Saker Sabkha
- Laboratoire d'Economie et de Gestion de l'Ouest (LEGO)
Présentation
Maître de Conférences à l'Institut de Management - IAE de l'Université Bretagne Sud
Chercheur au Laboratoire LEGO
Domaines de recherche
Compétences
Publications
Publications
Regime-dependent linkages between credit risk and commodities: A copula-based analysis across crises and sectors14st International Research Meeting in Business and Management, Jul 2025, Nice, France |
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Linking CDS and the Energy Sector: Investment Strategies for a Sustainable Future31st Annual Global Finance Conference, Jun 2024, Sardaigne, Italy |
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Stablecoins Volatility Amidst Turbulence: Key Events Analysis and Forecasting Techniques5th Financial Economics Meeting (FEM-2024), Dec 2024, Paris, France |
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Deep neural networks for Credit Default Swap Prediction7th International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND), Jun 2023, Paris, France |
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The Spillover effect between Macroeconomic Variables and Stock Markets Dynamics: Evidence from the MENA zone.Maghrebian Finance and Economics Symposium : Post-crisis recovery, May 2022, Marrakech, Morocco |
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The impact of oil market conditions on the sovereign CDS volatility: An artificial neural network self-exciting threshold auto-regressive (ANN-SETAR) approach10th International Research Meeting in Business and Management (IRMBAM), Jul 2019, Nice, France |
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Nonlinearities in the oil fluctuation effects on the sovereign credit risk: A self-exciting threshold autoregression approach.9th International Research Meeting in Business and Management (IRMBAM), Jul 2018, Nice, France |
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Nonlinearities in the oil fluctuation effects on the sovereign credit risk: A self-exciting threshold autoregression approach.35th Spring International Conference of the French Finance Association, May 2018, Paris, France |
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On the informational market efficiency of the worldwide Sovereign CDS10th International Finance Conference, Apr 2018, Hammamet, Tunisia |
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International Risk Spillover in the Sovereign Credit Markets: An Empirical Analysis5th International Conference in Finance, Dec 2017, Sousse, Tunisia |
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International financial contagion: Evidences based on Sovereign CDS market during the GFC and the European debt crisis9th International Finance Conference 2017, Mediterranean Financial Summit, Mar 2017, Paris, France |
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On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond marketZied Ftiti; Hachmi Ben Ameur; Wael Louhichi. Financial and Economic Systems: Transformations and New Challenges, World Scientific, pp.187-212, 2022, ⟨10.1142/9781786349507_0008⟩ |
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Geopolitical Risk and Exchange Rate Dynamics Across Country Groups: Evidence from Panel Local Projections2026 |
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Geopolitical Risk, Inflation, and Commodity Shocks in MENA: Evidence from a VECM-HAC-DCC Framework2023 |
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Artificial Intelligence, Algorithmic Herding and Systemic Fragility in Financial Markets2025 |
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Trade-Policy Uncertainty vs. Geopolitical Risk: What Moves Sovereign CDS in the Backstop Era, 2015-20252026 |
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Tail dependence between corporate CDS and commodity Markets : International evidence using IGARCH-Copulas2024 |
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Worldwide financial markets reactions to the Covid-19 epidemic situation: A hybrid FIEGARCH-Deep learning approach2023 |
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On the dynamic behavior of the worldwide sovereign Credit Default Swaps marketsBusiness administration. Université de Lyon; Institut des hautes études commerciales (Carthage, Tunisie), 2018. English. ⟨NNT : 2018LYSE1127⟩ |