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 4 9 105
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 1 10 14 226
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 0 6 12 113
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 0 5 10 108
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 2 7 10 83
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 0 6 11 91
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 2 9 13 258
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 1 10 13 192
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 75 0 4 4 276
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 6 19 22 227
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 49 0 2 2 89
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 0 4 9 61
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 1 13 15 143
Precious metals shine? A market efficiency perspective 0 0 1 17 2 9 20 84
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 9 30 36 108
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 0 1 8 120
Stock Exchange Mergers and Market Efficiency 0 1 1 65 0 4 12 184
Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II 1 1 1 81 3 6 9 349
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 3 5 5 64
The day-of-the week effects on the volatility: The role of the asymmetry 0 0 0 8 1 6 8 65
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 1 1 11 1 7 9 63
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 2 9 10 30
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 2 3 5 76
The sensitivity of Fama-French factors to economic uncertainty 0 1 3 66 3 11 19 211
Variance ratio tests of random walk: An overview 0 0 0 33 2 9 12 130
Volatility Persistence in Crude Oil Markets 0 0 0 30 1 10 12 112
Volatility persistence in crude oil markets 0 0 0 38 0 6 12 93
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 27 1 5 7 60
Total Working Papers 1 4 9 1,167 43 220 328 3,721
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 0 7 11 128
A revision of the US business-cycles chronology 1790-1928 0 0 0 23 5 11 17 133
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 1 9 10 86
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 4 14 16 198
Does the day-of-the-week effect on volatility improve the volatility forecasts? 0 0 1 22 0 3 6 107
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 4 15 30 327
Forecasting volatility with outliers in GARCH models 0 0 0 111 0 5 8 285
Large shocks and the September 11th terrorist attacks on international stock markets 0 0 2 156 0 13 18 370
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 0 5 8 168
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 52 6 13 24 252
Market efficiency in the European carbon markets 0 0 0 13 1 7 13 87
Outliers and GARCH models in financial data 1 1 1 247 2 7 10 564
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 6 11 17 190
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 1 5 9 176
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 4 8 14 125
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 3 6 10 78
The day-of-the-week effects on the volatility: The role of the asymmetry 0 0 0 43 2 6 7 145
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 2 12 27 351
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 0 10 12 60
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 5 11 20 325
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 25 2 4 16 223
Volatility persistence in crude oil markets 0 0 1 26 3 11 21 175
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 20 0 10 13 93
Total Journal Articles 1 1 8 1,190 51 203 337 4,646

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Statistics updated 2026-03-04