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 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 0 0 19
A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier 0 0 0 0 0 0 1 11
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 102 0 0 4 367
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 5 57 1 2 13 174
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 63 0 0 1 345
A cost-effectiveness analysis of the ZIRA test in breast cancer 0 0 0 0 0 0 1 29
A nonlinear panel unit root test under cross section dependence 0 0 1 12 0 0 1 81
A nonlinear panel unit root test under cross section dependence 0 0 1 126 0 0 4 349
A strong hysteretic model of Okun's Law: Theory and a preliminary investigation 0 0 0 0 0 0 0 4
A strong hysteretic model of Okun’s Law: theory and a preliminary investigation 0 0 0 0 2 2 2 34
Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis 0 0 0 0 2 2 5 27
Bootstrapping Neural tests for conditional heteroskedasticity 0 0 0 42 0 0 0 158
Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model 0 0 0 0 0 0 2 9
Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization 0 0 0 21 0 0 0 29
Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization 0 0 0 11 0 0 0 43
Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices 0 0 0 4 0 0 0 60
Do political connections affect banks' leverage? Evidence from some MENA countries 0 0 0 0 0 0 1 9
Do political connections affect banks' leverage? Evidence from some Middle Eastern and North African countries 0 0 0 19 0 0 2 28
Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries 0 0 0 0 0 0 2 14
Effect of the Use of Derivative Instruments on Bank’s Performance: Evidence from Emerging and Recently Developed Countries 0 0 0 0 0 0 0 3
Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal 0 0 0 2 0 0 2 55
Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory 0 0 0 35 0 0 0 220
Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries 0 0 1 94 1 1 3 239
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 68
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 31 0 0 3 110
Le traitement de l’incertitude dans les évaluations médico-économiques 0 0 0 0 0 0 0 9
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier 0 0 0 12 0 0 0 16
Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier 0 0 0 0 0 0 1 13
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 1 1 36
Pricing Perpetual Turbo-Warrants 0 0 0 0 0 1 1 14
Solvency capital requirement for a temporal dependent losses in insurance 0 0 0 0 0 0 0 11
Stopping Tests in the Sequential Estimation for Multiple Structural Breaks 0 0 1 74 0 0 3 242
The Credit Default Swap market contagion during recent crises: International evidence 0 0 0 6 0 0 0 41
The Effect of Derivative Instrument Use on stock return performance: Evidence from Banks in Emerging and Recently Developed Countries 0 0 0 0 0 1 3 7
The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic 1 2 4 96 2 3 11 272
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 role of political patronage on risk-taking behavior of banks in Middle East and North Africa region 0 0 0 22 0 0 1 51
unilateral and bilateral bootstrap tests for long memory 0 0 0 0 0 0 0 164
“Reserve modelling and the aggregation of risks using time varying copula models 0 0 0 0 0 0 0 10
Total Working Papers 1 2 13 931 8 13 69 3,642
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 0 170 0 0 2 535
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 0 0 0 97
Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries 0 0 0 9 1 1 10 83
Dynamics and causality in distribution between spot and future precious metals: A copula approach 0 0 0 6 0 0 6 38
Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries 0 0 0 51 0 0 0 188
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach 0 0 0 5 0 0 3 63
Graphical methods for investigating the finite-sample properties of confidence regions 0 0 0 7 0 0 0 47
IS THE CONSUMPTION–INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON-LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON-OECD COUNTRIES 0 0 2 34 0 0 4 262
Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches 0 0 0 0 0 0 3 7
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier 0 0 0 1 0 0 0 35
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 0 1 0 0 0 28
The Credit Default Swap market contagion during recent crises: international evidence 0 0 0 7 1 1 6 45
The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa 0 1 3 8 2 4 8 43
Total Journal Articles 0 1 5 400 4 6 42 1,819
1 registered items for which data could not be found
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Statistics updated 2023-05-07