Olivier Darné : Citation Profile


Are you Olivier Darné?

Université de Nantes
Université de Nantes

19

H index

32

i10 index

1183

Citations

RESEARCH PRODUCTION:

82

Articles

117

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 59
   Journals where Olivier Darné has often published
   Relations with other researchers
   Recent citing documents: 127.    Total self citations: 68 (5.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pda93
   Updated: 2023-11-04    RAS profile: 2022-11-02    
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Relations with other researchers


Works with:

Ferrara, Laurent (4)

Suardi, Sandy (4)

Hoarau, Jean-François (3)

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 (67)

Ferrara, Laurent (34)

JAOUL-GRAMMARE, Magali (28)

Miller, Stephen (14)

Gil-Alana, Luis (13)

Bec, Frédérique (11)

Levy, Daniel (10)

Hoarau, Jean-François (10)

Marsilli, Clément (10)

Mignon, Valérie (10)

Heyer, Eric (10)

Cites to:

Reichlin, Lucrezia (94)

Giannone, Domenico (56)

Kim, Jae (53)

Perron, Pierre (42)

Ng, Serena (39)

Bollerslev, Tim (37)

Ferrara, Laurent (35)

CHARLES, Amelie (34)

bloom, nicholas (33)

Franses, Philip Hans (31)

Forni, Mario (31)

Main data


Where Olivier Darné has published?


Journals with more than one article published# docs
Economics Bulletin12
Economic Modelling5
Economics Letters4
Applied Economics4
Bulletin of Economic Research4
Bulletin de la Banque de France3
International Economics3
Energy Policy3
International Economics2
Cliometrica2
Journal of Macroeconomics2
International Review of Financial Analysis2
Cliometrica, Journal of Historical Economics and Econometric History2
Energy Economics2
Journal of International Money and Finance2
Quarterly selection of articles - Bulletin de la Banque de France2
Journal of Forecasting2
Oxford Bulletin of Economics and Statistics2
conomie et Prvision2

Working Papers Series with more than one paper published# docs
Post-Print / HAL68
Working Papers / HAL26
Working Papers / Association Franaise de Cliomtrie (AFC)4
EconomiX Working Papers / University of Paris Nanterre, EconomiX3

Recent works citing Olivier Darné (2023 and 2022)


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.

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2023DO PANDEMICS IMPACT MACROECONOMIC VARIABLES? A CLIOMETRIC APPROACH. (2023). Jaoul-Grammare, Magali ; Morel, Guillaume. In: Working Papers. RePEc:afc:wpaper:01-23.

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2022Random Walk Hypothesis: An Empirical Comparison of Shari’ah and Non-Shari’ah Capital Markets of Pakistan and China. (2022). Ahmad, Rashid ; Raza, Kashif ; Bashir, Furrukh ; Shehryar, Muhammad. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:3:p:439-447.

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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.

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2022Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chinn, Menzie ; Chatelais, Nicolas. In: Working papers. RePEc:bfr:banfra:903.

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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.

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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.

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2023Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16.

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2023Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches. (2023). Salgado, Oswaldo Garcia ; Carvajal, Lidia E ; de Jes, Ra L. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-48.

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2023Price fairness: Clean energy stocks and the overall market. (2023). Ahn, Kwangwon ; Yi, Eojin ; Park, Kwangyeol ; Choi, Gahyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077922012280.

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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.

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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.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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2023Price Risk Analysis using GARCH Family Models: Evidence from Shanghai Crude Oil Futures Market. (2023). Si, Xiaoli ; Pei, Haotian ; Yang, Aijun ; Bei, Shuhua. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001797.

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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.

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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.

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2022Evidence of arbitrage trading activity: The case of Chinese metal futures contracts. (2022). Brooks, Robert ; Li, Yang. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000024.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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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.

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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.

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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.

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2022Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002249.

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2022Convergence of per capita energy consumption around the world: New evidence from nonlinear panel unit root tests. (2022). Omay, Tolga ; Romero-Avila, Diego. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002286.

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2022In search of time-varying jumps during the turmoil periods: Evidence from crude oil futures markets. (2022). Bhattacharyya, Asit ; Das, Debojyoti ; Soytas, Ugur ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s014098832200411x.

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2022Forecasting the real prices of crude oil: A robust weighted least squares approach. (2022). Hao, Xianfeng ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005345.

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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.

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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.

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2023Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385.

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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.

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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.

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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x.

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2022Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect. (2022). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002137.

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2022Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence. (2022). Gronwald, Marc ; Sattarhoff, Cristina. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003532.

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2023Random sources correlations and carbon futures pricing. (2023). Wang, Jieyu ; Feng, Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000455.

