Olivier Darné : Citation Profile


Are you Olivier Darné?

Université de Nantes
Université de Nantes

19

H index

27

i10 index

1076

Citations

RESEARCH PRODUCTION:

80

Articles

108

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 56
   Journals where Olivier Darné has often published
   Relations with other researchers
   Recent citing documents: 162.    Total self citations: 66 (5.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda93
   Updated: 2022-10-01    RAS profile: 2021-11-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Kim, Jae (5)

Hoarau, Jean-François (4)

Suardi, Sandy (4)

Tripier, Fabien (3)

Ferrara, Laurent (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 (66)

Ferrara, Laurent (34)

JAOUL-GRAMMARE, Magali (28)

Miller, Stephen (14)

Gil-Alana, Luis (12)

Marsilli, Clément (10)

Levy, Daniel (10)

Bec, Frédérique (10)

Heyer, Eric (9)

Mignon, Valérie (9)

Wohlrabe, Klaus (9)

Cites to:

Reichlin, Lucrezia (87)

Kim, Jae (52)

Giannone, Domenico (50)

Perron, Pierre (41)

Ng, Serena (39)

Bollerslev, Tim (36)

CHARLES, Amelie (34)

Franses, Philip Hans (30)

Forni, Mario (30)

Engle, Robert (27)

bloom, nicholas (27)

Main data


Where Olivier Darné has published?


Journals with more than one article published# docs
Economics Bulletin12
Economic Modelling5
Economics Letters4
Applied Economics4
Energy Policy3
International Economics3
Bulletin de la Banque de France3
Bulletin of Economic Research3
Journal of International Money and Finance2
Cliometrica, Journal of Historical Economics and Econometric History2
International Economics2
Cliometrica2
Oxford Bulletin of Economics and Statistics2
International Review of Financial Analysis2
conomie et Prvision2
Journal of Forecasting2
Energy Economics2
Quarterly selection of articles - Bulletin de la Banque de France2
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL59
Working Papers / HAL26
Working Papers / Association Franaise de Cliomtrie (AFC)4
EconomiX Working Papers / University of Paris Nanterre, EconomiX3

Recent works citing Olivier Darné (2022 and 2021)


YearTitle of citing document
2022Quoi 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

2021Trend, Cycles and Chance. (2021). DIEBOLT, Claude. In: Working Papers. RePEc:afc:wpaper:05-21.

Full description at Econpapers || Download paper

2021Dating 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

2021Downside 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

2021A 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

2022When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273.

Full description at Econpapers || Download paper

2021Efficiency 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

2021Standing 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

2021Enrichment 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

2021Firms’ 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

2022Interpolation 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

2022The 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

2021Convergence 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

2021Stock 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

2021Dating 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

2021Effects 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

2021Oil 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

2021A 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

2021Market 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

2021Systemic 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

2022Economic 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

2022Does 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

2021Forecasting 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

2021Facing 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

2021Adaptive 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

2021Risk 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

2021Economic 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

2022Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Economics Letters. RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000623.

Full description at Econpapers || Download paper

2022Are 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

2021Where 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

2021Nonlinear 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

2021The 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

2021Linkages 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

2022The 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

2022Does Chinas carbon emissions trading scheme affect the market power of high-carbon enterprises?. (2022). Zhang, Yue-Jun ; Wang, Wei. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s014098832200086x.

Full description at Econpapers || Download paper

2022Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116.

Full description at Econpapers || Download paper

2021Efficiency 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

2022Energy 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

2022Is Chinas carbon trading market efficient? Evidence from emissions trading scheme pilots. (2022). Nicoleta-Claudia, Moldovan ; Li, Hao ; Lobon, Oana-Ramona ; Su, Chi-Wei ; Wang, Xiao-Qing. In: Energy. RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001438.

Full description at Econpapers || Download paper

2022Which cryptocurrency data sources should scholars use?. (2022). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000369.

Full description at Econpapers || Download paper

2022Exchange rate return predictability in times of geopolitical risk. (2022). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Iyke, Bernard Njindan. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000692.

Full description at Econpapers || Download paper

2021Information 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

2021Intraday 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

2022Time varying market efficiency in the Brent and WTI crude market. (2022). Leirvik, Thomas ; Okoroafor, Ugochi Chibuzor. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002634.

Full description at Econpapers || Download paper

2021Two 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

2021Can 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

2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233.

