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Forecasting sovereign CDS VOLA...
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On the informational market efficiency of the worldwide sovereign credit default swaps
Sabkha, Saker
;
Peretti, Christian de
;
Hmaied, Dorra Mezzez
- In:
The journal of asset management
20
(
2019
)
7
,
pp. 581-608
Persistent link: https://www.econbiz.de/10012155323
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2
The Credit Default Swap market contagion during recent crises : international evidence
Sabkha, Saker
;
Peretti, Christian de
;
Hmaied, Dorra Mezzez
- In:
Review of quantitative finance and accounting
53
(
2019
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012173009
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3
Nonlinearities in the oil effects on the sovereign credit risk: a self-exciting threshold autoregression approach
Sabkha, Saker
;
Peretti, Christian de
;
Hmaied, Dorra Mezzez
- In:
Research in international business and finance
50
(
2019
),
pp. 106-133
Persistent link: https://www.econbiz.de/10012177033
Saved in:
4
On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets
Sabkha, Saker
-
2018
Persistent link: https://www.econbiz.de/10012165711
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