| The Credit Default Swap market contagion during recent crises: international evidence S Sabkha, C De Peretti, D Hmaied Review of Quantitative Finance and Accounting 53 (1), 1-46, 2019 | 6 | 2019 |
| International risk spillover in sovereign credit markets: an empirical analysis S Sabkha, C De Peretti, DM Hmaied Managerial Finance, 2019 | 5 | 2019 |
| On the performances of dynamic conditional correlation models in the sovereign CDS market and the corresponding bond market S Sabkha, C De Peretti | 4 | 2018 |
| Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach S Sabkha, C de Peretti, D Hmaied Research in International Business and Finance 50, 106-133, 2019 | 1 | 2019 |
| Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models S Sabkha, C De Peretti, S Mallek | 1 | 2018 |
| On the informational market efficiency of the worldwide sovereign credit default swaps S Sabkha, C de Peretti, D Hmaied Journal of Asset Management 20 (7), 581-608, 2019 | | 2019 |
| On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets S Sabkha Lyon, 2018 | | 2018 |
| Nonlinearities in the oil fluctuation effects on the sovereign credit risk: A Self-Exciting Threshold Autoregression approach S Sabkha, C de Peretti, D Hmaied | | 2018 |
