John Barkoulas
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Barkoulas |
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Affiliations
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Georgia Southern University
/ Parker College of Business
/ Department of Economics
Research profile
author of:
- Long Memory In Futures Prices (RePEc:bla:finrev:v:34:y:1999:i:1:p:91-100)
by Barkoulas, John T & Labys, Walter C & Onochie, Joseph I - ARFIMAFC: RATS modules to forecast fractionally differenced timeseries (RePEc:boc:bocode:r022701)
by Christopher F Baum & John T. Barkoulas - GPHROB: RATS modules to perform tests for fractional integration of timeseries (RePEc:boc:bocode:r792001)
by Christopher F Baum & John T. Barkoulas - The Long-Run Relationship Between Saving And Investment: Stylized Fact Or Fiction? (RePEc:boc:bocoec:262)
by John T. Barkoulas & Alpay Filiztekin & Robert G. Murphy - Time-Varying Risk Premia in the Foreign Currency Futures Basis (RePEc:boc:bocoec:281)
by John Barkoulas & Christopher F. Baum - A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency (RePEc:boc:bocoec:311)
by John Barkoulas & Christopher F. Baum - Nearest-Neighbor Forecasts of U.S. Interest Rates (RePEc:boc:bocoec:313)
by John Barkoulas & Christopher F. Baum & Atreya Chakraborty - Long Term Dependence in Stock Returns (RePEc:boc:bocoec:314)
by Christopher F. Baum & John Barkoulas - Fractional Cointegration Analysis of Long Term International Interest Rates (RePEc:boc:bocoec:315)
by John Barkoulas & Christopher F. Baum & Gurkan S. Oguz - Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates (RePEc:boc:bocoec:317)
by John Barkoulas & Christopher F. Baum - Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate (RePEc:boc:bocoec:320)
by John Barkoulas & Christopher F. Baum & Joseph Onochie - Fractional Monetary Dynamics (RePEc:boc:bocoec:321)
by John Barkoulas & Christopher F. Baum & Mustafa Caglayan - Persistence in International Inflation Rates (RePEc:boc:bocoec:333)
by Christopher F. Baum & John Barkoulas & Mustafa Caglayan - Fractional Dynamics in Japanese Financial Time Series (RePEc:boc:bocoec:334)
by John Barkoulas & Christopher F. Baum - Stochastic Long Memory in Traded Goods Prices (RePEc:boc:bocoec:349)
by John T. Barkoulas & Christopher F. Baum & Gurkan S. Oguz - Long Memory in the Greek Stock Market (RePEc:boc:bocoec:356)
by John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos - Long Memory and Forecasting in Euroyen Deposit Rates (RePEc:boc:bocoec:361)
by John Barkoulas & Christopher F. Baum - Persistent Dependence in Foreign Exchange Rates? A Reexamination (RePEc:boc:bocoec:377)
by John T. Barkoulas & Christopher F. Baum & Mustafa Caglayan & Atreya Chakraborty - Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? (RePEc:boc:bocoec:380)
by Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan - Waves and Persistence in Merger and Acquisition Activity (RePEc:boc:bocoec:396)
by John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty - Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era (RePEc:boc:bocoec:404)
by Christopher F. Baum & Mustafa Caglayan & John Barkoulas - Exchange Rate Effects on the Volume and Variability of Trade Flows (RePEc:boc:bocoec:405)
by John Barkoulas & Christopher F. Baum & Mustafa Caglayan - Exchange Rate Uncertainty and Firm Profitability (RePEc:boc:bocoec:422)
by Christopher F. Baum & Mustafa Caglayan & John T. Barkoulas - Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums (RePEc:boc:bocoec:461)
by John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty - The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test (RePEc:boc:bocoec:464)
by Natalya Delcoure & John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty - Dynamics of Intra-EMS Interest Rate Linkages (RePEc:boc:bocoec:492)