Full description at Econpapers || Download paper

2021Keeping 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

2021Factor 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

2021Robustness 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

2021Emissions 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

2021Speculation 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

2022Uncertainty 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

2021Stock 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

2021Big 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

2021The 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

2021Universal 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

2021Asymmetric 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

2021Dynamics 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

2021Clustering 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

2021Analysis 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

2021What 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

2021Investigating 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

2021Analysis 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

2022How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Ozturk, Ilhan ; Sharif, Arshian ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004785.

Full description at Econpapers || Download paper

2021How 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

2022Predicting 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

2022A sentiment-based modeling and analysis of stock price during the COVID-19: U- and Swoosh-shaped recovery. (2022). Debnath, Kanish ; Majhi, Sushovan ; Nurujjaman, MD ; Mahata, Ajit ; Rai, Anish. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:592:y:2022:i:c:s0378437121009778.

Full description at Econpapers || Download paper

2022Testing Long memory in exchange rates and its implications for the adaptive market hypothesis. (2022). Frommel, Michael ; Asif, Raheel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000140.

Full description at Econpapers || Download paper

2022Deep learning in predicting cryptocurrency volatility. (2022). Piscopo, Gabriella ; Levantesi, Susanna ; Damato, Valeria. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:596:y:2022:i:c:s0378437122001704.

Full description at Econpapers || Download paper

2021Foreign 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

2021On the dynamic equicorrelations in cryptocurrency market. (2021). Golitsis, Petros ; Demiralay, Sercan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:524-533.

Full description at Econpapers || Download paper

2021Economic convergence among the world’s top-income economies. (2021). Gkoulgkoutsika, Alexandra ; Desli, Evangelia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:841-853.

Full description at Econpapers || Download paper

2021Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699.

Full description at Econpapers || Download paper

2021Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China. (2021). Jin, Chenglu ; Bao, Weiwei ; Chen, Rongda. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:112-129.

Full description at Econpapers || Download paper

2021Regime-switching energy price volatility: The role of economic policy uncertainty. (2021). Etienne, Xiaoli L ; Scarcioffolo, Alexandre R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:336-356.

Full description at Econpapers || Download paper

2021Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach. (2021). Umar, Zaghum ; Tiwari, Aviral Kumar ; Alqahtani, Faisal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000246.

Full description at Econpapers || Download paper

2021Impact of COVID-19 on stock market efficiency: Evidence from developed countries. (2021). Ozkan, Oktay. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000660.

Full description at Econpapers || Download paper

2022“Digital Gold” and geopolitics. (2022). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001331.

Full description at Econpapers || Download paper

2022Forecasting volatility of Bitcoin. (2022). Molnár, Peter ; Polasik, Micha ; Molnar, Peter ; Lind, Andrea Falk ; Bergsli, Lykke Overland. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001616.

Full description at Econpapers || Download paper

2022Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors. (2022). Topal, Mehmet Hanefi ; Camgoz, Mevlut. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000022.

Full description at Econpapers || Download paper

2022Sudden shock and stock market network structure characteristics: A comparison of past crisis events. (2022). Ji, Xiaoqin ; Huang, KE ; Wen, Zhang ; He, Chengying. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s004016252200258x.

Full description at Econpapers || Download paper

2021Dating business cycles in France:A reference chronology. (2021). DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin. In: THEMA Working Papers. RePEc:ema:worpap:2021-15.

Full description at Econpapers || Download paper

2021Silver in Equity Portfolio Risk Optimization: Polish Investor Perspective. (2021). Pruchnicka-Grabias, Izabela. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:3:p:716-728.

Full description at Econpapers || Download paper

2021The Relationship between the Purchasing Managers’ Index (PMI) and Economic Growth: The Case for Poland. (2021). Klonowska-Matynia, Maria ; Sobko, Radoslaw. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special1:p:198-219.

Full description at Econpapers || Download paper

2021Back to the Present: Learning about the Euro Area through a Now-casting Model. (2021). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo ; Revil, Thiago. In: International Finance Discussion Papers. RePEc:fip:fedgif:1313.

Full description at Econpapers || Download paper

2021GDP Nowcasting: Dynamic Factor Model vs. Official Forecasts. (2021). Konstantin, Rybak ; Andrey, Zubarev. In: Russian Economic Development. RePEc:gai:recdev:r21131.

Full description at Econpapers || Download paper

2021?????????? ???: ???????????? ????????? ?????? ? ??????????? ????????. (2021). Konstantin, Rybak ; Andrey, Zubarev. In: Russian Economic Development (in Russian). RePEc:gai:ruserr:r21131.

Full description at Econpapers || Download paper

2021A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541.

