Details about John Barkoulas
Access statistics for papers by John Barkoulas.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: pba26
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Working Papers
2004
- Dynamics of Intra-EMS Interest Rate Linkages
Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
Also in Computing in Economics and Finance 2002, Society for Computational Economics (2002) View citations (1)
See also Journal Article Dynamics of Intra-EMS Interest Rate Linkages, Journal of Money, Credit and Banking, Blackwell Publishing (2006) View citations (22) (2006)
2003
- Long-Memory Forecasting of U.S. Monetary Indices
Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
See also Journal Article Long-memory forecasting of US monetary indices, Journal of Forecasting, John Wiley & Sons, Ltd. (2006) View citations (10) (2006)
- Nearest-Neighbor Forecasts of U.S. Interest Rates
Boston College Working Papers in Economics, Boston College Department of Economics View citations (9)
2001
- Exchange Rate Effects on the Volume and Variability of Trade Flows
Boston College Working Papers in Economics, Boston College Department of Economics View citations (14)
Also in Working Papers, Koc University (1998)
See also Journal Article Exchange rate effects on the volume and variability of trade flows, Journal of International Money and Finance, Elsevier (2002) View citations (50) (2002)
- Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums
Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
See also Journal Article Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums, Journal of Macroeconomics, Elsevier (2003) View citations (14) (2003)
2000
- Exchange Rate Uncertainty and Firm Profitability
Boston College Working Papers in Economics, Boston College Department of Economics View citations (3)
See also Journal Article Exchange Rate Uncertainty and Firm Profitability, Journal of Macroeconomics, Elsevier (2001) View citations (34) (2001)
- Persistent Dependence in Foreign Exchange Rates? A Reexamination
Boston College Working Papers in Economics, Boston College Department of Economics View citations (6)
- The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test
Boston College Working Papers in Economics, Boston College Department of Economics View citations (3)
1999
- Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era
Boston College Working Papers in Economics, Boston College Department of Economics View citations (42)
See also Journal Article Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era, Journal of International Money and Finance, Elsevier (2001) View citations (183) (2001)
- Waves and Persistence in Merger and Acquisition Activity
Boston College Working Papers in Economics, Boston College Department of Economics View citations (9)
See also Journal Article Waves and persistence in merger and acquisition activity, Economics Letters, Elsevier (2001) View citations (15) (2001)
1998
- Fractional Monetary Dynamics
Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
See also Journal Article Fractional monetary dynamics, Applied Economics, Taylor & Francis Journals (1999) View citations (8) (1999)
- Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float?
Boston College Working Papers in Economics, Boston College Department of Economics View citations (13)
See also Journal Article Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?, Journal of International Financial Markets, Institutions and Money, Elsevier (1999) View citations (54) (1999)
1997
- Long Memory and Forecasting in Euroyen Deposit Rates
Boston College Working Papers in Economics, Boston College Department of Economics View citations (9)
- Stochastic Long Memory in Traded Goods Prices
Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
See also Journal Article Stochastic long memory in traded goods prices, Applied Economics Letters, Taylor & Francis Journals (1998) View citations (5) (1998)
1996
- A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency
Boston College Working Papers in Economics, Boston College Department of Economics View citations (6)
See also Journal Article A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency, Applied Financial Economics, Taylor & Francis Journals (1997) View citations (19) (1997)
- Fractional Cointegration Analysis of Long Term International Interest Rates
Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)
- Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
Boston College Working Papers in Economics, Boston College Department of Economics View citations (6)
- Fractional Dynamics in Japanese Financial Time Series
Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
See also Journal Article Fractional dynamics in Japanese financial time series, Pacific-Basin Finance Journal, Elsevier (1998) View citations (16) (1998)
- Long Memory in the Greek Stock Market
Boston College Working Papers in Economics, Boston College Department of Economics View citations (20)
See also Journal Article Long memory in the Greek stock market, Applied Financial Economics, Taylor & Francis Journals (2000) View citations (99) (2000)
- Long Term Dependence in Stock Returns
Boston College Working Papers in Economics, Boston College Department of Economics View citations (92)
See also Journal Article Long-term dependence in stock returns, Economics Letters, Elsevier (1996) View citations (89) (1996)
- Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate
Boston College Working Papers in Economics, Boston College Department of Economics
- Persistence in International Inflation Rates
Boston College Working Papers in Economics, Boston College Department of Economics View citations (23)
- Time-Varying Risk Premia in the Foreign Currency Futures Basis
Boston College Working Papers in Economics, Boston College Department of Economics View citations (12)
1994
- The Long-Run Relationship Between Saving And Investment: Stylized Fact Or Fiction?
