Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies von Ghaddab, Sarra, Peretti, Christian de, Belkacem, Lotfi

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Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis von Braham, Rihem, de Peretti, Christian, Belkacem, Lotfi

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Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty von Ghaddab, Sarra, Kacem, Manel, de Peretti, Christian, Belkacem, Lotfi

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Machine learning based methods for ratemaking health care insurance von Ben Hamida, Amal, Kacem, Manel, de Peretti, Christian, Belkacem, Lotfi

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Reserve modelling and the aggregation of risks using time varying copula models von Araichi, Sawssen, Peretti, Christian de, Belkacem, Lotfi

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Predictive models to estimate utility from clinical questionnaires in schizophrenia: findings from EuroSC von Siani, Carole, de Peretti, Christian, Millier, Aurélie, Boyer, Laurent, Toumi, Mondher

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Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier von Ben Salah, Hanene, Chaouch, Mohamed, Gannoun, Ali, de Peretti, Christian, Trabelsi, Abdelwahed

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How Do Macroeconomic Variables Volatilities Affect Stock Markets Dynamics? Evidence From MENA Zone von Mechri, Nesrine, Peretti, Christian de, Hamad, Salah Ben

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Solvency capital requirement for a temporal dependent losses in insurance von Araichi, Sawssen, Peretti, Christian de, Belkacem, Lotfi

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Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach von Chan, Chia-Ying, de Peretti, Christian, Qiao, Zhuo, Wong, Wing-Keung

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Forecasting sovereign CDS VOLATILITY: A comparison of univariate GARCH-class models von Sabkha, Saker, de Peretti, Christian, Mallek, Sabrine

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A strong hysteretic model of Okun's Law: theory and a preliminary investigation von Lang, Dany, de Peretti, Christian

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Dynamics and causality in distribution between spot and future precious metals: A copula approach von Talbi, Marwa, de Peretti, Christian, Belkacem, Lotfi

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Forecasting reserve risk for temporal dependent losses in insurance von Araichi, Sawssen, de Peretti, Christian, Belkacem, Lotfi

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The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns? von Ben Hamida, Amal, de Peretti, Christian, Belkacem, Lotfi

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Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches von Talbi, Marwa, Bedoui, Rihab, de Peretti, Christian, Belkacem, Lotfi

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The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa von Braham, Rihem, de Peretti, Christian, Belkacem, Lotfi

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On the Measurement and Extent of Banks’ Political Connection in the Middle East and North Africa Region von Braham, Rihem, de Peretti, Christian, Belkacem, Lotfi

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IS THE CONSUMPTION-INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON-LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON-OECD COUNTRIES von CERRATO, MARIO, DE PERETTI, CHRISTIAN, STEWART, CHRIS

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Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach von Sabkha, Saker, de Peretti, Christian, Hmaied, Dorra

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