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 0 65 0 0 1 93
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 0 0 1 98
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 0 0 0 212
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 0 0 1 96
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 1 29 0 0 3 72
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 1 1 2 78
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 0 0 1 178
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 2 81 0 0 5 241
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 74 0 0 3 270
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 1 2 3 203
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 1 1 1 49 1 1 1 87
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 0 0 1 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 0 1 63
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 60 0 0 1 111
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 0 1 71
Stock Exchange Mergers and Market Efficiency 0 0 1 64 0 2 9 172
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 1 2 338
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 0 0 0 58
The day-of-the week effects on the volatility: The role of the asymmetry 0 0 0 8 0 0 1 56
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 10 0 0 0 53
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 1 1 2 19
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 0 0 1 69
The sensitivity of Fama-French factors to economic uncertainty 0 0 0 63 0 1 2 190
Variance ratio tests of random walk: An overview 0 0 1 33 0 1 6 118
Volatility Persistence in Crude Oil Markets 0 0 0 30 0 0 0 99
Volatility persistence in crude oil markets 0 1 1 38 0 1 2 81
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 27 0 0 1 53
Total Working Papers 1 2 7 1,156 4 11 51 3,359
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 3 116
A revision of the US business-cycles chronology 1790-1928 0 0 0 22 0 2 4 112
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 0 0 0 75
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 0 0 2 182
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 80 0 1 4 292
Forecasting volatility with outliers in GARCH models 0 0 0 111 0 1 3 275
Large shocks and the September 11th terrorist attacks on international stock markets 0 3 6 151 0 3 9 346
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 29 0 0 2 158
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 2 2 4 49 4 6 17 216
Market efficiency in the European carbon markets 0 0 1 13 2 2 7 72
Outliers and GARCH models in financial data 0 0 3 245 0 0 4 553
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 42 1 3 9 172
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 0 1 3 167
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 1 1 66
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 0 0 3 108
The day-of-the-week effects on the volatility: The role of the asymmetry 0 0 0 43 0 0 3 136
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 88 0 1 2 320
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 0 0 1 47
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 0 1 7 302
Trends and random walks in macroeconomic time series: A reappraisal 1 2 2 24 3 7 12 202
Volatility persistence in crude oil markets 0 0 0 25 0 1 3 152
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 20 0 4 5 77
Total Journal Articles 3 7 19 1,171 10 34 104 4,247


Statistics updated 2024-06-06