Amelie CHARLES : Citation Profile


Are you Amelie CHARLES?

Audencia Nantes École de Management

10

H index

12

i10 index

339

Citations

RESEARCH PRODUCTION:

24

Articles

30

Papers

RESEARCH ACTIVITY:

   10 years (2005 - 2015). See details.
   Cites by year: 33
   Journals where Amelie CHARLES has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 17 (4.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch547
   Updated: 2019-04-13    RAS profile: 2015-04-27    
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Relations with other researchers


Works with:

Darné, Olivier (11)

Kim, Jae (2)

Ferrara, Laurent (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Amelie CHARLES.

Is cited by:

Darné, Olivier (22)

Kim, Jae (12)

Miller, Stephen (10)

Ben Rejeb, Aymen (9)

Manera, Matteo (8)

Krištoufek, Ladislav (8)

Vošvrda, Miloslav (7)

Gil-Alana, Luis (7)

Todea, Alexandru (7)

McAleer, Michael (7)

LINTON, OLIVER (7)

Cites to:

Bollerslev, Tim (28)

Kim, Jae (26)

Darné, Olivier (22)

Fama, Eugene (17)

Franses, Philip Hans (16)

Lo, Andrew (14)

Engle, Robert (13)

Lucas, Andre (12)

Peña, Daniel (12)

Perron, Pierre (12)

Carnero, M. Angeles (11)

Main data


Where Amelie CHARLES has published?


Journals with more than one article published# docs
Economics Bulletin4
Economic Modelling3
Energy Policy3
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / HAL16
Post-Print / HAL8
Working Papers / Association Franaise de Cliomtrie (AFC)2
EconomiX Working Papers / University of Paris Nanterre, EconomiX2

Recent works citing Amelie CHARLES (2018 and 2017)


YearTitle of citing document
2018Patents in the Long Run: Theory, History and Statistics. (2018). DIEBOLT, Claude ; Pellier, Karine . In: Working Papers. RePEc:afc:wpaper:03-18.

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2017Analiza efektywności informacyjnej w formie słabej na rynkach „soft commodities” z wykorzystaniem wybranych testów statystycznych. (2017). Gorska, Anna ; Krawiec, Monika. In: Problems of World Agriculture / Problemy Rolnictwa Światowego. RePEc:ags:polpwa:264480.

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2017Market Efficiency of ASEAN Stock Markets. (2017). Shaik, Muneer ; Maheswaran, S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:109-122.

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2018Breakdown of covered interest parity: mystery or myth?. (2018). Wong, Alfred ; Zhang, Jiayue. In: BIS Papers chapters. RePEc:bis:bisbpc:96-08.

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2017Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks: evidence from a unique Malaysian data set. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:3-46.

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2017Bilateral FDI from South Africa and Income Convergence in SADC. (2017). Dunne, John ; Masiyandima, Nicholas . In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:3:p:403-415.

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2018DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Khademalomoom, Siroos. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:547-561.

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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Darné, Olivier ; Charles, Amlie ; Ferrara, Laurent ; Darne, Olivier. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760.

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2018How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market. (2018). Sattarhoff, Cristina ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7102.

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2017Evolution of world crude oil market integration and diversification: A wavelet-based complex network perspective. (2017). Sun, Xiaoqi ; Wang, Lijun ; Jia, Xiaoliang ; Huang, Xuan. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1788-1798.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2017Detecting method for crude oil price fluctuation mechanism under different periodic time series. (2017). Gao, Xiangyun ; Wang, Yue ; Fang, Wei. In: Applied Energy. RePEc:eee:appene:v:192:y:2017:i:c:p:201-212.

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2017Analyzing the determinants of terrorist attacks and their market reactions. (2017). Managi, Shunsuke ; HALKOS, GEORGE ; Zisiadou, Argyro. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:54:y:2017:i:c:p:57-73.

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2017Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26.

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2017Forecasting the oil futures price volatility: A new approach. (2017). Ma, Feng ; Chen, Wang ; Huang, Dengshi ; Liu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:560-566.

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2019Testing the white noise hypothesis of stock returns. (2019). Hill, Jonathan B ; Motegi, Kaiji. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:231-242.

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2018Adaptive market hypothesis and evolving predictability of bitcoin. (2018). Khuntia, Sashikanta ; Pattanayak, J K. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:26-28.

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2018Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129.

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2017Forecasting crude-oil market volatility: Further evidence with jumps. (2017). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:508-519.

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2017Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:141-150.

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2018Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots. (2018). Chevallier, Julien ; Chen, Rongda ; Chang, Kai. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:249-260.

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2017Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

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2018The influence of terrorism risk on stock market integration: Evidence from eight OECD countries. (2018). Narayan, Seema ; LE, Thai-Ha ; Sriananthakumar, S ; Le, T.-H., . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:247-259.

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2018Do terrorist attacks harm financial markets? A meta-analysis of event studies and the determinants of adverse impact. (2018). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:227-247.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:100-112.

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2018Economies of scale and scope in financial market infrastructures. (2018). Li, Shaofang ; Marin, Matej . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:17-49.

