Olivier Darné : Citation Profile


Are you Olivier Darné?

Université de Nantes
Université de Nantes

17

H index

29

i10 index

870

Citations

RESEARCH PRODUCTION:

74

Articles

105

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 51
   Journals where Olivier Darné has often published
   Relations with other researchers
   Recent citing documents: 164.    Total self citations: 56 (6.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda93
   Updated: 2020-02-22    RAS profile: 2019-06-19    
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Relations with other researchers


Works with:

Ferrara, Laurent (14)

Kim, Jae (13)

CHARLES, Amelie (10)

Hoarau, Jean-François (7)

Tripier, Fabien (6)

DIEBOLT, Claude (6)

Barhoumi, Karim (4)

Moussa, Zakaria (3)

Mogliani, Matteo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Olivier Darné.

Is cited by:

DIEBOLT, Claude (40)

Ferrara, Laurent (18)

Gil-Alana, Luis (15)

GUPTA, RANGAN (14)

JAOUL-GRAMMARE, Magali (14)

LINTON, OLIVER (12)

Krištoufek, Ladislav (11)

Manera, Matteo (10)

Miller, Stephen (10)

Marsilli, Clément (9)

Vošvrda, Miloslav (9)

Cites to:

Kim, Jae (86)

Reichlin, Lucrezia (66)

Perron, Pierre (61)

CHARLES, Amelie (50)

Ng, Serena (47)

Bollerslev, Tim (44)

Franses, Philip Hans (41)

Giannone, Domenico (37)

Balke, Nathan (35)

Lo, Andrew (34)

McAleer, Michael (33)

Main data


Where Olivier Darné has published?


Journals with more than one article published# docs
Economics Bulletin11
Economic Modelling5
Applied Economics4
Economics Letters4
Bulletin de la Banque de France3
International Economics3
Energy Policy3
International Review of Financial Analysis2
Journal of International Money and Finance2
Bulletin of Economic Research2
Quarterly selection of articles - Bulletin de la Banque de France2
Journal of Macroeconomics2
International Economics2
conomie et Prvision2
Economie & Prvision2
Journal of Forecasting2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL57
Working Papers / HAL25
Working Papers / Association Franaise de Cliomtrie (AFC)4
EconomiX Working Papers / University of Paris Nanterre, EconomiX3

Recent works citing Olivier Darné (2019 and 2018)


YearTitle of citing document
2018Patents in the Long Run: Theory, History and Statistics. (2018). DIEBOLT, Claude ; Pellier, Karine . In: Working Papers. RePEc:afc:wpaper:03-18.

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2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:07-19.

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2018Mesure du temps et temps de la mesure. Cliométrie des prix de gros en Allemagne avant la Première Guerre mondiale. (2018). JAOUL-GRAMMARE, Magali ; DIEBOLT, Claude. In: Working Papers. RePEc:afc:wpaper:08-18.

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2017Prix du blé, régulations et croissance économique : L’analyse cliométrique permet-elle de trancher le débat sur les bleds des années 1750 ?. (2017). JAOUL-GRAMMARE, Magali ; Rivot, Sylvie ; Boyer, Jean-Daniel. In: Working Papers. RePEc:afc:wpaper:11-17.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623.

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2018Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities. (2018). Baruník, Jozef ; Vcech, Frantivsek. In: Papers. RePEc:arx:papers:1807.11823.

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2019Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning. (2019). Gropp, Jeffrey ; Showalter, Samuel. In: Papers. RePEc:arx:papers:1909.05151.

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2019A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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2017Construction crises and business cycle: consequences for GDP forecasts. (2017). Monnet, Eric ; Thubin, C. In: Rue de la Banque. RePEc:bfr:rueban:2017:39.

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2018Breakdown of covered interest parity: mystery or myth?. (2018). Wong, Alfred ; Zhang, Jiayue. In: BIS Papers chapters. RePEc:bis:bisbpc:96-08.

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2018DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Khademalomoom, Siroos. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:547-561.

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2017IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris . In: Working Papers. RePEc:bli:wpaper:1703.

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2017Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057.

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2019Sentiment Indicators Based on a Short Business Tendency Survey. (2019). Suhoy, Tanya ; Roash, Daniel. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.11.

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2018Equities and Commodities Comovements: Evidence from Emerging Markets. (2018). Ivelina, Pavlova ; Boyrie, DE. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:3:p:14:n:1.

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2018How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market. (2018). Gronwald, Marc ; Sattarhoff, Cristina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7102.

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2019Forecasting GDP all over the world using leading indicators based on comprehensive survey data. (2019). Wohlrabe, Klaus ; Lehmann, Robert ; Garnitz, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7691.

