Access Statistics for Christian de Peretti

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 18 0 0 0 61
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 65 0 0 0 203
A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier 0 0 0 5 0 1 2 22
A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier 0 0 0 0 1 1 1 12
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 1 59 2 3 5 182
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 63 0 0 1 346
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 102 0 2 3 371
A cost-effectiveness analysis of the ZIRA test in breast cancer 0 0 0 0 0 0 11 40
A nonlinear panel unit root test under cross section dependence 1 1 1 17 2 2 3 91
A nonlinear panel unit root test under cross section dependence 0 1 1 127 0 1 3 352
A strong hysteretic model of Okun's Law: Theory and a preliminary investigation 0 0 0 0 0 1 3 7
A strong hysteretic model of Okun’s Law: theory and a preliminary investigation 0 0 0 0 1 3 4 39
Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis 0 0 0 0 0 0 0 27
Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies 0 0 0 0 0 0 2 2
Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market 0 0 0 0 0 0 0 0
Bootstrapping Neural tests for conditional heteroskedasticity 1 1 1 43 1 1 1 159
Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model 0 0 0 0 1 1 1 10
Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization 0 0 0 11 1 1 2 46
Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization 0 0 0 21 1 1 1 32
Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices 0 0 0 4 0 0 2 62
Cost Effectiveness of Pegfilgrastim Versus Filgrastim After High-Dose Chemotherapy and Autologous Stem Cell Transplantation in Patients with Lymphoma and Myeloma 0 0 0 0 0 0 0 0
DOES DERIVATIVE INSTRUMENTS USE INCREASE ACCOUNTING PERFORMANCE OF BANKS IN EMERGING AND RECENTLY DEVELOPED COUNTRIES? 0 0 0 0 0 1 4 4
Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries 0 0 0 0 0 0 0 0
Do political connections affect banks' leverage? Evidence from some MENA countries 0 0 0 0 0 0 0 9
Do political connections affect banks' leverage? Evidence from some Middle Eastern and North African countries 0 0 0 19 0 2 2 32
Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries 0 0 0 0 1 1 1 15
Does economic policy uncertainty matter for the co-movements between precious metals and BRICS stock markets: A cross-quantilogram approach 0 0 0 0 0 0 2 13
Dynamics and causality in distribution between spot and future precious metals: A copula approach 0 0 0 0 1 1 1 1
Dynamics and causality in distribution between spot and future precious metals: A copula approach 0 0 0 0 0 0 0 0
Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries 0 0 0 0 0 1 2 2
Effect of the Use of Derivative Instruments on Bank’s Performance: Evidence from Emerging and Recently Developed Countries 0 0 0 0 1 1 1 4
Effect of the Use of Derivative Instruments on Stock Returns:Evidence from Banks in Emerging and Recently Developed Countries 0 0 0 0 0 0 0 0
Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty 0 0 0 0 0 0 0 0
Forecasting reserve risk for temporal dependent losses in insurance 0 0 0 0 1 1 1 1
Forecasting sovereign CDS VOLATILITY: A comparison of univariate GARCH-class models 0 0 0 0 0 0 0 0
Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models 0 1 3 5 0 1 4 10
Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal 0 0 0 2 1 1 1 56
Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory 0 0 0 35 0 0 0 220
How Do Macroeconomic Variables Volatilities Affect Stock Markets Dynamics? Evidence From MENA Zone 0 0 0 0 0 0 4 4
IS THE CONSUMPTION–INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON‐LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON‐OECD COUNTRIES* 0 0 0 0 0 0 3 3
International risk spillover in sovereign credit markets: an empirical analysis 0 0 0 0 0 1 1 1
International risk spillover in the sovereign credit markets: An empirical analysis 0 0 1 2 0 1 2 6
Investor behavior in the currency option market during the COVID-19 pandemic 0 0 0 0 0 0 0 0
Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries 0 0 1 96 1 2 3 244
Is the consumption-income ratio stationary? Evidence from linear and nonlinear panel unit root tests for OECD and non-OECD countries 0 0 0 14 0 0 1 70
Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches 0 0 0 0 1 1 1 1
Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches 0 0 0 6 0 0 0 5
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 0 0 1 33 0 1 2 115
Le traitement de l’incertitude dans les évaluations médico-économiques 0 0 0 0 0 0 0 9
Long Memory and Hysteresis 0 0 0 0 1 1 1 1
Machine learning based methods for ratemaking health care insurance 0 0 0 0 1 1 15 15
