet - Do political connections affect banks' leverage? Evidence from some Middle Eastern and North African countries (RePEc:hal:wpaper:hal-01520154)
by Rihem Braham & Lotfi Belkacem & Christian de Peretti+ - Unknown item RePEc:hal:wpaper:hal-01652526 (paper)
- 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 (RePEc:hal:wpaper:hal-01664146)
by Marwa Talbi & Rihab Bedoui & Christian de Peretti & Lotfi Belkacem - Unknown item RePEc:hal:wpaper:hal-01698006 (paper)
- Unknown item RePEc:hal:wpaper:hal-01698012 (paper)
- Unknown item RePEc:hal:wpaper:hal-01710398 (paper)
- The role of political patronage on risk-taking behavior of banks in Middle East and North Africa region (RePEc:hal:wpaper:hal-01762523)
by Rihem Braham & Lotfi Belkacem & Christian de Peretti - The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic (RePEc:hal:wpaper:hal-01766742)
by Nesrine Mechri & Salah Ben Hamad & Christian De Peretti - Unknown item RePEc:hal:wpaper:hal-01769390 (paper)
- Does economic policy uncertainty matter for the co-movements between precious metals and BRICS stock markets: A cross-quantilogram approach (RePEc:hal:wpaper:hal-03671388)
by Marwa Talbi & Christian de Peretti & Lotfi Belkacem - Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market (RePEc:kap:compec:v:22:y:2003:i:2:p:187-212)
by Christian de Peretti - Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries (RePEc:kap:jmgtgv:v:23:y:2019:i:4:d:10.1007_s10997-019-09478-w)
by Rihem Braham & Christian Peretti & Lotfi Belkacem - The Credit Default Swap market contagion during recent crises: international evidence (RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0741-6)
by Saker Sabkha & Christian Peretti & Dorra Hmaied - unilateral and bilateral bootstrap tests for long memory (RePEc:sce:scecf2:334)
by Christian de Peretti - Bootstrapping Neural tests for conditional heteroskedasticity (RePEc:sce:scecfa:301)
by Carole Siani & Christian de Peretti - Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory (RePEc:sce:scecfa:304)
by Christian de Peretti & Carole Siani - Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier (RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2235-z)
by Hanene Ben Salah & Mohamed Chaouch & Ali Gannoun & Christian Peretti & Abdelwahed Trabelsi - A strong hysteretic model of Okun's Law: theory and a preliminary investigation (RePEc:taf:irapec:v:23:y:2009:i:4:p:445-462)
by Dany Lang & Christian de Peretti