by Christopher F. Baum & John Barkoulas - Long-Memory Forecasting of U.S. Monetary Indices (RePEc:boc:bocoec:558)
by John Barkoulas & Christopher F. Baum - Long-term dependence in stock returns (RePEc:eee:ecolet:v:53:y:1996:i:3:p:253-259)
by Barkoulas, John T. & Baum, Christopher F. - Waves and persistence in merger and acquisition activity (RePEc:eee:ecolet:v:70:y:2001:i:2:p:237-243)
by Barkoulas, John T. & Baum, Christopher F. & Chakraborty, Atreya - A metric and topological analysis of determinism in the crude oil spot market (RePEc:eee:eneeco:v:34:y:2012:i:2:p:584-591)
by Barkoulas, John T. & Chakraborty, Atreya & Ouandlous, Arav - The forward rate unbiasedness hypothesis reexamined: evidence from a new test (RePEc:eee:glofin:v:14:y:2003:i:1:p:83-93)
by Delcoure, Natalya & Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya - Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? (RePEc:eee:intfin:v:9:y:1999:i:4:p:359-376)
by Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa - Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era (RePEc:eee:jimfin:v:20:y:2001:i:3:p:379-399)
by Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa - Exchange rate effects on the volume and variability of trade flows (RePEc:eee:jimfin:v:21:y:2002:i:4:p:481-496)
by Barkoulas, John T. & Baum, Christopher F. & Caglayan, Mustafa - Exchange Rate Uncertainty and Firm Profitability (RePEc:eee:jmacro:v:23:y:2001:i:4:p:565-576)
by Baum, Christopher F. & Caglayan, Mustafa & Barkoulas, John T. - Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums (RePEc:eee:jmacro:v:25:y:2003:i:1:p:109-122)
by Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya - Fractional dynamics in Japanese financial time series (RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:115-124)
by Barkoulas, John T. & Baum, Christopher F. - A nonparametric investigation of the 90-day t-bill rate (RePEc:eee:revfin:v:6:y:1997:i:2:p:187-198)
by Barkoulas, John T. & Baum, Christopher F. & Onochie, Joseph - Exchange Rate Effects on the Volume and Variability of Trade Flows (RePEc:fth:kocuni:1998/05)
by Caglayan, M. & Baum, C.F. & Barkoulas, J.T. - Long-memory forecasting of US monetary indices (RePEc:jof:jforec:v:25:y:2006:i:4:p:291-302)
by Christopher F. Baum & John Barkoulas - Dynamics of Intra-EMS Interest Rate Linkages (RePEc:mcb:jmoncb:v:38:y:2006:i:2:p:469-482)
by Baum, Christopher F. & Barkoulas, John - Dynamics of Intra-EMS Interest Rate Linkages (RePEc:sce:scecf2:13)
by Christopher F Baum & John Barkoulas - Time series evidence on the saving-investment relationship (RePEc:taf:apeclt:v:3:y:1996:i:2:p:77-80)
by John Barkoulas & Alpay Filizetkin & Robert Murphy - Stochastic long memory in traded goods prices (RePEc:taf:apeclt:v:5:y:1998:i:3:p:135-138)
by John Barkoulas & Christopher Baum & Gurkan Oguz - Long memory in the Greek stock market (RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184)
by John Barkoulas & Christopher Baum & Nickolaos Travlos - A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency (RePEc:taf:apfiec:v:7:y:1997:i:6:p:635-643)
by John Barkoulas & Christopher Baum - Chaos in an emerging capital market? The case of the Athens Stock Exchange (RePEc:taf:apfiec:v:8:y:1998:i:3:p:231-243)
by John Barkoulas & Nickolaos Travlos - Fractional monetary dynamics (RePEc:taf:applec:v:31:y:1999:i:11:p:1393-1400)
by John Barkoulas & Christopher Baum & Mustafa Caglayan - Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: a note on optimal contracting (RePEc:taf:eurjfi:v:14:y:2008:i:4:p:273-280)
by Atreya Chakraborty & Abdikarim Farah & John Barkoulas - Dynamic futures hedging in currency markets (RePEc:taf:eurjfi:v:5:y:1999:i:4:p:299-314)
by Atreya Chakraborty & John Barkoulas