19
H index
27
i10 index
983
Citations
Université de Nantes | 19 H index 27 i10 index 983 Citations RESEARCH PRODUCTION: 81 Articles 108 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Olivier Darné. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
Post-Print / HAL | 59 |
Working Papers / HAL | 26 |
Working Papers / Association Franaise de Cliomtrie (AFC) | 4 |
EconomiX Working Papers / University of Paris Nanterre, EconomiX | 3 |
Year | Title of citing document | |
---|---|---|
2022 | Quoi de neuf dans l’accès aux classes préparatoires ? Une perspective historique centrée sur l’ouverture sociale et l’accès des filles aux formations élitistes françaises. (2022). Jaoul-Grammare, Magali. In: Working Papers. RePEc:afc:wpaper:01-22. Full description at Econpapers || Download paper | |
2021 | Trend, Cycles and Chance. (2021). DIEBOLT, Claude. In: Working Papers. RePEc:afc:wpaper:05-21. Full description at Econpapers || Download paper | |
2021 | Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21. Full description at Econpapers || Download paper | |
2020 | Un modello statistico per il monitoraggio delle entrate tributarie (MoME). (2020). Giannone, Giacomo ; Faedda, Francesca ; Delia, Enrico. In: Working Papers. RePEc:ahg:wpaper:wp2020-5. Full description at Econpapers || Download paper | |
2021 | Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14. Full description at Econpapers || Download paper | |
2020 | “Measuring and assessing economic uncertaintyâ€. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727. Full description at Econpapers || Download paper | |
2021 | Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368. Full description at Econpapers || Download paper | |
2020 | Keeping track of global trade in real time. (2020). Martinez-Martin, Jaime ; Rusticelli, Elena. In: Working Papers. RePEc:bde:wpaper:2019. Full description at Econpapers || Download paper | |
2021 | Enrichment of the Banque de France’s monthly business survey: lessons from textual analysis of business leaders’ comments. (2021). Martial, Ranvier ; Mathilde, Gerardin. In: Working papers. RePEc:bfr:banfra:821. Full description at Econpapers || Download paper | |
2021 | Firms’ Inflation Expectations: New Evidence from France. (2021). Savignac, Frédérique ; Gorodnichenko, Yuriy ; Gautier, Erwan ; Coibion, Olivier. In: Working papers. RePEc:bfr:banfra:840. Full description at Econpapers || Download paper | |
2022 | Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Working Papers. RePEc:biu:wpaper:2022-02. Full description at Econpapers || Download paper | |
2022 | The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45. Full description at Econpapers || Download paper | |
2021 | Convergence Triggers in Africa: Evidence from Convergence Clubs and Panel Models. (2021). Erkekoglu, Hatice ; Majok, Aweng Peter. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:2:p:218-245. Full description at Econpapers || Download paper | |
2020 | Time-varying return predictability and adaptive markets hypothesis: Evidence on MIST countries from a novel wild bootstrap likelihood ratio approach. (2020). Ozkan, Oktay. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:34:y:2020:i:2:p:101-113. Full description at Econpapers || Download paper | |
2021 | Stock Market Volatility and Terrorism: New Evidence from the Markov Switching Model. (2021). Shahzad, Mughal Khurrum ; Hyoung-Goo, Kang ; Tariq, Mohmand Yasir ; Mumtaz, Awan Tahir ; Faheem, Aslam. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:27:y:2021:i:2:p:263-284:n:5. Full description at Econpapers || Download paper | |
2020 | Income Tax Evasion: Recovery from Economic Disasters. (2020). Ćorić, Bruno ; Skrabic, Blanka Peric. In: CERGE-EI Working Papers. RePEc:cer:papers:wp676. Full description at Econpapers || Download paper | |
2020 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-11. Full description at Econpapers || Download paper | |
2021 | Dating business cycles in France: A reference chronology. (2021). Mignon, Valérie ; Ferrara, Laurent ; DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Heyer, Eric ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-23. Full description at Econpapers || Download paper | |
2020 | Is international tourism responsible for the pandemic of COVID-19? A very preliminary assessment with a special focus on small islands. (2020). Hoarau, Jean-François. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00339. Full description at Econpapers || Download paper | |
2020 | Testing the Environmental Kuznets Curve Hypothesis in Uruguay using Ecological Footprint as a Measure of Environmental Degradation. (2020). Ergun, Selim ; Rivas, Maria Fernanda . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-59. Full description at Econpapers || Download paper | |
2021 | Effects of Crude Oil Prices Volatility, the Internet and Inflation on Economic Growth in ASEAN-5 Countries: A Panel Autoregressive Distributed Lag Approach. (2021). Tajuddin, Tajuddin ; Rosnawintang, Rosnawintang ; Saidi, La Ode ; Pasrun, Yuwanda Purnamasari ; Adam, Pasrun. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-3. Full description at Econpapers || Download paper | |
2021 | Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35. Full description at Econpapers || Download paper | |
2021 | A novel method for online real-time forecasting of crude oil price. (2021). Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009648. Full description at Econpapers || Download paper | |
2020 | The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300. Full description at Econpapers || Download paper | |
2020 | Safe marginal time of crude oil price via escape problem of econophysics. (2020). Leng, NA ; Li, Jiang-Cheng ; Peng, Jia-Sheng ; Wei, YU ; Zhong, Guang-Yan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:133:y:2020:i:c:s096007792030059x. Full description at Econpapers || Download paper | |
