Amélie CHARLES

Professeur

  • Département Finance

Publications

CHARLES, A., DARNE, O., FERRARA, L. (2020). Méthodes de prévision en Finance. Economica.

CHARLES, A., MAURICE, S., REDOR, E. (2015). Le financement des entreprises : questions de cours, QCM et exercices corrigés (2 ed.). Economica.

CHARLES, A., MAURICE, S., & REDOR, E. (2014). Le financement des entreprises (2 ed.). Economica.

CHARLES, A., & REDOR, E. (2010). Le financement des entreprises : questions de cours, QCM et exercices corrigés. Economica.

CHARLES, A., & REDOR, E. (2009). Le financement des entreprises. Economica.

Forthcoming

CHARLES, A., DARNE, O. (2022) . Backcasting world trade growth using data reduction methods, World Economy

2022

CHARLES, A., DARNE, O., JAE PAUL KIM, J. (2022) . Stock return predictability: Evaluation based on interval forecasts, Bulletin of Economic Research, 74 (April 2022), 363-385

2021

CHARLES, A., CHUA , ., DARNE, O., SUARDI, S. (2021) . Oil Price Shocks, Real Economic Activity and Uncertainty, Bulletin of Economic Research, 73 (3), 364-392

CHARLES, A., DARNE, O. (2021) . Econometric history of the growth-volatility relationship in the U.S.: 1919-2017, Cliometrica, 15 (2), 419-442

2020

CHARLES, A., CHUA , ., DARNE, O., SUARDI, S. (2020) . On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities, Empirical Economics, 59 (6), 2689-2715

CHARLES, A., DARNE, O. (2020) . Nowcasting GDP growth using data reduction methods: Evidence for the French economy, Economics Bulletin, 40 (3), 2431-2439

2019

CHARLES, A., DARNE, O. (2019) . The accuracy of asymmetric GARCH model estimation, Économie Internationale / International Economics, 157 179-202

CHARLES, A., DARNE, O. (2019) . Volatility estimation for Bitcoin: Replication and robustness, Économie Internationale / International Economics, 157 23-32

CHARLES, A., DARNE, O. (2019) . Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks, Economics Bulletin, 39 (2), 954-968

CHARLES, A., DARNE, O., HOARAU, J. (2019) . How resilient is La Réunion in terms of international tourism attractiveness:, Applied Economics, 51 (24), 2639-2653

2018

CHARLES, A., DARNE, O., FERRARA, L. (2018) . Does the Great Recession imply the end of the Great Moderation? International evidence, Economic Inquiry, 56 (2), 745-760

CHARLES, A., DARNE, O., TRIPIER, F. (2018) . Uncertainty and the Macroeconomy: Evidence from a composite uncertainty indicator, Applied Economics, 50 (10), 1093-1107

CHARLES, A., DANG, R., REDOR, E. (2018) . Board Gender Diversity and Firm Financial Performance: A Quantile Regression Analysis, Advances in Financial Economics, 20 15-55

2017

CHARLES, A., DARNE, O., KIM, J. (2017) . International Stock Return Predictability: Evidence from New Statistical Tests, International Review of Financial Analysis, 54 97-113

CHARLES, A., DARNE, O., KIM, J. (2017) . Adaptive Markets Hypothesis for Islamic Stock Indices: Evidence from Dow Jones Size and Sector-indices, Économie Internationale / International Economics, 151 100-112

CHARLES, A., DARNE, O. (2017) . Forecasting crude-oil market volatility: Further evidence with jumps, Energy Economics, 67 508-519

2016

CHARLES, A., DARNE, O. (2016) . Stock market reactions of FIFA World Cup announcements: an event study, Economics Bulletin, 36 (4), 2028-2036

CHARLES, A., REDOR, E., DARNE, O., KIM, J. (2016) . Stock Exchange Mergers and Market Efficiency, Applied Economics, 48 (7), 576-589

2015

CHARLES, A., DARNE, O., KIM, J. (2015) . Will Precious Metals Shine? A Market Efficiency Perspective, International Review of Financial Analysis, 41 284–291

CHARLES, A., DARNE, O. (2015) . Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes, Economics Bulletin, 35 (3), 1897-2006

CHARLES, A., REDOR, E., ZOPOUNIDIS, C. (2015) . The determinants of the existence of a critical mass of women on boards: A discriminant analysis, Economics Bulletin, 35 (3), 1809-1819