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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.

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2022The impact of the Russia-Ukraine conflict on the connectedness of financial markets. (2022). Umar, Zaghum ; Polat, Onur ; Choi, Sun-Yong ; Teplova, Tamara. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002252.

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2022Predicting the volatility of Chinas new energy stock market: Deep insight from the realized EGARCH-MIDAS model. (2022). Zhao, Chenchen ; Wang, LU ; Liang, Chao ; Jiu, Song. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002306.

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2022Predictability of stock market returns: New evidence from developed and developing countries. (2022). Li, Bin ; Chen, Xiaoyue ; Shi, Kan ; Singh, Tarlok. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000223.

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2022Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks. (2022). Himounet, Nicolas. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:1-31.

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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.

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2022Forecasting cryptocurrency volatility. (2022). Grassi, Stefano ; Catania, Leopoldo. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:878-894.

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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.

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2023Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013.

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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.

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2022Resource abundance and public finances in five peripheral economies, 1850s–1930s. (2022). Torregrosa-Hetland, Sara ; Peres-Cajías, José ; Ducoing, Cristián ; Peres-Cajias, Jose. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420721005468.

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2022Precious metals as hedge and safe haven for African stock markets. (2022). Hussain, Syed Jawad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr ; Agyemang, Abraham. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s030142072200229x.

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2022The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2022). Dai, Peng-Fei ; Xiong, Xiong ; Zhang, Jin ; Zhou, Wei-Xing. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002951.

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2022Exploring the influence of the main factors on the crude oil price volatility: An analysis based on GARCH-MIDAS model with Lasso approach. (2022). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004743.

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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.

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2022Structural news shock, financial market uncertainty and Chinas business fluctuations. (2022). Liu, Dayu ; Ding, Yibing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001846.

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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.

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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.

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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.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2022Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:386-400.

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2022Does the SDR stabilize investing in commodities?. (2022). Xu, Yang ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:81:y:2022:i:c:p:160-172.

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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.

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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.

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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.

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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.

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2023A Wavelet Investigation of Periodic Long Swings in the Economy: The Original Data of Kondratieff and Some Important Series of GDP per Capita. (2023). Focacci, Antonio. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:9:p:231-:d:1235172.

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2022Does Uncertainty Forecast Crude Oil Volatility before and during the COVID-19 Outbreak? Fresh Evidence Using Machine Learning Models. (2022). Zaghdoudi, Taha ; Tissaoui, Kais ; ben Amor, Lamia ; Ben-Salha, Ousama ; Hakimi, Abdelaziz. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:15:p:5744-:d:882838.

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2023Price Dynamics and Interactions between the Chinese and European Carbon Emission Trading Markets. (2023). Chen, Zhenxi ; Gu, Yimiao ; Qiao, Huiting ; Cheng, Qiyun. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1624-:d:1059724.

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2023Fragmented or Unified? The State of China’s Carbon Emission Trading Market. (2023). Gu, Yimiao ; Huang, Yan ; Wu, Liangzheng. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2470-:d:1088196.

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2023Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement. (2023). Pavia, Jose M ; Espinosa, Priscila. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:23-442:d:1127745.

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2023Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257.

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2022On Financial Distributions Modelling Methods: Application on Regression Models for Time Series. (2022). Dewick, Paul R. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:461-:d:941657.

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2022Three Major Crises and Asian Emerging Market Informational Efficiency: A Case of Pakistan Stock Exchange-100 Index. (2022). Raza, Muhammad Wajid ; Ur, Shafiq ; Said, Bahrawar. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:619-:d:1008258.

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2022Mapping the Trend, Application and Forecasting Performance of Asymmetric GARCH Models: A Review Based on Bibliometric Analysis. (2022). Tabash, Mosab I ; Nishad, Mohamed ; Anagreh, Suhaib ; Chalissery, Neenu. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:9:p:406-:d:912797.

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2023.

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2023Green Bond Pricing and Optimization Based on Carbon Emission Trading and Subsidies: From the Perspective of Externalities. (2023). Zhang, Luping ; Tian, Yixiang ; Hu, Yuanfeng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8422-:d:1152948.

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2022When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage. (2022). Simoni, Anna ; Ferrara, Laurent. In: Post-Print. RePEc:hal:journl:hal-03919944.

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2022Global Uncertainty and International Migration to Western Europe. (2022). Coulibaly, Dramane ; Boubtane, Ekrame ; D'Albis, Hippolyte. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03770391.

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

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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Benkraiem, Ramzi ; Isleimeyyeh, Mohammad ; Goutte, Stephane ; Amar, Amine. In: Working Papers. RePEc:hal:wpaper:halshs-03672476.