2021 | Market Efficiency of US REITs: A Revisit. (2021). Ahn, Kwangwon ; Kim, Dongshin ; Jang, Hanwool ; Ryu, Inug. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921004240. Full description at Econpapers || Download paper | |
2021 | Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. (2021). Jalkh, Naji ; Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:180-197. Full description at Econpapers || Download paper | |
2022 | Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011. Full description at Econpapers || Download paper | |
2022 | Does hospitality industry stock volatility react asymmetrically to health and economic crises?. (2022). Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932100328x. Full description at Econpapers || Download paper | |
2020 | Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217. Full description at Econpapers || Download paper | |
2021 | Forecasting tourism with targeted predictors in a data-rich environment. (2021). Rua, Antonio ; Gouveia, Carlos Melo ; Loureno, Nuno. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:445-454. Full description at Econpapers || Download paper | |
2021 | Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265. Full description at Econpapers || Download paper | |
2020 | A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636. Full description at Econpapers || Download paper | |
2020 | Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183. Full description at Econpapers || Download paper | |
2020 | The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559. Full description at Econpapers || Download paper | |
2020 | Equity premium prediction and optimal portfolio decision with Bagging. (2020). Yin, Anwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301686. Full description at Econpapers || Download paper | |
2021 | Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322. Full description at Econpapers || Download paper | |
2021 | Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and stock market returns: New evidence. (2021). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001418. Full description at Econpapers || Download paper | |
2020 | Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748. Full description at Econpapers || Download paper | |
2022 | Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate. (2022). Johnson, J. E. V., ; Kansara, A P ; Sung, M ; Fraser-Mackenzie, P. A. F., . In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:330-345. Full description at Econpapers || Download paper | |
2020 | Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504. Full description at Econpapers || Download paper | |
2021 | Where are the fundamental traders? A model application based on the Shanghai Stock Exchange. (2021). Zulauf, Carl ; Pu, Yun. In: Emerging Markets Review. RePEc:eee:ememar:v:49:y:2021:i:c:s1566014119301062. Full description at Econpapers || Download paper | |
2021 | Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices. (2021). Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon ; Mensi, Walid ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003066. Full description at Econpapers || Download paper | |
2021 | The inconvenience yield of carbon futures. (2021). Pardo, Angel ; Palao, Fernando. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003479. Full description at Econpapers || Download paper | |
2021 | Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Li, Jingyu ; Qian, Tao ; Liu, Ranran ; Xie, Qiwei. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003704. Full description at Econpapers || Download paper | |
2022 | The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204. Full description at Econpapers || Download paper | |
2020 | Forecasting volatility in the petroleum futures markets: A re-examination and extension. (2020). Shaiban, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Al-Freedi, Ajab. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304232. Full description at Econpapers || Download paper | |
2020 | Crude oil price analysis and forecasting: A perspective of “new triangleâ€. (2020). Wang, Shouyang ; Chai, Jian ; Li, Yuze ; Lu, Quanying. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300608. Full description at Econpapers || Download paper | |
2020 | Stationarity properties of per capita CO2 emissions in the OECD in the very long-run: A replication and extension analysis. (2020). Smyth, Russell ; Inekwe, John ; Ivanovski, Kris ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302085. Full description at Econpapers || Download paper | |
2020 | Convergence and determinants of greenhouse gas emissions in Australia: A regional analysis. (2020). Churchill, Sefa Awaworyi ; Ivanovski, Kris. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030311x. Full description at Econpapers || Download paper | |
2020 | Effects of oil price fall on the betas in the Unconventional Oil & Gas Industry. (2020). de Sanctis, Daniele ; Dallocchio, Maurizio ; Teti, Emanuele. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s030142152030402x. Full description at Econpapers || Download paper | |
2020 | Emission reduction effect and carbon market efficiency of carbon emissions trading policy in China. (2020). Li, Jing ; Zhang, Wei ; Guo, Shucen. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302243. Full description at Econpapers || Download paper | |
2020 | Analyzing dynamic impacts of different oil shocks on oil price. (2020). Lin, Boqiang ; Gong, XU ; Chen, Liqiang. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304138. Full description at Econpapers || Download paper | |
2021 | Efficiency of China’s carbon market: A case study of Hubei pilot market. (2021). Fantozzi, Francesco ; Bartocci, Pietro ; Zhou, Ming ; Zhao, Haibo ; Yuan, Tian ; Yang, Qing ; Chen, Yingqi. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s036054422100195x. Full description at Econpapers || Download paper | |
