Amelie CHARLES : Citation Profile


Are you Amelie CHARLES?

Audencia Nantes École de Management

12

H index

12

i10 index

485

Citations

RESEARCH PRODUCTION:

23

Articles

30

Papers

RESEARCH ACTIVITY:

   10 years (2005 - 2015). See details.
   Cites by year: 48
   Journals where Amelie CHARLES has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 17 (3.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch547
   Updated: 2021-09-25    RAS profile: 2015-04-27    
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Relations with other researchers


Works with:

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 (36)

Kim, Jae (12)

Miller, Stephen (10)

Ferrara, Laurent (10)

Krištoufek, Ladislav (9)

Ben Rejeb, Aymen (8)

Manera, Matteo (8)

Todea, Alexandru (7)

Gil-Alana, Luis (7)

Vošvrda, Miloslav (7)

LINTON, OLIVER (7)

Cites to:

Kim, Jae (28)

Bollerslev, Tim (28)

Darné, Olivier (22)

Fama, Eugene (20)

Franses, Philip Hans (15)

Lo, Andrew (15)

Perron, Pierre (13)

Engle, Robert (13)

Peña, Daniel (12)

Balke, Nathan (11)

French, Kenneth (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 (2021 and 2020)


YearTitle of citing document
2021Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21.

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2021Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14.

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2021A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727.

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2021Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368.

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2021Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392.

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2020Time-varying return predictability and adaptive markets hypothesis: Evidence on MIST countries from a novel wild bootstrap likelihood ratio approach. (2020). Ozkan, Oktay. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:34:y:2020:i:2:p:101-113.

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2021Stock Market Volatility and Terrorism: New Evidence from the Markov Switching Model. (2021). Shahzad, Mughal Khurrum ; Hyoung-Goo, Kang ; Tariq, Mohmand Yasir ; Mumtaz, Awan Tahir ; Faheem, Aslam. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:27:y:2021:i:2:p:263-284:n:5.

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2021Dating business cycles in France: A reference chronology. (2021). Mignon, Valérie ; Ferrara, Laurent ; DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Heyer, Eric ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-23.

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2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

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2020Safe marginal time of crude oil price via escape problem of econophysics. (2020). Leng, NA ; Li, Jiang-Cheng ; Peng, Jia-Sheng ; Wei, YU ; Zhong, Guang-Yan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:133:y:2020:i:c:s096007792030059x.

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2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504.

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2020Effects of oil price fall on the betas in the Unconventional Oil & Gas Industry. (2020). de Sanctis, Daniele ; Dallocchio, Maurizio ; Teti, Emanuele. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s030142152030402x.

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2020Emission reduction effect and carbon market efficiency of carbon emissions trading policy in China. (2020). Li, Jing ; Zhang, Wei ; Guo, Shucen. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302243.

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2021Efficiency of China’s carbon market: A case study of Hubei pilot market. (2021). Fantozzi, Francesco ; Bartocci, Pietro ; Zhou, Ming ; Zhao, Haibo ; Yuan, Tian ; Yang, Qing ; Chen, Yingqi. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s036054422100195x.

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2020Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. (2020). Liu, Jia ; He, Kaijian ; Stafylas, Dimitrios ; Zha, Rui ; Yu, Lean. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304964.

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2020Brent crude oil prices volatility during major crises. (2020). Coughlan, Joseph ; Morales, Lucia ; Zavadska, Miroslava. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318304380.

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2020The pricing efficiency of crude oil futures in the Shanghai International Exchange. (2020). Shang, Xingxing ; Fang, Libing ; Lv, Fei ; Yang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319305598.

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2021Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets. (2021). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319306774.

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2021Information efficiency research of Chinas carbon markets. (2021). Jiang, Ting ; Liu, Jian ; Ye, ZE. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310736.

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2021Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

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2021Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources. (2021). Liu, Wenbin ; Wang, Rui ; Xiao, Helu ; Gao, Meng ; Zhou, Zhongbao. In: Omega. RePEc:eee:jomega:v:104:y:2021:i:c:s0305048321000888.

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2021The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251.

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2020The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Mei-Jing. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309183.

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2020Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices. (2020). Vo, Xuan Vinh ; Sensoy, Ahmet ; Kang, Sanghoon ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308618.

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2021Universal law in the crude oil market based on visibility graph algorithm and network structure. (2021). Dong, Gaogao ; Du, Ruijin ; Tian, Lixin ; Wang, Fan. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309892.

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2020Blindfolded monkeys or financial analysts: Who is worth your money? New evidence on informational inefficiencies in the U.S. stock market. (2020). Pernagallo, Giuseppe ; Torrisi, Benedetto. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316462.

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2020Testing the efficient market hypothesis in Latin American stock markets. (2020). Sanchez-Granero, M A ; Trinidad-Segovia, J E ; Ramos-Requena, J P ; Balladares, K A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931739x.

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2020Stochastic resonance of drawdown risk in energy market prices. (2020). Dong, Yang ; Li, Jiang-Cheng ; Hu, Xiao-Bing ; Wen, Shu-Hui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317479.

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2020The impacts of terrorism on Turkish equity market: An investigation using intraday data. (2020). Gok, Ibrahim Yasar ; Topuz, Sefa ; Demirdogen, Yavuz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119319454.

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2020Forecast model for financial time series: An approach based on harmonic oscillators. (2020). Bosco, A R ; Acebal, J L ; Machado, A C ; Garcia, M M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301321.

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2020Everybody likes shopping, including the US capital market. (2020). Cohen, Gil ; Aharon, David Y ; Qadan, Mahmoud. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300224.

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2020Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691.

