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Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices
Amélie Charles
,
Olivier Darné
,
Jae H Kim
Journal articles
hal-01526483v1
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Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis
Amélie Charles
,
Olivier Darné
,
Jae Kim
Journal articles
hal-00771829v1
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Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices
Amélie Charles
,
Olivier Darné
,
Jae H Kim
Journal articles
hal-01579718v1
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Econometric history of the growth–volatility relationship in the USA: 1919–2017
Amélie Charles
,
Olivier Darné
Journal articles
hal-03186891v1
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Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes
Amélie Charles
,
Olivier Darné
Economics Bulletin, 2015, 35 (3), pp.1897-1905
Journal articles
hal-01330467v1
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Stock Exchange Mergers and Market
Amélie Charles
,
Olivier Darné
,
Jae H. Kim
,
Etienne Redor
Journal articles
hal-01238707v1
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Nowcasting GDP growth using data reduction methods: Evidence for the French economy
Olivier Darné
,
Amelie Charles
Economics Bulletin, 2020
Journal articles
hal-02948802v1
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On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities
Amélie Charles
,
Lian Chew
,
Olivier Darné
,
Sandy Suardi
Empirical Economics, 2020
Journal articles
hal-03040689v1
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Stock Return Predictability: Evaluation based on prediction intervals
Amélie Charles
,
Olivier Darné
,
Jae H. Kim
2016
Preprints, Working Papers, ...
hal-01295037v1
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How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015
Amélie Charles
,
Olivier Darné
,
Jean-François Hoarau
2018
Preprints, Working Papers, ...
hal-01943891v1
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Volatility estimation for Bitcoin: Replication and robustness
Olivier Darné
,
Amélie Charles
Économie Internationale, 2019, 157, pp.23-32
Journal articles
hal-01941102v1
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Trends and random walks in macroeconomic time series: A reappraisal
Amélie Charles
,
Olivier Darné
Journal articles
hal-00956937v1
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Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices
Amélie Charles
,
Olivier Darné
,
Jae Paul Kim
Journal articles
hal-01598139v1
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A new monthly chronology of the US industrial cycles in the prewar economy
Amélie Charles
,
Olivier Darné
,
Claude Diebolt
,
Laurent Ferrara
Journal articles
hal-01146800v2
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Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
Amélie Charles
,
Olivier Darné
,
Jae H. Kim
Journal articles
hal-00958288v1
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International Stock Return Predictability: Evidence from New Statistical Tests
Amélie Charles
,
Olivier Darné
,
Jae H Kim
International Review of Financial Analysis, 2017, 54, pp.97-113
Journal articles
hal-01626101v1
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Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes
Amélie Charles
,
Olivier Darné
,
Adrian Pop
Journal articles
hal-01153899v1
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Uncertainty and the Macroeconomy
Amélie Charles
,
Olivier Darné
,
Fabien Tripier
Journal articles
hal-01549625v1
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Stock market reactions to FIFA World Cup announcements: An event study
Amélie Charles
,
Olivier Darné
Economics Bulletin, 2016, 36 (4), pp.2028-2036
Journal articles
hal-01395333v1
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Will precious metals shine ? A market efficiency perspective
Amélie Charles
,
Olivier Darné
,
Jae H. Kim
Journal articles
hal-01238706v1
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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
,
Jean-François Hoarau
Journal articles
hal-02053296v1
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Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013
Amélie Charles
,
Olivier Darné
Journal articles
hal-01122507v1
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Are Non-Conventional Banks More Resilient than Conventional Ones to Financial Crisis?
Amine Ben Amar
,
Ikrame Ben Slimane
,
Makram Bellalah
2017
Preprints, Working Papers, ...
hal-01455752v1
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Does the Great Recession imply the end of the Great Moderation? International evidence
Amélie Charles
,
Olivier Darné
,
Laurent Ferrara
Journal articles
hal-01757081v1
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Forecasting crude-oil market volatility: Further evidence with jumps
Amélie Charles
,
Olivier Darné
Journal articles
hal-01598141v1
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The accuracy of asymmetric GARCH model estimation
Olivier Darné
,
Amélie Charles
2020
Preprints, Working Papers, ...
hal-01943883v1
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