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2022Global Uncertainty and International Migration to Western Europe. (2022). Coulibaly, Dramane ; Boubtane, Ekrame ; D'Albis, Hippolyte. In: Working Papers. RePEc:hal:wpaper:halshs-03770391.

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2023Analyzing the Volatility Dynamics of Crypto Currency and the Occurrence of Speculative Bubbles: The Examples of Bitcoin, Ethereum, and Ripple. (2023). Altunoz, Utku. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:615-643.

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2022Firms Inflation Expectations: New Evidence from France. (2022). Savignac, Frédérique ; Gorodnichenko, Yuriy ; Gautier, Erwan ; Coibion, Olivier. In: IZA Discussion Papers. RePEc:iza:izadps:dp15069.

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2023Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling. (2023). Nsaibi, Mariem ; Hakimi, Abdelaziz ; Zaghdoudi, Taha ; Tissaoui, Kais. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10305-y.

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2022Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation. (2022). Power, David M ; Tantisantiwong, Nongnuch ; Khan, Muhammad Niaz. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:1:d:10.1007_s11408-021-00386-4.

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2022Predictable asset price dynamics, risk-return tradeoff, and investor behavior. (2022). Kilic, Osman ; Marks, Joseph M ; Nam, Kiseok. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01057-9.

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2022Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_03.

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2023Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx.

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2023Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y.

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2022Oil tail-risk forecasts: from financial crisis to COVID-19. (2022). Kuang, Wei. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00100-2.

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2022Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies. (2022). Maecka, Marta ; Fiszeder, Piotr. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:4:p:939-967.

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2022Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: MPRA Paper. RePEc:pra:mprapa:112493.

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2022Connectedness and risk spillovers between crude oil and clean energy stock markets. (2022). Destek, Mehmet ; Bugan, Mehmet Fatih ; Cergibozan, Raif ; Dibooglu, Sel ; Evik, Emrah Smail. In: MPRA Paper. RePEc:pra:mprapa:117558.

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2022Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Working Paper series. RePEc:rim:rimwps:22-05.

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2022The Chinese Government Bond Markets: Foreign Investments and Market Efficiency. (2022). Liu, Kerry. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:14:y:2022:i:1:p:93-104.

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2022Stochastic seasonality in commodity prices: the case of US natural gas. (2022). Zhu, Zhen ; Chiou-Wei, Song-Zan ; Chen, Sheng-Hung. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02094-4.

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2023Productivity and GDP: international evidence of persistence and trends over 130 years of data. (2023). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Solarin, Sakiru Adebola. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02281-x.

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2022Cryptocurrency trading: a comprehensive survey. (2022). Kanthan, Leslie ; Basios, Michail ; Ventre, Carmine ; Fang, Fan ; Li, Lingbo ; Wu, Fan ; Martinez-Rego, David. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00321-6.

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2022Robust estimation of time-dependent precision matrix with application to the cryptocurrency market. (2022). Vergni, Davide ; Bernardi, Mauro ; Stolfi, Paola. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00355-4.

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2023Using EGARCH models to predict volatility in unconsolidated financial markets: the case of European carbon allowances. (2023). Galan-Valdivieso, Federico ; Huete-Morales, Maria-Dolores ; Villar-Rubio, Elena. In: Journal of Environmental Studies and Sciences. RePEc:spr:jenvss:v:13:y:2023:i:3:d:10.1007_s13412-023-00838-5.