Boston College Working Papers in Economics, Boston College Department of Economics
Journal Articles
2012
- A metric and topological analysis of determinism in the crude oil spot market
Energy Economics, 2012, 34, (2), 584-591 View citations (12)
2008
- Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: a note on optimal contracting
The European Journal of Finance, 2008, 14, (4), 273-280
2006
- Dynamics of Intra-EMS Interest Rate Linkages
Journal of Money, Credit and Banking, 2006, 38, (2), 469-482 View citations (22)
See also Working Paper Dynamics of Intra-EMS Interest Rate Linkages, Boston College Working Papers in Economics (2004) View citations (2) (2004)
- Long-memory forecasting of US monetary indices
Journal of Forecasting, 2006, 25, (4), 291-302 View citations (10)
See also Working Paper Long-Memory Forecasting of U.S. Monetary Indices, Boston College Working Papers in Economics (2003) View citations (1) (2003)
2003
- Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums
Journal of Macroeconomics, 2003, 25, (1), 109-122 View citations (14)
See also Working Paper Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums, Boston College Working Papers in Economics (2001) View citations (2) (2001)
- The forward rate unbiasedness hypothesis reexamined: evidence from a new test
Global Finance Journal, 2003, 14, (1), 83-93 View citations (12)
2002
- Exchange rate effects on the volume and variability of trade flows
Journal of International Money and Finance, 2002, 21, (4), 481-496 View citations (50)
See also Working Paper Exchange Rate Effects on the Volume and Variability of Trade Flows, Boston College Working Papers in Economics (2001) View citations (14) (2001)
2001
- Exchange Rate Uncertainty and Firm Profitability
Journal of Macroeconomics, 2001, 23, (4), 565-576 View citations (34)
See also Working Paper Exchange Rate Uncertainty and Firm Profitability, Boston College Working Papers in Economics (2000) View citations (3) (2000)
- Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
Journal of International Money and Finance, 2001, 20, (3), 379-399 View citations (183)
See also Working Paper Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era, Boston College Working Papers in Economics (1999) View citations (42) (1999)
- Waves and persistence in merger and acquisition activity
Economics Letters, 2001, 70, (2), 237-243 View citations (15)
See also Working Paper Waves and Persistence in Merger and Acquisition Activity, Boston College Working Papers in Economics (1999) View citations (9) (1999)
2000
- Long memory in the Greek stock market
Applied Financial Economics, 2000, 10, (2), 177-184 View citations (99)
See also Working Paper Long Memory in the Greek Stock Market, Boston College Working Papers in Economics (1996) View citations (20) (1996)
1999
- Dynamic futures hedging in currency markets
The European Journal of Finance, 1999, 5, (4), 299-314 View citations (16)
- Fractional monetary dynamics
Applied Economics, 1999, 31, (11), 1393-1400 View citations (8)
See also Working Paper Fractional Monetary Dynamics, Boston College Working Papers in Economics (1998) View citations (1) (1998)
- Long Memory In Futures Prices
The Financial Review, 1999, 34, (1), 91-100 View citations (25)
- Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?
Journal of International Financial Markets, Institutions and Money, 1999, 9, (4), 359-376 View citations (54)
See also Working Paper Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float?, Boston College Working Papers in Economics (1998) View citations (13) (1998)
1998
- Chaos in an emerging capital market? The case of the Athens Stock Exchange
Applied Financial Economics, 1998, 8, (3), 231-243 View citations (38)
- Fractional dynamics in Japanese financial time series
Pacific-Basin Finance Journal, 1998, 6, (1-2), 115-124 View citations (16)
See also Working Paper Fractional Dynamics in Japanese Financial Time Series, Boston College Working Papers in Economics (1996) View citations (2) (1996)
- Stochastic long memory in traded goods prices
Applied Economics Letters, 1998, 5, (3), 135-138 View citations (5)
See also Working Paper Stochastic Long Memory in Traded Goods Prices, Boston College Working Papers in Economics (1997) View citations (1) (1997)
1997
- A nonparametric investigation of the 90-day t-bill rate
Review of Financial Economics, 1997, 6, (2), 187-198 View citations (8)
- A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
Applied Financial Economics, 1997, 7, (6), 635-643 View citations (19)
See also Working Paper A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency, Boston College Working Papers in Economics (1996) View citations (6) (1996)
1996
- Long-term dependence in stock returns
Economics Letters, 1996, 53, (3), 253-259 View citations (89)
See also Working Paper Long Term Dependence in Stock Returns, Boston College Working Papers in Economics (1996) View citations (92) (1996)
- Time series evidence on the saving-investment relationship
Applied Economics Letters, 1996, 3, (2), 77-80 View citations (7)
Software Items
1997
- GPHROB: RATS modules to perform tests for fractional integration of timeseries
Statistical Software Components, Boston College Department of Economics
1996
- ARFIMAFC: RATS modules to forecast fractionally differenced timeseries
Statistical Software Components, Boston College Department of Economics
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