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ECONIS (ZBW)
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Other ZBW resources
4
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1
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
Saved in:
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
Saved in:
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
Forecasting sovereign CDS VOLATILITY : a comparison of univariate GARCH-class models
Sabkha, Saker
;
Peretti, Christian de
;
Mallek, Sabrine
- In:
Vie & sciences de l'entreprise : VSE ; la revue de …
209
(
2020
),
pp. 27-56
Persistent link: https://www.econbiz.de/10013188545
Saved in:
5
The volatility-volume relation around takeover announcements : a French evidence
Hmaied, Dorra Mezzez
- In:
New developments in financial modelling
,
(pp. 290-313)
.
2008
Persistent link: https://www.econbiz.de/10003981848
Saved in:
6
On the performances of dynamic conditional correlation models in the sovereign CDS market and the corresponding bond market
Sabkha, Saker
- In:
Financial and economic systems : transformations and …
,
(pp. 187-212)
.
2021
Persistent link: https://www.econbiz.de/10012600056
Saved in:
7
On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets
Sabkha, Saker
-
2018
Persistent link: https://www.econbiz.de/10012165711
Saved in:
8
Bank informational opacity : evidence from the Tunisian stock market
Mbarek, Lassaâd
;
Hmaied, Dorra Mezzez
- In:
Journal of financial regulation and compliance : an …
20
(
2012
)
3
,
pp. 278-292
Persistent link: https://www.econbiz.de/10009616447
Saved in:
9
Stock market assessment of bank risk : evidence from the Maghreb region
Mbarek, Lassaâd
;
Hmaied, Dorra Mezzez
- In:
Review of Middle East economics and finance
8
(
2012
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009630204
Saved in:
10
European hedge funds industry : an overview
Ben Khelifa, Soumaya
;
Hmaied, Dorra Mezzez
- In:
The journal of private equity
18
(
2014/15
)
1
,
pp. 46-59
Persistent link: https://www.econbiz.de/10010470557
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