CHARLES, A., DARNE, O., POP, A. (2015) . Risk and Ethical Investment: Empirical Evidence from Dow Jones Islamic Indexes, Research in International Business and Finance, 35 33-56

CHARLES, A., DARNE, O. (2015) . La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013), Revue d'Economie Financière (118), 243-247

CHARLES, A., DARNE, O., TRIPIER, F. (2015) . Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?, Macroeconomic Dynamics, 19 (1), 167-188

CHARLES, A., DARNE, O., DIEBOLT, C., FERRARA, L. (2015) . A new monthly chronology of the US industrial cycles in the prewar economy, Journal of Financial Stability, 17 3-9

2014

CHARLES, A., DARNE, O. (2014) . Large shocks in the volatility of the Dow Jones Industrial Average index: 1928-2013, Journal of Banking and Finance, 43 188-199

DARNE, O., CHARLES, A., DIEBOLT, C. (2014) . A revision of the US business-cycles chronology 1790-1928, Economics Bulletin, 34 (1), 234-244

CHARLES, A., REDOR, E. (2014) . Women are from Venus, Men are from Mars: But do the financial markets know it?, Economics Bulletin, 34 (1), 589-604

CHARLES, A., DARNE, O. (2014) . Volatility Persistence in Crude Oil Markets, Energy Policy, 65 729-742

2013

CHARLES, A., DARNE, O., FOUILLOUX, J. (2013) . Market Efficiency in the European Carbon Markets, Energy Policy, 60 785-792

2012

CHARLES, A., DARNE, O., HOARAU, J. (2012) . Convergence of real per capita GDP within COMESA countries: A panel unit root evidence, Annals of Regional Science, 49 (1), 53-71

CHARLES, A., DARNE, O. (2012) . Trends and random walks in macroeconomic time series: A reappraisal, Journal of Macroeconomics, 34 (1), 167-180

CHARLES, A., DARNE, O. (2012) . A note of the uncertain trend in US real GNP: Evidence from robust unit root tests, Economics Bulletin, 32 (3), 2399-2406

CHARLES, A., DARNE, O., KIM, J. (2012) . Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates, Journal of International Money and Finance, 31 (6), 1607-1626

2011

CHARLES, A., DARNE, O., KIM, J. (2011) . Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis, Economics Letters, 110 (2), 151-154

CHARLES, A., DARNE, O., FOUILLOUX, J. (2011) . Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II, Economic Modelling, 28 (1-2), 27-35

CHARLES, A., DARNE, O. (2011) . Large shocks in U.S. macroeconomic time series: 1860–1988, Cliometrica, 5 79-100

2010

CHARLES, A. (2010) . The day-of-the week effects on the volatility: The role of the asymmetry, European Journal of Operational Research, 202 (1), 143-152

2009

CHARLES, A., DARNE, O. (2009) . Testing for random walk behavior in euro exchange rates, Économie Internationale / International Economics (119), 25-45

CHARLES, A., DARNE, O. (2009) . The efficiency of the crude oil markets: Evidence from variance ratio tests, Energy Policy, 37 (11), 4267-4272

CHARLES, A., DARNE, O. (2009) . The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests, Economic Systems, 33 (2), 117-126

CHARLES, A., DARNE, O. (2009) . Variance ratio tests of random walk: An overview, Journal of Economic Surveys, 23 (3), 503-527

2008

CHARLES, A., DARNE, O. (2008) . The impact of outliers on transitory and permanent components in macroeconomic time series, Economics Bulletin, 3 (60), 1-9

CHARLES, A. (2008) . Forecasting volatility with outliers in GARCH models, Journal of Forecasting, 27 (7), 551-565

CHARLES, A., DARNE, O. () . The accuracy of asymmetric GARCH model estimation, Économie Internationale / International Economics

CHARLES, A., DARNE, O., HOARAU, J. () . How resilient is La Réunion in terms of international tourism attractiveness: An assessment from unit root tests with structural breaks from 1981-2015, Applied Economics

CHARLES, A., DARNE, O. () . Volatility estimation for Bitcoin: Replication and robustness, Économie Internationale / International Economics

Formation

HDR
Université Paris Ouest Nanterre-La Défense, France (2011)

Efficience informationnelle des marchés : étude de la dynamique des rentabilités, de la volatilité et des anomalies saisonnières

Doctorat en Sciences Economiques
Université de Montpellier, France (2004)

DEA d’Analyse Economique, Modélisation et Quantification
Université de Montpellier, France (2000)

Licence et Maîtrise d’Econométrie
Université de Montpellier, France (1999)