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Christian de Peretti

Personal Details

First Name:Christian
Middle Name:
Last Name:de Peretti
Suffix:
RePEc Short-ID:pde507
[This author has chosen not to make the email address public]
https://www.ec-lyon.fr/en/research-and-innovation/research-centrale-lyon/our-researchers/de-peretti-christian
Ecole Centrale de Lyon Département C.L.E.S. 36 avenue Guy de Collongue F-69134 Ecully cedex France.

Affiliation

Institut de Science Financière et d'Assurances (École ISFA)
Université Claude Bernard (Lyon 1)

Lyon, France
http://isfa.univ-lyon1.fr/
RePEc:edi:isly1fr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sarra Ghaddab & Christian de Peretti & Lotfi Belkacem, 2025. "Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies," Post-Print hal-04766286, HAL.
  2. Amal Ben Hamida & Christian de Peretti & Lotfi Belkacem, 2024. "The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?," Post-Print hal-04875454, HAL.
  3. Amal Ben Hamida & Manel Kacem & Christian de Peretti & Lotfi Belkacem, 2024. "Machine learning based methods for ratemaking health care insurance," Post-Print hal-04875213, HAL.
  4. Sawssen Araichi & Christian de Peretti & Lotfi Belkacem, 2024. "Forecasting reserve risk for temporal dependent losses in insurance," Post-Print hal-04875444, HAL.
  5. Wael Dammak & Nahla Boutouria & Salah Ben Hamad & Christian de Peretti, 2023. "Investor behavior in the currency option market during the COVID-19 pandemic," Post-Print hal-04875460, HAL.
  6. Sarra Ghaddab & Manel Kacem & Christian de Peretti & Lotfi Belkacem, 2023. "Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty," Post-Print hal-04875467, HAL.
  7. Wael Dammak & Salah Ben Hamad & Christian de Peretti & Hichem Eleuch, 2023. "Pricing of European currency options considering the dynamic information costs," Post-Print hal-04875463, HAL.
  8. Rihem Braham & Christian de Peretti & Lotfi Belkacem, 2023. "Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis," Post-Print hal-04875470, HAL.
  9. Saker Sabkha & Christian de Peretti, 2022. "On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market," Post-Print hal-01710398, HAL.
  10. Christian de Peretti & Nesrine Mechri & Salah Ben Hamad, 2022. "How Do Macroeconomic Variables Volatilities Affect Stock Markets Dynamics? Evidence From MENA Zone," Post-Print hal-04875495, HAL.
  11. Marwa Talbi & Christian de Peretti & Lotfi Belkacem, 2022. "Does economic policy uncertainty matter for the co-movements between precious metals and BRICS stock markets: A cross-quantilogram approach," Working Papers hal-03671388, HAL.
  12. Rihem Braham & Christian de Peretti & Lotfi Belkacem, 2022. "On the Measurement and Extent of Banks’ Political Connection in the Middle East and North Africa Region," Post-Print hal-04875474, HAL.
  13. Marwa Talbi & Rihab Bedoui & Christian de Peretti & Lotfi Belkacem, 2021. "Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches," Post-Print hal-03671370, HAL.
  14. Marwa Talbi & Christian de Peretti & Lotfi Belkacem, 2020. "Dynamics and causality in distribution between spot and future precious metals: A copula approach," Post-Print hal-04875503, HAL.
  15. Marwa Talbi & Rihab Bedoui & Christian de Peretti & Lotfi Belkacem, 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-01664146, HAL.
  16. Saker Sabkha & Christian de Peretti & Sabrine Mallek, 2020. "Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models," Post-Print hal-01769390, HAL.
  17. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2019. "On the informational market efficiency of the worldwide Sovereign Credit Default Swaps," Post-Print hal-01698006, HAL.
  18. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2019. "Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach," Post-Print hal-03484603, HAL.