Full description at Econpapers || Download paper

2021Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data. (2021). Zagst, Rudi ; Sandrini, Francesco ; Ramsauer, Franz ; Portelli, Lorenzo ; Min, Aleksey ; Defend, Monica. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:5-90:d:495900.

Full description at Econpapers || Download paper

2021A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets. (2021). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:293-:d:582208.

Full description at Econpapers || Download paper

2021Modelling the Impact of Different COVID-19 Pandemic Waves on Real Estate Stock Returns and Their Volatility Using a GJR-GARCHX Approach: An International Perspective. (2021). Tomal, Mateusz. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:374-:d:614331.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021A Linkage Framework for the China National Emission Trading System (CETS): Insight from Key Global Carbon Markets. (2021). Wang, Kevin Xinwei ; Innes, John L ; Shrestha, Anil Kumar ; Pan, Chunyu ; John-O. Niles, ; Sheng, Chunguang ; Li, Jinliang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7459-:d:588282.

Full description at Econpapers || Download paper

2021Impacts of International Sports Events on the Stock Market: Evidence from the Announcement of the 18th Asian Games and 30th Southeast Asian Games. (2021). Alam, Md. Mahmudul ; Dewi, Rani ; Harjito, Dwipraptono. In: Post-Print. RePEc:hal:journl:hal-03538176.

Full description at Econpapers || Download paper

2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Working Papers. RePEc:hal:wpaper:hal-02903655.

Full description at Econpapers || Download paper

2022Patents in the Long Run : Theory, History and Statistics. (2022). Pellier, Karine ; Diebolt, Claude. In: Working Papers. RePEc:hal:wpaper:hal-02929514.

Full description at Econpapers || Download paper

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

Works by Olivier Darné:


