| International risk spillover in sovereign credit markets: an empirical analysis S Sabkha, C De Peretti, D Mezzez Hmaied Managerial Finance 45 (8), 1020-1040, 2019 | 17 | 2019 |
| 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 | 13 | 2019 |
| 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, 1-46, 2019 | 13 | 2019 |
| On the performances of dynamic conditional correlation models in the sovereign CDS market and the corresponding bond market S Sabkha, C De Peretti Financial and Economic Systems, 187-212, 2022 | 9 | 2022 |
| 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 | 4 | 2019 |
| Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models S Sabkha, C De Peretti, S Mallek | 2 | 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 HAL Working Papers, 2018 | 1 | 2018 |
| On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets S Sabkha Université de Lyon; Institut des hautes études commerciales (Carthage, Tunisie), 2018 | | 2018 |
