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 |
0 |
1 |
1 |
2,085 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
67 |
0 |
0 |
1 |
343 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
192 |
0 |
0 |
0 |
1,037 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
1,007 |
0 |
1 |
1 |
3,235 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
1,704 |
| Exchange Rate Uncertainty and Firm Profitability |
1 |
1 |
2 |
717 |
1 |
1 |
2 |
2,579 |
| Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums |
0 |
0 |
1 |
569 |
0 |
0 |
6 |
2,158 |
| Fractional Cointegration Analysis of Long Term International Interest Rates |
0 |
0 |
1 |
803 |
0 |
0 |
1 |
2,939 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
0 |
385 |
0 |
0 |
0 |
2,205 |
| Fractional Dynamics in Japanese Financial Time Series |
0 |
0 |
0 |
331 |
0 |
0 |
1 |
1,535 |
| Fractional Monetary Dynamics |
0 |
0 |
1 |
217 |
0 |
0 |
1 |
1,196 |
| Long Memory and Forecasting in Euroyen Deposit Rates |
0 |
0 |
0 |
308 |
0 |
0 |
0 |
1,944 |
| Long Memory in the Greek Stock Market |
0 |
0 |
0 |
982 |
0 |
2 |
4 |
5,418 |
| Long Term Dependence in Stock Returns |
0 |
0 |
0 |
631 |
0 |
1 |
5 |
1,855 |
| Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
0 |
529 |
0 |
0 |
0 |
2,390 |
| Long-Memory Forecasting of U.S. Monetary Indices |
0 |
0 |
0 |
256 |
0 |
1 |
1 |
719 |
| Nearest-Neighbor Forecasts of U.S. Interest Rates |
0 |
0 |
0 |
834 |
0 |
1 |
2 |
4,050 |
| Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era |
0 |
0 |
0 |
886 |
0 |
0 |
1 |
4,858 |
| Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate |
0 |
0 |
1 |
738 |
0 |
0 |
1 |
7,413 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
560 |
0 |
0 |
0 |
5,036 |
| Persistent Dependence in Foreign Exchange Rates? A Reexamination |
0 |
0 |
0 |
372 |
0 |
0 |
1 |
2,272 |
| Stochastic Long Memory in Traded Goods Prices |
0 |
0 |
0 |
137 |
0 |
0 |
0 |
850 |
| The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test |
0 |
0 |
2 |
988 |
0 |
0 |
3 |
4,183 |
| The Long-Run Relationship Between Saving And Investment: Stylized Fact Or Fiction? |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
1,980 |
| Time-Varying Risk Premia in the Foreign Currency Futures Basis |
0 |
0 |
1 |
677 |
0 |
1 |
3 |
3,364 |
| Waves and Persistence in Merger and Acquisition Activity |
0 |
1 |
1 |
2,068 |
0 |
1 |
2 |
8,742 |
| Total Working Papers |
1 |
2 |
10 |
14,752 |
1 |
11 |
41 |
76,090 |
|
|
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