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2018Price and network dynamics in the European carbon market. (2018). Mandel, Antoine ; Battiston, Stefano ; Karpf, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:103-122.

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2018Stock market reaction to irregular supermarket chain behaviour: An investigation in the retail sectors of Ireland and the United Kingdom. (2018). Corbet, Shaen ; McMullan, Caroline. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:43:y:2018:i:c:p:20-29.

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2017Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil. (2017). Lau, Wee-Yeap ; Go, You-How. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:135-146.

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2017Investigating market efficiency through a forecasting model based on differential equations. (2017). de Resende, Charlene C ; Bosco, A R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:199-212.

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2017Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ma, Feng ; Ye, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:181-188.

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2018Is stock market volatility asymmetric? A multi-period analysis for five countries. (2018). Bentes, Sonia R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:258-265.

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2018Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA. (2018). Ruan, Qingsong ; Zhang, Shuhua ; Lv, Dayong ; Yang, Haiquan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:243-256.

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2018Long-term stock market volatility and the influence of terrorist attacks in Europe. (2018). Gurdgiev, Constantin ; Corbet, Shaen ; Meegan, Andrew. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:118-131.

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2017The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches. (2017). Wohar, Mark ; GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:283-294.

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2017On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis. (2017). Ben Rejeb, Aymen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:794-815.

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2017Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors. (2017). Savva, Christos ; McAleer, Michael ; Lambertides, N ; Zopiatis, A. In: Econometric Institute Research Papers. RePEc:ems:eureir:100332.

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2017The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters. (2017). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-33.pdf.

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2018Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence. (2018). Krištoufek, Ladislav. In: Working Papers IES. RePEc:fau:wpaper:wp2018_07.

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2018OPEC in the News. (2018). Plante, Michael. In: Working Papers. RePEc:fip:feddwp:1802.

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2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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2018Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Darné, Olivier ; Ferrara, Laurent ; Darne, Olivier ; Charles, Amelie. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01757081.

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2017Price and Network Dynamics in the European Carbon Market. (2017). Mandel, Antoine ; Karpf, Andreas ; Battiston, Stefano. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01484117.

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2017Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices. (2017). Kim, Jae ; Darné, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01526483.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01579718.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae Paul ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01598139.

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2018Forecasting and risk management in the Vietnam Stock Exchange. (2018). Darné, Olivier ; Ha, Manh. In: Working Papers. RePEc:hal:wpaper:halshs-01679456.

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2019A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA. (2019). Iyke, Bernard Njindan. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp1:p:1-26.

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2018Effects of US Monetary Policy on Eastern European Financial Markets. (2018). Chirila, Viorica. In: CES Working Papers. RePEc:jes:wpaper:y:2018:v:10:i:2:p:149-166.

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2018Evidence of random walk in Pakistan stock exchange: An emerging stock market study. (2018). Shamshir, Musarrat ; Mustafa, Khalid ; Baig, Mirza Jawwad. In: Journal of Economics Library. RePEc:ksp:journ5:v:5:y:2018:i:1:p:103-117.

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2017Price and Network Dynamics in the European Carbon Market. (2017). Mandel, Antoine ; Karpf, Andreas ; Battiston, Stefano. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17010.

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2017Adaptive Market Hypothesis: Evidence from three centuries of UK data. (2017). Almail, Ali ; Almudhaf, Fahad. In: Economics and Business Letters. RePEc:ove:journl:aid:11556.

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2018Evidence of Idiosyncratic Seasonality in ETFs Performance. (2018). Alves, Carlos Francisco ; de Castro, Duarte Andre. In: FEP Working Papers. RePEc:por:fepwps:603.

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2018Stock market reactions to wars and political risks: A cliometric perspective for a falling empire. (2018). Hanedar, Avni. In: MPRA Paper. RePEc:pra:mprapa:85600.

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2018Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201836.

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2018Temporal clustering of time series via threshold autoregressive models: application to commodity prices. (2018). Aslan, Sipan ; Iyigun, Cem ; Yozgatligil, Ceylan . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2659-0.

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2018Forecasting the volatility of crude oil futures using high-frequency data: further evidence. (2018). Ma, Feng ; He, Feng ; Chen, Wang ; Wei, YU. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1294-6.

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2018Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models. (2018). Aknouche, Abdelhakim ; Demouche, Nacer ; Al-Eid, Eid . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:3:d:10.1007_s11203-017-9160-x.

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2017Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts. (2017). Rodríguez, Gabriel ; Alvaro, Dennis ; Guillen, Angel . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:153:y:2017:i:1:d:10.1007_s10290-016-0271-z.

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2017Modelling the relationship between future energy intraday volatility and trading volume with wavelet. (2017). Ftiti, Zied ; JAWADI, Fredj ; Louhichi, Wal. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:20:p:1981-1993.

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2017Fourier--type tests involving martingale difference processes. (2017). Hlavka, Zdenk ; Meintanis, Simos G ; Kirch, Claudia ; Hukova, Marie. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:4:p:468-492.