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2019Uncertainty Shocks and Financial Crisis Indicators. (2019). Roth, Markus ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7839.

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2018Assessing the External Demand of the Czech Economy: Nowcasting Foreign GDP Using Bridge Equations. (2018). Novotný, Filip ; Adam, Tomas ; Novotny, Filip. In: Working Papers. RePEc:cnb:wpaper:2018/18.

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2018A note on the absolute moments of the bivariate normal distribution. (2018). Haas, Markus. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00492.

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2019Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/288066.

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2019On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201.

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2018Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138.

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2018Küresel Risk Algýsýnýn Küresel Ticaret Üzerindeki Etkisi. (2018). Cihangir, Idem Kurt. In: Isletme ve Iktisat Calismalari Dergisi. RePEc:eco:journ4:2018-01-1.

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2019Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique. (2019). Yin, Jiuli ; Lv, Xiangxiang ; Fan, Xinghua ; Liang, Jiaochen ; Tian, Lixin. In: Applied Energy. RePEc:eee:appene:v:251:y:2019:i:c:60.

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2019The impact of religious certification on market segmentation and investor recognition. (2019). Mamun, Abdullah ; Hippler, William J ; Hassan, Kabir M ; Alhomaidi, Asem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:28-48.

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2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

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2018Understanding time-varying systematic risks in Islamic and conventional sectoral indices. (2018). Rizvi, Syed Aun R. ; Arshad, Shaista ; Aun, Syed . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:561-570.

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2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

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2019Testing the white noise hypothesis of stock returns. (2019). Hill, Jonathan B ; Motegi, Kaiji. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:231-242.

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2019Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120.

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2019An information theory perspective on the informational efficiency of gold price. (2019). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Sorrosal-Forradellas, Teresa M ; Font-Ferrer, Alejandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304534.

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2018Adaptive market hypothesis and evolving predictability of bitcoin. (2018). Khuntia, Sashikanta ; Pattanayak, J K. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:26-28.

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2019To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239.

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2019The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221.

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2017Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.

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2018Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions. (2018). Hasanov, Akram Shavkatovich ; Heng, Zin Yau ; Al-Freedi, Ajab ; Poon, Wai Ching. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:307-333.

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2018Forecasting the WTI crude oil price by a hybrid-refined method. (2018). Chai, Jian ; Li, Jie-Xun ; Zhang, Zhe George ; Zhou, Xiao-Yang ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:114-127.

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2018The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386.

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2018Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots. (2018). Chevallier, Julien ; Chen, Rongda ; Chang, Kai. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:249-260.

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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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2019OPEC in the news. (2019). Plante, Michael. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:163-172.

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2019Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets. (2019). Ma, Feng ; Chen, Yixiang ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:52-62.

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2019Futures-based forecasts: How useful are they for oil price volatility forecasting?. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:639-649.

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2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

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2018The influence of terrorism risk on stock market integration: Evidence from eight OECD countries. (2018). Narayan, Seema ; LE, Thai-Ha ; Sriananthakumar, S ; Le, T.-H., . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:247-259.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2019Economic constraints and stock return predictability: A new approach. (2019). Wei, YU ; Zhang, Yaojie ; Yi, Yongsheng ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:1-9.

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2019Evaluating the Shariah-compliance of equity portfolios: The weighting method matters. (2019). Raza, Muhammad Wajid ; Boudt, Kris ; Wauters, Marjan. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:406-417.

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2019The adaptive market hypothesis in the high frequency cryptocurrency market. (2019). Zhang, Yuanyuan ; Chu, Jeffrey ; Chan, Stephen. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:221-231.

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2019Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum. (2019). Kang, Sanghoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:222-230.

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2019Does the introduction of futures improve the efficiency of Bitcoin?. (2019). Posch, Peter N ; Muller, Janis ; Kochling, Gerrit. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:367-370.

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2019Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices. (2019). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:60-68.

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2019An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China. (2019). Shen, Dehua ; Li, Xiao ; Meng, Yongqiang ; Xiong, Xiong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307785.

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2018Do terrorist attacks harm financial markets? A meta-analysis of event studies and the determinants of adverse impact. (2018). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:227-247.

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2018Economies of scale and scope in financial market infrastructures. (2018). Li, Shaofang ; Marin, Matej . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:17-49.

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2018Sailing with the non-conventional stocks when there is no place to hide. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:1-16.

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2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

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2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

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2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

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2017Nowcasting BRIC+M in real time. (2017). Dahlhaus, Tatjana ; Guenette, Justin-Damien ; Vasishtha, Garima . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:915-935.

