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 65 0 0 2 201
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 18 0 0 3 59
A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier 0 0 1 5 0 0 5 16
A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier 0 0 0 0 0 1 3 6
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 1 3 38 1 6 17 119
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 63 1 1 6 335
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 102 0 1 6 349
A cost-effectiveness analysis of the ZIRA test in breast cancer 0 0 0 0 1 1 6 19
A nonlinear panel unit root test under cross section dependence 0 0 3 122 0 3 13 336
A nonlinear panel unit root test under cross section dependence 0 0 1 10 1 3 7 72
A strong hysteretic model of Okun’s Law: theory and a preliminary investigation 0 0 0 0 0 0 12 30
Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis 0 0 0 0 0 0 10 20
Bootstrapping Neural tests for conditional heteroskedasticity 0 0 0 42 0 1 2 155
Claims reserving modelling with a novel dynamic Generalized Autoregressive Conditional Sinistrality Model 0 0 0 0 0 0 4 6
Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization 0 0 1 21 0 0 3 27
Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization 0 0 0 10 0 0 2 31
Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices 0 0 0 4 0 1 3 54
Do political connections affect banks' leverage? Evidence from some MENA countries 0 0 0 0 0 0 5 7
Do political connections affect banks' leverage? Evidence from some Middle Eastern and North African countries 0 0 1 17 0 0 3 19
Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries 0 0 0 0 1 1 5 5
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 2
Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models 1 1 4 8 1 1 12 28
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 3 51
Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory 0 0 0 35 0 1 2 220
International risk spillover in the sovereign credit markets: An empirical analysis 0 0 0 5 0 1 5 54
Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries 0 0 1 93 0 0 1 231
Is the consumption-income ratio stationary? Evidence from linear and nonlinear panel unit root tests for OECD and non-OECD countries 0 0 1 13 0 1 9 64
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 2 13 30 5 9 34 90
Le traitement de l’incertitude dans les évaluations médico-économiques 0 0 0 0 0 1 4 7
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier 0 0 0 12 0 0 5 14
Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier 0 0 0 0 0 2 3 5
Nonlinearities in the oil fluctuation effects on the sovereign credit risk: A Self-Exciting Threshold Autoregression approach 0 0 0 11 0 0 10 30
On the Informational Market Efficiency of the Worldwide Sovereign Credit Default Swap 0 1 1 4 1 2 7 20
On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market 0 0 2 16 1 3 18 45
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 3 32
Pricing Perpetual Turbo-Warrants 0 0 0 0 0 1 9 11
Solvency capital requirement for a temporal dependent losses in insurance 0 0 0 0 0 2 7 9
Stopping Tests in the Sequential Estimation for Multiple Structural Breaks 0 0 0 72 0 2 5 237
The Credit Default Swap market contagion during recent crises: International evidence 0 0 1 6 1 2 10 35
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 2
The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic 3 6 19 83 7 17 76 227
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 5 6
The role of political patronage on risk-taking behavior of banks in Middle East and North Africa region 0 0 1 22 0 1 10 43
unilateral and bilateral bootstrap tests for long memory 0 0 0 0 0 0 3 160
“Reserve modelling and the aggregation of risks using time varying copula models 0 0 0 0 0 2 6 9
Total Working Papers 4 11 53 929 21 67 365 3,498


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 1 1 1 168 2 2 3 524
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models 0 0 0 14 0 0 0 65
Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market 0 0 0 21 0 0 2 94
Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries 0 0 1 48 2 5 8 180
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach 1 2 2 5 1 4 13 53
Graphical methods for investigating the finite-sample properties of confidence regions 0 0 0 7 0 0 0 45
IS THE CONSUMPTION–INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON-LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON-OECD COUNTRIES 0 1 1 32 0 1 7 256
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier 0 0 0 0 1 1 6 30
Neural Tests for Conditional Heteroskedasticity in ARCH-M Models 0 0 1 66 1 1 3 279
Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach 0 0 1 1 0 2 10 14
The Credit Default Swap market contagion during recent crises: international evidence 0 1 4 7 2 4 16 34
Total Journal Articles 2 5 11 369 9 20 68 1,574


Statistics updated 2021-01-03