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2017How predictable are precious metal returns?. (2017). Urquhart, Andrew. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413.

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2017Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910 -1914. (2017). Hanedar, Avni. In: Working Papers. RePEc:tek:wpaper:2017/2.

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2017Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors. (2017). Savva, Christos ; McAleer, Michael ; Lambertides, Neophytos ; Zopiatis, Anastasios . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170052.

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2017Tourism stocks in times of crises: An econometric investigation of non-macro factors. (2017). Savva, Christos ; McAleer, Michael ; Lambertides, Neophytos ; Zopiatis, Anastasios . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1716.

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2018Patents in the Long Run: Theory, History and Statistics.. (2018). DIEBOLT, Claude ; Pellier, Karine . In: Working Papers of BETA. RePEc:ulp:sbbeta:2018-20.

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2017Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914. (2017). Hanedar, Avni. In: eabh Papers. RePEc:zbw:eabhps:1702.

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Works by Amelie CHARLES:


YearTitleTypeCited
2011Large shocks in U.S. macroeconomic time series: 1860-1988 In: Cliometrica, Journal of Historical Economics and Econometric History.
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2011Large shocks in U.S. macroeconomic time series: 1860-1988.(2011) In: Post-Print.
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2009Large shocks in U.S. macroeconomic time series: 1860–1988.(2009) In: Working Papers.
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2011A Revision of the US Business-Cycles Chronology 1790–1928 In: Working Papers.
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2014A revision of the US business-cycles chronology 1790-1928.(2014) In: Economics Bulletin.
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2011A Revision of the US Business- Cycles Chronology 1790–1928.(2011) In: Working Papers.
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2012A new monthly chronology of the US industrial cycles in the prewar economy. In: Working Papers.
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2011A new monthly chronology of the US industrial cycles in the prewar economy.(2011) In: EconomiX Working Papers.
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2012A new monthly chronology of the US industrial cycles in the prewar economy.(2012) In: Working Papers.
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2009VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW In: Journal of Economic Surveys.
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2009Variance ratio tests of random walk: An overview.(2009) In: Post-Print.
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2009Testing for Random Walk Behavior in Euro Exchange Rates In: Economie Internationale.
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2015ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? In: Macroeconomic Dynamics.
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2010Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?.(2010) In: Working Papers.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence In: EconomiX Working Papers.
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2014Does the Great Recession imply the end of the Great Moderation? International evidence.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 3
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2008The impact of outliers on transitory and permanent components in macroeconomic time series In: Economics Bulletin.
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2008The impact of outliers on transitory and permanent components in macroeconomic time series.(2008) In: Post-Print.
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2012A note on the uncertain trend in US real GNP: Evidence from robust unit root tests In: Economics Bulletin.
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2010A note on the uncertain trend in US real GNP: Evidence from robust unit root test.(2010) In: Working Papers.
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2014Women are from Venus, Men are from Mars: But Do the Financial Markets Know It? In: Economics Bulletin.
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2014Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?.(2014) In: Post-Print.
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2006Large shocks and the September 11th terrorist attacks on international stock markets In: Economic Modelling.
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2011Testing the martingale difference hypothesis in CO2 emission allowances In: Economic Modelling.
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2011Testing the martingale difference hypothesis in CO2 emission allowances.(2011) In: Economic Modelling.
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2011Small sample properties of alternative tests for martingale difference hypothesis In: Economics Letters.
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2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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2005Outliers and GARCH models in financial data In: Economics Letters.
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2009The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests In: Economic Systems.
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2009The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests.(2009) In: Post-Print.
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2010The day-of-the-week effects on the volatility: The role of the asymmetry In: European Journal of Operational Research.
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2010The day-of-the week effects on the volatility: The role of the asymmetry.(2010) In: Post-Print.
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2009The efficiency of the crude oil markets: Evidence from variance ratio tests In: Energy Policy.
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2009The efficiency of the crude oil markets: Evidence from variance ratio tests.(2009) In: Post-Print.
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2013Market efficiency in the European carbon markets In: Energy Policy.
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2014Volatility persistence in crude oil markets In: Energy Policy.
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2014Volatility persistence in crude oil markets.(2014) In: Post-Print.
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2012Volatility Persistence in Crude Oil Markets.(2012) In: Working Papers.
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2014Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 In: Journal of Banking & Finance.
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2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates In: Journal of International Money and Finance.
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2010Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates.(2010) In: Working Papers.
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2011Testing the Speculative Efficiency Hypothesis on CO 2 Emission Allowance Prices: Evidence from Bluenext In: Working Papers.
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2012Large Shocks in the Volatility of the Dow Jones Industrial Average Index: 1928-2010 In: Working Papers.
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2014Stock Exchange Mergers and Market Efficiency In: Working Papers.
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2014Precious metals shine? A market efficiency perspective In: Working Papers.
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2014The sensitivity of Fama-French factors to economic uncertainty In: Working Papers.
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2012Convergence of real per capita GDP within COMESA countries: A panel unit root evidence In: The Annals of Regional Science.
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