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 65 0 1 3 96
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 0 0 0 212
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 0 0 3 101
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 1 1 2 98
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 1 1 1 73
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 1 2 3 80
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 0 1 4 245
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 1 1 179
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 1 1 1 75 1 2 2 272
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 1 1 4 205
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 1 49 0 0 1 87
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 0 0 0 52
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 0 0 0 128
Precious metals shine? A market efficiency perspective 0 0 0 16 0 1 1 64
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 1 61 0 0 1 112
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 1 1 72
Stock Exchange Mergers and Market Efficiency 0 0 0 64 0 0 2 172
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 0 0 3 340
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 1 1 59
The day-of-the week effects on the volatility: The role of the asymmetry 0 0 0 8 0 0 1 57
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 10 0 0 1 54
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 0 2 20
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 0 0 2 71
The sensitivity of Fama-French factors to economic uncertainty 0 0 0 63 1 1 3 192
Variance ratio tests of random walk: An overview 0 0 0 33 0 0 1 118
Volatility Persistence in Crude Oil Markets 0 0 0 30 0 0 1 100
Volatility persistence in crude oil markets 0 0 1 38 0 0 1 81
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 27 0 0 0 53
Total Working Papers 1 1 4 1,158 6 14 45 3,393
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 0 1 117
A revision of the US business-cycles chronology 1790-1928 0 1 1 23 0 1 6 116
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 0 0 1 76
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 0 0 0 182
Does the day-of-the-week effect on volatility improve the volatility forecasts? 0 0 0 21 0 0 0 101
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 81 0 1 6 297
Forecasting volatility with outliers in GARCH models 0 0 0 111 0 0 3 277
Large shocks and the September 11th terrorist attacks on international stock markets 0 1 6 154 0 1 9 352
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 1 30 0 0 2 160
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 1 2 5 52 2 4 18 228
Market efficiency in the European carbon markets 0 0 0 13 0 1 4 74
Outliers and GARCH models in financial data 0 1 1 246 0 1 1 554
Small sample properties of alternative tests for martingale difference hypothesis 0 0 0 42 0 0 4 173
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 0 0 1 167
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 1 1 3 111
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 0 3 68
The day-of-the-week effects on the volatility: The role of the asymmetry 0 0 0 43 0 0 2 138
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 89 0 1 5 324
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 0 0 1 48
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 0 0 4 305
Trends and random walks in macroeconomic time series: A reappraisal 0 0 2 24 0 0 12 207
Volatility persistence in crude oil markets 0 0 0 25 0 1 3 154
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 20 0 0 7 80
Total Journal Articles 1 5 18 1,182 3 12 96 4,309

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Statistics updated 2025-03-03