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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.
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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Post-Print.
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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017.(2021) In: Cliometrica.
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Econometric history of the growth–volatility relationship in the USA: 1919–2017.() In: Cliometrica.
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2011Large shocks in U.S. macroeconomic time series: 1860-1988 In: Cliometrica, Journal of Historical Economics and Econometric History.
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2011Large shocks in U.S. macroeconomic time series: 1860-1988.(2011) In: Post-Print.
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2009Large shocks in U.S. macroeconomic time series: 1860–1988.(2009) In: Working Papers.
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2003La réserve monétaire de la Reichsbank, 1876-1920, une analyse cliométrique In: Economies et Sociétés (Serie 'Histoire Economique Quantitative').
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2005Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis In: Working Papers.
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paper16
2006Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des États-Unis.(2006) In: Revue d'économie politique.
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article
2006Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 In: Working Papers.
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paper2
2005Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945.(2005) In: Post-Print.
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2011A Revision of the US Business-Cycles Chronology 1790–1928 In: Working Papers.
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paper6
2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Economics Bulletin.
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article
2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Post-Print.
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2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
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2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Journal of Financial Stability.
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2015A new monthly chronology of the US industrial cycles in the prewar economy.(2015) In: Post-Print.
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2007L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision In: Working papers.
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2007L’indicateur synthétique mensuel d’activité (ISMA) : une révision..(2007) In: Bulletin de la Banque de France.
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2007Deux indicateurs probabilistes de retournement cyclique pour l’économie française. In: Working papers.
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2008Monthly forecasting of French GDP: A revised version of the OPTIM model. In: Working papers.
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2009Are disaggregate data useful for factor analysis in forecasting French GDP? In: Working papers.
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paper91
2010Are disaggregate data useful for factor analysis in forecasting French GDP?.(2010) In: Journal of Forecasting.
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2009Identification of slowdowns and accelerations for the euro area economy. In: Working papers.
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2011Identification of Slowdowns and Accelerations for the Euro Area Economy.(2011) In: Oxford Bulletin of Economics and Statistics.
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2009Identification of slowdowns and accelerations for the euro area economy.(2009) In: CEPR Discussion Papers.
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2012Nowcasting German GDP: A comparison of bridge and factor models. In: Working papers.
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2012Nowcasting German GDP: A comparison of bridge and factor models.(2012) In: Journal of Policy Modeling.
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2013Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach. In: Working papers.
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2013Dynamic Factor Models: A review of the Literature . In: Working papers.
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2013Dynamic factor models: A review of the literature.(2013) In: Post-Print.
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2014Dynamic factor models: A review of the literature.(2014) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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2014New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de Frances Monthly Business Survey and the “blocking” approach. In: Working papers.
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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey.(2017) In: Economic Modelling.
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article
2008Pourquoi calculer un indicateur du climat des affaires dans les services ? In: Bulletin de la Banque de France.
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2008OPTIM : un outil de prévision trimestrielle du PIB de la France. In: Bulletin de la Banque de France.
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2008Why calculate a business sentiment indicator for services?. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2008OPTIM: a quarterly forecasting tool for French GDP. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2007FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE In: Bulletin of Economic Research.
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article2
2012MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY In: Bulletin of Economic Research.
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article32
2021Oil price shocks, real economic activity and uncertainty In: Bulletin of Economic Research.
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2021Oil Price Shocks, Real Economic Activity and Uncertainty.(2021) In: Post-Print.
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2022Stock return predictability: Evaluation based on interval forecasts In: Bulletin of Economic Research.
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2022Stock Return Predictability: Evaluation based on interval forecasts.(2022) In: Post-Print.
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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE In: Economic Inquiry.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: EconomiX Working Papers.
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2018Does the Great Recession imply the end of the Great Moderation? International evidence.(2018) In: Post-Print.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
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2009VARIANCE?RATIO TESTS OF RANDOM WALK: AN OVERVIEW In: Journal of Economic Surveys.
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article56
2009Variance ratio tests of random walk: An overview.(2009) In: Post-Print.
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2013Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose In: Oxford Bulletin of Economics and Statistics.
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article16
2013Testing the number of factors: An empirical assessment for forecasting purposes.(2013) In: Post-Print.
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paper
2022Backcasting world trade growth using data reduction methods In: The World Economy.
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article1
2009Un indicateur probabiliste du cycle daccélération pour léconomie française In: Economie & Prévision.
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2009Un indicateur probabiliste du cycle d’accélération pour l’économie française.(2009) In: Économie et Prévision.
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article
2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013) In: Revue d'économie financière.
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2015La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013).(2015) In: Post-Print.
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2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire In: Recherches économiques de Louvain.
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article2
2008La parité des pouvoirs d’achat pour l’économie chinoise : Une nouvelle analyse par les tests de racine unitaire.(2008) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2008La parité des pouvoirs dachat pour léconomie chinoise : une nouvelle analyse par les tests de racine unitaire.(2008) In: Post-Print.
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2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator In: Working Papers.
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2018Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator.(2018) In: Applied Economics.
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2009Testing for Random Walk Behavior in Euro Exchange Rates In: Economie Internationale.
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2009Testing for random walk behavior in euro exchange rates.(2009) In: Post-Print.
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2019The accuracy of asymmetric GARCH model estimation In: International Economics.
