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 3 4 5 2,090
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 192 0 4 5 1,042
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 67 1 3 4 347
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 1 1 1,008 0 4 4 3,239
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 5 7 1,711
Exchange Rate Uncertainty and Firm Profitability 0 0 0 717 1 6 6 2,585
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 0 569 1 2 3 2,161
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 0 803 1 1 4 2,943
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 385 0 1 1 2,206
Fractional Dynamics in Japanese Financial Time Series 0 0 0 331 1 2 5 1,540
Fractional Monetary Dynamics 0 0 0 217 3 5 5 1,201
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 308 2 3 6 1,950
Long Memory in the Greek Stock Market 0 0 0 982 4 7 9 5,428
Long Term Dependence in Stock Returns 0 0 0 631 1 3 4 1,859
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 0 529 1 2 3 2,393
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 4 7 10 729
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 0 834 0 2 3 4,053
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 0 886 0 2 2 4,860
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 738 1 2 4 7,417
Persistence in International Inflation Rates 0 0 0 560 3 6 7 5,043
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 372 3 4 6 2,278
Stochastic Long Memory in Traded Goods Prices 0 0 0 137 2 4 6 856
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 1 989 2 3 9 4,192
The Long-Run Relationship Between Saving And Investment: Stylized Fact Or Fiction? 0 0 0 6 2 2 2 1,982
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 1 1 678 3 4 6 3,370
Waves and Persistence in Merger and Acquisition Activity 1 1 1 2,069 1 8 13 8,755
Total Working Papers 1 3 4 14,756 40 96 139 76,230


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 1 1 86
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 0 1 2 573
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 48 1 4 6 437
Chaos in an emerging capital market? The case of the Athens Stock Exchange 0 0 0 83 0 0 2 209
Dynamic futures hedging in currency markets 1 1 1 278 2 4 7 929
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 42 2 3 6 288
Exchange Rate Uncertainty and Firm Profitability 0 2 2 92 2 8 15 476
Exchange rate effects on the volume and variability of trade flows 0 1 2 288 0 6 8 1,054
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 88 1 3 7 434
Fractional dynamics in Japanese financial time series 0 0 0 29 1 2 5 240
Fractional monetary dynamics 0 0 0 30 0 9 11 419
Long Memory In Futures Prices 0 0 0 0 2 3 4 131
Long memory in the Greek stock market 0 0 0 101 2 3 6 583
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 53 0 2 3 427
Long-memory forecasting of US monetary indices 0 0 0 35 0 2 4 234
Long-term dependence in stock returns 0 0 0 93 3 5 8 455
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 101 2 7 11 550
Stochastic long memory in traded goods prices 0 0 0 22 0 2 4 210
Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: a note on optimal contracting 0 0 0 47 0 2 2 280
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 1 91 1 2 6 433
Time series evidence on the saving-investment relationship 0 0 0 75 1 1 1 332
Waves and persistence in merger and acquisition activity 0 0 1 176 3 4 11 727
Total Journal Articles 1 4 8 1,824 24 74 130 9,507


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 2 3 7 1,912
GPHROB: RATS modules to perform tests for fractional integration of timeseries 1 1 2 694 2 3 6 1,844
Total Software Items 1 1 2 1,352 4 6 13 3,756


Statistics updated 2026-01-09