Access Statistics for John Barkoulas

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 1 12 459 5 15 47 1,948
Dynamics of Intra-EMS Interest Rate Linkages 1 1 8 177 6 12 68 866
Exchange Rate Effects on the Volume and Variability of Trade Flows 5 11 55 929 14 30 138 2,905
Exchange Rate Uncertainty and Firm Profitability 8 15 55 452 22 44 166 1,571
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 1 3 24 511 5 20 82 1,880
Fractional Cointegration Analysis of Long Term International Interest Rates 3 7 26 758 10 31 84 2,760
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 1 3 9 348 14 33 81 1,986
Fractional Dynamics in Japanese Financial Time Series 0 3 11 308 4 18 54 1,374
Fractional Monetary Dynamics 2 2 10 200 10 14 47 1,072
Long Memory and Forecasting in Euroyen Deposit Rates 0 1 5 289 6 17 42 1,832
Long Memory in the Greek Stock Market 1 7 24 930 15 40 148 5,112
Long Term Dependence in Stock Returns 1 3 17 573 8 19 56 1,650
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 3 27 471 5 21 80 2,158
Nearest-Neighbor Forecasts of U.S. Interest Rates 3 9 35 782 17 41 144 3,849
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 3 22 843 7 27 107 4,554
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 3 7 39 655 19 67 335 7,001
Persistence in International Inflation Rates 1 4 17 522 12 27 106 4,806
Persistent Dependence in Foreign Exchange Rates? A Reexamination 3 4 8 351 9 17 42 2,110
Stochastic Long Memory in Traded Goods Prices 0 0 0 131 10 13 23 778
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 7 14 93 848 40 72 364 3,304
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 6 25 610 10 29 98 2,992
Waves and Persistence in Merger and Acquisition Activity 5 22 81 1,853 63 148 448 7,764
Total Working Papers 45 129 603 13,000 311 755 2,760 64,272


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamics of Intra-EMS Interest Rate Linkages 0 2 8 22 6 14 46 117
Total Journal Articles 0 2 8 22 6 14 46 117


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 2 7 31 587 8 28 96 1,652
GPHROB: RATS modules to perform tests for fractional integration of timeseries 1 8 38 563 9 27 90 1,471
Total Software Items 3 15 69 1,150 17 55 186 3,123


Statistics updated 2009-11-04