YearTitleTypeCited
2021Econometric history of the growth–volatility relationship in the USA: 1919–2017 In: Cliometrica, Journal of Historical Economics and Econometric History.
[Full Text][Citation analysis]
article0
2021Econometric 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
2021Econometric 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
2011Large shocks in U.S. macroeconomic time series: 1860-1988 In: Cliometrica, Journal of Historical Economics and Econometric History.
[Full Text][Citation analysis]
article3
2011Large 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
2009Large 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
2003La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique In: Economies et Sociétés (Serie 'Histoire Economique Quantitative').
[Full Text][Citation analysis]
article0
2005Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis In: Working Papers.
[Full Text][Citation analysis]
paper16
2006Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis.(2006) In: Revue d'économie politique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2006Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 In: Working Papers.
[Full Text][Citation analysis]
paper2
2011A Revision of the US Business-Cycles Chronology 1790–1928 In: Working Papers.
[Full Text][Citation analysis]
paper6
2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2011A Revision of the US Business- Cycles Chronology 1790–1928.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
[Full Text][Citation analysis]
paper9
2011A 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
2015A 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
2015A 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
2012A 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
2007L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision In: Working papers.
[Full Text][Citation analysis]
paper0
2007L’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
2007Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers.
[Full Text][Citation analysis]
paper1
2008Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers.
[Full Text][Citation analysis]
paper17
2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
[Full Text][Citation analysis]
paper83
2010Are 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: 83
article
2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
[Full Text][Citation analysis]
paper14
2011Identification 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: 14
article
2009Identification 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: 14
paper
2012Nowcasting German GDP: A comparison of bridge and factor models. In: Working papers.
[Full Text][Citation analysis]
paper25
2012Nowcasting 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
2013Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach. In: Working papers.
[Full Text][Citation analysis]
paper1
2013Dynamic Factor Models: A review of the Literature . In: Working papers.
[Full Text][Citation analysis]
paper29
2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 29
paper
2014Dynamic 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: 29
article
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.
[Full Text][Citation analysis]
paper10
2017The 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
2008Pourquoi calculer un indicateur du climat des affaires dans les services ? In: Bulletin de la Banque de France.
[Full Text][Citation analysis]
article1
2008OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]
article0
2008Why calculate a business sentiment indicator for services?. In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]
article0
2008OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]
article0
2007FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE In: Bulletin of Economic Research.
[Full Text][Citation analysis]
article2
2012MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research.
[Full Text][Citation analysis]
article31
2021Oil price shocks, real economic activity and uncertainty In: Bulletin of Economic Research.
[Full Text][Citation analysis]
article0
2021Oil Price Shocks, Real Economic Activity and Uncertainty.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
[Full Text][Citation analysis]
article9
2014Does 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: 9
paper
2018Does 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: 9
paper
2014Does 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: 9
paper
2009VARIANCE?RATIO TESTS OF RANDOM WALK: AN OVERVIEW In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article53
2009Variance ratio tests of random walk: An overview.(2009) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
paper
2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article16
2013Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
2009Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision.
[Full Text][Citation analysis]
article4
2009Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013) In: Revue d'économie financière.
[Full Text][Citation analysis]
article0
2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013).(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2008La 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]
article1
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).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008La 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
2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator In: Working Papers.
[Full Text][Citation analysis]
paper19
2018Uncertainty 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
2009Testing for Random Walk Behavior in Euro Exchange Rates In: Economie Internationale.
[Full Text][Citation analysis]
article8
2009Testing for random walk behavior in euro exchange rates.(2009) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
2019The accuracy of asymmetric GARCH model estimation In: International Economics.
[Full Text][Citation analysis]
article5
2019The accuracy of asymmetric GARCH model estimation.(2019) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2020The accuracy of asymmetric GARCH model estimation.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2019Volatility estimation for Bitcoin: Replication and robustness In: International Economics.
[Full Text][Citation analysis]
article16
2019Volatility estimation for Bitcoin: Replication and robustness.(2019) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2018Volatility estimation for Bitcoin: Replication and robustness.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2015ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2011Are 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
2015Are 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
2010Are 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
2006Testing the purchasing power parity in China In: EconomiX Working Papers.
[Full Text][Citation analysis]
paper0
2003Maximum likelihood seasonal cointegration tests for daily data In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2004The effects of additive outliers on stationarity tests: a monte carlo study In: Economics Bulletin.
[Full Text][Citation analysis]
article3
2008The impact of outliers on transitory and permanent components in macroeconomic time series In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2008The 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: 1
paper
2009Performance of short-term trend predictors for current economic analysis In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2008Using business survey in industrial and services sector to nowcast GDP growth:The French case In: Economics Bulletin.
[Full Text][Citation analysis]
article7
2012A note on the uncertain trend in US real GNP: Evidence from robust unit root tests In: Economics Bulletin.
[Full Text][Citation analysis]
article6
2012A 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: 6
paper
2010A 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: 6
paper
2015Environmental Kuznets Curve and ecological footprint: A time series analysis In: Economics Bulletin.
[Full Text][Citation analysis]
article4
2013Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2015Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes In: Economics Bulletin.
[Full Text][Citation analysis]
article6
2015Are 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
2016Stock market reactions to FIFA World Cup announcements: An event study In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2016Stock 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
2019Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks In: Economics Bulletin.
[Full Text][Citation analysis]
article5
2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2020Nowcasting 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
2006Large shocks and the September 11th terrorist attacks on international stock markets In: Economic Modelling.
[Full Text][Citation analysis]
article71
2011Testing the martingale difference hypothesis in CO2 emission allowances In: Economic Modelling.
[Full Text][Citation analysis]
article10
2011Testing 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
2011Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
