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 0 2,084
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 67 1 1 1 343
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 192 0 0 4 1,037
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 0 15 1,702
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 1,007 0 0 1 3,234
Exchange Rate Uncertainty and Firm Profitability 1 1 3 716 1 1 7 2,578
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 2 568 2 2 7 2,154
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 0 802 0 0 0 2,938
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 385 0 0 2 2,205
Fractional Dynamics in Japanese Financial Time Series 0 0 0 331 1 1 1 1,535
Fractional Monetary Dynamics 0 0 0 216 0 1 1 1,195
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 1 308 0 1 2 1,944
Long Memory in the Greek Stock Market 0 0 0 982 1 1 1 5,415
Long Term Dependence in Stock Returns 0 1 1 631 0 2 2 1,851
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 0 0 718
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 0 834 1 2 3 4,049
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 1 886 0 1 3 4,858
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 1 1 738 0 1 2 7,413
Persistence in International Inflation Rates 0 0 0 560 0 1 3 5,036
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 372 0 0 4 2,271
Stochastic Long Memory in Traded Goods Prices 0 0 0 137 0 0 1 850
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 986 0 0 2 4,180
The Long-Run Relationship Between Saving And Investment: Stylized Fact Or Fiction? 0 0 0 6 1 1 3 1,979
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 2 676 0 0 2 3,361
Waves and Persistence in Merger and Acquisition Activity 0 0 0 2,067 1 1 2 8,741
Total Working Papers 1 3 11 14,744 9 17 69 76,061


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 12 0 0 0 82
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 0 0 0 569
Dynamic futures hedging in currency markets 0 0 0 277 0 0 1 921
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 42 0 0 2 282
Exchange Rate Uncertainty and Firm Profitability 1 1 2 89 2 3 6 452
Exchange rate effects on the volume and variability of trade flows 1 1 1 284 1 1 7 1,035
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 0 87 0 0 1 424
Fractional dynamics in Japanese financial time series 0 0 0 29 0 0 1 235
Fractional monetary dynamics 0 0 0 30 0 1 1 402
Long Memory In Futures Prices 0 0 0 0 0 0 2 126
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 53 0 1 8 422
Long-memory forecasting of US monetary indices 0 0 0 35 0 0 1 230
Long-term dependence in stock returns 0 1 2 92 0 2 5 443
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 1 1 1 101 1 1 3 537
Stochastic long memory in traded goods prices 0 0 0 22 0 0 0 206
Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: a note on optimal contracting 0 0 0 46 0 0 0 277
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 1 2 3 88 1 2 4 423
Time series evidence on the saving-investment relationship 0 0 0 75 2 2 2 330
Waves and persistence in merger and acquisition activity 0 0 0 174 1 1 2 714
Total Journal Articles 4 6 9 1,575 8 14 46 8,110
3 registered items for which data could not be found


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 0 657 0 0 7 1,904
GPHROB: RATS modules to perform tests for fractional integration of timeseries 1 2 2 691 1 2 4 1,837
Total Software Items 1 2 2 1,348 1 2 11 3,741


Statistics updated 2024-02-04