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier 0 0 0 12 0 0 0 16
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier 0 0 0 0 0 0 0 0
Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier 0 0 0 0 0 0 0 13
Neural Tests for Conditional Heteroskedasticity in ARCH-M Models 0 0 0 0 0 0 0 0
Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach 0 0 0 0 0 0 0 0
Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach 0 0 0 0 0 0 0 0
On the Measurement and Extent of Banks’ Political Connection in the Middle East and North Africa Region 0 0 0 0 0 1 2 2
On the informational market efficiency of the worldwide Sovereign Credit Default Swaps 0 0 0 1 0 0 0 3
On the informational market efficiency of the worldwide sovereign credit default swaps 0 0 0 0 0 0 0 0
On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market 0 0 0 5 2 4 6 15
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 0 0 0 0 0 0 0 0
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 controlled trial 0 0 0 0 0 0 1 37
Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis 0 0 0 0 0 2 2 2
Predictive models to estimate utility from clinical questionnaires in schizophrenia: findings from EuroSC 0 0 0 0 0 0 0 0
Predictive models to estimate utility from clinical questionnaires in ă schizophrenia: findings from EuroSC 0 0 0 0 1 1 1 9
Pricing Perpetual Turbo-Warrants 0 0 0 0 0 0 1 15
Pricing of European currency options considering the dynamic information costs 0 0 0 0 0 1 7 7
Reserve modelling and the aggregation of risks using time varying copula models 0 0 0 0 0 0 0 0
Solvency capital requirement for a temporal dependent losses in insurance 0 0 0 0 1 1 2 13
Solvency capital requirement for a temporal dependent losses in insurance 0 0 0 0 0 0 0 0
Stopping Tests in the Sequential Estimation for Multiple Structural Breaks 0 0 0 74 1 1 1 243
The Credit Default Swap market contagion during recent crises: International evidence 0 0 0 6 0 0 3 48
The Credit Default Swap market contagion during recent crises: international evidence 0 0 0 0 0 0 0 0
The Effect of Derivative Instrument Use on stock return performance: Evidence from Banks in Emerging and Recently Developed Countries 0 0 0 0 0 0 1 8
The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic 0 0 0 101 0 1 9 297
The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan 0 0 0 0 1 1 1 1
The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan 0 0 0 0 0 0 0 7
The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns? 0 0 1 1 0 0 3 3
The role of political patronage on risk-taking behavior of banks in Middle East and North Africa region 0 0 1 23 0 0 3 56
unilateral and bilateral bootstrap tests for long memory 0 0 0 0 1 1 1 166
“Reserve modelling and the aggregation of risks using time varying copula models 0 0 0 0 0 1 1 12
Total Working Papers 2 4 12 970 26 51 142 3,878
5 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A strong hysteretic model of Okun's Law: theory and a preliminary investigation 0 0 0 171 1 3 4 545
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models 0 0 0 14 0 0 0 66
Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market 0 0 0 21 1 1 2 99
Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries 0 0 0 10 3 3 6 92
Dynamics and causality in distribution between spot and future precious metals: A copula approach 1 1 1 10 2 2 5 50
Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries 0 0 1 55 1 2 7 200
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach 0 0 0 7 1 1 2 69
Graphical methods for investigating the finite-sample properties of confidence regions 0 0 0 7 1 1 1 49
IS THE CONSUMPTION–INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON-LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON-OECD COUNTRIES 0 0 0 34 0 0 1 263
Investor behavior in the currency option market during the COVID-19 pandemic 0 0 0 2 2 2 4 11
Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches 0 0 0 0 0 1 2 13
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier 0 1 1 2 0 2 2 40
Neural Tests for Conditional Heteroskedasticity in ARCH-M Models 0 0 0 66 0 0 0 282
Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach 0 0 1 3 1 2 4 36
Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis 0 0 1 1 0 1 6 11
Pricing of European currency options considering the dynamic information costs 0 1 3 6 2 4 7 16
The Credit Default Swap market contagion during recent crises: international evidence 0 0 0 8 1 1 2 54
The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa 0 0 0 9 1 1 3 52
Total Journal Articles 1 3 8 426 17 27 58 1,948
1 registered items for which data could not be found
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Statistics updated 2025-11-08