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 66 2 2 8 107
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 1 47 1 1 12 114
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 2 4 15 229
A note on the uncertain trend in US real GNP: Evidence from robust unit root test 0 0 0 34 4 6 15 114
Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes 0 0 0 29 1 4 12 85
Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked? 0 0 0 38 4 4 15 95
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 1 7 18 263
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 3 4 15 195
Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? 0 0 0 75 3 3 7 279
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates 0 0 0 57 3 11 27 232
Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 0 0 0 49 3 3 5 92
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 3 0 0 9 61
Large shocks in U.S. macroeconomic time series: 1860–1988 0 0 0 64 1 2 16 144
Precious metals shine? A market efficiency perspective 0 0 1 17 1 4 22 86
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 61 3 4 12 124
Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis 0 0 0 10 0 13 40 112
Stock Exchange Mergers and Market Efficiency 0 0 1 65 2 3 12 187
Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II 0 1 1 81 3 7 12 353
Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext 0 0 0 11 3 7 9 68
The day-of-the week effects on the volatility: The role of the asymmetry 0 0 0 8 0 1 8 65
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 1 11 0 2 10 64
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 1 2 4 12 32
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 19 0 3 6 77
The sensitivity of Fama-French factors to economic uncertainty 0 0 3 66 0 4 20 212
Variance ratio tests of random walk: An overview 0 0 0 33 2 6 16 134
Volatility Persistence in Crude Oil Markets 0 0 0 30 0 2 13 113
Volatility persistence in crude oil markets 0 0 0 38 1 1 13 94
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 27 1 2 8 61
Total Working Papers 0 1 8 1,167 46 114 387 3,792
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 4 4 14 132
A revision of the US business-cycles chronology 1790-1928 0 0 0 23 3 13 23 141
ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? 0 0 0 14 2 5 14 90
Convergence of real per capita GDP within COMESA countries: A panel unit root evidence 0 0 0 26 5 12 24 206
Does the day-of-the-week effect on volatility improve the volatility forecasts? 0 0 1 22 2 4 10 111
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates 0 0 1 82 0 7 32 330
Forecasting volatility with outliers in GARCH models 0 0 0 111 5 6 14 291
Large shocks and the September 11th terrorist attacks on international stock markets 0 0 1 156 1 2 19 372
Large shocks in U.S. macroeconomic time series: 1860-1988 0 0 0 30 2 2 10 170
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 0 0 0 52 4 11 27 257
Market efficiency in the European carbon markets 0 0 0 13 2 4 16 90
Outliers and GARCH models in financial data 0 1 1 247 1 3 11 565
Small sample properties of alternative tests for martingale difference hypothesis 0 0 1 43 2 10 21 194
Testing for Random Walk Behavior in Euro Exchange Rates 0 0 0 50 4 6 14 181
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 16 4 9 18 130
Testing the martingale difference hypothesis in CO2 emission allowances 0 0 0 2 0 4 11 79
The day-of-the-week effects on the volatility: The role of the asymmetry 0 0 0 43 3 5 10 148
The efficiency of the crude oil markets: Evidence from variance ratio tests 0 0 0 89 1 4 29 353
The impact of outliers on transitory and permanent components in macroeconomic time series 0 0 0 5 4 5 17 65
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests 0 0 0 76 2 14 29 334
Trends and random walks in macroeconomic time series: A reappraisal 0 0 0 25 6 11 22 232
Volatility persistence in crude oil markets 0 0 1 26 2 7 24 179
Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? 0 0 0 20 5 6 18 99
Total Journal Articles 0 1 6 1,190 64 154 427 4,749

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Statistics updated 2026-05-06