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 2 13 15 2,100
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 192 0 4 9 1,046
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 67 0 4 7 350
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 4 11 1,715
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 1 1,008 2 15 19 3,254
Exchange Rate Uncertainty and Firm Profitability 0 0 0 717 1 4 9 2,588
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 0 569 0 8 10 2,168
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 0 803 0 4 6 2,946
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 385 4 12 13 2,218
Fractional Dynamics in Japanese Financial Time Series 0 0 0 331 1 4 7 1,543
Fractional Monetary Dynamics 0 0 0 217 5 22 24 1,220
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 308 1 4 8 1,952
Long Memory in the Greek Stock Market 0 0 0 982 1 7 12 5,431
Long Term Dependence in Stock Returns 0 0 0 631 1 3 6 1,861
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 0 529 1 7 8 2,399
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 0 7 13 732
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 0 834 0 7 10 4,060
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 0 886 1 5 7 4,865
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 738 0 8 10 7,424
Persistence in International Inflation Rates 0 0 0 560 2 12 15 5,052
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 372 0 6 9 2,281
Stochastic Long Memory in Traded Goods Prices 0 0 0 137 2 6 9 860
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 989 2 7 12 4,197
The Long-Run Relationship Between Saving And Investment: Stylized Fact Or Fiction? 0 0 0 6 0 3 3 1,983
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 1 678 1 6 8 3,373
Waves and Persistence in Merger and Acquisition Activity 0 1 1 2,069 0 3 15 8,757
Total Working Papers 0 1 3 14,756 27 185 275 76,375


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 0 4 4 89
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 6 8 10 581
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 48 0 4 9 440
Chaos in an emerging capital market? The case of the Athens Stock Exchange 0 0 0 83 1 2 4 211
Dynamic futures hedging in currency markets 1 2 2 279 2 8 13 935
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 42 2 8 11 294
Exchange Rate Uncertainty and Firm Profitability 2 2 4 94 2 8 21 482
Exchange rate effects on the volume and variability of trade flows 0 0 1 288 0 1 8 1,055
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 88 0 4 9 437
Fractional dynamics in Japanese financial time series 0 0 0 29 1 7 11 246
Fractional monetary dynamics 0 0 0 30 1 4 14 423
Long Memory In Futures Prices 0 0 0 0 2 5 6 134
Long memory in the Greek stock market 0 0 0 101 0 3 7 584
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 53 3 5 7 432
Long-memory forecasting of US monetary indices 0 0 0 35 0 3 6 237
Long-term dependence in stock returns 0 0 0 93 1 6 11 458
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 101 1 7 16 555
Stochastic long memory in traded goods prices 0 0 0 22 1 7 10 217
Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: a note on optimal contracting 0 0 0 47 0 1 3 281
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 1 91 1 7 11 439
Time series evidence on the saving-investment relationship 0 0 0 75 0 4 4 335
Waves and persistence in merger and acquisition activity 0 0 1 176 1 7 12 731
Total Journal Articles 3 4 10 1,827 25 113 207 9,596


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 0 6 10 1,916
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 1 2 694 2 8 12 1,850
Total Software Items 0 1 2 1,352 2 14 22 3,766


Statistics updated 2026-03-04