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 1 2 5 66
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 65 3 4 7 210
A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier 0 0 0 5 0 0 6 27
A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier 0 0 0 0 0 1 6 17
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 63 1 1 6 352
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 1 60 4 5 12 190
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 102 1 2 11 380
A cost-effectiveness analysis of the ZIRA test in breast cancer 0 0 0 0 2 2 20 59
A nonlinear panel unit root test under cross section dependence 0 0 1 127 2 3 11 361
A nonlinear panel unit root test under cross section dependence 0 0 2 18 4 7 18 106
A strong hysteretic model of Okun's Law: Theory and a preliminary investigation 0 0 0 0 0 0 4 10
A strong hysteretic model of Okun’s Law: theory and a preliminary investigation 0 0 0 0 1 5 14 50
Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis 0 0 0 0 4 5 5 32
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 1 3
Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market 0 0 0 0 0 0 2 2
Bootstrapping Neural tests for conditional heteroskedasticity 0 0 1 43 2 3 10 168
Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model 0 0 0 0 1 2 3 12
Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization 0 0 0 21 1 1 6 37
Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization 0 0 0 11 2 2 11 55
Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices 0 0 0 4 0 1 8 69
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 1 2 3 3
DOES DERIVATIVE INSTRUMENTS USE INCREASE ACCOUNTING PERFORMANCE OF BANKS IN EMERGING AND RECENTLY DEVELOPED COUNTRIES? 0 0 0 0 2 2 9 9
Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries 0 0 0 0 1 1 3 3
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 3 6 10 40
Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries 0 0 0 0 2 4 7 21
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 3 5 18
Dynamics and causality in distribution between spot and future precious metals: A copula approach 0 0 0 0 0 1 2 2
Dynamics and causality in distribution between spot and future precious metals: A copula approach 0 0 0 0 1 1 9 9
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 7 8
Effect of the Use of Derivative Instruments on Bank’s Performance: Evidence from Emerging and Recently Developed Countries 0 0 0 0 2 2 6 9
Effect of the Use of Derivative Instruments on Stock Returns:Evidence from Banks in Emerging and Recently Developed Countries 0 0 0 0 2 2 3 3
Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty 0 0 0 0 3 5 9 9
Forecasting reserve risk for temporal dependent losses in insurance 0 0 0 0 2 3 10 10
Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models 0 0 1 5 0 2 6 15
Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal 0 0 0 2 1 2 7 62
Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory 0 0 0 35 0 2 11 231
How Do Macroeconomic Variables Volatilities Affect Stock Markets Dynamics? Evidence From MENA Zone 0 0 0 0 1 1 5 6
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 2 3 8 10
International risk spillover in the sovereign credit markets: An empirical analysis 1 1 1 3 3 4 8 13
Investor behavior in the currency option market during the COVID-19 pandemic 0 0 0 0 0 2 4 4
Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries 0 0 0 96 1 3 13 255
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 2 2 7 76
Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches 0 0 0 6 3 3 7 12
Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches 0 0 0 0 2 4 10 10
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 0 33 0 2 5 119
Le traitement de l’incertitude dans les évaluations médico-économiques 0 0 0 0 2 2 3 12
Long Memory and Hysteresis 0 0 0 0 0 1 6 6
Machine learning based methods for ratemaking health care insurance 0 0 0 0 1 2 6 20
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier 0 0 0 0 1 3 7 7
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier 0 0 0 12 1 1 5 21
Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier 0 0 0 0 0 1 5 18
Neural Tests for Conditional Heteroskedasticity in ARCH-M Models 0 0 0 0 1 1 3 3
Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach 0 0 0 0 3 3 10 10
On the Measurement and Extent of Banks’ Political Connection in the Middle East and North Africa Region 0 0 0 0 2 4 9 9
On the informational market efficiency of the worldwide Sovereign Credit Default Swaps 0 0 0 1 0 1 3 6
On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market 0 0 0 5 0 1 8 19
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 1 1 2 2
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 2 2 3 40
Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis 0 0 0 0 4 4 8 8
Predictive models to estimate utility from clinical questionnaires in schizophrenia: findings from EuroSC 0 0 0 0 4 4 5 5
Predictive models to estimate utility from clinical questionnaires in ă schizophrenia: findings from EuroSC 0 0 0 0 2 2 4 12
Pricing Perpetual Turbo-Warrants 0 0 0 0 3 5 5 20
Pricing of European currency options considering the dynamic information costs 0 0 0 0 0 2 4 10
Reserve modelling and the aggregation of risks using time varying copula models 0 0 0 0 1 1 3 3
Solvency capital requirement for a temporal dependent losses in insurance 0 0 0 0 2 2 4 16
Solvency capital requirement for a temporal dependent losses in insurance 0 0 0 0 2 3 3 3
Stopping Tests in the Sequential Estimation for Multiple Structural Breaks 0 0 1 75 0 13 18 260
The Credit Default Swap market contagion during recent crises: International evidence 0 0 0 6 2 2 7 52
The Credit Default Swap market contagion during recent crises: international evidence 0 0 0 0 1 2 4 4
The Effect of Derivative Instrument Use on stock return performance: Evidence from Banks in Emerging and Recently Developed Countries 0 0 0 0 3 5 7 14
The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic 0 0 0 101 0 3 11 306
The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan 0 0 0 0 0 1 2 9
The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan 0 0 0 0 1 4 10 10
The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns? 0 0 0 1 4 5 12 13
The role of political patronage on risk-taking behavior of banks in Middle East and North Africa region 0 0 0 23 1 3 9 64
unilateral and bilateral bootstrap tests for long memory 0 0 0 0 0 1 5 170
“Reserve modelling and the aggregation of risks using time varying copula models 0 0 0 0 0 0 4 15
Total Working Papers 1 1 8 974 107 194 535 4,339
9 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 5 13 555
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models 0 0 0 14 0 1 6 72
Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market 0 0 0 21 2 3 11 109
Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries 0 0 0 10 5 5 20 108
Dynamics and causality in distribution between spot and future precious metals: A copula approach 0 0 1 10 3 4 9 57
Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries 1 1 1 56 5 8 16 213
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach 0 1 1 8 2 4 8 76
Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty 0 0 9 38 5 13 44 114
Forecasting reserve risk for temporal dependent losses in insurance 0 0 2 2 2 8 16 16
Graphical methods for investigating the finite-sample properties of confidence regions 0 0 0 7 3 5 10 58
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 3 5 8 271
Investor behavior in the currency option market during the COVID-19 pandemic 0 0 0 2 3 12 18 27
Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches 0 0 0 0 3 4 6 17
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier 0 0 1 2 3 8 14 52
Neural Tests for Conditional Heteroskedasticity in ARCH-M Models 0 0 0 66 3 3 17 299
Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach 0 0 1 4 2 13 33 67
On the Measurement and Extent of Banks’ Political Connection in the Middle East and North Africa Region 0 0 1 4 1 4 12 26
Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis 0 0 0 1 3 4 12 19
Pricing of European currency options considering the dynamic information costs 1 2 6 9 6 11 25 34
The Credit Default Swap market contagion during recent crises: international evidence 0 0 0 8 3 5 16 68
The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns? 0 2 9 24 16 49 124 150
The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa 1 1 1 10 3 4 11 62
Total Journal Articles 3 7 33 501 77 178 449 2,470
1 registered items for which data could not be found
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