2022 | Energy intensity, economic growth and environmental quality in populous Middle East countries. (2022). Tarazkar, Mohammad Hassan ; Dehbidi, Navid Kargar ; Shokoohi, Zeinab. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pc:s0360544221024129. Full description at Econpapers || Download paper | |
2020 | Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. (2020). Liu, Jia ; He, Kaijian ; Stafylas, Dimitrios ; Zha, Rui ; Yu, Lean. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304964. Full description at Econpapers || Download paper | |
2020 | Investing in gold – Market timing or buy-and-hold?. (2020). Dichtl, Hubert ; Baur, Dirk G ; Wendt, Viktoria-Sophie ; Drobetz, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306227. Full description at Econpapers || Download paper | |
2020 | Brent crude oil prices volatility during major crises. (2020). Coughlan, Joseph ; Morales, Lucia ; Zavadska, Miroslava. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318304380. Full description at Econpapers || Download paper | |
2020 | The financialization of Chinese commodity markets. (2020). Su, Yunpeng ; Pu, Yingjian ; Yang, Baochen. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319307512. Full description at Econpapers || Download paper | |
2020 | Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models. (2020). Ben Cheikh, Nidhaleddine ; Chevallier, Julien ; ben Zaied, Younes. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s154461231930162x. Full description at Econpapers || Download paper | |
2020 | The pricing efficiency of crude oil futures in the Shanghai International Exchange. (2020). Shang, Xingxing ; Fang, Libing ; Lv, Fei ; Yang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319305598. Full description at Econpapers || Download paper | |
2021 | Information efficiency research of Chinas carbon markets. (2021). Jiang, Ting ; Liu, Jian ; Ye, ZE. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310736. Full description at Econpapers || Download paper | |
2021 | Intraday interactions between high-frequency trading and price efficiency. (2021). Hellara, Slaheddine ; ben Ammar, Imen. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316767. Full description at Econpapers || Download paper | |
2021 | Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x. Full description at Econpapers || Download paper | |
2021 | Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818. Full description at Econpapers || Download paper | |
2021 | Keeping track of global trade in real time. (2021). Martinez-Martin, Jaime ; Rusticelli, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:224-236. Full description at Econpapers || Download paper | |
2021 | Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425. Full description at Econpapers || Download paper | |
2021 | Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting. (2021). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1520-1534. Full description at Econpapers || Download paper | |
2021 | Emissions trading with transaction costs. (2021). Baudry, marc ; Quemin, Simon ; Faure, Anouk. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:108:y:2021:i:c:s0095069621000516. Full description at Econpapers || Download paper | |
2021 | Speculation and informational efficiency in commodity futures markets. (2021). Bonnier, Jean-Baptiste. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s026156062100108x. Full description at Econpapers || Download paper | |
2022 | Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242. Full description at Econpapers || Download paper | |
2020 | Forecasting excess returns of the gold market: Can we learn from stock market predictions?. (2020). Dichtl, Hubert. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300716. Full description at Econpapers || Download paper | |
2021 | Stock market volatility on shipping stock prices: GARCH models approach. (2021). Mokhtar, Kasypi ; Mhd, Siti Marsila. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000372. Full description at Econpapers || Download paper | |
2021 | Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources. (2021). Liu, Wenbin ; Wang, Rui ; Xiao, Helu ; Gao, Meng ; Zhou, Zhongbao. In: Omega. RePEc:eee:jomega:v:104:y:2021:i:c:s0305048321000888. Full description at Econpapers || Download paper | |
2021 | The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251. Full description at Econpapers || Download paper | |
2020 | The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Mei-Jing. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309183. Full description at Econpapers || Download paper | |
2020 | The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828. Full description at Econpapers || Download paper | |
2020 | Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices. (2020). Vo, Xuan Vinh ; Sensoy, Ahmet ; Kang, Sanghoon ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308618. Full description at Econpapers || Download paper | |
2021 | Universal law in the crude oil market based on visibility graph algorithm and network structure. (2021). Dong, Gaogao ; Du, Ruijin ; Tian, Lixin ; Wang, Fan. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309892. Full description at Econpapers || Download paper | |
2021 | Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Qureshi, Fiza ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830. Full description at Econpapers || Download paper | |
2021 | Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains. (2021). Dar, Arif ; Bhanja, Niyati ; Paul, Manas ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001689. Full description at Econpapers || Download paper | |
2021 | Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Chen, James Ming. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001768. Full description at Econpapers || Download paper | |
2021 | Analysis of major properties of metal prices using new methods: Structural breaks, non-linearity, stationarity and bubbles. (2021). Adewuyi, Adeolu O ; Wahab, Bashir A. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002956. Full description at Econpapers || Download paper | |
