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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
SSRN : Social Science Research Network, 2017, ⟨10.2139/ssrn.2611472⟩
Journal articles hal-01526483v1
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Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis

Amélie Charles , Olivier Darné , Jae Kim
Economics Letters, 2011, 110 (2), pp.151-154. ⟨10.1016/j.econlet.2010.11.018⟩
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
International Economics/Economie Internationale, 2017, 151, pp.100 - 112. ⟨10.1016/j.inteco.2017.05.002⟩
Journal articles hal-01579718v1
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Econometric history of the growth–volatility relationship in the USA: 1919–2017

Amélie Charles , Olivier Darné
Cliometrica, 2021, 15, pp.419 - 442. ⟨10.1007/s11698-020-00209-y⟩
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
Applied Economics, 2016, 48 (7), pp.576-589. ⟨10.1080/00036846.2015.1083090⟩
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 of Macroeconomics, 2012, 34 (1), pp.167-180. ⟨10.1016/j.jmacro.2011.10.001⟩
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
International Economics, 2017, 151, pp.100-112. ⟨10.1016/j.inteco.2017.05.002⟩
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 of Financial Stability, 2015, 17, pp.3-9. ⟨10.1016/j.jfs.2014.06.002⟩
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 of International Money and Finance, 2012, 31 (6), pp.1607-1626. ⟨10.1016/j.jimonfin.2012.03.003⟩
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
Research in International Business and Finance, 2015, 35, pp.33-56. ⟨10.1016/j.ribaf.2015.03.003⟩
Journal articles hal-01153899v1
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Uncertainty and the Macroeconomy

Amélie Charles , Olivier Darné , Fabien Tripier
Applied Economics, 2017, 50 (10), pp.1093-1107. ⟨10.1080/00036846.2017.1349294⟩
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
International Review of Financial Analysis, 2015, 41, pp.284-291. ⟨10.1016/j.irfa.2015.01.018⟩
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
Applied Economics, 2019, 51 (24), pp.2639-2653. ⟨10.1080/00036846.2018.1558349⟩
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 of Banking and Finance, 2014, 43, pp.188-199. ⟨10.1016/j.jbankfin.2014.03.022⟩
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
Economic Inquiry, 2018, 56 (2), pp.745-760. ⟨10.1111/ecin.12551⟩
Journal articles hal-01757081v1
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Forecasting crude-oil market volatility: Further evidence with jumps

Amélie Charles , Olivier Darné
Energy Economics, 2017, ⟨10.1016/j.eneco.2017.09.002⟩
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