Access Statistics for Amelie CHARLES

Author contact details at EconPapers.

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 2 4 9 105
A new monthly chronology of the US industrial cycles in the prewar economy 0 1 1 47 3 9 12 113
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 6 10 13 225
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 2 6 11 108
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 4 6 9 81
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 5 9 12 91
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 4 9 11 256
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 6 11 12 191
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 1 75 4 4 5 276
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 13 16 17 221
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 49 2 2 2 89
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 4 8 9 61
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 11 13 14 142
Precious metals shine? A market efficiency perspective 0 0 1 17 4 8 18 82
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 18 23 27 99
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 1 6 8 120
Stock Exchange Mergers and Market Efficiency 0 1 1 65 3 5 12 184
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 3 4 6 346
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 1 2 2 61
The day-of-the week effects on the volatility: The role of the asymmetry 0 0 0 8 1 7 7 64
The efficiency of the crude oil markets: Evidence from variance ratio tests 1 1 1 11 5 7 8 62
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 6 7 8 28
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 1 2 3 74
The sensitivity of Fama-French factors to economic uncertainty 0 1 3 66 5 9 17 208
Variance ratio tests of random walk: An overview 0 0 0 33 3 8 10 128
Volatility Persistence in Crude Oil Markets 0 0 0 30 8 11 11 111
Volatility persistence in crude oil markets 0 0 0 38 5 11 12 93
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 27 3 4 6 59
Total Working Papers 1 4 9 1,166 133 221 291 3,678
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 2 8 11 128
A revision of the US business-cycles chronology 1790-1928 0 0 0 23 6 9 12 128
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 5 8 9 85
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 7 10 12 194
Does the day-of-the-week effect on volatility improve the volatility forecasts? 0 1 1 22 3 5 6 107
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 8 15 26 323
Forecasting volatility with outliers in GARCH models 0 0 0 111 4 6 8 285
Large shocks and the September 11th terrorist attacks on international stock markets 0 0 2 156 7 14 18 370
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 3 5 8 168
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 1 52 7 7 20 246
Market efficiency in the European carbon markets 0 0 0 13 6 8 12 86
Outliers and GARCH models in financial data 0 0 0 246 5 6 8 562
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 2 6 11 184
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 4 7 8 175
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 3 4 7 75
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 3 5 11 121
The day-of-the-week effects on the volatility: The role of the asymmetry 0 0 0 43 4 5 5 143
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 5 16 25 349
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 9 11 12 60
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 5 8 15 320
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 25 2 5 14 221
Volatility persistence in crude oil markets 0 0 1 26 7 11 18 172
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 20 6 10 13 93
Total Journal Articles 0 1 8 1,189 113 189 289 4,595

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Statistics updated 2026-02-12