2021 | What drives oil prices? — A Markov switching VAR approach. (2021). Fu, Chengbo ; Liu, Tangyong ; Chen, Liqing ; Guan, Keqin ; Gong, XU. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003263. Full description at Econpapers || Download paper | |
2021 | Investigating the nexus between GDP, oil prices, FDI, and tourism for emerging economy: Empirical evidence from the novel fourier ARDL and hidden cointegration. (2021). Tursoy, Turgut ; Ullah, Noor ; Ozatac, Nesrin ; Ramakrishnan, Suresh ; Ali, Adnan ; Chander, Rajnesh ; Faisal, Faisal. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003779. Full description at Econpapers || Download paper | |
2021 | Analysis of relationships between nanotechnology applications, mineral saving and ecological footprint: Evidence from panel fourier cointegration and causality tests. (2021). Gulmez, Ahmet ; Ko, Pinar. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003822. Full description at Econpapers || Download paper | |
2020 | Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324. Full description at Econpapers || Download paper | |
2020 | Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis. (2020). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300718. Full description at Econpapers || Download paper | |
2020 | Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review. (2020). Panetta, Ida Claudia ; delle Foglie, Andrea. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20302833. Full description at Econpapers || Download paper | |
2021 | How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748. Full description at Econpapers || Download paper | |
2022 | Predicting the Australian equity risk premium. (2022). Jurdi, Doureige J. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21001906. Full description at Econpapers || Download paper | |
2020 | Blindfolded monkeys or financial analysts: Who is worth your money? New evidence on informational inefficiencies in the U.S. stock market. (2020). Pernagallo, Giuseppe ; Torrisi, Benedetto. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316462. Full description at Econpapers || Download paper | |
2020 | Testing the efficient market hypothesis in Latin American stock markets. (2020). Sanchez-Granero, M A ; Trinidad-Segovia, J E ; Ramos-Requena, J P ; Balladares, K A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931739x. Full description at Econpapers || Download paper | |
2020 | Stochastic resonance of drawdown risk in energy market prices. (2020). Dong, Yang ; Li, Jiang-Cheng ; Hu, Xiao-Bing ; Wen, Shu-Hui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317479. Full description at Econpapers || Download paper | |
2020 | The impacts of terrorism on Turkish equity market: An investigation using intraday data. (2020). Gok, Ibrahim Yasar ; Topuz, Sefa ; Demirdogen, Yavuz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119319454. Full description at Econpapers || Download paper | |
2020 | Forecast model for financial time series: An approach based on harmonic oscillators. (2020). Bosco, A R ; Acebal, J L ; Machado, A C ; Garcia, M M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301321. Full description at Econpapers || Download paper | |
2020 | Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691. Full description at Econpapers || Download paper | |
2021 | Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2021 | Econometric history of the growth–volatility relationship in the USA: 1919–2017 In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 0 |
2021 | Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Cliometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
Econometric history of the growth–volatility relationship in the USA: 1919–2017.() In: Cliometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | ||
2011 | Large shocks in U.S. macroeconomic time series: 1860-1988 In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 3 |
2011 | Large shocks in U.S. macroeconomic time series: 1860-1988.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2009 | Large shocks in U.S. macroeconomic time series: 1860–1988.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2003 | La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique In: Economies et Sociétés (Serie 'Histoire Economique Quantitative'). [Full Text][Citation analysis] | article | 0 |
2005 | Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
2006 | Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Ãtats-Unis.(2006) In: Revue d'économie politique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2006 | Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | A Revision of the US Business-Cycles Chronology 1790–1928 In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2014 | A revision of the US business-cycles chronology 1790-1928.(2014) In: Economics Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2014 | A revision of the US business-cycles chronology 1790-1928.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2011 | A Revision of the US Business- Cycles Chronology 1790–1928.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2012 | A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2011 | A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2015 | A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2015 | A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2012 | A new monthly chronology of the US industrial cycles in the prewar economy.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2007 | L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2007 | L’indicateur synthétique mensuel d’activité (ISMA) : une révision..(2007) In: Bulletin de la Banque de France. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2007 | Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers. [Full Text][Citation analysis] | paper | 1 |
2008 | Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers. [Full Text][Citation analysis] | paper | 16 |