2012Nowcasting the French index of industrial production: A comparison from bridge and factor models In: Economic Modelling.
[Full Text][Citation analysis]
article8
2011Small sample properties of alternative tests for martingale difference hypothesis In: Economics Letters.
[Full Text][Citation analysis]
article24
2011Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2016A World Trade Leading Index (WTLI) In: Economics Letters.
[Full Text][Citation analysis]
article3
2016A world trade leading index (WLTI).(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2004Seasonal cointegration for monthly data In: Economics Letters.
[Full Text][Citation analysis]
article3
2005Outliers and GARCH models in financial data In: Economics Letters.
[Full Text][Citation analysis]
article37
2009The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests In: Economic Systems.
[Full Text][Citation analysis]
article29
2009The 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: 29
paper
2017Forecasting crude-oil market volatility: Further evidence with jumps In: Energy Economics.
[Full Text][Citation analysis]
article30
2017Forecasting crude-oil market volatility: Further evidence with jumps.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2019On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach In: Energy Economics.
[Full Text][Citation analysis]
article4
2009The efficiency of the crude oil markets: Evidence from variance ratio tests In: Energy Policy.
[Full Text][Citation analysis]
article56
2009The 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: 56
paper
2013Market efficiency in the European carbon markets In: Energy Policy.
[Full Text][Citation analysis]
article28
2013Market efficiency in the European carbon markets.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
2014Volatility persistence in crude oil markets In: Energy Policy.
[Full Text][Citation analysis]
article38
2014Volatility persistence in crude oil markets.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2012Volatility Persistence in Crude Oil Markets.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2015Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article25
2015Will precious metals shine ? A market efficiency perspective.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2017International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article7
2017International 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
2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics.
[Full Text][Citation analysis]
article9
2017Adaptive 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: 9
paper
2017Adaptive 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: 9
paper
2014Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article28
2014Large 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: 28
paper
2012Exchange-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]
article48
2012Exchange-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: 48
paper
2010Exchange-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: 48
paper
2016Commodity returns co-movements: Fundamentals or “style” effect? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article8
2014Commodity returns co-movements: Fundamentals or style effect?.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2009The uncertain unit root in real GNP: A re-examination In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article15
2012Trends and random walks in macroeconomic time series: A reappraisal In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article2
2012Trends and random walks in macroeconomic time series: A reappraisal.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2004Unit roots and infrequent large shocks: new international evidence on output In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article62
2015Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes In: Research in International Business and Finance.
[Full Text][Citation analysis]
article24
2015Risk 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: 24
paper
2009The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext In: Post-Print.
[Citation analysis]
paper0
2010La 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]
paper3
2016La 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
2016La 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
2016La 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
2010Is the Islamic finance the right medecine to the global financial crisis? In: Post-Print.
[Citation analysis]
paper0
2011Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext In: Post-Print.
[Citation analysis]
paper0
2011Testing 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
2011Is the Islamic Finance Model More Resilient than the Conventional Model In: Post-Print.
[Citation analysis]
paper6
2011Is the Islamic Finance Model More Resilient than the Conventional Model.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
2011Is the Islamic Finance Model More Resilient than the Conventional Model.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
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.
[Citation analysis]
paper7
2010Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? In: Post-Print.
[Citation analysis]
paper3
2009Does 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
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.
[Citation analysis]
paper2
2010Testing 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
2012Convergence of real per capita GDP within COMESA countries: A panel unit root evidence In: Post-Print.
[Full Text][Citation analysis]
paper7
2012Convergence 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
2016Stock Exchange Mergers and Market In: Post-Print.
[Full Text][Citation analysis]
paper1
2008The purchasing power parity in Australia: evidence from unit root test with structural break In: Post-Print.
[Citation analysis]
paper8
2007The 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: 8
article
2012Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy In: Post-Print.
[Citation analysis]
paper6
2013Une revue de la littérature des modèles à facteurs dynamiques In: Post-Print.
[Citation analysis]
paper1
2012Une 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
2017Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices In: Post-Print.
[Full Text][Citation analysis]
paper8
2017Uncertainty and the Macroeconomy In: Post-Print.
[Full Text][Citation analysis]
paper3
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.
[Citation analysis]
paper0
2019How 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]
paper5
2018How 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: 5
paper
2019How 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: 5
article
2020On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities In: Post-Print.
[Full Text][Citation analysis]
paper1
2020On 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
2012Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes In: Working Papers.
[Full Text][Citation analysis]
paper5
2012Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 In: Working Papers.
[Full Text][Citation analysis]
paper0
2014Stock Exchange Mergers and Market Efficiency In: Working Papers.
[Full Text][Citation analysis]
paper3
2016Stock exchange mergers and market efficiency.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2014Production and consumption-based approaches for the Environmental Kuznets Curve in Latin America using Ecological Footprint In: Working Papers.
[Full Text][Citation analysis]
paper1
2014A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets In: Working Papers.
[Full Text][Citation analysis]
paper3
2014Precious metals shine? A market efficiency perspective In: Working Papers.
[Full Text][Citation analysis]
paper0
2014The sensitivity of Fama-French factors to economic uncertainty In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Identifying 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]
paper0
2016Stock Return Predictability: Evaluation based on prediction intervals In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Stock Return Predictability: Evaluation based on Prediction Intervals.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016The impact of screening strategies on the performance of ESG indices In: Working Papers.
[Full Text][Citation analysis]
paper1
2018Forecasting and risk management in the Vietnam Stock Exchange In: Working Papers.
[Full Text][Citation analysis]
paper0
2004Forecasts of the seasonal fractional integrated series In: Journal of Forecasting.
[Full Text][Citation analysis]
article5
2004Exchange rate regime classification and real performances: new empirical evidence In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
paper2
2002A Note on Seasonal Unit Root Tests In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]
article1
2005Non-stationarity Tests in Macroeconomic Time Series In: Springer Books.
[Citation analysis]
chapter7
2018Unit root and trend breaks in per capita output: evidence from sub-Saharan African countries In: Applied Economics.
[Full Text][Citation analysis]
article4
2016Production and consumption-based approaches for the environmental Kuznets curve using ecological footprint In: Journal of Environmental Economics and Policy.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team