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Will precious metals shine? : a market efficiency perspective

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 41 (2015), pp. 284-291

Persistent link: https://www.econbiz.de/10011508971

International stock return predictability : evidence from new statistical tests

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 54 (2017), pp. 97-113

Persistent link: https://www.econbiz.de/10011878164

Adaptive markets hypothesis for Islamic stock indices : evidence from Dow Jones size and sector-indices

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International economics : a journal published by CEPII … 151 (2017), pp. 100-112

Persistent link: https://www.econbiz.de/10011793836

International Stock Return Predictability : Evidence from New Statistical Tests

Charles, Amélie - 2015

We investigate whether stock returns of international markets are predictable from a range of fundamentals including key financial ratios (dividend-price ratio, dividend-yield, earnings-price ratio, dividend-payout ratio), technical indicators (price pressure, change in volume), and short-term...

Persistent link: https://www.econbiz.de/10013025410

Stock return predictability : evaluation based on interval forecasts

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Bulletin of economic research 74 (2022) 2, pp. 363-385

Persistent link: https://www.econbiz.de/10013188680

Exchange-rate return predictability and the adaptive markets hypothesis : evidence from major foreign exchange rates

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Journal of international money and finance 31 (2012) 6, pp. 1607-1626

Persistent link: https://www.econbiz.de/10009680015

Predictive regression : an improved augmented regression method

Kim, Jae H. - In: Journal of empirical finance 26 (2014), pp. 13-25

Persistent link: https://www.econbiz.de/10010472013

Large shocks in the volatility of the Dow Jones Industrial Average index : 1928 - 2013

Charles, Amélie; Darné, Olivier - In: Journal of banking & finance 43 (2014), pp. 188-199

Persistent link: https://www.econbiz.de/10010410009

Large shocks in U.S. macroeconomic time series : 1860 - 1988

Darné, Olivier; Charles, Amélie - In: Cliometrica : journal of historical economics and … 5 (2011) 1, pp. 79-100

Persistent link: https://www.econbiz.de/10008810460

Uncertainty and the macroeconomy : evidence from an uncertainty composite indicator

Charles, Amélie; Darné, Olivier; Tripier, Fabien - In: Applied economics 50 (2018) 10, pp. 1093-1107

Persistent link: https://www.econbiz.de/10011848253