2009 | Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers. [Full Text][Citation analysis] | paper | 75 |
2010 | Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | article | |
2009 | Identification of slowdowns and accelerations for the euro area economy. In: Working papers. [Full Text][Citation analysis] | paper | 13 |
2011 | Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics. [Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2009 | Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2012 | Nowcasting German GDP: A comparison of bridge and factor models. In: Working papers. [Full Text][Citation analysis] | paper | 25 |
2012 | Nowcasting German GDP: A comparison of bridge and factor models.(2012) In: Journal of Policy Modeling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2013 | Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach. In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Dynamic Factor Models: A review of the Literature . In: Working papers. [Full Text][Citation analysis] | paper | 27 |
2013 | Dynamic factor models: A review of the literature.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2014 | Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
2014 | New 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. [Full Text][Citation analysis] | paper | 10 |
2017 | The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey.(2017) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2008 | Pourquoi calculer un indicateur du climat des affaires dans les services ? In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2008 | OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2008 | Why calculate a business sentiment indicator for services?. In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2008 | OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
2007 | FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 2 |
2012 | MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 29 |
2021 | Oil price shocks, real economic activity and uncertainty In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
2021 | Oil Price Shocks, Real Economic Activity and Uncertainty.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry. [Full Text][Citation analysis] | article | 8 |
2014 | Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2018 | Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2014 | Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2009 | VARIANCE?RATIO TESTS OF RANDOM WALK: AN OVERVIEW In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 49 |
2009 | Variance ratio tests of random walk: An overview.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2013 | Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 12 |
2013 | Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2009 | Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision. [Full Text][Citation analysis] | article | 4 |
2012 | Une revue de la littérature des modèles à facteurs dynamiques In: Economie & Prévision. [Full Text][Citation analysis] | article | 1 |
2015 | La volatilité du Dow Jones : les leçons de lâhistoire à travers lâétude des chocs (1928-2013) In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
2008 | La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 0 |
2017 | Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
2018 | Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2009 | Testing for Random Walk Behavior in Euro Exchange Rates In: Economie Internationale. [Full Text][Citation analysis] | article | 7 |
2009 | Testing for random walk behavior in euro exchange rates.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2019 | The accuracy of asymmetric GARCH model estimation In: International Economics. [Full Text][Citation analysis] | article | 4 |
2019 | The accuracy of asymmetric GARCH model estimation.(2019) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2020 | The accuracy of asymmetric GARCH model estimation.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2019 | Volatility estimation for Bitcoin: Replication and robustness In: International Economics. [Full Text][Citation analysis] | article | 11 |
2019 | Volatility estimation for Bitcoin: Replication and robustness.(2019) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2018 | Volatility estimation for Bitcoin: Replication and robustness.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2008 | La parité des pouvoirs d’achat pour l’économie chinoise : Une nouvelle analyse par les tests de racine unitaire In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] | paper | 1 |
2008 | La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2015 | ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
2011 | Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked?.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | Are unit root tests useful in the debate over the (non)stationarity of hours worked?.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2010 | Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2006 | Testing the purchasing power parity in China In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Maximum likelihood seasonal cointegration tests for daily data In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2004 | The effects of additive outliers on stationarity tests: a monte carlo study In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
2008 | The impact of outliers on transitory and permanent components in macroeconomic time series In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2008 | The impact of outliers on transitory and permanent components in macroeconomic time series.(2008) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2009 | Performance of short-term trend predictors for current economic analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2008 | Using business survey in industrial and services sector to nowcast GDP growth:The French case In: Economics Bulletin. [Full Text][Citation analysis] | article | 6 |
