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 0 5 99
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 1 1 4 103
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 0 0 2 214
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 1 1 4 100
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 0 0 1 73
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 0 0 3 81
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 0 0 1 245
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 0 2 180
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 1 75 0 0 2 272
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 0 0 1 205
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 49 0 0 0 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 1 129
Precious metals shine? A market efficiency perspective 1 1 1 17 2 4 5 68
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 1 1 2 73
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 0 0 0 112
Stock Exchange Mergers and Market Efficiency 0 0 0 64 1 1 6 178
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 1 341
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 0 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 1 1 2 55
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 0 1 2 21
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 0 1 2 72
The sensitivity of Fama-French factors to economic uncertainty 0 2 2 65 0 5 8 198
Variance ratio tests of random walk: An overview 0 0 0 33 0 0 0 118
Volatility Persistence in Crude Oil Markets 0 0 0 30 0 0 0 100
Volatility persistence in crude oil markets 0 0 0 38 0 0 0 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 3 5 1,162 7 16 56 3,426
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 2 118
A revision of the US business-cycles chronology 1790-1928 0 0 1 23 0 1 6 119
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 1 1 1 183
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 0 81 3 4 8 302
Forecasting volatility with outliers in GARCH models 0 0 0 111 0 0 2 277
Large shocks and the September 11th terrorist attacks on international stock markets 0 1 4 156 0 2 7 355
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 1 1 2 161
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 2 52 1 2 12 234
Market efficiency in the European carbon markets 0 0 0 13 2 3 5 77
Outliers and GARCH models in financial data 0 0 1 246 0 1 3 556
Small sample properties of alternative tests for martingale difference hypothesis 1 1 1 43 1 3 3 176
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 0 0 0 167
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 1 2 69
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 1 2 5 114
The day-of-the-week effects on the volatility: The role of the asymmetry 0 0 0 43 0 0 1 138
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 89 2 5 13 333
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 1 1 2 49
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 1 1 2 306
Trends and random walks in macroeconomic time series: A reappraisal 0 0 1 25 1 4 13 215
Volatility persistence in crude oil markets 0 0 1 26 0 1 7 159
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 20 0 1 2 82
Total Journal Articles 1 2 12 1,187 15 34 99 4,367

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Statistics updated 2025-09-05