EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: person:"de Peretti, Christian"
Narrow search

Narrow search

Year of publication
Subject
All
Estimation 8 Schätzung 8 Theorie 8 Theory 8 Einheitswurzeltest 6 Exchange rate 6 Unit root test 6 Wechselkurs 6 ARCH model 5 ARCH-Modell 5 Derivat 5 Derivative 5 OECD countries 5 OECD-Staaten 5 Volatility 5 Volatilität 5 Bank 4 Credit derivative 4 Credit risk 4 Emerging economies 4 Industrialized countries 4 Industrieländer 4 Kreditderivat 4 Kreditrisiko 4 Panel 4 Panel study 4 Schwellenländer 4 Börsenkurs 3 Derivatives 3 Efficient market hypothesis 3 Effizienzmarkthypothese 3 Estimation theory 3 MENA countries 3 MENA-Staaten 3 Market efficiency 3 Schätztheorie 3 Share price 3 Stochastic process 3 Stochastischer Prozess 3 Welt 3
more ... less ...
Online availability
All
Undetermined 18 Free 11
Type of publication
All
Article 32 Book / Working Paper 15
Type of publication (narrower categories)
All
Article in journal 20 Aufsatz in Zeitschrift 20 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Working Paper 5 Aufsatz im Buch 1 Book section 1 research-article 1
more ... less ...
Language
All
English 35 Undetermined 12
Author
All
Peretti, Christian de 27 de Peretti, Christian 18 Cerrato, Mario 9 Chan, Chia-Ying 7 Siani, Carole 7 Belkacem, Lotfi 6 Keffala, Mohamed Rochdi 5 Sabkha, Saker 5 Qiao, Zhuo 4 Wong, Wing-Keung 4 Ben Hamad, Salah 3 Braham, Rihem 3 Hmaied, Dorra Mezzez 3 Larsson, Rolf 3 Sarantis, Nicholas 3 Stewart, Chris 3 Araichi, Sawssen 2 Chan, Chia-ying 2 Lang, Dany 2 Abdennadher, Maryem 1 Ben Achour, Ghaith 1 Bouabid, Anis 1 CERRATO, MARIO 1 Carole, Siani 1 Chan, Chia Ying 1 Charfi, Sahar 1 Chen, Hong-Min 1 Christian, de Peretti 1 DE PERETTI, CHRISTIAN 1 Dammak, Wael 1 Eleuch, Hichem 1 Ghaddab, Sarra 1 Kacem, Manel 1 MECHRI, Nesrine 1 Mallek, Sabrine 1 Mechria, Nesrine 1 Mezzez Hmaied, Dorra 1 Renzetti, Ruggero 1 STEWART, CHRIS 1 Sarantis, Nick 1
more ... less ...
Institution
All
Scottish Institute for Research in Economics (SIRE) 3
Published in...
All
Discussion papers / Adam Smith Business School, University of Glasgow 5 SIRE Discussion Papers 3 Computational Statistics & Data Analysis 2 Economic modelling 2 International review of applied economics 2 Journal of empirical finance 2 Research in international business and finance 2 Studies in Nonlinear Dynamics & Econometrics 2 The Manchester School 2 The empirical economics letters : a monthly international journal of economics 2 Annals of Economics and Finance 1 Annals of economics and finance 1 Asia-Pacific journal of financial studies 1 Computational economics 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Global finance journal 1 International journal of business 1 Journal of Empirical Finance 1 Journal of management & governance 1 LSAF working paper number 2013.20 1 Long memory in economics : with 50 tables 1 Managerial Finance 1 Review of quantitative finance and accounting 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 The journal of asset management 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1 Vie & sciences de l'entreprise : VSE ; la revue de l'Association Nationale des Docteurs ès Sciences Economiques et en Sciences de Gestion 1
more ... less ...
Source
All
ECONIS (ZBW) 33 RePEc 8 OLC EcoSci 4 Other ZBW resources 2
Showing 1 - 10 of 47
Cover Image
Socio-Economic and Regional Disparities in Fertility in Tunisia : A Spatial Econometrics Approach
Abdennadher, Maryem; Bouabid, Anis; de Peretti, Christian - 2022
Understanding fertility behavior in countries where couples can effectively manage their birth rates requires an examination of intentions and achievements, as well as all economic, social, and cultural factors leading to a revision of the either upwards or downwards fertility rates. Birth...
Persistent link: https://www.econbiz.de/10014244389
Saved in:
Cover Image
Extreme severity modeling using a GLM-GPD combination : application to an excess of loss reinsurance treaty
Ghaddab, Sarra; Kacem, Manel; Peretti, Christian de; … - In: Empirical economics : a quarterly journal of the … 65 (2023) 3, pp. 1105-1127
Persistent link: https://www.econbiz.de/10014330174
Saved in:
Cover Image
Political patronage and banks' leverage in the Middle Eastern and North African region : a new neural panel regression analysis
Braham, Rihem; Peretti, Christian de; Belkacem, Lotfi - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 298-306
Persistent link: https://www.econbiz.de/10014429816
Saved in:
Cover Image
Pricing of European currency options considering the dynamic information costs
Dammak, Wael; Ben Hamad, Salah; Peretti, Christian de; … - In: Global finance journal 58 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014633228
Saved in:
Cover Image
The Impact of the Exchange Rate Volatilities on Stock Markets Dynamics : Evidence from Tunisia and Turkey
MECHRI, Nesrine - 2019
This research aims to identify the impact of exchange rate volatility on the fluctuations of stock markets prices, considering two countries from MENA zone. Several gaps in the literature have been identified, indeed, previous works used very short periods of study, many important variables were...
Persistent link: https://www.econbiz.de/10012896525
Saved in:
Cover Image
How Do macroeconomic variables volatilities affect stock markets dynamics? : evidence from MENA zone
Mechria, Nesrine; Peretti, Christian de; Ben Hamad, Salah - In: International journal of business 27 (2022) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10013362250
Saved in:
Cover Image
Pricing of Perpetual Turbo-Warrants
de Peretti, Christian - 2016
This article deals with the pricing of turbo-warrants and perpetual turbo-warrants. Turbo-warrants have been treated in several articles, whereas perpetual turbo-warrants studies are scarce as they are very recent products. In this work, exotic portfolios are constructed for replicating the...
Persistent link: https://www.econbiz.de/10012989963
Saved in:
Cover Image
The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa
Braham, Rihem; Peretti, Christian de; Belkacem, Lotfi - In: Research in international business and finance 53 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012549038
Saved in:
Cover Image
Forecasting sovereign CDS VOLATILITY : a comparison of univariate GARCH-class models
Sabkha, Saker; Peretti, Christian de; Mallek, Sabrine - In: Vie & sciences de l'entreprise : VSE ; la revue de … 209 (2020), pp. 27-56
Persistent link: https://www.econbiz.de/10013188545
Saved in:
Cover Image
Panel Stochastic Dominance Test and Panel Informational Efficiency LR Test
de Peretti, Christian - 2015
This paper propose a new panel stochastic dominance (SD) test-PDD test, the asymptotic properties are derived, which extends Davidson and Duclos (DD) SD test to a panel context. The PDD test also contributes to settle one of the demerits while working with financial derivatives time series: that...
Persistent link: https://www.econbiz.de/10013022962
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...