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2019The accuracy of asymmetric GARCH model estimation.(2019) In: International Economics.
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2020The accuracy of asymmetric GARCH model estimation.(2020) In: Working Papers.
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2019Volatility estimation for Bitcoin: Replication and robustness In: International Economics.
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2019Volatility estimation for Bitcoin: Replication and robustness.(2019) In: International Economics.
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2019Volatility estimation for Bitcoin: Replication and robustness.(2019) In: Post-Print.
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2015ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? In: Macroeconomic Dynamics.
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2011Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked?.(2011) In: Post-Print.
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2015Are unit root tests useful in the debate over the (non)stationarity of hours worked?.(2015) In: Post-Print.
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2010Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?.(2010) In: Working Papers.
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2006Testing the purchasing power parity in China In: EconomiX Working Papers.
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2003Maximum likelihood seasonal cointegration tests for daily data In: Economics Bulletin.
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2004The effects of additive outliers on stationarity tests: a monte carlo study In: Economics Bulletin.
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2008The impact of outliers on transitory and permanent components in macroeconomic time series In: Economics Bulletin.
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2008The impact of outliers on transitory and permanent components in macroeconomic time series.(2008) In: Post-Print.
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2009Performance of short-term trend predictors for current economic analysis In: Economics Bulletin.
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2008Using business survey in industrial and services sector to nowcast GDP growth:The French case In: Economics Bulletin.
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2012A note on the uncertain trend in US real GNP: Evidence from robust unit root tests In: Economics Bulletin.
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2012A note of the uncertain trend in US real GNP: Evidence from robust unit root tests.(2012) In: Post-Print.
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2010A note on the uncertain trend in US real GNP: Evidence from robust unit root test.(2010) In: Working Papers.
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2015Environmental Kuznets Curve and ecological footprint: A time series analysis In: Economics Bulletin.
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2013Environmental Kuznets Curve and Ecological Footprint: A Time Series Analysis.(2013) In: Working Papers.
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2015Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes In: Economics Bulletin.
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2015Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes.(2015) In: Post-Print.
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2016Stock market reactions to FIFA World Cup announcements: An event study In: Economics Bulletin.
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2016Stock market reactions to FIFA World Cup announcements: An event study.(2016) In: Post-Print.
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2019Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks In: Economics Bulletin.
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2019Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks.(2019) In: Post-Print.
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2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy In: Economics Bulletin.
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2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy.(2020) In: Post-Print.
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2006Large shocks and the September 11th terrorist attacks on international stock markets In: Economic Modelling.
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2011Testing the martingale difference hypothesis in CO2 emission allowances In: Economic Modelling.
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2011Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Economic Modelling.
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2011Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Post-Print.
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2012Nowcasting the French index of industrial production: A comparison from bridge and factor models In: Economic Modelling.
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2011Small sample properties of alternative tests for martingale difference hypothesis In: Economics Letters.
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2011Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2011) In: Post-Print.
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2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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2016A World Trade Leading Index (WTLI) In: Economics Letters.
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2016A world trade leading index (WLTI).(2016) In: Post-Print.
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2004Seasonal cointegration for monthly data In: Economics Letters.
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2005Outliers and GARCH models in financial data In: Economics Letters.
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2009The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests In: Economic Systems.
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2009The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests.(2009) In: Post-Print.
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2017Forecasting crude-oil market volatility: Further evidence with jumps In: Energy Economics.
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2017Forecasting crude-oil market volatility: Further evidence with jumps.(2017) In: Post-Print.
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2019On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach In: Energy Economics.
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2009The efficiency of the crude oil markets: Evidence from variance ratio tests In: Energy Policy.
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2009The efficiency of the crude oil markets: Evidence from variance ratio tests.(2009) In: Post-Print.
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2013Market efficiency in the European carbon markets In: Energy Policy.
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2013Market efficiency in the European carbon markets.(2013) In: Post-Print.
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2014Volatility persistence in crude oil markets In: Energy Policy.
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2014Volatility persistence in crude oil markets.(2014) In: Post-Print.
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2012Volatility Persistence in Crude Oil Markets.(2012) In: Working Papers.
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2015Will precious metals shine? A market efficiency perspective In: International Review of Financial Analysis.
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2015Will precious metals shine ? A market efficiency perspective.(2015) In: Post-Print.
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2017International stock return predictability: Evidence from new statistical tests In: International Review of Financial Analysis.
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2017International Stock Return Predictability: Evidence from New Statistical Tests.(2017) In: Post-Print.
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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices In: International Economics.
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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print.
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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices.(2017) In: Post-Print.
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2014Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 In: Journal of Banking & Finance.
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2014Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013.(2014) In: Post-Print.
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2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates In: Journal of International Money and Finance.
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2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates.(2012) In: Post-Print.
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2010Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates.(2010) In: Working Papers.
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2016Commodity returns co-movements: Fundamentals or “style” effect? In: Journal of International Money and Finance.
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2014Commodity returns co-movements: Fundamentals or style effect?.(2014) In: Working Papers.
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