Amélie Charles

发表

Trends and random walks in macroeconomic time series: A reappraisal

Amélie Charles, Olivier Darné, 2012 .

Forecasting crude-oil market volatility: Further evidence with jumps

Olivier Darné, Amélie Charles, Amélie Charles, 2017 .

A new monthly chronology of the US industrial cycles in the prewar economy

Amélie Charles, Olivier Darné, C. Diebolt, 2015 .

Large shocks in U.S. macroeconomic time series: 1860–1988

Amélie Charles, Olivier Darné, 2011 .

Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa

Amélie Charles, Olivier Darné, J. Hoarau, 2009 .

Convergence of real per capita GDP within COMESA countries: A panel unit root evidence

Amélie Charles, Olivier Darné, J. Hoarau, 2011, The Annals of Regional Science.

Econometric history of the growth–volatility relationship in the USA: 1919–2017

Amélie Charles, Olivier Darné, 2020, Cliometrica.

Econometric history of the growth–volatility relationship in the USA: 1919–2017

Amélie Charles, Olivier Darné, 2020, Cliometrica.

Does the Great Recession Imply the End of the Great Moderation? International Evidence

Amélie Charles, Olivier Darné, L. Ferrara, 2018 .

ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED?

Fabien Tripier, Olivier Darné, Amélie Charles, 2011, Macroeconomic Dynamics.

Convergence of real per capita GDP within COMESA countries: A panel unit root evidence

Amélie Charles, Olivier Darné, J. Hoarau, 2012 .

How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015

Amélie Charles, Olivier Darné, J. Hoarau, 2019, Applied Economics.

Testing the martingale difference hypothesis in CO2 emission allowances

Amélie Charles, Olivier Darné, Jessica Fouilloux, 2011 .

Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices ☆

Amélie Charles, Olivier Darné, Jae Paul Kim, 2017 .

On the pernicious effects of oil price uncertainty on US real economic activities

Chew Lian Chua, Amélie Charles, Olivier Darné, 2019, Empirical Economics.

Will Precious Metals Shine? A Market Efficiency Perspective

Jae H. Kim, Amélie Charles, Olivier Darné, 2014 .

Market Efficiency in the European Carbon Markets

Amélie Charles, Olivier Darné, Jessica Fouilloux, 2012 .

The efficiency of the crude oil markets: Evidence from variance ratio tests

Olivier Darné, Amélie Charles, Amélie Charles, 2009 .

Testing the Speculative Efficiency Hypothesis on Co2 Emission Allowance Prices: Evidence from Bluenext

Amélie Charles, Olivier Darné, Jessica Fouilloux, 2011 .

The impact of screening strategies on the performance of ESG indices

Olivier Darné, Amélie Charles, Jessica Fouilloux, 2016 .

Large shocks and the September 11th terrorist attacks on international stock markets

Amélie Charles, Olivier Darné, 2006 .

Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator

Amélie Charles, Olivier Darné, Fabien Tripier, 2018 .

Uncertainty and the Macroeconomy

Amélie Charles, Olivier Darné, Fabien Tripier, 2017 .

Oil price shocks, real economic activity and uncertainty

Chew Lian Chua, Amélie Charles, Olivier Darné, 2020, Bulletin of Economic Research.

Volatility persistence in crude oil markets

Olivier Darné, Amélie Charles, Amélie Charles, 2014 .

Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from Sudden Changes in the Volatility of Dow Jones Indexes

Amélie Charles, Olivier Darné, A. Pop, 2011 .

Board Gender Diversity and Firm Financial Performance: A Quantile Regression Analysis

Amélie Charles, Etienne Redor, R. Dang, 2018, Advances in Financial Economics.

Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?

Amélie Charles, Etienne Redor, 2014 .

Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes

Amélie Charles, Olivier Darné, A. Pop, 2015 .

Beta-convergence in African developing countries: a cliometric approach

Amélie Charles, Laetitia Ripoll-Bresson, 2002 .

Stock return predictability: Evaluation based on interval forecasts

Jae H. Kim, Amélie Charles, Olivier Darné, 2021, Bulletin of Economic Research.

Stock Return Predictability: Evaluation Based on Prediction Intervals

Jae H. Kim, Amélie Charles, Olivier Darné, 2016 .

In∞uence of the Outliers in the Higher-order Portfolio Allocation

Amélie Charles, Ghislain Yanou, Erwan le Saout, 2008 .

The accuracy of asymmetric GARCH model estimation

Amélie Charles, Olivier Darné, 2019, International Economics.

Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013

Amélie Charles, Olivier Darné, 2012 .

Forecasting volatility with outliers in GARCH models

Amélie Charles, Amélie Charles, 2008 .

Outliers and GARCH models in financial data

Olivier Darné, Amélie Charles, Amélie Charles, 2005 .

Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates

Jae H. Kim, Amélie Charles, Olivier Darné, 2012 .

Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes

Amélie Charles, Olivier Darné, A. Pop, 2012 .

The sensitivity of Fama-French factors to economic uncertainty

Amélie Charles, Olivier Darné, Z. Moussa, 2014 .

The day-of-the-week effects on the volatility: The role of the asymmetry

Amélie Charles, Amélie Charles, 2010, Eur. J. Oper. Res..

Volatility estimation for Bitcoin: Replication and robustness

Amélie Charles, Olivier Darné, 2019, International Economics.

Does the day-of-the-week effect on volatility improve the volatility forecasts?

Amélie Charles, 2010 .

Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis

Olivier Darné, Jae Hyun Kim, Amélie Charles, 2011 .

International Stock Return Predictability: Evidence from New Statistical Tests

Jae H. Kim, Amélie Charles, Olivier Darné, 2015 .

Stock market reactions to FIFA World Cup announcements: An event study

Amélie Charles, Olivier Darné, 2016 .

Backcasting world trade growth using data reduction methods

Amélie Charles, Olivier Darné, 2022, The World Economy.

Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II

Amélie Charles, Olivier Darné, Jessica Fouilloux, 2010 .

International Stock Return Predictability : Evidence from New Statistical Tests Amélie CHARLES

Jae H. Kim, Amélie Charles, Olivier Darné, 2017 .

Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers

Olivier Darné, Amélie Charles, Amélie Charles, 2015 .

A revision of the US business-cycles chronology 1790-1928

Amélie Charles, Olivier Darné, C. Diebolt, 2011 .

Variance-Ratio Tests of Random Walk: An Overview

Olivier Darné, Amélie Charles, Amélie Charles, 2009 .

Nowcasting GDP growth using data reduction methods: Evidence for the French economy

Olivier Darné, Amélie Charles, Amélie Charles, 2020 .

Stock exchange mergers and market efficiency

Jae H. Kim, Amélie Charles, Olivier Darné, 2016 .

EA 4272 Stock Exchange Mergers and Market Efficiency

Jae H. Kim, Amélie Charles, Olivier Darné, 2017 .