Saker Sabkha Maître de Conférences en Finance

Identifiants chercheurs

IdHAL :

saker-sabkha

ORCID :

0000-0002-0653-9360

IdRef :

234109688

Présentation

Maître de Conférences à l'Institut de Management - IAE de l'Université Bretagne SudChercheur au Laboratoire LEGO

Publications

Article dans une revue (5)

Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models Saker Sabkha,Christian de Peretti,Sabrine Mallek Vie et Sciences de l'Entreprise, 2020, N° 209 (1), pp.27-56. ⟨10.3917/vse.209.0027⟩ Article dans une revue hal-01769390v1
International risk spillover in the sovereign credit markets: An empirical analysis Saker Sabkha,Christian de Peretti,Dorra Mezzez Hmaied Managerial Finance, 2019, 45 (8), pp.1020-1040. ⟨10.1108/MF-11-2017-0490⟩ Article dans une revue hal-01652526v1
Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach Saker Sabkha,Christian de Peretti,Dorra Hmaied Research in International Business and Finance, 2019, 50, pp.106 - 133. ⟨10.1016/j.ribaf.2019.04.005⟩ Article dans une revue hal-03484603v1
On the informational market efficiency of the worldwide Sovereign Credit Default Swaps Saker Sabkha,Christian de Peretti,Dorra Hmaied Journal of Asset Management, 2019, 20 (7), pp.581-608. ⟨10.1057/s41260-019-00142-4⟩ Article dans une revue hal-01698006v1
The Credit Default Swap market contagion during recent crises: international evidence Saker Sabkha,Christian de Peretti,Dorra Hmaied Review of Quantitative Finance and Accounting, 2018, 53 (1), pp.1-46. ⟨10.1007/s11156-018-0741-6⟩ Article dans une revue hal-04875550v1

Communication dans un congrès (11)

Regime-dependent linkages between credit risk and commodities: A copula-based analysis across crises and sectors Saker Sabkha 14st International Research Meeting in Business and Management, Jul 2025, Nice, France Communication dans un congrès hal-05556468v1
Linking CDS and the Energy Sector: Investment Strategies for a Sustainable Future Saker Sabkha 31st Annual Global Finance Conference, Jun 2024, Sardaigne, Italy Communication dans un congrès hal-05556446v1
Stablecoins Volatility Amidst Turbulence: Key Events Analysis and Forecasting Techniques Saker Sabkha 5th Financial Economics Meeting (FEM-2024), Dec 2024, Paris, France Communication dans un congrès hal-05556462v1
Deep neural networks for Credit Default Swap Prediction Saker Sabkha 7th International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND), Jun 2023, Paris, France Communication dans un congrès hal-05556437v1
The Spillover effect between Macroeconomic Variables and Stock Markets Dynamics: Evidence from the MENA zone. Saker Sabkha Maghrebian Finance and Economics Symposium : Post-crisis recovery, May 2022, Marrakech, Morocco Communication dans un congrès hal-05556428v1
The impact of oil market conditions on the sovereign CDS volatility: An artificial neural network self-exciting threshold auto-regressive (ANN-SETAR) approach Saker Sabkha 10th International Research Meeting in Business and Management (IRMBAM), Jul 2019, Nice, France Communication dans un congrès hal-05556418v1
Nonlinearities in the oil fluctuation effects on the sovereign credit risk: A self-exciting threshold autoregression approach. Saker Sabkha 9th International Research Meeting in Business and Management (IRMBAM), Jul 2018, Nice, France Communication dans un congrès hal-05556413v1
Nonlinearities in the oil fluctuation effects on the sovereign credit risk: A self-exciting threshold autoregression approach. Saker Sabkha 35th Spring International Conference of the French Finance Association, May 2018, Paris, France Communication dans un congrès hal-05556404v1
On the informational market efficiency of the worldwide Sovereign CDS Saker Sabkha 10th International Finance Conference, Apr 2018, Hammamet, Tunisia Communication dans un congrès hal-05556393v1
International Risk Spillover in the Sovereign Credit Markets: An Empirical Analysis Saker Sabkha 5th International Conference in Finance, Dec 2017, Sousse, Tunisia Communication dans un congrès hal-05556380v1
International financial contagion: Evidences based on Sovereign CDS market during the GFC and the European debt crisis Saker Sabkha 9th International Finance Conference 2017, Mediterranean Financial Summit, Mar 2017, Paris, France Communication dans un congrès hal-05556362v1

Chapitre d'ouvrage (1)

On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market Saker Sabkha,Christian de Peretti Zied Ftiti; Hachmi Ben Ameur; Wael Louhichi. Financial and Economic Systems: Transformations and New Challenges, World Scientific, pp.187-212, 2022, ⟨10.1142/9781786349507_0008⟩ Chapitre d'ouvrage hal-01710398v1

Pré-publication, Document de travail (6)

Geopolitical Risk and Exchange Rate Dynamics Across Country Groups: Evidence from Panel Local Projections Saker Sabkha,Youssri Dribek 2026 Pré-publication, Document de travail hal-05556090v1
Geopolitical Risk, Inflation, and Commodity Shocks in MENA: Evidence from a VECM-HAC-DCC Framework Nesrine Mechri,Saker Sabkha 2023 Pré-publication, Document de travail hal-05299155v1
Artificial Intelligence, Algorithmic Herding and Systemic Fragility in Financial Markets Saker Sabkha,Hamdi Jbir 2025 Pré-publication, Document de travail hal-05556083v1
Trade-Policy Uncertainty vs. Geopolitical Risk: What Moves Sovereign CDS in the Backstop Era, 2015-2025 Saker Sabkha,Andrea Teira-Fachado 2026 Pré-publication, Document de travail hal-05556120v1
Tail dependence between corporate CDS and commodity Markets : International evidence using IGARCH-Copulas Saker Sabkha,Rihem Braham 2024 Pré-publication, Document de travail hal-05556106v1
Worldwide financial markets reactions to the Covid-19 epidemic situation: A hybrid FIEGARCH-Deep learning approach Saker Sabkha,Sabrine Mallek 2023 Pré-publication, Document de travail hal-05556340v1

Thèse (1)

On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets Saker Sabkha Business administration. Université de Lyon; Institut des hautes études commerciales (Carthage, Tunisie), 2018. English. ⟨NNT : 2018LYSE1127⟩ Thèse tel-02436324v2