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 0 20 2,106
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 192 1 1 11 1,049
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 67 2 3 11 355
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 1 3 15 1,721
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 1 1,008 0 1 22 3,257
Exchange Rate Uncertainty and Firm Profitability 0 0 0 717 1 3 17 2,596
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 0 569 0 0 12 2,170
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 0 803 0 3 11 2,953
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 385 0 1 14 2,219
Fractional Dynamics in Japanese Financial Time Series 0 0 0 331 0 0 8 1,546
Fractional Monetary Dynamics 0 0 0 217 2 5 32 1,228
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 308 1 3 13 1,959
Long Memory in the Greek Stock Market 0 0 0 982 0 0 10 5,431
Long Term Dependence in Stock Returns 0 0 0 631 0 0 9 1,864
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 0 529 1 3 18 2,409
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 1 2 13 735
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 0 834 1 2 14 4,065
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 0 886 65 66 76 4,934
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 738 1 1 13 7,428
Persistence in International Inflation Rates 0 0 0 560 1 4 21 5,058
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 372 1 2 18 2,292
Stochastic Long Memory in Traded Goods Prices 0 0 0 137 0 2 16 868
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 1 2 991 1 3 20 4,209
The Long-Run Relationship Between Saving And Investment: Stylized Fact Or Fiction? 0 0 0 6 0 0 4 1,984
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 1 678 0 2 12 3,378
Waves and Persistence in Merger and Acquisition Activity 0 0 1 2,069 0 11 25 8,771
Total Working Papers 0 1 5 14,758 80 121 455 76,585


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 2 9 94
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 0 0 10 582
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 48 1 1 10 443
Chaos in an emerging capital market? The case of the Athens Stock Exchange 0 0 0 83 0 0 4 212
Dynamic futures hedging in currency markets 0 0 2 279 0 1 18 942
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 42 0 0 12 296
Exchange Rate Uncertainty and Firm Profitability 0 0 4 94 2 6 27 492
Exchange rate effects on the volume and variability of trade flows 0 0 1 288 0 0 7 1,055
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 0 88 0 0 9 440
Fractional dynamics in Japanese financial time series 0 0 0 29 0 1 11 249
Fractional monetary dynamics 0 0 0 30 1 1 16 426
Long Memory In Futures Prices 0 0 0 0 0 0 8 136
Long memory in the Greek stock market 0 0 0 101 0 1 8 586
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 53 1 3 12 437
Long-memory forecasting of US monetary indices 0 0 0 35 0 0 7 239
Long-term dependence in stock returns 0 0 0 93 0 0 11 459
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 1 1 1 102 3 4 23 566
Stochastic long memory in traded goods prices 0 0 0 22 0 0 11 219
Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: a note on optimal contracting 0 0 0 47 0 0 3 281
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 0 91 1 1 14 445
Time series evidence on the saving-investment relationship 0 0 0 75 1 2 9 340
Waves and persistence in merger and acquisition activity 0 0 1 177 1 2 17 740
Total Journal Articles 1 1 9 1,829 12 25 256 9,679


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 0 8 1,916
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 0 2 694 0 1 14 1,854
Total Software Items 0 0 2 1,352 0 1 22 3,770


Statistics updated 2026-09-10