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2021Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

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2021Economic convergence among the world’s top-income economies. (2021). Gkoulgkoutsika, Alexandra ; Desli, Evangelia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:841-853.

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2020Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets. (2020). Mishra, Sibanjan ; Mohanty, Sunil K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918308109.

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2021Dating business cycles in France:A reference chronology. (2021). DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin. In: THEMA Working Papers. RePEc:ema:worpap:2021-15.

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2020Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM. (2020). Ucan, Yasemen ; Bayazit, Nilgun Guler ; Bildirici, Melike. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:11:p:2980-:d:369469.

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2020Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach. (2020). Yoon, Seong-Min ; Choi, Ki-Hong ; Kim, Neung-Woo ; Lee, Yun-Jung. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2171-:d:352974.

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2020Is Investors’ Psychology Affected Due to a Potential Unexpected Environmental Disaster?. (2020). HALKOS, GEORGE ; Zisiadou, Argyro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:151-:d:383470.

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2020The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model. (2020). Leccadito, Arturo ; Lamantia, Fabio ; la Mantia, Fabio ; de Giovanni, Domenico ; Costabile, Massimo ; Baiardi, Lorenzo Cerboni ; Staino, Alessandro ; Russo, Emilio ; Pirra, Marco ; Menzietti, Massimiliano ; Massabo, Ivar. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:71-:d:379251.

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2021A Linkage Framework for the China National Emission Trading System (CETS): Insight from Key Global Carbon Markets. (2021). Wang, Kevin Xinwei ; Innes, John L ; Shrestha, Anil Kumar ; Pan, Chunyu ; John-O. Niles, ; Sheng, Chunguang ; Li, Jinliang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7459-:d:588282.

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2020Lidée de régulation dans les sciences : hommage à lépistémologue Jean Piaget. (2020). DIEBOLT, Claude. In: Post-Print. RePEc:hal:journl:hal-02920407.

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2020On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities. (2020). Suardi, Sandy ; Darne, Olivier ; Chew, Lian ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03040689.

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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03186891.

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2021Oil Price Shocks, Real Economic Activity and Uncertainty. (2021). Darné, Olivier ; Suardi, Sandy ; Chua, Chew Lian ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03284089.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Doz, Catherine ; Pionnier, Pierre-Alain. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02443364.

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2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Working Papers. RePEc:hal:wpaper:hal-02903655.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Pionnier, Pierre-Alain ; Ferrara, Laurent ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02443364.

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2020Market Adaptability and Evolving Predictability of Stock Returns: An Evidence from India. (2020). Patra, Subhamitra ; Bhuyan, Biswabhusan ; Bhuian, Ranjan Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09308-2.

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2021MARKET EFFICIENCY IN NON-RENEWABLE RESOURCE MARKETS: EVIDENCE FROM STATIONARITY TESTS WITH STRUCTURAL CHANGES. (2021). Tun, Gul Pek ; Yildirim, Dilem ; Kara, Alper. In: ERC Working Papers. RePEc:met:wpaper:2103.

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2020Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models. (2020). Rodríguez, Gabriel ; Fernandez, Jean Pierre. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00484.

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2020Periodic autoregressive conditional duration. (2020). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:101696.

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2020.

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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darné, Olivier ; Charles, Amelie. In: Cliometrica. RePEc:spr:cliomt:v:15:y:2021:i:2:d:10.1007_s11698-020-00209-y.

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2020On the pernicious effects of oil price uncertainty on US real economic activities. (2020). Suardi, Sandy ; Darné, Olivier ; Chua, Chew Lian ; Charles, Amelie ; Darne, Olivier. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01801-6.

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2021Cryptocurrencies, gold, and WTI crude oil market efficiency: a dynamic analysis based on the adaptive market hypothesis. (2021). Jafari, Mohammad Ali ; Ghazani, Majid Mirzaee. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00246-0.

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2020Dynamic correlations and distributions of stock returns on Chinas stock markets. (2020). Chang, Chuo. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:1:f:10_1_6.

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2021Dating business cycles in France: A reference chronology.. (2021). Doz, Catherine ; Diebolt, Claude ; Bec, Frederique ; Aviat, Antonin ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis . In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-33.

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2020Are Religious Believers Irrational: A Direct Test from an Efficient Market Hypothesis. (2020). Chamil, Senarathne. In: Financial Sciences. Nauki o Finansach. RePEc:vrs:finsci:v:25:y:2020:i:1:p:35-53:n:4.

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2021Modelling the volatility of crude oil returns: Jumps and volatility forecasts. (2021). Roubaud, David ; Dutta, Anupam ; Bouri, Elie. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:889-897.

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2020Forecasting stock volatility in the presence of extreme shocks: Short‐term and long‐term effects. (2020). Wang, LU ; Liu, Guoshan ; Ma, Feng. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:797-810.

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2021Forecasting volatility with outliers in Realized GARCH models. (2021). Peng, Lei ; Wu, Zhimin ; Cai, Guanghui. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:4:p:667-685.

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2021Effects of structural changes on the prediction of downside volatility in futures markets. (2021). Lin, Boqiang ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1124-1153.

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2020From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS. (2019). Tietjen, Oliver ; Pahle, Michael ; Mauer, Eva-Maria ; Friedrich, Marina. In: EconStor Preprints. RePEc:zbw:esprep:196150.

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2020From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS. (2020). Mauer, Eva-Maria ; Friedrich, Marina ; Tietjen, Oliver ; Pahle, Michael. In: EconStor Preprints. RePEc:zbw:esprep:225210.

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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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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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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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This paper has another version. Agregated cites: 1
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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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This paper has another version. Agregated cites: 28
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2010Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.(2010) In: Working Papers.
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