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2018Markov-switching dynamic factor models in real time. (2018). Camacho, Maximo ; Poncela, Pilar ; Perez-Quiros, Gabriel. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:598-611.

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2019Macroeconomic news and market reaction: Surprise indexes meet nowcasting. (2019). Caruso, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1725-1734.

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2019Residential investment and recession predictability. (2019). Herstad, Eyo I ; Anundsen, Andre K ; Aastveit, Knut Are. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1790-1799.

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2018Are gold and silver cointegrated? New evidence from quantile cointegrating regressions. (2018). Schweikert, Karsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:44-51.

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2018Price and network dynamics in the European carbon market. (2018). Mandel, Antoine ; Battiston, Stefano ; Karpf, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:103-122.

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2019Economic policy uncertainty and dollar-pound exchange rate return volatility. (2019). Bartsch, Zachary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:1.

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2018Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan. (2018). Tarassow, Artur ; Proao, Christian R. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:50:y:2018:i:c:p:60-71.

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2018Stock market reaction to irregular supermarket chain behaviour: An investigation in the retail sectors of Ireland and the United Kingdom. (2018). Corbet, Shaen ; McMullan, Caroline. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:43:y:2018:i:c:p:20-29.

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2019The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters. (2019). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:572-584.

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2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

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2019Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

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2019An analysis of the intellectual structure of research on the financial economics of precious metals. (2019). Corbet, Shaen ; Vigne, Samuel A ; Lucey, Brian ; Huang, Shupei ; Gao, Xiangyun ; Dowling, Michael. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:42.

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2018Sharia-Compliant financing for public utility infrastructure. (2018). Biancone, Paolo Pietro ; Radwan, Maha. In: Utilities Policy. RePEc:eee:juipol:v:52:y:2018:i:c:p:88-94.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2019Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Awartani, Basel ; Abdoh, Hussein ; Maghyereh, Aktham I. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28.

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2018Stock market efficiency: A comparative analysis of Islamic and conventional stock markets. (2018). Ali, Sajid ; Al-Yahyaee, Khamis Hamed ; Raza, Naveed ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:139-153.

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2018Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA. (2018). Ruan, Qingsong ; Zhang, Shuhua ; Lv, Dayong ; Yang, Haiquan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:243-256.

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2019Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes. (2019). Stanley, Eugene H ; Shao, Hao-Lin ; Yang, Yan-Hong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:734-746.

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2019A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio. (2019). Belkacem, Lotfi ; Boubaker, Heni ; Karmous, Aida. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312695.

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2020Blindfolded monkeys or financial analysts: Who is worth your money? New evidence on informational inefficiencies in the U.S. stock market. (2020). Torrisi, Benedetto ; Pernagallo, Giuseppe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316462.

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2018Long-term stock market volatility and the influence of terrorist attacks in Europe. (2018). Gurdgiev, Constantin ; Corbet, Shaen ; Meegan, Andrew. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:118-131.

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2019Intra-day dynamics of exchange rates: New evidence from quantile regression. (2019). Kuck, Konstantin ; Maderitsch, Robert. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:247-257.

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2019The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135.

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2019Financialization and commodity excess spillovers. (2019). Zhang, Xiang ; Liu, LU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:195-216.

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2019From efficient markets to adaptive markets: Evidence from the French stock exchange. (2019). Boya, Christophe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:156-165.

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2018Forecasting economic activity in sectors of the Cypriot economy. (2018). Pashourtidou, Nicoletta ; Karagiannakis, Charalampos ; Papamichael, Christos . In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:12:y:2018:i:2:p:24-66.

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2019Islamic finance and herding behavior theory: a sectoral analysis for Gulf Islamic stock market. (2019). Chaffai, Mustapha ; Medhioub, Imed . In: Working Papers. RePEc:erg:wpaper:1324.

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2019Adaptive Market Hypothesis. (2019). Ergun, Zeliha Can ; Taskin, Dilvin F ; Mandaci, Pinar Evrim . In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:vii:y:2019:i:4:p:84-101.

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2018Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence. (2018). Krištoufek, Ladislav. In: Working Papers IES. RePEc:fau:wpaper:wp2018_07.

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2018OPEC in the News. (2018). Plante, Michael. In: Working Papers. RePEc:fip:feddwp:1802.

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2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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2019The Heterogeneous Interconnections between Supply or Demand Side and Oil Risks. (2019). Liu, Yue ; Du, Ziqing ; Liao, Gaoke. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:11:p:2226-:d:238956.

