Amélie CHARLES

Professor

  • Finance Department

Curriculum vitae

HDR (Research Supervision Qualification)
Université Paris Ouest Nanterre-La Défense, France (2011)

Doctorate in Economic Sciences
Université de Montpellier, France (2004)

DEA in Economic Analysis, Modeling and Quantification
Université de Montpellier, France (2000)

Licence and Maitrise in Econometrics
Université de Montpellier, France (1999)

Publications

2018

Amélie CHARLES, Olivier DARNE, Fabien TRIPIER (2018) . Uncertainty and the Macroeconomy: Evidence from a composite uncertainty indicator, Applied Economics, 50 (10), 1093-1107

2017

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

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

Amélie CHARLES, Olivier DARNE, Jae KIM (2017) . International Stock Return Predictability: Evidence from New Statistical Tests, International Review of Financial Analysis, 54 97-113

2016

Amélie CHARLES, Olivier DARNE (2016) . Stock market reactions of FIFA World Cup announcements: an event study, Economics Bulletin, 36 (4), 2028-2036

Amélie CHARLES, Etienne REDOR, Olivier DARNE, Jae KIM (2016) . Stock Exchange Mergers and Market Efficiency, Applied Economics, 48 (7), 576-589

2015

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

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

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

Amélie CHARLES, Olivier DARNE (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

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

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

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

2014

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

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

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

Amélie CHARLES, Olivier DARNE (2014) . Volatility Persistence in Crude Oil Markets, Energy Policy, 65 729-742

2013

Amélie CHARLES, Olivier DARNE, Jessica FOUILLOUX (2013) . Market Efficiency in the European Carbon Markets, Energy Policy, 60 785-792

2012

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

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

Amélie CHARLES, Olivier DARNE, Jae KIM (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

Amélie CHARLES, Olivier DARNE, Jean-François HOARAU (2012) . Convergence of real per capita GDP within COMESA countries: A panel unit root evidence, Annals of Regional Science, 49 (1), 53-71

2011

Amélie CHARLES, Olivier DARNE, Jae KIM (2011) . Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis, Economics Letters, 110 (2), 151-154

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

Amélie CHARLES, Olivier DARNE, Jessica FOUILLOUX (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

Amélie CHARLES (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

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

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

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

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

2008

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

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

CHARLES, A., MAURICE, S., & REDOR, E. (2015). Le financement des entreprises : questions de cours, QCM et exercices corrigés (2 ed.). Economica.

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

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

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

HOARAU, J.-F., CHARLES, A., & DARNE, O. (2017). La capacité de résilience de la destination Réunion en matière de développement touristique : une application des tests de racine unitaire avec ruptures sur la période 1989-2016., 54ème colloque ASRDLF - 15th conference ERSA-GR.

CHARLES, A., DARNE, O., & FOUILLOUX, J. (2017). The impact of screening strategies on the performance of ESG indices., Conférence AFFI (Association Française de Finance) 2017.

CHARLES, A. (2016). Board Gender Diversity and Firm Financial Performance: A Quantile Regression Analysis., Association Française de Finance (AFFI).

CHARLES, A. (2016). Board Gender Diversity and Firm Financial Performance: A Quantile Regression Analysis., International Symposium in Computational Economics and Finance.

CHARLES, A., DARNE, O., & FOUILLOUX, J. (2016). ESG Indices Financial Risk: Performance measures based on Value-at-Risk approach., Association Française de Science Economique (AFSE).

CHARLES, A., DARNE, O., & KIM, J. (2016). Stock Return Predictability: International Evidence from New Statistical Tests., Conférence inaugurale PANORISK.

CHARLES, A., DARNE, O., & KIM, J. (2015). Stock Return Predictability: International Evidence from New Statistical Tests., IFABS.

CHARLES, A., DARNE, O., & KIM, J. (2015). Stock Return Predictability: International Evidence from New Statistical Tests., International Symposium on Forecasting (ISF).

CHARLES, A., DARNE, O., & FOUILLOUX, J. (2015). ESG Indices Financial Risk: Performance measures based on Value-at-Risk approach., Workshop in Quantitative Finance and Insurance.

CHARLES, A., DARNE, O., & FOUILLOUX, J. (2015). ESG Indices Financial Risk: Performance measures based on Value-at-Risk approach., GdRE, 32èmes Journées Internationales Monnaie Banque Finance.

CHARLES, A., DARNE, O., & KIM, J. (2015). International Stock Returns Predictability: Evidence from new statistical tests., 5th International Conference of the Financial Engineering of Banking Society (FEBS).

CHARLES, A., & REDOR, E. (2013). Women Come from Venus, Men from Mars: Do the Financial Markets Know it?., 26th Annual Australasian Finance and Banking Conference.

CHARLES, A., DARNE, O., DIEBOLT, C., & FERRARA, L. (2013). A new monthly chronology of the US industrial cycles in the prewar economy., 7th World Congress of Cliometrics.

CHARLES, A., DARNE, O., & FOUILLOUX, J. (2013). Market Efficiency in the European carbon markets., “Finance and Energy Issues” Conference.

CHARLES, A., DARNE, O., & KIM, J. (2012). Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates., 2012 FMA European Conference.

CHARLES, A., DARNE, O., & POP, A. (2011). Is the Islamic Finance Model More Resilient than the Conventional Model., 18th Annual Global Finance Conference.

CHARLES, A., DARNE, O., & POP, A. (2011). Is the Islamic Finance Model More Resilient than the Conventional Model., Asian Finance Association (AsianFA) 2011 International Conference.

CHARLES, A., DARNE, O., & POP, A. (2011). Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from sudden changes in the volatility of Dow Jones indexes., GDRE Monnaie – Banque – Finance : Les nouveaux contours de l’économie bancaire.

CHARLES, A. (2011). Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from sudden changes in the volatility of Dow Jones indexes., Workshop "International Sustainable Finance".

CHARLES, A., DARNE, O., & FOUILLOUX, J. (2011). Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext., 28th annual International Conference AFFI.

CHARLES, A., DARNE, O., & TRIPIER, F. (2011). Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked?., 60ème Congrès de l’Association Française de Science Economique.

CHARLES, A., DARNE, O., & POP, A. (2011). Is the Islamic Finance Model More Resilient than the Conventional Model., 28th annual International Conference AFFI.

CHARLES, A., DARNE, O., & POP, A. (2010). Is the Islamic finance the right medecine to the global financial crisis?., Journée d'Econométrie "Développements récents de l'économétrie appliquée à la finance".

CHARLES, A., DARNE, O., HOARAU, J.-F., & JEAN-PIERRE, P. (2010). La persistance des écarts de richesse entre La Réunion et les standards français et européens : l'apport des tests de racine unitaire., Journées d'Etude du CEMOI.

CHARLES, A., DARNÉ, O., & FOUILLOUX, J. (2010). Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II., 59ème congrès de l'Association Française de Science Economique (AFSE).

CHARLES, A., DARNE, O., & HOARAU, J.-F. (2010). Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?., 14th Conference on Macroeconomics Analysis and International Finance.

CHARLES, A., DARNE, O., & FOUILLOUX, J. (2009). The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext., Conférence Internationale de l’Association Française de Finance (AFFI).

Scientific activities

Member of an academic association :

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

Doctoral supervision

Thesis co-director

Jean-Baptiste Bonnier : Modélisation des risques des matières premières
Université de Nantes, France

Wafa Wafta : Les modèles de prédictabilité des rentabilités
Université de Nantes, France