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Details about John Barkoulas

E-mail:
Phone:912-4781838
Workplace:Department of Finance and Economics, Georgia Southern University, (more information at EDIRC)

Access statistics for papers by John Barkoulas.

Last updated 2012-10-06. Update your information in the RePEc Author Service.

Short-id: pba26


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Working Papers

2004

  1. Dynamics of Intra-EMS Interest Rate Linkages
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    Also in Computing in Economics and Finance 2002, Society for Computational Economics (2002) Downloads

    See also Journal Article in Journal of Money, Credit and Banking (2006)

2003

  1. Long-Memory Forecasting of U.S. Monetary Indices
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Forecasting (2006)
  2. Nearest-Neighbor Forecasts of U.S. Interest Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (5)

2001

  1. Exchange Rate Effects on the Volume and Variability of Trade Flows
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (12)
    Also in Working Papers, Koc University (1998)

    See also Journal Article in Journal of International Money and Finance (2002)
  2. 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 Downloads View citations (2)
    See also Journal Article in Journal of Macroeconomics (2003)

2000

  1. Exchange Rate Uncertainty and Firm Profitability
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    See also Journal Article in Journal of Macroeconomics (2001)
  2. Persistent Dependence in Foreign Exchange Rates? A Reexamination
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (6)
  3. The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)

1999

  1. Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (41)
    See also Journal Article in Journal of International Money and Finance (2001)
  2. Waves and Persistence in Merger and Acquisition Activity
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (8)
    See also Journal Article in Economics Letters (2001)

1998

  1. Fractional Monetary Dynamics
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    See also Journal Article in Applied Economics (1999)
  2. 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 Downloads View citations (12)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (1999)

1997

  1. Long Memory and Forecasting in Euroyen Deposit Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (9)
  2. Stochastic Long Memory in Traded Goods Prices
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    See also Journal Article in Applied Economics Letters (1998)

1996

  1. 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 Downloads View citations (6)
    See also Journal Article in Applied Financial Economics (1997)
  2. Fractional Cointegration Analysis of Long Term International Interest Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (4)
  3. Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (5)
    See also Journal Article in Journal of Financial Research (1997)
  4. Fractional Dynamics in Japanese Financial Time Series
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    See also Journal Article in Pacific-Basin Finance Journal (1998)
  5. Long Memory in the Greek Stock Market
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (16)
    See also Journal Article in Applied Financial Economics (2000)
  6. Long Term Dependence in Stock Returns
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (29)
    See also Journal Article in Economics Letters (1996)
  7. Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  8. Persistence in International Inflation Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (22)
    See also Journal Article in Southern Economic Journal (1999)
  9. Time-Varying Risk Premia in the Foreign Currency Futures Basis
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (11)

1994

  1. 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

  1. A metric and topological analysis of determinism in the crude oil spot market
    Energy Economics, 2012, 34, (2), 584-591 Downloads View citations (8)

2008

  1. 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 Downloads

2006

  1. Dynamics of Intra-EMS Interest Rate Linkages
    Journal of Money, Credit and Banking, 2006, 38, (2), 469-482 Downloads View citations (14)
    See also Working Paper (2004)
  2. Long-memory forecasting of US monetary indices
    Journal of Forecasting, 2006, 25, (4), 291-302 Downloads View citations (8)
    See also Working Paper (2003)

2003

  1. Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums
    Journal of Macroeconomics, 2003, 25, (1), 109-122 Downloads View citations (11)
    See also Working Paper (2001)
  2. The forward rate unbiasedness hypothesis reexamined: evidence from a new test
    Global Finance Journal, 2003, 14, (1), 83-93 Downloads View citations (4)

2002

  1. Exchange rate effects on the volume and variability of trade flows
    Journal of International Money and Finance, 2002, 21, (4), 481-496 Downloads View citations (27)
    See also Working Paper (2001)

2001

  1. Exchange Rate Uncertainty and Firm Profitability
    Journal of Macroeconomics, 2001, 23, (4), 565-576 Downloads View citations (19)
    See also Working Paper (2000)
  2. Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
    Journal of International Money and Finance, 2001, 20, (3), 379-399 Downloads View citations (140)
    See also Working Paper (1999)
  3. Waves and persistence in merger and acquisition activity
    Economics Letters, 2001, 70, (2), 237-243 Downloads View citations (8)
    See also Working Paper (1999)

2000

  1. Long memory in the Greek stock market
    Applied Financial Economics, 2000, 10, (2), 177-184 Downloads View citations (53)
    See also Working Paper (1996)

1999

  1. Dynamic futures hedging in currency markets
    The European Journal of Finance, 1999, 5, (4), 299-314 Downloads View citations (15)
  2. Fractional monetary dynamics
    Applied Economics, 1999, 31, (11), 1393-1400 Downloads View citations (7)
    See also Working Paper (1998)
  3. Long Memory In Futures Prices
    The Financial Review, 1999, 34, (1), 91-100 View citations (15)
  4. 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 Downloads View citations (39)
    See also Working Paper (1998)
  5. Persistence in International Inflation Rates
    Southern Economic Journal, 1999, 65, (4), 900-913 View citations (64)
    See also Working Paper (1996)

1998

  1. Chaos in an emerging capital market? The case of the Athens Stock Exchange
    Applied Financial Economics, 1998, 8, (3), 231-243 Downloads View citations (35)
  2. Fractional dynamics in Japanese financial time series
    Pacific-Basin Finance Journal, 1998, 6, (1-2), 115-124 Downloads View citations (11)
    See also Working Paper (1996)
  3. Stochastic long memory in traded goods prices
    Applied Economics Letters, 1998, 5, (3), 135-138 Downloads View citations (4)
    See also Working Paper (1997)

1997

  1. A nonparametric investigation of the 90-day t-bill rate
    Review of Financial Economics, 1997, 6, (2), 187-198 Downloads View citations (6)
  2. 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 Downloads View citations (13)
    See also Working Paper (1996)
  3. Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
    Journal of Financial Research, 1997, 20, (3), 355-72 View citations (21)
    See also Working Paper (1996)

1996

  1. Long-term dependence in stock returns
    Economics Letters, 1996, 53, (3), 253-259 Downloads View citations (55)
    See also Working Paper (1996)
  2. Time series evidence on the saving-investment relationship
    Applied Economics Letters, 1996, 3, (2), 77-80 Downloads View citations (4)

Software Items

1997

  1. GPHROB: RATS modules to perform tests for fractional integration of timeseries
    Statistical Software Components, Boston College Department of Economics Downloads

1996

  1. ARFIMAFC: RATS modules to forecast fractionally differenced timeseries
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2017-10-15