  19. S. Branchoux & S. Négrier & Christian de Peretti & B. Malcolm & J. May & L. Marié & A.F. Gaudin & S. Klijn & T.J. Ignacio, 2019. "Pcn214 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," Post-Print hal-04875641, HAL.
  20. Saker Sabkha & Christian de Peretti & Dorra Mezzez Hmaied, 2019. "International risk spillover in the sovereign credit markets: An empirical analysis," Post-Print hal-01652526, HAL.
  21. Rihem Braham & Christian de Peretti & Lotfi Belkacem, 2019. "Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries," Post-Print hal-04875524, HAL.
  22. Nesrine Mechri & Salah Ben Hamad & Christian De Peretti, 2019. "The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic," Working Papers hal-01766742, HAL.
  23. Christian de Peretti, 2018. "Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis," Post-Print hal-02095485, HAL.
  24. Hanene Ben Salah & Ali Gannoun & Mathieu Ribatet, 2018. "A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier," Post-Print hal-01299561, HAL.
  25. Christian de Peretti & Dorra Hmaied, 2018. "The Credit Default Swap market contagion during recent crises: International evidence," Post-Print hal-01572510, HAL.
  26. Hanene Ben Salah & Mohamed Chaouch & Ali Gannoun & Christian de Peretti & Abdelwahed Trabelsi, 2018. "Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier," Post-Print hal-01300673, HAL.
  27. Rihem Braham & Lotfi Belkacem & Christian de Peretti, 2018. "The role of political patronage on risk-taking behavior of banks in Middle East and North Africa region," Working Papers hal-01762523, HAL.
  28. Sawssen Araichi & Lotfi Belkacem & Christian de Peretti, 2017. "“Reserve modelling and the aggregation of risks using time varying copula models," Post-Print hal-01764023, HAL.
  29. Chia-Ying Chan & Christian de Peretti & Ming-Chun Wang & Hong-Min Chen, 2017. "The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan," Post-Print hal-02103954, HAL.
  30. Christian de Peretti, 2017. "Do political connections affect banks' leverage? Evidence from some MENA countries," Post-Print hal-02095489, HAL.
  31. Christian de Peretti, 2017. "Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model," Post-Print hal-02095491, HAL.
  32. Carole Siani & Christian De Peretti & Aurélie Millier & Laurent Boyer & Mondher Toumi, 2016. "Predictive models to estimate utility from clinical questionnaires in ă schizophrenia: findings from EuroSC," Post-Print hal-01482545, HAL.
  33. Sawssen Araichi & Christian de Peretti & Lotfi Belkacem, 2016. "Solvency capital requirement for a temporal dependent losses in insurance," Post-Print hal-02103956, HAL.
  34. Christian de Peretti, 2016. "Pricing Perpetual Turbo-Warrants," Post-Print hal-02095495, HAL.
  35. Hanene Ben Salah & Ali Gannoun & Mathieu Ribatet, 2016. "Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization," Working Papers hal-01299566, HAL.
  36. Carole Siani & Christian de Peretti & Julie A Vendrell & Balazs Gyorffy & Thomas Bachelot & Nicolas Plommet & Pascale Cohen & Lionel Perrier, 2016. "A cost-effectiveness analysis of the ZIRA test in breast cancer," Post-Print halshs-01366993, HAL.
  37. Mohamed Rochdi Keffala & Christian de Peretti, 2016. "Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries," Post-Print hal-02103959, HAL.
  38. Christian de Peretti, 2015. "Le traitement de l’incertitude dans les évaluations médico-économiques," Post-Print hal-02095512, HAL.
  39. Christian de Peretti, 2015. "Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier," Post-Print hal-02095502, HAL.
  40. Mohamed Rochdi Keffala & Christian de Peretti & Chia-Ying Chan, 2015. "The Effect of Derivative Instrument Use on stock return performance: Evidence from Banks in Emerging and Recently Developed Countries," Post-Print hal-02103957, HAL.
  41. Mohamed Rochdi Keffala & Christian de Peretti & Chia-Ying Chan, 2015. "Effect of the Use of Derivative Instruments on Stock Returns:Evidence from Banks in Emerging and Recently Developed Countries," Post-Print hal-04875609, HAL.
