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Details about Amelie CHARLES

Homepage:http://www.audencia.com
Workplace:Audencia Nantes École de Management (Audencia Nantes School of Management), (more information at EDIRC)

Access statistics for papers by Amelie CHARLES.

Last updated 2015-04-27. Update your information in the RePEc Author Service.

Short-id: pch547


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Working Papers

2014

  1. Does the Great Recession imply the end of the Great Moderation? International evidence
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (3)
    Also in Working Papers, HAL (2014) Downloads View citations (3)
  2. Precious metals shine? A market efficiency perspective
    Working Papers, HAL Downloads
  3. Stock Exchange Mergers and Market Efficiency
    Working Papers, HAL Downloads View citations (2)
  4. The sensitivity of Fama-French factors to economic uncertainty
    Working Papers, HAL Downloads
  5. Volatility persistence in crude oil markets
    Post-Print, HAL Downloads View citations (21)
    Also in Working Papers, HAL (2012) Downloads

    See also Journal Article in Energy Policy (2014)
  6. Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?
    Post-Print, HAL Downloads
    See also Journal Article in Economics Bulletin (2014)

2012

  1. A new monthly chronology of the US industrial cycles in the prewar economy
    Working Papers, Association Française de Cliométrie (AFC) Downloads View citations (1)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) Downloads View citations (2)
    Working Papers, HAL (2012) Downloads
  2. Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes
    Working Papers, HAL Downloads View citations (3)
  3. Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010
    Working Papers, HAL Downloads

2011

  1. A Revision of the US Business- Cycles Chronology 1790–1928
    Working Papers, HAL Downloads
    Also in Working Papers, Association Française de Cliométrie (AFC) (2011) Downloads

    See also Journal Article in Economics Bulletin (2014)
  2. Large shocks in U.S. macroeconomic time series: 1860-1988
    Post-Print, HAL Downloads View citations (4)
    Also in Working Papers, HAL (2009) Downloads

    See also Journal Article in Cliometrica, Journal of Historical Economics and Econometric History (2011)
  3. Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext
    Working Papers, HAL Downloads

2010

  1. A note on the uncertain trend in US real GNP: Evidence from robust unit root test
    Working Papers, HAL Downloads
    See also Journal Article in Economics Bulletin (2012)
  2. Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?
    Working Papers, HAL Downloads
    See also Journal Article in Macroeconomic Dynamics (2015)
  3. Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates
    Working Papers, HAL Downloads View citations (2)
    See also Journal Article in Journal of International Money and Finance (2012)
  4. Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis
    Working Papers, School of Economics, La Trobe University Downloads
    Also in Working Papers, School of Economics, La Trobe University (2010) Downloads

    See also Journal Article in Economics Letters (2011)
  5. Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II
    Working Papers, HAL Downloads View citations (2)
  6. The day-of-the week effects on the volatility: The role of the asymmetry
    Post-Print, HAL Downloads View citations (18)
    See also Journal Article in European Journal of Operational Research (2010)

2009

  1. Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?
    Working Papers, HAL Downloads View citations (3)
  2. The efficiency of the crude oil markets: Evidence from variance ratio tests
    Post-Print, HAL Downloads View citations (27)
    See also Journal Article in Energy Policy (2009)
  3. The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests
    Post-Print, HAL Downloads View citations (11)
    See also Journal Article in Economic Systems (2009)
  4. Variance ratio tests of random walk: An overview
    Post-Print, HAL Downloads View citations (22)
    See also Journal Article in Journal of Economic Surveys (2009)

2008

  1. The impact of outliers on transitory and permanent components in macroeconomic time series
    Post-Print, HAL Downloads
    See also Journal Article in Economics Bulletin (2008)

Journal Articles

2015

  1. ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED?
    Macroeconomic Dynamics, 2015, 19, (01), 167-188 Downloads
    See also Working Paper (2010)

2014

  1. A revision of the US business-cycles chronology 1790-1928
    Economics Bulletin, 2014, 34, (1), 234-244 Downloads
    See also Working Paper (2011)
  2. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013
    Journal of Banking & Finance, 2014, 43, (C), 188-199 Downloads View citations (18)
  3. Volatility persistence in crude oil markets
    Energy Policy, 2014, 65, (C), 729-742 Downloads View citations (22)
    See also Working Paper (2014)
  4. Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?
    Economics Bulletin, 2014, 34, (1), 589-604 Downloads
    See also Working Paper (2014)

2013

  1. Market efficiency in the European carbon markets
    Energy Policy, 2013, 60, (C), 785-792 Downloads View citations (9)

2012

  1. A note on the uncertain trend in US real GNP: Evidence from robust unit root tests
    Economics Bulletin, 2012, 32, (3), 2399-2406 Downloads
    See also Working Paper (2010)
  2. Convergence of real per capita GDP within COMESA countries: A panel unit root evidence
    The Annals of Regional Science, 2012, 49, (1), 53-71 Downloads View citations (3)
  3. Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
    Journal of International Money and Finance, 2012, 31, (6), 1607-1626 Downloads View citations (21)
    See also Working Paper (2010)
  4. Trends and random walks in macroeconomic time series: A reappraisal
    Journal of Macroeconomics, 2012, 34, (1), 167-180 Downloads

2011

  1. Large shocks in U.S. macroeconomic time series: 1860-1988
    Cliometrica, Journal of Historical Economics and Econometric History, 2011, 5, (1), 79-100 Downloads View citations (5)
    See also Working Paper (2011)
  2. Small sample properties of alternative tests for martingale difference hypothesis
    Economics Letters, 2011, 110, (2), 151-154 Downloads View citations (26)
    See also Working Paper (2010)
  3. Testing the martingale difference hypothesis in CO2 emission allowances
    Economic Modelling, 2011, 28, (1-2), 27-35 Downloads View citations (5)
    Also in Economic Modelling, 2011, 28, (1), 27-35 (2011) Downloads View citations (6)

2010

  1. Does the day-of-the-week effect on volatility improve the volatility forecasts?
    Applied Economics Letters, 2010, 17, (3), 257-262 Downloads View citations (6)
  2. The day-of-the-week effects on the volatility: The role of the asymmetry
    European Journal of Operational Research, 2010, 202, (1), 143-152 Downloads View citations (23)
    See also Working Paper (2010)

2009

  1. Testing for Random Walk Behavior in Euro Exchange Rates
    Economie Internationale, 2009, (119), 25-45 Downloads View citations (9)
  2. The efficiency of the crude oil markets: Evidence from variance ratio tests
    Energy Policy, 2009, 37, (11), 4267-4272 Downloads View citations (34)
    See also Working Paper (2009)
  3. The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests
    Economic Systems, 2009, 33, (2), 117-126 Downloads View citations (18)
    See also Working Paper (2009)
  4. VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW
    Journal of Economic Surveys, 2009, 23, (3), 503-527 Downloads View citations (38)
    See also Working Paper (2009)

2008

  1. Forecasting volatility with outliers in GARCH models
    Journal of Forecasting, 2008, 27, (7), 551-565 Downloads View citations (12)
  2. The impact of outliers on transitory and permanent components in macroeconomic time series
    Economics Bulletin, 2008, 3, (60), 1-9 Downloads
    See also Working Paper (2008)

2006

  1. Large shocks and the September 11th terrorist attacks on international stock markets
    Economic Modelling, 2006, 23, (4), 683-698 Downloads View citations (60)

2005

  1. Outliers and GARCH models in financial data
    Economics Letters, 2005, 86, (3), 347-352 Downloads View citations (40)
 
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