IDEAS home Printed from https://ideas.repec.org/f/pde507.html
   My authors  Follow this author

Christian de Peretti

Personal Details

First Name:Christian
Middle Name:
Last Name:de Peretti
Suffix:
RePEc Short-ID:pde507
https://isfa.univ-lyon1.fr/recherche/membres-du-laboratoire/
Ecole Centrale de Lyon Département C.L.E.S. 36 avenue Guy de Collongue F-69134 Ecully cedex France.
+33 (0)6 19 16 47 65

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. 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.
  2. Nesrine Mechri & Salah Ben Hamad & Christian Peretti, 2019. "The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic," Working Papers hal-01766742, HAL.
  3. Christian de Peretti, 2018. "Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis," Post-Print hal-02095485, HAL.
  4. Saker Sabkha & Christian de Peretti, 2018. "On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market," Working Papers hal-01710398, HAL.
  5. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "On the Informational Market Efficiency of the Worldwide Sovereign Credit Default Swap," Working Papers hal-01698006, HAL.
  6. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "The Credit Default Swap market contagion during recent crises: International evidence," Post-Print hal-01572510, HAL.
  7. 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.
  8. 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.
  9. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "Nonlinearities in the oil fluctuation effects on the sovereign credit risk: A Self-Exciting Threshold Autoregression approach," Working Papers hal-01698012, HAL.
  10. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models," Working Papers hal-01769390, HAL.
  11. 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.
  12. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2017. "International risk spillover in the sovereign credit markets: An empirical analysis," Working Papers hal-01652526, HAL.
  13. 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.
  14. Christian de Peretti, 2017. "Do political connections affect banks' leverage? Evidence from some MENA countries," Post-Print hal-02095489, HAL.
  15. Rihem Braham & Lotfi Belkacem & Christian de Peretti+, 2017. "Do political connections affect banks' leverage? Evidence from some Middle Eastern and North African countries," Working Papers hal-01520154, HAL.
  16. Christian de Peretti, 2017. "Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model," Post-Print hal-02095491, HAL.
  17. Sawssen Araichi & Christian de Peretti & Lotfi Belkacem, 2016. "Solvency capital requirement for a temporal dependent losses in insurance," Post-Print hal-02103956, HAL.
  18. Christian de Peretti, 2016. "Pricing Perpetual Turbo-Warrants," Post-Print hal-02095495, HAL.
  19. Hanene Ben Salah & Ali Gannoun & Mathieu Ribatet, 2016. "Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization," Working Papers hal-01299566, HAL.
  20. 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.
  21. 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.
  22. Christian de Peretti, 2015. "Le traitement de l’incertitude dans les évaluations médico-économiques," Post-Print hal-02095512, HAL.
  23. Christian de Peretti, 2015. "Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier," Post-Print hal-02095502, HAL.
  24. Christian de Peretti, 2015. "A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier," Post-Print hal-02095499, HAL.
  25. 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.
  26. 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.
  27. 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.
  28. Christian de Peretti & Carole Siani & Mario Cerrato, 2010. "A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates," Working Papers 2010_05, Business School - Economics, University of Glasgow.
  29. Dany Lang & Christian de Peretti, 2009. "A strong hysteretic model of Okun’s Law: theory and a preliminary investigation," Post-Print hal-01366013, HAL.
  30. 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.
  31. 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.
  32. 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.
  33. Mario Cerrato & Christian de Peretti & Nick Sarantis, 2008. "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers 2008_08, Business School - Economics, University of Glasgow.
  34. 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).
  35. Carole Siani & Christian de Peretti, 2006. "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006 301, Society for Computational Economics.
  36. 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.
  37. 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.
  38. Christian de Peretti, 2002. "unilateral and bilateral bootstrap tests for long memory," Computing in Economics and Finance 2002 334, Society for Computational Economics.

Articles

  1. 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).
  2. 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).
  3. 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).
  4. 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.
  5. Saker Sabkha & Christian de Peretti & Dorra Mezzez Hmaied, 2019. "International risk spillover in sovereign credit markets: an empirical analysis," Managerial Finance, Emerald Group Publishing, vol. 45(8), pages 1020-1040, August.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 18 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 (6) 2006-07-15 2006-07-15 2009-08-08 2010-04-17 2012-01-18 2012-06-05. Author is listed
  3. NEP-RMG: Risk Management (5) 2016-12-11 2018-01-22 2018-05-07 2019-02-25 2019-03-25. Author is listed
  4. NEP-ARA: MENA - Middle East & 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 & 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

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Christian de Peretti should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.