Amélie CHARLES

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