2012 | A note on the uncertain trend in US real GNP: Evidence from robust unit root tests In: Economics Bulletin. [Full Text][Citation analysis] | article | 5 |
2012 | A note of the uncertain trend in US real GNP: Evidence from robust unit root tests.(2012) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2010 | A note on the uncertain trend in US real GNP: Evidence from robust unit root test.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2015 | Environmental Kuznets Curve and ecological footprint: A time series analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
2013 | Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2015 | Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes In: Economics Bulletin. [Full Text][Citation analysis] | article | 6 |
2015 | Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2016 | Stock market reactions to FIFA World Cup announcements: An event study In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2016 | Stock market reactions to FIFA World Cup announcements: An event study.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks In: Economics Bulletin. [Full Text][Citation analysis] | article | 4 |
2020 | Nowcasting GDP growth using data reduction methods: Evidence for the French economy In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2020 | Nowcasting GDP growth using data reduction methods: Evidence for the French economy.(2020) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2006 | Large shocks and the September 11th terrorist attacks on international stock markets In: Economic Modelling. [Full Text][Citation analysis] | article | 71 |
2011 | Testing the martingale difference hypothesis in CO2 emission allowances In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2011 | Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2011 | Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2012 | Nowcasting the French index of industrial production: A comparison from bridge and factor models In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
2011 | Small sample properties of alternative tests for martingale difference hypothesis In: Economics Letters. [Full Text][Citation analysis] | article | 22 |
2011 | Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2010 | Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2010 | Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2016 | A World Trade Leading Index (WTLI) In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2016 | A world trade leading index (WLTI).(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2004 | Seasonal cointegration for monthly data In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2005 | Outliers and GARCH models in financial data In: Economics Letters. [Full Text][Citation analysis] | article | 37 |
2009 | The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests In: Economic Systems. [Full Text][Citation analysis] | article | 26 |
2009 | The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2017 | Forecasting crude-oil market volatility: Further evidence with jumps In: Energy Economics. [Full Text][Citation analysis] | article | 23 |
2017 | Forecasting crude-oil market volatility: Further evidence with jumps.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2019 | On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2009 | The efficiency of the crude oil markets: Evidence from variance ratio tests In: Energy Policy. [Full Text][Citation analysis] | article | 54 |
2009 | The efficiency of the crude oil markets: Evidence from variance ratio tests.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
2013 | Market efficiency in the European carbon markets In: Energy Policy. [Full Text][Citation analysis] | article | 26 |
2013 | Market efficiency in the European carbon markets.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2014 | Volatility persistence in crude oil markets In: Energy Policy. [Full Text][Citation analysis] | article | 35 |
2014 | Volatility persistence in crude oil markets.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2012 | Volatility Persistence in Crude Oil Markets.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2015 | Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 25 |
2015 | Will precious metals shine ? A market efficiency perspective.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2017 | International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
2017 | International Stock Return Predictability: Evidence from New Statistical Tests.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2017 | Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics. [Full Text][Citation analysis] | article | 8 |
2017 | Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2014 | Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 25 |
2014 | Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2012 | Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 43 |
2012 | Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates.(2012) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2010 | Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2016 | Commodity returns co-movements: Fundamentals or “style” effect? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 7 |
2014 | Commodity returns co-movements: Fundamentals or style effect?.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2009 | The uncertain unit root in real GNP: A re-examination In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 19 |
2012 | Trends and random walks in macroeconomic time series: A reappraisal In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
2012 | Trends and random walks in macroeconomic time series: A reappraisal.(2012) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2004 | Unit roots and infrequent large shocks: new international evidence on output In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 62 |
2015 | Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 16 |
