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.
2022
CHARLES, A., DARNE, O. (2022) . Backcasting world trade growth using data reduction methods, World Economy, 45 (10), 23
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
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
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., 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., 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
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
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) . 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) . Testing for random walk behavior in euro exchange rates, Économie Internationale / International Economics (119), 25-45
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. () . Volatility estimation for Bitcoin: Replication and robustness, Économie Internationale / International Economics
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
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)