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2019China’s Carbon Market Development and Carbon Market Connection: A Literature Review. (2019). Dong, Feng ; Hua, Yifei. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:9:p:1663-:d:227607.

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2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195.

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2019A Cointegration of the Exchange Rate and Macroeconomic Fundamentals: The Case of the Indonesian Rupiah vis-á-vis Currencies of Primary Trade Partners. (2019). Shi, Kai ; Salim, Agus. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:87-:d:230690.

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2019The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters. (2019). Bouri, Elie. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:118-:d:293243.

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2019Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Luu, Duc Thi ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2019-30.

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More than 100 citations found, this list is not complete...

Works by Olivier Darné:


YearTitleTypeCited
2011Large shocks in U.S. macroeconomic time series: 1860-1988 In: Cliometrica, Journal of Historical Economics and Econometric History.
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2009Large shocks in U.S. macroeconomic time series: 1860–1988.(2009) In: Working Papers.
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2003La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique In: Economies et Sociétés (Serie 'Histoire Economique Quantitative').
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2005Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis In: Working Papers.
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2006Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Ãtats-Unis.(2006) In: Revue d'économie politique.
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2006Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 In: Working Papers.
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2011A Revision of the US Business-Cycles Chronology 1790–1928 In: Working Papers.
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2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Economics Bulletin.
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2011A Revision of the US Business- Cycles Chronology 1790–1928.(2011) In: Working Papers.
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2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
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2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability.
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2012A new monthly chronology of the US industrial cycles in the prewar economy.(2012) In: Working Papers.
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2007L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision In: Working papers.
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2007L’indicateur synthétique mensuel d’activité (ISMA) : une révision..(2007) In: Bulletin de la Banque de France.
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2007Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers.
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2008Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers.
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2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
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2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
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2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
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2011Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics.
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2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
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2012Nowcasting German GDP: A comparison of bridge and factor models. In: Working papers.
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2012Nowcasting German GDP: A comparison of bridge and factor models.(2012) In: Journal of Policy Modeling.
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2013Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach. In: Working papers.
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2013Dynamic Factor Models: A review of the Literature . In: Working papers.
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2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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2014New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de Frances Monthly Business Survey and the “blocking” approach. In: Working papers.
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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey.(2017) In: Economic Modelling.
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2008Pourquoi calculer un indicateur du climat des affaires dans les services ? In: Bulletin de la Banque de France.
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2008OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France.
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2008Why calculate a business sentiment indicator for services?. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2008OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2007FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE In: Bulletin of Economic Research.
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2012MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research.
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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
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2009VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW In: Journal of Economic Surveys.
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2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
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2009Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision.
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2009Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision.
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2012Une revue de la littérature des modèles à facteurs dynamiques In: Economie & Prévision.
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2015La volatilité du Dow Jones : les leçons de lâhistoire à travers lâétude des chocs (1928-2013) In: Revue d'économie financière.
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2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire In: Recherches économiques de Louvain.
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2008La parité des pouvoirs d’achat pour l’économie chinoise : Une nouvelle analyse par les tests de racine unitaire.(2008) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator In: Working Papers.
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2018Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator.(2018) In: Applied Economics.
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2009Testing for Random Walk Behavior in Euro Exchange Rates In: Economie Internationale.
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2019The accuracy of asymmetric GARCH model estimation In: International Economics.
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2019The accuracy of asymmetric GARCH model estimation.(2019) In: International Economics.
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2019Volatility estimation for Bitcoin: Replication and robustness In: International Economics.
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2019Volatility estimation for Bitcoin: Replication and robustness.(2019) In: International Economics.
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2015ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? In: Macroeconomic Dynamics.
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2010Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?.(2010) In: Working Papers.
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2006Testing the purchasing power parity in China In: EconomiX Working Papers.
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2003Maximum likelihood seasonal cointegration tests for daily data In: Economics Bulletin.
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2004The effects of additive outliers on stationarity tests: a monte carlo study In: Economics Bulletin.
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2008The impact of outliers on transitory and permanent components in macroeconomic time series In: Economics Bulletin.
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2009Performance of short-term trend predictors for current economic analysis In: Economics Bulletin.
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2008Using business survey in industrial and services sector to nowcast GDP growth:The French case In: Economics Bulletin.
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2012A note on the uncertain trend in US real GNP: Evidence from robust unit root tests In: Economics Bulletin.
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2010A note on the uncertain trend in US real GNP: Evidence from robust unit root test.(2010) In: Working Papers.