  42. Christian de Peretti, 2014. "Effect of the Use of Derivative Instruments on Bank’s Performance: Evidence from Emerging and Recently Developed Countries," Post-Print hal-02095508, HAL.
  43. Lionel Perrier & Anne Lefranc & David Pérol & Philippe Quittet & Aline Schmidt-Tanguy & Carole Siani & Christian de Peretti & Bertrand Favier & Pierre Biron & Philippe Moreau & Jacques Olivier Bay & S, 2013. "Cost Effectiveness of Pegfilgrastim Versus Filgrastim After High-Dose Chemotherapy and Autologous Stem Cell Transplantation in Patients with Lymphoma and Myeloma," Post-Print hal-04875619, HAL.
  44. Mohamed Rochdi Keffala & Christian de Peretti, 2013. "Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries," Post-Print hal-04875617, HAL.
  45. Cerrato, Mario & de Peretti, Christian & Larsson, Rolf & Sarantis, Nicholas, 2011. "A Nonlinear Panel Unit Root Test under Cross Section Dependence," SIRE Discussion Papers 2011-30, Scottish Institute for Research in Economics (SIRE).
  46. Lionel Perrier & Anne Lefranc & Philippe Quittet & Hervé Ghesquières & Bertrand Favier & Daniel Espinouse & Christian de Peretti & Marie Pierre Moles & Victoria Cacheux & Stéphane Leprêtre & Marc Rena, 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 ," Post-Print halshs-00628854, HAL.
  47. de Peretti, Christian & Siani, Carole & Cerrato, Mario, 2010. "A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates," SIRE Discussion Papers 2010-20, Scottish Institute for Research in Economics (SIRE).
  48. Dany Lang & Christian de Peretti, 2009. "A strong hysteretic model of Okun’s Law: theory and a preliminary investigation," Post-Print hal-01366013, HAL.
  49. Christian De Peretti & Carole Siani, 2008. "Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices," Documents de recherche 08-02, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  50. Mario Cerrato & Christian de Peretti & Chris Stewart, 2008. "Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries," Working Papers 2008_27, Business School - Economics, University of Glasgow.
  51. Christian De Peretti & Carole Siani, 2008. "Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal," Documents de recherche 08-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  52. Cerrato, Mario & de Peretti, Christian & Stewart, Chris, 2008. "Is the consumption-income ratio stationary? Evidence from linear and nonlinear panel unit root tests for OECD and non-OECD countries," SIRE Discussion Papers 2008-46, Scottish Institute for Research in Economics (SIRE).
  53. Christian de Peretti, 2007. "Long Memory and Hysteresis," Post-Print hal-04875648, HAL.
  54. Carole Siani & Christian de Peretti, 2006. "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006 301, Society for Computational Economics.
  55. Christian de Peretti & Carole Siani, 2006. "Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory," Computing in Economics and Finance 2006 304, Society for Computational Economics.
  56. Christian de Peretti & Carole Siani, 2004. "Neural Tests for Conditional Heteroskedasticity in ARCH-M Models," Post-Print hal-04875628, HAL.
  57. Giovanni Urga & Christian de Peretti, 2004. "Stopping Tests in the Sequential Estimation for Multiple Structural Breaks," Econometric Society 2004 Latin American Meetings 320, Econometric Society.
  58. Christian de Peretti, 2003. "Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market," Post-Print hal-04875633, HAL.
  59. Christian de Peretti, 2002. "unilateral and bilateral bootstrap tests for long memory," Computing in Economics and Finance 2002 334, Society for Computational Economics.
    repec:hal:wpaper:hal-01652526 is not listed on IDEAS
    repec:hal:wpaper:hal-01710398 is not listed on IDEAS
    repec:hal:wpaper:hal-01698006 is not listed on IDEAS
    repec:hal:wpaper:hal-01698012 is not listed on IDEAS
    repec:hal:wpaper:hal-01769390 is not listed on IDEAS

