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 32 0 0 5 83
A Revision of the US Business-Cycles Chronology 1790–1928 0 0 0 65 0 1 5 86
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 75 0 2 13 204
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 24 0 2 12 59
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 0 2 9 92
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 33 0 0 2 85
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 1 28 1 1 3 65
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 0 0 5 71
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 2 2 10 173
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 79 0 2 9 229
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 72 0 0 3 256
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 2 55 0 0 12 188
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 47 0 0 4 84
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 2 1 2 14 39
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 2 2 6 115
Precious metals shine? A market efficiency perspective 0 0 0 16 0 0 5 57
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 58 0 1 2 105
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 9 0 0 0 66
Stock Exchange Mergers and Market Efficiency 0 0 2 62 1 2 10 151
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 79 0 0 5 324
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 0 4 51
The day-of-the week effects on the volatility: The role of the asymmetry 0 0 1 8 0 0 6 44
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 10 0 0 3 48
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 0 5 16
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 1 17 0 0 5 58
The sensitivity of Fama-French factors to economic uncertainty 1 2 4 53 2 4 17 142
Variance ratio tests of random walk: An overview 0 0 3 24 1 2 16 86
Volatility Persistence in Crude Oil Markets 0 0 1 30 3 4 18 85
Volatility persistence in crude oil markets 1 1 1 36 3 3 11 75
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 1 27 0 2 11 42
Total Working Papers 2 3 20 1,170 16 34 230 3,179


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 17 0 0 2 104
A revision of the US business-cycles chronology 1790-1928 0 0 0 20 0 0 2 96
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 13 0 1 3 69
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 1 1 26 1 3 10 168
Does the day-of-the-week effect on volatility improve the volatility forecasts? 0 0 1 20 0 1 7 93
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 2 70 0 0 8 264
Forecasting volatility with outliers in GARCH models 0 1 1 106 0 1 3 254
Large shocks and the September 11th terrorist attacks on international stock markets 1 1 9 131 1 2 17 305
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 28 1 2 8 144
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 6 36 0 2 22 156
Market efficiency in the European carbon markets 0 0 1 11 0 2 6 53
Outliers and GARCH models in financial data 0 3 8 233 0 3 17 523
Small sample properties of alternative tests for martingale difference hypothesis 0 0 0 38 0 1 2 144
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 45 0 2 7 146
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 1 1 2 45
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 1 1 2 83
The day-of-the-week effects on the volatility: The role of the asymmetry 0 0 2 41 1 2 7 115
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 79 0 0 8 290
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 2 0 0 3 39
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 73 0 0 7 265
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 19 1 1 12 153
Volatility persistence in crude oil markets 1 1 6 24 5 6 21 128
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 18 0 1 5 63
Total Journal Articles 2 7 39 1,068 12 32 181 3,700
1 registered items for which data could not be found


Statistics updated 2020-11-03