Details about Amelie CHARLES

Access statistics for papers by Amelie CHARLES.

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

Short-id: pch547

Working Papers

2014

1. Does the Great Recession imply the end of the Great Moderation? International evidence
   Working Papers, HAL View citations (3)
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (3)
2. Precious metals shine? A market efficiency perspective
   Working Papers, HAL
3. Stock Exchange Mergers and Market Efficiency
   Working Papers, HAL View citations (2)
4. The sensitivity of Fama-French factors to economic uncertainty
   Working Papers, HAL
5. Volatility persistence in crude oil markets
   Post-Print, HAL View citations (48)
   Also in Working Papers, HAL (2012)
   See also Journal Article Volatility persistence in crude oil markets, Energy Policy, Elsevier (2014) View citations (49) (2014)
6. Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?
   Post-Print, HAL View citations (1)
   See also Journal Article Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?, Economics Bulletin, AccessEcon (2014) View citations (1) (2014)

2012

7. A new monthly chronology of the US industrial cycles in the prewar economy
   Working Papers, Association Française de Cliométrie (AFC) View citations (2)
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) View citations (2)
8. Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes
   Working Papers, HAL View citations (5)
9. Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010
   Working Papers, HAL

2011

10. A Revision of the US Business-Cycles Chronology 1790–1928
    Working Papers, Association Française de Cliométrie (AFC)
    See also Journal Article A revision of the US business-cycles chronology 1790-1928, Economics Bulletin, AccessEcon (2014) View citations (6) (2014)
11. Large shocks in U.S. macroeconomic time series: 1860-1988
    Post-Print, HAL View citations (5)
    Also in Working Papers, HAL (2009)
    See also Journal Article Large shocks in U.S. macroeconomic time series: 1860-1988, Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC) (2011) View citations (6) (2011)
12. Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext
    Working Papers, HAL

2010

13. A note on the uncertain trend in US real GNP: Evidence from robust unit root test
    Working Papers, HAL View citations (5)
    See also Journal Article A note on the uncertain trend in US real GNP: Evidence from robust unit root tests, Economics Bulletin, AccessEcon (2012) View citations (1) (2012)
14. Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?
    Working Papers, HAL
    See also Journal Article ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED?, Macroeconomic Dynamics, Cambridge University Press (2015) (2015)
15. Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates
    Working Papers, HAL View citations (2)
    See also Journal Article Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates, Journal of International Money and Finance, Elsevier (2012) View citations (49) (2012)
16. Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis
    Working Papers, School of Economics, La Trobe University
    Also in Working Papers, School of Economics, La Trobe University (2010)
    See also Journal Article Small sample properties of alternative tests for martingale difference hypothesis, Economics Letters, Elsevier (2011) View citations (50) (2011)
17. 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 View citations (2)
18. The day-of-the week effects on the volatility: The role of the asymmetry
    Post-Print, HAL View citations (31)
    See also Journal Article The day-of-the-week effects on the volatility: The role of the asymmetry, European Journal of Operational Research, Elsevier (2010) View citations (33) (2010)

2009

19. Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?
    Working Papers, HAL View citations (3)
20. The efficiency of the crude oil markets: Evidence from variance ratio tests
    Post-Print, HAL View citations (51)
    See also Journal Article The efficiency of the crude oil markets: Evidence from variance ratio tests, Energy Policy, Elsevier (2009) View citations (59) (2009)
21. The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests
    Post-Print, HAL View citations (27)
    See also Journal Article The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests, Economic Systems, Elsevier (2009) View citations (29) (2009)
22. Variance ratio tests of random walk: An overview
    Post-Print, HAL View citations (61)

2008

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

Journal Articles

2015

1. ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED?
   Macroeconomic Dynamics, 2015, 19, (1), 167-188
   See also Working Paper Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?, Working Papers (2010) (2010)

