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Publications by Olivier Darné

Market Efficiency in the European Carbon Markets

English

Commodity Returns Co-Movements: Fundamentals or “Style” Effect?

Journal of International Money and Finance

English

Large Shocks in U.S. Macroeconomic Time Series: 1860–1988

English

Will Precious Metals Shine? A Market Efficiency Perspective

International Review of Financial Analysis

English

Trends and Random Walks in Macroeconomic Time Series: A Reappraisal

Journal of Macroeconomics

English

Dynamic Factor Models: A Review of the Literature

SSRN Electronic Journal

English