Zobrazeno 1 - 7
of 7
pro vyhledávání: '"de Peretti, Christian"'
This paper revisits the international evidence on hedge, safe haven and diversificationproperties of precious metals, namely; gold, silver and platinum for the G-7 stock marketswhereas most of the studies have focused only on gold properties. Convers
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::2edaa4c8c3afbe1f3e58b1c565547492
https://hal.archives-ouvertes.fr/hal-01664146/document
https://hal.archives-ouvertes.fr/hal-01664146/document
This paper investigates the role of precious metals (Gold, Silver and Platinum) as hedge and/or safe haven assets against the G-7 stock markets that represents the most developed economies, by characterizing the multivariate dependence structure usin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______212::a42fadd9973443789be22eb96b5ddcfc
https://hal.archives-ouvertes.fr/hal-01664146v3/document
https://hal.archives-ouvertes.fr/hal-01664146v3/document
Autor:
Sabkha, Saker, De Peretti, Christian
The study of an efficient financial assets' modeling method is still an open hot issue especially during recent crises. Using credit risk data from 33 worldwide countries, this paper investigates the performance of 9 Dynamic Conditional Correlation m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2592::4d052826c293e270a95c505688603632
https://hal.archives-ouvertes.fr/hal-01710398
https://hal.archives-ouvertes.fr/hal-01710398
The unquenchable thirst of several sectors to crude oil in the recent years makes a common belief regarding its key role towards the acceleration of the recent economic recession and financial instability. This paper aims to examine the impact of oil
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2592::ae384f2d5c4e18548ab99465a0ac7296
https://hal.archives-ouvertes.fr/hal-01698012/document
https://hal.archives-ouvertes.fr/hal-01698012/document
In this globalized world, market efficiency is one of the main determinants of country positions in the international economic and financial space. Aware of this crucial issue, this article aims to provide further evidence on the weak form of the Eff
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2592::d07b7a5c708c21e4a6921bfafd3a8c02
https://hal.archives-ouvertes.fr/hal-01698006/document
https://hal.archives-ouvertes.fr/hal-01698006/document
Publikováno v:
Review of Quantitative Finance and Accounting
Review of Quantitative Finance and Accounting, Springer Verlag, 2018
Review of Quantitative Finance and Accounting, Springer Verlag, 2018
International audience; This paper analyzes Credit Default Swaps spread dynamic to determine whether the sovereign Credit Default Swap market is subject to contagion effects. Analysis is performed on credit spreads data of 35 worldwide countries belo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c7f9c7f42470549f3a2ce8da151aef49
https://hal.archives-ouvertes.fr/hal-01572510
https://hal.archives-ouvertes.fr/hal-01572510
The occurrence of more and more financial crises characterized not only by their persistence but especially by their severity and magnitude encourages further investigation on portfolio diversification and financial assets' comovements. This paper st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c916ef53689ec9701ce5bf9468eafb18
https://hal.archives-ouvertes.fr/hal-01652526/document
https://hal.archives-ouvertes.fr/hal-01652526/document