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2015Environmental Kuznets Curve and ecological footprint: A time series analysis In: Economics Bulletin.
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2013Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis.(2013) In: Working Papers.
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2015Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes In: Economics Bulletin.
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2016Stock market reactions to FIFA World Cup announcements: An event study In: Economics Bulletin.
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2019Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks In: Economics Bulletin.
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2006Large shocks and the September 11th terrorist attacks on international stock markets In: Economic Modelling.
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2011Testing the martingale difference hypothesis in CO2 emission allowances In: Economic Modelling.
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2011Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Economic Modelling.
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2012Nowcasting the French index of industrial production: A comparison from bridge and factor models In: Economic Modelling.
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2011Small sample properties of alternative tests for martingale difference hypothesis In: Economics Letters.
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2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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2016A World Trade Leading Index (WTLI) In: Economics Letters.
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2004Seasonal cointegration for monthly data In: Economics Letters.
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2005Outliers and GARCH models in financial data In: Economics Letters.
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2009The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests In: Economic Systems.
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2017Forecasting crude-oil market volatility: Further evidence with jumps In: Energy Economics.
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2009The efficiency of the crude oil markets: Evidence from variance ratio tests In: Energy Policy.
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2013Market efficiency in the European carbon markets In: Energy Policy.
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2014Volatility persistence in crude oil markets In: Energy Policy.
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2012Volatility Persistence in Crude Oil Markets.(2012) In: Working Papers.
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2015Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis.
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2017International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis.
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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics.
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2014Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 In: Journal of Banking & Finance.
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article18
2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates In: Journal of International Money and Finance.
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2010Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates.(2010) In: Working Papers.
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2016Commodity returns co-movements: Fundamentals or “style” effect? In: Journal of International Money and Finance.
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2014Commodity returns co-movements: Fundamentals or style effect?.(2014) In: Working Papers.
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2009The uncertain unit root in real GNP: A re-examination In: Journal of Macroeconomics.
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2012Trends and random walks in macroeconomic time series: A reappraisal In: Journal of Macroeconomics.
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2004Unit roots and infrequent large shocks: new international evidence on output In: Journal of Monetary Economics.
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2015Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes In: Research in International Business and Finance.
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2009The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext In: Post-Print.
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2010La persistance des écarts de richesse entre La Réunion et les standards français et européens : lapport des tests de racine unitaire In: Post-Print.
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2010Is the Islamic finance the right medecine to the global financial crisis? In: Post-Print.
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2011Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext In: Post-Print.
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2011Is the Islamic Finance Model More Resilient than the Conventional Model In: Post-Print.
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2011Is the Islamic Finance Model More Resilient than the Conventional Model In: Post-Print.
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2011Is the Islamic Finance Model More Resilient than the Conventional Model In: Post-Print.
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2011Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from sudden changes in the volatility of Dow Jones indexes In: Post-Print.
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2008The impact of outliers on transitory and permanent components in macroeconomic time series In: Post-Print.
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2009Variance ratio tests of random walk: An overview In: Post-Print.
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2009The efficiency of the crude oil markets: Evidence from variance ratio tests In: Post-Print.
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2009Testing for random walk behavior in euro exchange rates In: Post-Print.
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2011Large shocks in U.S. macroeconomic time series: 1860-1988 In: Post-Print.
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2010Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? In: Post-Print.
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2010Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II In: Post-Print.
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2014Volatility persistence in crude oil markets In: Post-Print.
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2012Trends and random walks in macroeconomic time series: A reappraisal In: Post-Print.
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2012Convergence of real per capita GDP within COMESA countries: A panel unit root evidence In: Post-Print.
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2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates In: Post-Print.
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2015Are unit root tests useful in the debate over the (non)stationarity of hours worked? In: Post-Print.
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2014Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 In: Post-Print.
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2014A revision of the US business-cycles chronology 1790-1928 In: Post-Print.
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2015A new monthly chronology of the US industrial cycles in the prewar economy In: Post-Print.
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2015Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes In: Post-Print.
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2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013) In: Post-Print.
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2015Will precious metals shine ? A market efficiency perspective In: Post-Print.
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2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire In: Post-Print.
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2008The purchasing power parity in Australia: evidence from unit root test with structural break In: Post-Print.
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2012Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy In: Post-Print.
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2013Testing the number of factors: An empirical assessment for forecasting purposes In: Post-Print.
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2015A new monthly chronology of the US industrial cycles in the prewar economy In: Post-Print.
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2013Dynamic factor models: A review of the literature In: Post-Print.
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2016Stock market reactions to FIFA World Cup announcements: An event study In: Post-Print.
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2016A world trade leading index (WLTI) In: Post-Print.
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2017How resilient is La Reunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks over 1981-2015 In: Post-Print.
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