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A strong hysteretic model of Okun's Law: theory and a preliminary investigation

Lang, Dany; Peretti, Christian de - In: International Review of Applied Economics 23 (2009) 4, pp. 445-462

This paper presents a 'strong hysteretic' version of Okun's Law, that is, a version of the law in which 'history matters.' In this version of the link between fluctuations in unemployment and growth, the most important past growth shock exerts an influence on the current unemployment rate. A...

Persistent link: https://www.econbiz.de/10004966615

Neural tests for conditional heteroskedasticity in ARCH-M models

Peretti, Christian de (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 3

Persistent link: https://www.econbiz.de/10002652224

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

The volatility spillover effect between index options and their underlying markets : evidence from the US, the UK, and Taiwan

Chan, Chia-Ying; Peretti, Christian de; Wang, Ming-Chun; … - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 700-733

Persistent link: https://www.econbiz.de/10011779396

Solvency capital requirement for a temporal dependent losses in insurance

Araichi, Sawssen; Peretti, Christian de; Belkacem, Lotfi - In: Economic modelling 58 (2016), pp. 588-598

Persistent link: https://www.econbiz.de/10011647930

Reserve modelling and the aggregation of risks using time varying copula models

Araichi, Sawssen; Peretti, Christian de; Belkacem, Lotfi - In: Economic modelling 67 (2017), pp. 149-158

Persistent link: https://www.econbiz.de/10011813794

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

The Credit Default Swap market contagion during recent crises : international evidence

Sabkha, Saker; Peretti, Christian de; Hmaied, Dorra Mezzez - In: Review of quantitative finance and accounting 53 (2019) 1, pp. 1-46

Persistent link: https://www.econbiz.de/10012173009

Nonlinearities in the oil effects on the sovereign credit risk: a self-exciting threshold autoregression approach

Sabkha, Saker; Peretti, Christian de; Hmaied, Dorra Mezzez - In: Research in international business and finance 50 (2019), pp. 106-133

Persistent link: https://www.econbiz.de/10012177033

On the informational market efficiency of the worldwide sovereign credit default swaps

Sabkha, Saker; Peretti, Christian de; Hmaied, Dorra Mezzez - In: The journal of asset management 20 (2019) 7, pp. 581-608

Persistent link: https://www.econbiz.de/10012155323