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 0 0 489 8 11 13 2,098
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 67 3 5 7 350
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 192 4 8 9 1,046
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 1 1 1,008 13 16 17 3,252
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 4 7 11 1,715
Exchange Rate Uncertainty and Firm Profitability 0 0 0 717 2 5 8 2,587
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 0 569 7 8 10 2,168
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 0 803 3 4 6 2,946
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 385 8 8 9 2,214
Fractional Dynamics in Japanese Financial Time Series 0 0 0 331 2 4 6 1,542
Fractional Monetary Dynamics 0 0 0 217 14 19 19 1,215
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 308 1 3 7 1,951
Long Memory in the Greek Stock Market 0 0 0 982 2 7 11 5,430
Long Term Dependence in Stock Returns 0 0 0 631 1 3 5 1,860
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 0 529 5 7 8 2,398
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 3 10 13 732
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 0 834 7 8 10 4,060
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 0 886 4 6 6 4,864
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 738 7 8 11 7,424
Persistence in International Inflation Rates 0 0 0 560 7 12 13 5,050
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 372 3 7 9 2,281
Stochastic Long Memory in Traded Goods Prices 0 0 0 137 2 5 7 858
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 1 989 3 5 11 4,195
The Long-Run Relationship Between Saving And Investment: Stylized Fact Or Fiction? 0 0 0 6 1 3 3 1,983
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 1 1 678 2 6 7 3,372
Waves and Persistence in Merger and Acquisition Activity 0 1 1 2,069 2 9 15 8,757
Total Working Papers 0 3 4 14,756 118 194 251 76,348


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A metric and topological analysis of determinism in the crude oil spot market 0 0 0 13 3 4 4 89
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 2 3 4 575
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 48 3 4 9 440
Chaos in an emerging capital market? The case of the Athens Stock Exchange 0 0 0 83 1 1 3 210
Dynamic futures hedging in currency markets 0 1 1 278 4 7 11 933
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 42 4 7 10 292
Exchange Rate Uncertainty and Firm Profitability 0 1 2 92 4 9 19 480
Exchange rate effects on the volume and variability of trade flows 0 1 2 288 1 6 9 1,055
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 88 3 5 9 437
Fractional dynamics in Japanese financial time series 0 0 0 29 5 7 10 245
Fractional monetary dynamics 0 0 0 30 3 9 13 422
Long Memory In Futures Prices 0 0 0 0 1 4 5 132
Long memory in the Greek stock market 0 0 0 101 1 4 7 584
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 53 2 4 5 429
Long-memory forecasting of US monetary indices 0 0 0 35 3 4 7 237
Long-term dependence in stock returns 0 0 0 93 2 7 10 457
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 101 4 10 15 554
Stochastic long memory in traded goods prices 0 0 0 22 6 7 10 216
Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: a note on optimal contracting 0 0 0 47 1 3 3 281
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 1 91 5 7 11 438
Time series evidence on the saving-investment relationship 0 0 0 75 3 4 4 335
Waves and persistence in merger and acquisition activity 0 0 1 176 3 6 14 730
Total Journal Articles 0 3 8 1,824 64 122 192 9,571


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 0 0 0 658 4 6 11 1,916
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 1 2 694 4 6 10 1,848
Total Software Items 0 1 2 1,352 8 12 21 3,764


Statistics updated 2026-02-12