Access Statistics for Christian de Peretti

Author contact details at EconPapers.

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 3 3 64
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 65 1 3 3 206
A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier 0 0 0 5 1 5 7 27
A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier 0 0 0 0 2 4 5 16
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 1 2 60 0 3 8 185
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 63 3 5 6 351
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 102 2 7 9 378
A cost-effectiveness analysis of the ZIRA test in breast cancer 0 0 0 0 16 17 19 57
A nonlinear panel unit root test under cross section dependence 0 0 1 127 3 6 8 358
A nonlinear panel unit root test under cross section dependence 0 1 2 18 4 8 11 99
A strong hysteretic model of Okun's Law: Theory and a preliminary investigation 0 0 0 0 3 3 4 10
A strong hysteretic model of Okun’s Law: theory and a preliminary investigation 0 0 0 0 2 6 9 45
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 1 1 2 3
Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market 0 0 0 0 1 2 2 2
Bootstrapping Neural tests for conditional heteroskedasticity 0 0 1 43 4 6 7 165
Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model 0 0 0 0 0 0 1 10
Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization 0 0 0 21 4 4 5 36
Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization 0 0 0 11 4 7 9 53
Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices 0 0 0 4 4 6 7 68
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 1 1 1
DOES DERIVATIVE INSTRUMENTS USE INCREASE ACCOUNTING PERFORMANCE OF BANKS IN EMERGING AND RECENTLY DEVELOPED COUNTRIES? 0 0 0 0 3 3 7 7
Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries 0 0 0 0 1 2 2 2
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 2 2 4 34
Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries 0 0 0 0 0 2 3 17
Does economic policy uncertainty matter for the co-movements between precious metals and BRICS stock markets: A cross-quantilogram approach 0 0 0 0 2 2 3 15
Dynamics and causality in distribution between spot and future precious metals: A copula approach 0 0 0 0 0 1 1 1
Dynamics and causality in distribution between spot and future precious metals: A copula approach 0 0 0 0 2 7 8 8
Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries 0 0 0 0 5 5 7 7
Effect of the Use of Derivative Instruments on Bank’s Performance: Evidence from Emerging and Recently Developed Countries 0 0 0 0 3 3 4 7
Effect of the Use of Derivative Instruments on Stock Returns:Evidence from Banks in Emerging and Recently Developed Countries 0 0 0 0 1 1 1 1
Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty 0 0 0 0 4 4 4 4
Forecasting reserve risk for temporal dependent losses in insurance 0 0 0 0 6 6 7 7
Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models 0 0 1 5 3 3 5 13
Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal 0 0 0 2 4 4 5 60
Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory 0 0 0 35 6 9 9 229
How Do Macroeconomic Variables Volatilities Affect Stock Markets Dynamics? Evidence From MENA Zone 0 0 0 0 1 1 5 5
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 1 4 7 7
International risk spillover in the sovereign credit markets: An empirical analysis 0 0 1 2 1 3 5 9
Investor behavior in the currency option market during the COVID-19 pandemic 0 0 0 0 1 2 2 2
Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries 0 0 1 96 7 8 11 252
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 4 5 74
Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches 0 0 0 6 4 4 4 9
Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches 0 0 0 0 4 5 6 6
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 1 2 3 117
Le traitement de l’incertitude dans les évaluations médico-économiques 0 0 0 0 1 1 1 10
Long Memory and Hysteresis 0 0 0 0 2 4 5 5
Machine learning based methods for ratemaking health care insurance 0 0 0 0 3 3 5 18
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier 0 0 0 12 2 4 4 20
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier 0 0 0 0 2 4 4 4
Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier 0 0 0 0 2 4 4 17
Neural Tests for Conditional Heteroskedasticity in ARCH-M Models 0 0 0 0 2 2 2 2
Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach 0 0 0 0 4 7 7 7
On the Measurement and Extent of Banks’ Political Connection in the Middle East and North Africa Region 0 0 0 0 3 3 5 5
On the informational market efficiency of the worldwide Sovereign Credit Default Swaps 0 0 0 1 1 2 2 5
On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market 0 0 0 5 2 3 8 18
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 1 1 1
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 1 1 2 38
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 4 4
Predictive models to estimate utility from clinical questionnaires in schizophrenia: findings from EuroSC 0 0 0 0 1 1 1 1
Predictive models to estimate utility from clinical questionnaires in ă schizophrenia: findings from EuroSC 0 0 0 0 1 1 2 10
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 1 1 2 8
Reserve modelling and the aggregation of risks using time varying copula models 0 0 0 0 2 2 2 2
Solvency capital requirement for a temporal dependent losses in insurance 0 0 0 0 0 0 0 0
Solvency capital requirement for a temporal dependent losses in insurance 0 0 0 0 0 1 3 14
Stopping Tests in the Sequential Estimation for Multiple Structural Breaks 1 1 1 75 4 4 5 247
The Credit Default Swap market contagion during recent crises: International evidence 0 0 0 6 1 2 5 50
The Credit Default Swap market contagion during recent crises: international evidence 0 0 0 0 0 2 2 2
The Effect of Derivative Instrument Use on stock return performance: Evidence from Banks in Emerging and Recently Developed Countries 0 0 0 0 1 1 2 9
The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic 0 0 0 101 3 6 12 303
The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan 0 0 0 0 3 5 6 6
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 8
The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns? 0 0 1 1 4 5 8 8
The role of political patronage on risk-taking behavior of banks in Middle East and North Africa region 0 0 1 23 3 5 8 61
unilateral and bilateral bootstrap tests for long memory 0 0 0 0 1 3 4 169
“Reserve modelling and the aggregation of risks using time varying copula models 0 0 0 0 1 3 4 15
Total Working Papers 1 3 12 973 172 268 366 4,145
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 3 5 8 550
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models 0 0 0 14 2 5 5 71
Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market 0 0 0 21 6 7 8 106
Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries 0 0 0 10 5 11 17 103
Dynamics and causality in distribution between spot and future precious metals: A copula approach 0 0 1 10 3 3 6 53
Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries 0 0 0 55 4 5 10 205
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach 0 0 0 7 1 3 5 72
Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty 0 2 11 38 6 10 34 101
Forecasting reserve risk for temporal dependent losses in insurance 1 2 2 2 4 8 8 8
Graphical methods for investigating the finite-sample properties of confidence regions 0 0 0 7 2 4 5 53
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 1 3 3 266
Investor behavior in the currency option market during the COVID-19 pandemic 0 0 0 2 3 4 8 15
Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches 0 0 0 0 0 0 2 13
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier 0 0 1 2 2 4 6 44
Neural Tests for Conditional Heteroskedasticity in ARCH-M Models 0 0 0 66 14 14 14 296
Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach 0 1 1 4 15 18 21 54
On the Measurement and Extent of Banks’ Political Connection in the Middle East and North Africa Region 0 1 1 4 5 8 8 22
Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis 0 0 1 1 2 4 10 15
Pricing of European currency options considering the dynamic information costs 0 1 4 7 0 7 14 23
The Credit Default Swap market contagion during recent crises: international evidence 0 0 0 8 7 9 11 63
The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns? 1 2 15 22 15 45 89 101
The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa 0 0 0 9 5 6 9 58
Total Journal Articles 2 9 37 494 105 183 301 2,292
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12