Saker SABKHA

UBS - IAE Bretagne Sud

FINANCE

Saker SABKHA

Maître de Conférences
Labo LEGO - VANNES

saker.sabkha@-Code a retirer pour éviter le SPAM-univ-ubs.fr

Article dans une revue

2021

ref_biblio
Saker Sabkha. Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models. Vie et Sciences de l'Entreprise, 2021, N° 209 (1), pp.27-56. ⟨10.3917/vse.209.0027⟩. ⟨hal-01769390⟩
Accès au texte intégral et bibtex
https://hal.science/hal-01769390/file/Forecasting%20sovereign%20CDS%20volatility%20A%20comparison%20of%20univariate%20GARCH-class%20models.pdf BibTex

2019

ref_biblio
Saker Sabkha, Christian de Peretti, Dorra Mezzez Hmaied. International risk spillover in the sovereign credit markets: An empirical analysis. Managerial Finance, 2019, 45 (8), pp.1020-1040. ⟨10.1108/MF-11-2017-0490⟩. ⟨hal-01652526⟩
Accès au texte intégral et bibtex
https://hal.science/hal-01652526/file/International%20risk%20spillover%20in%20sovereign%20credit%20markets%20Empirical%20analysis.pdf BibTex
ref_biblio
Saker Sabkha, Christian de Peretti, Dorra Hmaied. Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach. Research in International Business and Finance, 2019, 50, pp.106 - 133. ⟨10.1016/j.ribaf.2019.04.005⟩. ⟨hal-03484603⟩
Accès au texte intégral et bibtex
https://hal.science/hal-03484603/file/S0275531918301545.pdf BibTex
ref_biblio
Saker Sabkha, Christian de Peretti, Dorra Hmaied. On the Informational Market Efficiency of the Worldwide Sovereign Credit Default Swap. Journal of Asset Management, 2019, 20 (7), pp.581-608. ⟨10.1057/s41260-019-00142-4⟩. ⟨hal-01698006⟩
Accès au texte intégral et bibtex
https://hal.science/hal-01698006/file/On%20the%20informational%20market%20efficiency%20of%20the%20sovereign%20CDS.pdf BibTex

2018

ref_biblio
Saker Sabkha, Christian de Peretti, Dorra Hmaied. The Credit Default Swap market contagion during recent crises: International evidence. Review of Quantitative Finance and Accounting, 2018. ⟨hal-01572510⟩
Accès au texte intégral et bibtex
https://hal.science/hal-01572510/file/The%20Credit%20Default%20Swap%20market%20contagion%20during%20recent%20crises_International%20evidence%20.pdf BibTex

Chapitre d'ouvrage

2022

ref_biblio
Saker Sabkha, Christian de Peretti. On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market. Financial and Economic Systems, WORLD SCIENTIFIC (EUROPE), pp.187-212, 2022, ⟨10.1142/9781786349507_0008⟩. ⟨hal-01710398⟩
Accès au texte intégral et bibtex
https://hal.science/hal-01710398/file/On%20the%20performances%20of%20Dynamic%20Conditional%20Correlation%20models%20in%20the%20Sovereign%20CDS%20market%20and%20the%20corresponding%20bond%20market%20.pdf BibTex

Thèse

2018

ref_biblio
Saker Sabkha. On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets. Business administration. Université de Lyon; Institut des hautes études commerciales (Carthage, Tunisie), 2018. English. ⟨NNT : 2018LYSE1127⟩. ⟨tel-02436324v2⟩
Accès au texte intégral et bibtex
https://theses.hal.science/tel-02436324/file/TH2018SABKHASAKER.pdf BibTex

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