2015 | Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2009 | The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext In: Post-Print. [Citation analysis] | paper | 0 |
2010 | La persistance des écarts de richesse entre La Réunion et les standards français et européens : lapport des tests de racine unitaire In: Post-Print. [Citation analysis] | paper | 3 |
2016 | La persistance des écarts de richesse entre la Réunion et les standards français et européens : l’apport des tests de racine unitaire.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | La persistance des écarts de richesse entre la Réunion et les standards français et européens : l’apport des tests de racine unitaire.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | La persistance des écarts de richesse entre la Réunion et les standards français et européens : l’apport des tests de racine unitaire.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2010 | Is the Islamic finance the right medecine to the global financial crisis? In: Post-Print. [Citation analysis] | paper | 0 |
2011 | Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext In: Post-Print. [Citation analysis] | paper | 0 |
2011 | Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | Is the Islamic Finance Model More Resilient than the Conventional Model In: Post-Print. [Citation analysis] | paper | 1 |
2011 | Is the Islamic Finance Model More Resilient than the Conventional Model.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2011 | Is the Islamic Finance Model More Resilient than the Conventional Model.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2011 | Is 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. [Citation analysis] | paper | 4 |
2010 | Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? In: Post-Print. [Citation analysis] | paper | 3 |
2009 | Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2010 | Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II In: Post-Print. [Citation analysis] | paper | 2 |
2010 | Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2012 | Convergence of real per capita GDP within COMESA countries: A panel unit root evidence In: Post-Print. [Full Text][Citation analysis] | paper | 7 |
2012 | Convergence of real per capita GDP within COMESA countries: A panel unit root evidence.(2012) In: The Annals of Regional Science. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2015 | La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013) In: Post-Print. [Citation analysis] | paper | 0 |
2016 | Stock Exchange Mergers and Market In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
2008 | The purchasing power parity in Australia: evidence from unit root test with structural break In: Post-Print. [Citation analysis] | paper | 6 |
2007 | The purchasing power parity in Australia: evidence from unit root test with structural break.(2007) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2012 | Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy In: Post-Print. [Citation analysis] | paper | 6 |
2013 | Une revue de la littérature des modèles à facteurs dynamiques In: Post-Print. [Citation analysis] | paper | 1 |
2012 | Une revue de la littérature des modèles à facteurs dynamiques.(2012) In: Économie et Prévision. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2017 | Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices In: Post-Print. [Full Text][Citation analysis] | paper | 7 |
2017 | Uncertainty and the Macroeconomy In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
2017 | How 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. [Citation analysis] | paper | 0 |
2019 | How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015 In: Post-Print. [Full Text][Citation analysis] | paper | 4 |
2018 | How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2019 | How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2020 | On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
2020 | On the pernicious effects of oil price uncertainty on US real economic activities.(2020) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2012 | Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Stock Exchange Mergers and Market Efficiency In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | Stock exchange mergers and market efficiency.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2014 | Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Precious metals shine? A market efficiency perspective In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | The sensitivity of Fama-French factors to economic uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Stock Return Predictability: Evaluation based on prediction intervals In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Stock Return Predictability: Evaluation based on Prediction Intervals.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | The impact of screening strategies on the performance of ESG indices In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Forecasting and risk management in the Vietnam Stock Exchange In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Forecasts of the seasonal fractional integrated series In: Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
2004 | Exchange rate regime classification and real performances: new empirical evidence In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
2009 | Un indicateur probabiliste du cycle d’accélération pour l’économie française In: Économie et Prévision. [Full Text][Citation analysis] | article | 4 |
2002 | A Note on Seasonal Unit Root Tests In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 1 |
2005 | Non-stationarity Tests in Macroeconomic Time Series In: Springer Books. [Citation analysis] | chapter | 6 |
2018 | Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2016 | Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint In: Journal of Environmental Economics and Policy. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team