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 12 17 2,102
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 2 5 9 352
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 1 1,008 0 15 19 3,254
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 4 11 1,715
Exchange Rate Uncertainty and Firm Profitability 0 0 0 717 0 3 9 2,588
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 0 569 0 7 10 2,168
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 0 803 1 4 6 2,947
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 385 0 12 13 2,218
Fractional Dynamics in Japanese Financial Time Series 0 0 0 331 0 3 7 1,543
Fractional Monetary Dynamics 0 0 0 217 2 21 26 1,222
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 308 0 2 8 1,952
Long Memory in the Greek Stock Market 0 0 0 982 0 3 12 5,431
Long Term Dependence in Stock Returns 0 0 0 631 1 3 7 1,862
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 0 529 0 6 8 2,399
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 1 4 13 733
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 0 834 0 7 9 4,060
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 0 886 0 5 7 4,865
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 738 1 8 11 7,425
Persistence in International Inflation Rates 0 0 0 560 0 9 15 5,052
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 372 0 3 9 2,281
Stochastic Long Memory in Traded Goods Prices 0 0 0 137 2 6 11 862
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 989 2 7 13 4,199
The Long-Run Relationship Between Saving And Investment: Stylized Fact Or Fiction? 0 0 0 6 0 1 3 1,983
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 1 678 1 4 9 3,374
Waves and Persistence in Merger and Acquisition Activity 0 0 1 2,069 1 3 15 8,758
Total Working Papers 0 0 3 14,756 16 161 286 76,391


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 1 4 5 90
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 0 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 3 9 440
Chaos in an emerging capital market? The case of the Athens Stock Exchange 0 0 0 83 0 2 4 211
Dynamic futures hedging in currency markets 0 1 2 279 0 6 12 935
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 42 0 6 11 294
Exchange Rate Uncertainty and Firm Profitability 0 2 4 94 0 6 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 2 5 11 439
Fractional dynamics in Japanese financial time series 0 0 0 29 0 6 11 246
Fractional monetary dynamics 0 0 0 30 0 4 14 423
Long Memory In Futures Prices 0 0 0 0 0 3 6 134
Long memory in the Greek stock market 0 0 0 101 0 1 7 584
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 53 1 6 8 433
Long-memory forecasting of US monetary indices 0 0 0 35 0 3 5 237
Long-term dependence in stock returns 0 0 0 93 0 3 11 458
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 101 1 6 17 556
Stochastic long memory in traded goods prices 0 0 0 22 0 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 2 8 13 441
Time series evidence on the saving-investment relationship 0 0 0 75 2 5 6 337
Waves and persistence in merger and acquisition activity 1 1 2 177 1 5 13 732
Total Journal Articles 1 4 11 1,828 10 99 215 9,606


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 4 10 1,916
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 0 2 694 0 6 12 1,850
Total Software Items 0 0 2 1,352 0 10 22 3,766


Statistics updated 2026-04-09