2014

2. A revision of the US business-cycles chronology 1790-1928
   Economics Bulletin, 2014, 34, (1), 234-244 View citations (6)
   See also Working Paper A Revision of the US Business-Cycles Chronology 1790–1928, Working Papers (2011) (2011)
3. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013
   Journal of Banking & Finance, 2014, 43, (C), 188-199 View citations (41)
4. Volatility persistence in crude oil markets
   Energy Policy, 2014, 65, (C), 729-742 View citations (49)
   See also Working Paper Volatility persistence in crude oil markets, Post-Print (2014) View citations (48) (2014)
5. Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?
   Economics Bulletin, 2014, 34, (1), 589-604 View citations (1)
   See also Working Paper Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?, Post-Print (2014) View citations (1) (2014)

2013

6. Market efficiency in the European carbon markets
   Energy Policy, 2013, 60, (C), 785-792 View citations (29)

2012

7. A note on the uncertain trend in US real GNP: Evidence from robust unit root tests
   Economics Bulletin, 2012, 32, (3), 2399-2406 View citations (1)
   See also Working Paper A note on the uncertain trend in US real GNP: Evidence from robust unit root test, Working Papers (2010) View citations (5) (2010)
8. Convergence of real per capita GDP within COMESA countries: A panel unit root evidence
   The Annals of Regional Science, 2012, 49, (1), 53-71 View citations (5)
9. 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 View citations (49)
   See also Working Paper Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates, Working Papers (2010) View citations (2) (2010)
10. Trends and random walks in macroeconomic time series: A reappraisal
    Journal of Macroeconomics, 2012, 34, (1), 167-180 View citations (2)

2011

11. Large shocks in U.S. macroeconomic time series: 1860-1988
    Cliometrica, Journal of Historical Economics and Econometric History, 2011, 5, (1), 79-100 View citations (6)
    See also Working Paper Large shocks in U.S. macroeconomic time series: 1860-1988, Post-Print (2011) View citations (5) (2011)
12. Small sample properties of alternative tests for martingale difference hypothesis
    Economics Letters, 2011, 110, (2), 151-154 View citations (50)
    See also Working Paper Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis, Working Papers (2010) (2010)
13. Testing the martingale difference hypothesis in CO2 emission allowances
    Economic Modelling, 2011, 28, (1), 27-35 View citations (11)
    Also in Economic Modelling, 2011, 28, (1-2), 27-35 (2011) View citations (11)

2010

14. Does the day-of-the-week effect on volatility improve the volatility forecasts?
    Applied Economics Letters, 2010, 17, (3), 257-262 View citations (7)
15. The day-of-the-week effects on the volatility: The role of the asymmetry
    European Journal of Operational Research, 2010, 202, (1), 143-152 View citations (33)
    See also Working Paper The day-of-the week effects on the volatility: The role of the asymmetry, Post-Print (2010) View citations (31) (2010)

2009

16. Testing for Random Walk Behavior in Euro Exchange Rates
    Economie Internationale, 2009, (119), 25-45 View citations (10)
17. The efficiency of the crude oil markets: Evidence from variance ratio tests
    Energy Policy, 2009, 37, (11), 4267-4272 View citations (59)
    See also Working Paper The efficiency of the crude oil markets: Evidence from variance ratio tests, Post-Print (2009) View citations (51) (2009)
18. The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests
    Economic Systems, 2009, 33, (2), 117-126 View citations (29)
    See also Working Paper The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests, Post-Print (2009) View citations (27) (2009)

2008

19. Forecasting volatility with outliers in GARCH models
    Journal of Forecasting, 2008, 27, (7), 551-565 View citations (23)
20. The impact of outliers on transitory and permanent components in macroeconomic time series
    Economics Bulletin, 2008, 3, (60), 1-9 View citations (1)
    See also Working Paper The impact of outliers on transitory and permanent components in macroeconomic time series, Post-Print (2008) View citations (1) (2008)

2006

21. Large shocks and the September 11th terrorist attacks on international stock markets
    Economic Modelling, 2006, 23, (4), 683-698 View citations (85)

2005

22. Outliers and GARCH models in financial data
    Economics Letters, 2005, 86, (3), 347-352 View citations (51)