Access Statistics for Amelie CHARLES

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 1 66 0 2 6 101
A new monthly chronology of the US industrial cycles in the prewar economy 1 1 1 47 3 4 6 107
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 1 2 4 216
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 1 3 6 103
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 1 3 4 76
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 3 4 7 85
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 2 4 5 249
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 2 2 4 182
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 1 75 0 0 2 272
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 3 3 4 208
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 49 0 0 0 87
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 4 5 5 57
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 1 1 2 130
Precious metals shine? A market efficiency perspective 0 0 1 17 1 7 12 75
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 2 5 7 78
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 5 7 7 119
Stock Exchange Mergers and Market Efficiency 0 0 0 64 1 2 8 180
Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II 0 0 0 80 1 2 3 343
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 0 1 59
The day-of-the week effects on the volatility: The role of the asymmetry 0 0 0 8 2 2 2 59
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 10 1 1 2 56
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 0 1 21
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 1 1 2 73
The sensitivity of Fama-French factors to economic uncertainty 0 0 2 65 1 2 9 200
Variance ratio tests of random walk: An overview 0 0 0 33 1 3 3 121
Volatility Persistence in Crude Oil Markets 0 0 0 30 2 2 2 102
Volatility persistence in crude oil markets 0 0 0 38 5 6 6 87
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 27 0 2 2 55
Total Working Papers 1 1 6 1,163 44 75 122 3,501
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the uncertain trend in US real GNP: Evidence from robust unit root tests 0 0 0 19 1 3 4 121
A revision of the US business-cycles chronology 1790-1928 0 0 1 23 3 3 7 122
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 0 1 1 77
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 0 1 2 184
Does the day-of-the-week effect on volatility improve the volatility forecasts? 1 1 1 22 2 3 3 104
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 1 1 82 4 10 16 312
Forecasting volatility with outliers in GARCH models 0 0 0 111 1 3 3 280
Large shocks and the September 11th terrorist attacks on international stock markets 0 0 3 156 1 2 6 357
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 0 2 3 163
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 2 52 0 5 15 239
Market efficiency in the European carbon markets 0 0 0 13 2 3 7 80
Outliers and GARCH models in financial data 0 0 1 246 1 1 4 557
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 1 3 6 179
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 3 4 4 171
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 1 3 4 72
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 1 3 7 117
The day-of-the-week effects on the volatility: The role of the asymmetry 0 0 0 43 1 1 1 139
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 6 6 16 339
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 1 1 2 50
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 2 8 9 314
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 25 3 4 12 219
Volatility persistence in crude oil markets 0 0 1 26 3 5 11 164
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 20 0 1 3 83
Total Journal Articles 1 2 12 1,189 37 76 146 4,443

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Statistics updated 2025-12-06