Christian de Peretti

University Claude Bernard Lyon 1

Researcher in Finance

ISFA

50, Avenue Tony Garnier

Lyon Cedex 07, 69366

France

http://isfa.univ-lyon1.fr/laboratoire-saf/membres-permanents-38-1.html

Ecole Centrale de Lyon

Associate Professor of Finance

36 avenue Guy de Collongue

Ecully, 69134

France

http://www.ec-lyon.fr

SCHOLARLY PAPERS

7

DOWNLOADS

438

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

The Effect of Derivative Instrument Use on Capital Market Risk: Evidence from Banks in Emerging and Recently Developed Countries

Frontiers in Finance and Economics, Vol. 9, No. 2, 85-121
Number of pages: 37 Posted: 19 Dec 2012
Mohamed Rochdi Keffala, Christian de Peretti and Chia-Ying Chan
University of Liverpool - Institute of Financial and Actuarial Mathematics, University Claude Bernard Lyon 1 and Yuan-Ze University - Department of Finance
Downloads 188 (168,681)

Abstract:

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Derivatives, Bank, Capital market risk, Panel econometrics

2.

Do Precious Metals Act As Hedges and Safe Heavens against G-7 Stock Markets?: A Vine Copula Approach

Number of pages: 29 Posted: 20 Dec 2017 Last Revised: 28 Nov 2018
Marwa Talbi, Rihab Bedoui, Lotfi BelKacem and Christian de Peretti
University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA), University of Sousse - Laboratory Research for Economy, Management and Quantitative Finance (LaREMFiQ), University of Sousse - Laboratory Research for Economy, Management and Quantitative Finance (LaREMFiQ) and University Claude Bernard Lyon 1
Downloads 72 (339,504)

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Precious Metals, G-7 Stock Markets, Vine Copulas, Hedge, Safe Haven, Diversification

3.

Pricing of Perpetual Turbo-Warrants

Number of pages: 11 Posted: 05 Jun 2016
Christian de Peretti, Ghaith Ben Achour and Ruggero Renzetti
University Claude Bernard Lyon 1, Independent and Independent
Downloads 64 (361,585)

Abstract:

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turbo-warrants, perpetual turbo-warrants, pricing, implementation

4.

Effect of the Use of Derivative Instruments on Stock Returns: Evidence from Banks in Emerging and Recently Developed Countries

LSAF working paper number 2013.20.
Number of pages: 21 Posted: 15 Aug 2014
Mohamed Rochdi Keffala, Christian de Peretti and Chia Ying Chan
University Claude Bernard Lyon 1, University Claude Bernard Lyon 1 and Yuan Ze University - College of Management
Downloads 50 (406,501)
Citation 1

Abstract:

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derivatives, banks, stock returns, emerging countries, panel econometrics

5.

The Impact of the Exchange Rate Volatilities on Stock Markets Dynamics: Evidence from Tunisia and Turkey

Number of pages: 32 Posted: 03 Jan 2019
Nesrine MECHRI, Salah Ben Hamad, Christian de Peretti and Sahar Charfi
University of Claude Bernard Lyon 1, affiliation not provided to SSRN, University Claude Bernard Lyon 1 and affiliation not provided to SSRN
Downloads 38 (452,815)

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6.

Panel Stochastic Dominance Test and Panel Informational Efficiency LR Test

Number of pages: 18 Posted: 12 May 2015
Christian de Peretti, Chia-Ying Chan, Wing-Keung Wong and Carole Siani
University Claude Bernard Lyon 1, Yuan-Ze University - Department of Finance, Asia University, Department of Finance and University of Lyon 1
Downloads 25 (516,428)

Abstract:

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Covered warrants, market efficiency, panel stochastic dominance, panel information efficiency likelihood ratio test, bootstrap.

7.

Is the Consumption–Income Ratio Stationary? Evidence from Linear and Non‐Linear Panel Unit Root Tests for OECD and Non‐OECD Countries

The Manchester School, Vol. 81, Issue 1, pp. 102-120, 2013
Number of pages: 19 Posted: 13 Dec 2012
Mario Cerrato, Christian de Peretti and Chris Stewart
Glasgow University, University Claude Bernard Lyon 1 and London Metropolitan University
Downloads 1 (681,130)
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