Articles

  1. Dammak, Wael & Hamad, Salah Ben & de Peretti, Christian & Eleuch, Hichem, 2023. "Pricing of European currency options considering the dynamic information costs," Global Finance Journal, Elsevier, vol. 58(C).
  2. Dammak, Wael & Boutouria, Nahla & Ben Hamad, Salah & de Peretti, Christian, 2023. "Investor behavior in the currency option market during the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
  3. Braham, Rihem & de Peretti, Christian & Belkacem, Lotfi, 2023. "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, Elsevier, vol. 89(C), pages 298-306.
  4. Talbi, Marwa & Bedoui, Rihab & de Peretti, Christian & Belkacem, Lotfi, 2021. "Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches," Resources Policy, Elsevier, vol. 73(C).
  5. Talbi, Marwa & de Peretti, Christian & Belkacem, Lotfi, 2020. "Dynamics and causality in distribution between spot and future precious metals: A copula approach," Resources Policy, Elsevier, vol. 66(C).
  6. Braham, Rihem & de Peretti, Christian & Belkacem, Lotfi, 2020. "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, Elsevier, vol. 53(C).
  7. Rihem Braham & Christian Peretti & Lotfi Belkacem, 2019. "Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 23(4), pages 989-1006, December.
  8. Saker Sabkha & Christian Peretti & Dorra Hmaied, 2019. "The Credit Default Swap market contagion during recent crises: international evidence," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 1-46, July.
  9. Sabkha, Saker & de Peretti, Christian & Hmaied, Dorra, 2019. "Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach," Research in International Business and Finance, Elsevier, vol. 50(C), pages 106-133.
  10. Hanene Ben Salah & Mohamed Chaouch & Ali Gannoun & Christian Peretti & Abdelwahed Trabelsi, 2018. "Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier," Annals of Operations Research, Springer, vol. 262(2), pages 653-681, March.
  11. Mario Cerrato & Christian De Peretti & Chris Stewart, 2013. "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, vol. 81(1), pages 102-120, January.
  12. Mohamed Rochdi Keffala & Christian de Peretti, 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, Society for AEF, vol. 14(1), pages 169-178, May.
  13. Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung, 2012. "Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 162-174.
  14. de Peretti, Christian & Siani, Carole, 2010. "Graphical methods for investigating the finite-sample properties of confidence regions," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 262-271, February.
  15. Dany Lang & Christian de Peretti, 2009. "A strong hysteretic model of Okun's Law: theory and a preliminary investigation," International Review of Applied Economics, Taylor & Francis Journals, vol. 23(4), pages 445-462.
  16. Siani, Carole & de Peretti, Christian, 2007. "Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2442-2460, February.
  17. de Peretti Christian & Siani Carole, 2004. "Neural Tests for Conditional Heteroskedasticity in ARCH-M Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(3), pages 1-24, September.
  18. Christian de Peretti, 2003. "Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 187-212, October.

    RePEc:eme:mfipps:mf-11-2017-0490 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (7) 2004-10-30 2006-07-15 2006-07-15 2008-10-28 2009-08-08 2010-04-17 2019-02-25. Author is listed
  2. NEP-ETS: Econometric Time Series (7) 2006-07-15 2006-07-15 2009-08-08 2010-04-17 2012-01-18 2012-06-05 2023-03-13. Author is listed
  3. NEP-RMG: Risk Management (6) 2016-12-11 2018-01-22 2018-05-07 2019-02-25 2019-03-25 2023-06-26. Author is listed
  4. NEP-ARA: MENA - Middle East and North Africa (3) 2017-09-03 2018-05-07 2018-05-14
  5. NEP-FMK: Financial Markets (2) 2018-04-02 2018-05-07
  6. NEP-BAN: Banking (1) 2018-05-14
  7. NEP-CBA: Central Banking (1) 2008-10-28
  8. NEP-CMP: Computational Economics (1) 2006-07-15
  9. NEP-EEC: European Economics (1) 2018-07-16
  10. NEP-ENE: Energy Economics (1) 2018-04-09
  11. NEP-ICT: Information and Communication Technologies (1) 2006-07-15
  12. NEP-ORE: Operations Research (1) 2008-10-28
  13. NEP-POL: Positive Political Economics (1) 2018-05-14

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