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Publications

by members of

Audencia Nantes École de Management
Nantes, France

(Audencia Nantes School of Management))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2014

  1. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," EconomiX Working Papers 2014-21, University of Paris West - Nanterre la Défense, EconomiX.

2012

  1. Amélie Charles & Olivier Darné & Adrian Pop, 2012. "Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes," Working Papers hal-00678895, HAL.
  2. Amélie Charles & Olivier Darné & Claude Diebolt & Laurent Ferrara, 2012. "A new monthly chronology of the US industrial cycles in the prewar economy," Working Papers, Association Française de Cliométrie (AFC) 12-02, Association Française de Cliométrie (AFC).
  3. Amélie Charles & Olivier Darné, 2012. "Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010," Working Papers hal-00678932, HAL.

2011

  1. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011. "Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext," Working Papers hal-00570307, HAL.
  2. Charles Amélie & Darné Olivier & Claude Diebolt, 2011. "A Revision of the US Business-Cycles Chronology 1790–1928," Working Papers, Association Française de Cliométrie (AFC) 11-01, Association Française de Cliométrie (AFC).

2010

  1. Amélie Charles & Olivier Darné, 2010. "A note on the uncertain trend in US real GNP: Evidence from robust unit root test," Working Papers hal-00547737, HAL.
  2. Amélie Charles & Olivier Darné & Fabien Tripier, 2010. "Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?," Working Papers hal-00527122, HAL.
  3. Amélie Charles & Olivier Darné & Jae H. Kim, 2010. "Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates," Working Papers hal-00547722, HAL.
  4. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2010. "Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II," Working Papers hal-00473727, HAL.
  5. Amélie Charles & Olivier Darné & Jae H Kim, 2010. "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers, School of Economics, La Trobe University 2010.07, School of Economics, La Trobe University.

2009

  1. Olivier Darné & Amélie Charles, 2009. "Large shocks in U.S. macroeconomic time series: 1860–1988," Working Papers hal-00422502, HAL.
  2. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2009. "Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?," Working Papers hal-00422522, HAL.

2007

  1. Ramzi Benkraiem, 2007. "L'influence des investisseurs institutionnels sur les stratégies comptables des dirigeants," Post-Print, HAL halshs-00543085, HAL.

2006

  1. Ramzi Benkraiem, 2006. "Performance sectorielle relative et gestion du résultat comptable," Post-Print, HAL halshs-00558248, HAL.

Journal articles

2011

  1. Olivier Darné & Amélie Charles, 2011. "Large shocks in U.S. macroeconomic time series: 1860-1988," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), Association Française de Cliométrie (AFC), vol. 5(1), pages 79-100, January.
  2. Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011. "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, Elsevier, vol. 28(1-2), pages 27-35, January.
  3. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2011. "Small sample properties of alternative tests for martingale difference hypothesis," Economics Letters, Elsevier, Elsevier, vol. 110(2), pages 151-154, February.
  4. Ramzi Benkraiem & Frédéric Le Roy & Waël Louhichi, 2011. "Sporting Performances and the Volatility of Listed Football Clubs," International Journal of Sport Finance, Fitness Information Technology, Fitness Information Technology, vol. 6(4), pages 283-297, November.

2010

  1. Charles, Amélie, 2010. "The day-of-the-week effects on the volatility: The role of the asymmetry," European Journal of Operational Research, Elsevier, Elsevier, vol. 202(1), pages 143-152, April.
  2. Amelie Charles, 2010. "Does the day-of-the-week effect on volatility improve the volatility forecasts?," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 17(3), pages 257-262.

2009

  1. Charles, Amélie & Darné, Olivier, 2009. "The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests," Economic Systems, Elsevier, Elsevier, vol. 33(2), pages 117-126, June.
  2. Amélie Charles & Olivier Darné, 2009. "Variance-Ratio Tests Of Random Walk: An Overview," Journal of Economic Surveys, Wiley Blackwell, Wiley Blackwell, vol. 23(3), pages 503-527, 07.
  3. Charles, Amélie & Darné, Olivier, 2009. "The efficiency of the crude oil markets: Evidence from variance ratio tests," Energy Policy, Elsevier, Elsevier, vol. 37(11), pages 4267-4272, November.
  4. Amelie Charles & Olivier Darne, 2009. "Testing for Random Walk Behavior in Euro Exchange Rates," Economie Internationale, CEPII research center, CEPII research center, issue 119, pages 25-45.

2008

  1. Amélie Charles, 2008. "Forecasting volatility with outliers in GARCH models," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 27(7), pages 551-565.
  2. Corentin Curchod, 2008. "Stratégies d’intermédiation et dynamiques de chaînes de valeur:leçons tirées de l’intermédiation électronique," Revue Finance Contrôle Stratégie, revues.org, revues.org, vol. 11(2), pages 7-28, June.
  3. Ramzi Benkraiem, 2008. "The influence of institutional investors on opportunistic earnings management," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, vol. 5(1), pages 89-106.

2006

  1. Charles, Amelie & Darne, Olivier, 2006. "Large shocks and the September 11th terrorist attacks on international stock markets," Economic Modelling, Elsevier, Elsevier, vol. 23(4), pages 683-698, July.

2005

  1. Charles, Amelie & Darne, Olivier, 2005. "Outliers and GARCH models in financial data," Economics Letters, Elsevier, Elsevier, vol. 86(3), pages 347-352, March.

2003

  1. Corentin Curchod, 2003. "La méthode comparative en sciences de gestion:vers une approche quali-quantitative de la réalité managériale," Revue Finance Contrôle Stratégie, revues.org, revues.org, vol. 6(2), pages 155-177, June.