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 0 66 0 0 8 107
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 0 0 12 114
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 0 1 16 230
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 0 0 15 114
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 0 1 13 86
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 0 0 14 95
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 1 16 196
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 0 0 18 263
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 75 0 0 7 279
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 1 1 28 233
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 49 0 0 5 92
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 0 5 14 66
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 1 2 17 146
Precious metals shine? A market efficiency perspective 0 0 1 17 0 1 21 87
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 0 0 12 124
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 2 42 114
Stock Exchange Mergers and Market Efficiency 0 0 1 65 1 1 11 188
Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II 0 0 1 81 0 2 14 355
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 0 9 68
The day-of-the week effects on the volatility: The role of the asymmetry 0 0 0 8 0 1 9 66
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 11 0 0 10 64
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 1 12 33
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 0 1 6 78
The sensitivity of Fama-French factors to economic uncertainty 0 0 1 66 0 3 17 215
Variance ratio tests of random walk: An overview 0 0 0 33 0 2 18 136
Volatility Persistence in Crude Oil Markets 0 0 0 30 0 1 14 114
Volatility persistence in crude oil markets 0 0 0 38 0 1 14 95
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 27 0 1 9 62
Total Working Papers 0 0 6 1,167 3 28 401 3,820
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 2 16 134
A revision of the US business-cycles chronology 1790-1928 0 0 0 23 0 1 23 142
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 1 2 16 92
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 0 0 24 206
Does the day-of-the-week effect on volatility improve the volatility forecasts? 0 0 1 22 0 0 10 111
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 1 2 83 3 9 40 339
Forecasting volatility with outliers in GARCH models 0 0 0 111 1 3 17 294
Large shocks and the September 11th terrorist attacks on international stock markets 0 2 2 158 0 2 19 374
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 0 0 10 170
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 52 1 1 25 258
Market efficiency in the European carbon markets 0 0 0 13 0 0 15 90
Outliers and GARCH models in financial data 0 0 1 247 0 0 9 565
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 1 3 22 197
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 0 1 15 182
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 1 1 11 80
Testing the martingale difference hypothesis in CO2 emission allowances 0 1 1 17 0 3 20 133
The day-of-the-week effects on the volatility: The role of the asymmetry 0 0 0 43 1 2 12 150
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 0 0 22 353
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 0 0 17 65
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 0 2 31 336
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 25 1 2 20 234
Volatility persistence in crude oil markets 0 0 0 26 3 4 24 183
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 20 1 1 18 100
Total Journal Articles 0 4 8 1,194 14 39 436 4,788

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Statistics updated 2026-08-07