Amélie CHARLES

Professeur

Expertises

Marchés financiers
Gestion des risques
Econométrie financière
Gestion financière

Curriculum vitae

HDR (Habilitation à Diriger des Recherches)
Université Paris Ouest Nanterre (2011)

Doctorat en Sciences Economiques
Université Montpellier I (2004)

DEA d’Analyse Economique, Modélisation et Quantification
Université de Montpellier I (2000)

Licence et Maîtrise d’Econométrie
Université de Montpellier I (1999)

Publications

Forthcoming

CHARLES, A. Uncertainty and the Macroeconomy: Evidence from a composite uncertainty indicator.  Applied Economics.

2017

CHARLES, A., DARNE, O., & KIM, J. (2017). International Stock Return Predictability: Evidence from New Statistical Tests. International Review of Financial Analysis, 54, 97-113.

CHARLES, A., & DARNE, O. (2017). Forecasting crude-oil market volatility: Further evidence with jumps. Energy Economics, 67, 508-519

CHARLES, A., DARNE, O., & KIM, J. (2017). Adaptive Markets Hypothesis for Islamic Stock Indices: Evidence from Dow Jones Size and Sector-indices. International Economics, 151, 100-112.

2016

CHARLES, A., & DARNE, O. (2016). Stock market reactions fo FIFA World Cup announcements: an event study. Economics Bulletin, 36(4), 2028-2036.

CHARLES, A., REDOR, E., DARNE, O., & KIM, J. (2016). Stock Exchange Mergers and Market Efficiency. Applied Economics, 48(7), 576-589

2015

CHARLES, A., REDOR, E., & ZOPOUNIDIS, C. (2015). The determinants of the existence of a critical mass of women on boards: A discriminant analysis. Economics Bulletin, 35(3), 1809-1819.

CHARLES, A., DARNE, O., & KIM, J. (2015). Will Precious Metals Shine? A Market Efficiency Perspective. International Review of Financial Analysis, 41, 284–291.

CHARLES, A., DARNE, O., & POP, A. (2015). Risk and Ethical Investment: Empirical Evidence from Dow Jones Islamic Indexes. Research in International Business and Finance, 35, 33-56.

CHARLES, A., DARNE, O., & TRIPIER, F. (2015). Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? Macroeconomic Dynamics, 19(1), 167-188.

CHARLES, A., & DARNE, O. (2015). Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes. Economics Bulletin, 35(3), 1897-2006.

CHARLES, A., & DARNE, O. (2015). La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013). Revue d’Economie Financière(118), 243-247.

CHARLES, A., DARNE, O., DIEBOLT, C., & FERRARA, L. (2015). A new monthly chronology of the US industrial cycles in the prewar economy. Journal of Financial Stability, 17, 3-9.

2014

CHARLES, A., DARNE, O., & DIEBOLT, C. (2014). A revision of the US business-cycles chronology 1790-1928. Economics Bulletin, 34(1), 234-244.

CHARLES, A., & REDOR, E. (2014). Women are from Venus, Men are from Mars: But do the financial markets know it? . Economics Bulletin, 34(1), 589-604.

CHARLES, A., & DARNE, O. (2014). Large shocks in the volatility of the Dow Jones Industrial Average index: 1928-2013. Journal of Banking and Finance, 43, 188-199.

CHARLES, A., & DARNE, O. (2014). Volatility Persistence in Crude Oil Markets. Energy Policy, 65, 729-742.

2013

CHARLES, A., DARNE, O., & FOUILLOUX, J. (2013). Market Efficiency in the European Carbon Markets. Energy Policy, 60, 785-792.

2012

CHARLES, A., DARNE, O., & KIM, J. (2012). Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates. Journal of International Money and Finance, 31(6), 1607-1626.

CHARLES, A., & DARNE, O. (2012). A note of the uncertain trend in US real GNP: Evidence from robust unit root tests. Economics Bulletin, 32(3), 2399-2406.

CHARLES, A., & DARNE, O. (2012). Trends and random walks in macroeconomic time series: A reappraisal. Journal of Macroeconomics, 34(1), 167-180.

CHARLES, A., DARNE, O., & HOARAU, J.-F. (2012). Convergence of real per capita GDP within COMESA countries: A panel unit root evidence. Annals of Regional Science, 49(1), 53-71.

2011

CHARLES, A., DARNE, O., & KIM, J. (2011). Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis. Economics Letters, 110(2), 151-154.

CHARLES, A., & DARNE, O. (2011). Large shocks in U.S. macroeconomic time series: 1860–1988. Cliometrica, 5, 79-100.

CHARLES, A., DARNE, O., & FOUILLOUX, J. (2011). Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II. Economic Modelling, 28(1-2), 27-35.

2010

CHARLES, A. (2010). The day-of-the week effects on the volatility: The role of the asymmetry. European Journal of Operational Research, 202(1), 143-152.

2009

CHARLES, A., & DARNE, O. (2009). The efficiency of the crude oil markets: Evidence from variance ratio tests. Energy Policy, 37(11), 4267-4272.

CHARLES, A., & DARNE, O. (2009). The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests. Economic Systems, 33(2), 117-126.

CHARLES, A., & DARNE, O. (2009). Testing for random walk behavior in euro exchange rates. International Economics/Economie Internationale(119), 25-45.

CHARLES, A., & DARNE, O. (2009). Variance ratio tests of random walk: An overview. Journal of Economic Surveys, 23(3), 503-527.

2008

CHARLES, A. (2008). Forecasting volatility with outliers in GARCH models. Journal of Forecasting, 27(7), 551-565.

CHARLES, A., & DARNE, O. (2008). The impact of outliers on transitory and permanent components in macroeconomic time series. Economics Bulletin, 3(60), 1-9

2015

CHARLES, A., MAURICE, S., & REDOR, E. (2015). Le financement des entreprises : questions de cours, QCM et exercices corrigés (3ème ed.). paris: Economica.

2014

CHARLES, A., MAURICE, S., & REDOR, E. (2014). Le financement des entreprises (2 ed.). Paris: Economica.

2010

CHARLES, A., & REDOR, E. (2010). Le financement des entreprises : questions de cours, QCM et exercices corrigés. Paris: Economica.

2009

CHARLES, A., & REDOR, E. (2009). Le financement des entreprises. Paris: Economica.

Nombreuses communications au sein de : 

  • Association Française de Finance (AFFI)
  • Association Française de Science Economique (AFSE)
  • Financial Management Association (FMA)

Encadrement Doctoral

Wafa WATFA, Université de Nantes : « Les modèles de prédictabilité des rentabilités »

Jean-Baptiste BONNIER, Université de Nantes : "Modélisation des risques des matières premières" (dans le cadre du projet de recherche PANORISK)

Activités scientifiques

Membre de :

  • Association Française de Finance (AFFI)
  • Association Française de Science Economique (AFSE)

Partenaire pour Audencia Business School du Projet multi-institutions PANORISK (2016-2020)