John Barkoulas : Citation Profile


Are you John Barkoulas?

Georgia Southern University

14

H index

19

i10 index

807

Citations

RESEARCH PRODUCTION:

23

Articles

26

Papers

RESEARCH ACTIVITY:

   18 years (1994 - 2012). See details.
   Cites by year: 44
   Journals where John Barkoulas has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 12 (1.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba26
   Updated: 2020-11-21    RAS profile: 2012-10-06    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with John Barkoulas.

Is cited by:

Gil-Alana, Luis (63)

Caporale, Guglielmo Maria (33)

Liew, Venus (28)

Fernandez Bariviera, Aurelio (17)

Chang, Tsangyao (16)

Lim, Kian-Ping (15)

Tabak, Benjamin (14)

Coleman, Simeon (14)

Baharumshah, Ahmad Zubaidi (14)

Cajueiro, Daniel (13)

Baum, Christopher (12)

Cites to:

Phillips, Peter (26)

Diebold, Francis (20)

Hodrick, Robert (19)

Cheung, Yin-Wong (17)

Bollerslev, Tim (16)

Engle, Robert (15)

Baillie, Richard (15)

Granger, Clive (13)

shin, yongcheol (12)

Perron, Pierre (12)

Schmidt, Peter (11)

Main data


Where John Barkoulas has published?


Journals with more than one article published# docs
Applied Financial Economics3
The European Journal of Finance2
Economics Letters2
Applied Economics Letters2
Journal of International Money and Finance2
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Boston College Working Papers in Economics / Boston College Department of Economics24

Recent works citing John Barkoulas (2020 and 2019)


YearTitle of citing document
2020One model does not fit all: a multi-scale analysis of eighty-four cryptocurrencies. (2020). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:2003.09720.

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2020Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent. (2020). Fernandez Bariviera, Aurelio ; Vampa, Victoria ; Pastor, Ver'Onica E ; Arouxet, Bel'En M. In: Papers. RePEc:arx:papers:2009.05652.

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2019Can a small New Keynesian model of the world economy with risk-pooling match the facts?. (2019). Ou, Zhirong ; Minford, A. Patrick ; Zhu, Zheyi. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/10.

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2020Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-03.

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2019Does Chaos Matter in Financial Time Series Analysis?. (2019). Parziale, Anna ; Bruno, Bruna ; Faggini, Marisa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-04-3.

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2020The Effect of Fuel Mix, Moderated by Indonesia Crude Price and Foreign Exchange, and Power Losses on Profitability of PT PlN (PERSERO). (2020). Rahmat, Tantri Yanuar ; Rofik, Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-47.

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2019Time variation in inflation persistence: New evidence from modelling US inflation. (2019). Granville, Brigitte ; Zeng, Ning . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:30-39.

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2019Limits to arbitrage and CDS–bond dynamics around the financial crisis. (2019). Chalamandaris, George ; Pagratis, Spyros. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:213-235.

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2019A reappraisal of the chaotic paradigm for energy commodity prices. (2019). Mastroeni, Loretta ; Naldi, Maurizio ; Vellucci, Pierluigi. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:167-178.

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2019Changes to Gate Closure and its impact on wholesale electricity prices: The case of the UK. (2019). di Liddo, Giuseppe ; Caldarelli, Guido ; Rubino, Alessandro ; Facchini, Angelo. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:110-121.

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2019Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. (2019). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:42-64.

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2019On the relation between exchange rates and tourism demand: A nonlinear and asymmetric analysis. (2019). Irandoust, Manuchehr. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300131.

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2019Spillover effects of Great Recession on Hong-Kong’s Real Estate Market: An analysis based on Causality Plane and Tsallis Curves of Complexity–Entropy. (2019). Siokis, Fotios M ; Argyroudis, George S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:576-586.

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2019An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets. (2019). Tiwari, Aviral Kumar ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:168-177.

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2019The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135.

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2019Efficiency of the Black Foreign Exchange Market. (2019). Chani, Muhammad Irfan ; Hassan, Sameera ; Hanif, Mian Muhammd ; Chaudhry, Ali Farhan. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:11:y:2019:i:2:p:165-174.

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2019Türkiye Konut Piyasasında Etkinlik Analizi. (2019). Seven, Ünal ; alp, esra. In: Istanbul Business Research. RePEc:ist:ibsibr:v:48:y:2019:i:1:p:84-112.

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2019Forecasting with the Nonparametric Exclusion-from-Core Inflation Persistence Model Using Real-Time Data. (2019). , Heather. In: International Advances in Economic Research. RePEc:kap:iaecre:v:25:y:2019:i:1:d:10.1007_s11294-019-09726-7.

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2019Inflation in Argentina: Analysis of Persistence Using Fractional Integration. (2019). Gil-Alana, Luis A ; Isoardi, Mateo. In: Eastern Economic Journal. RePEc:pal:easeco:v:45:y:2019:i:2:d:10.1057_s41302-019-00133-8.

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2019Some comments on Bitcoin market (in)efficiency. (2019). Trinidad, J E ; Sanchez-Granero, M A ; Fernandez-Martinez, M ; Dimitrova, V. In: PLOS ONE. RePEc:plo:pone00:0219243.

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2019Optimally adjusted last cluster for prediction based on balancing the bias and variance by bootstrapping. (2019). Kim, Jeongwoo. In: PLOS ONE. RePEc:plo:pone00:0223529.

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2020Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks. (2020). Bhandari, Avishek. In: MPRA Paper. RePEc:pra:mprapa:101946.

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2019An analysis of the unbiased forward rate hypothesis in developed and emerging economies. (2019). Bonga-Bonga, Lumengo ; Phungo, Muka. In: MPRA Paper. RePEc:pra:mprapa:92222.

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2020Long memory and fractality among global equity markets: A multivariate wavelet approach. (2020). Bhandari, Avishek. In: MPRA Paper. RePEc:pra:mprapa:99653.

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2020A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade. (2020). GUPTA, RANGAN ; Gul, Seluk . In: Working Papers. RePEc:pre:wpaper:202025.

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2020Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting. (2020). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni. In: Working Papers. RePEc:pre:wpaper:202056.

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2020Dynamic long-range dependences in the Swiss stock market. (2020). Ferreira, Paulo. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1549-x.

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2020A rank approach for studying cross-currency bases and the covered interest rate parity. (2020). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Ordoez-Callamand, Daniel ; Gomez-Malagon, Santiago . In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01633-4.

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2020Investigating the environmental Kuznets’s curve for Sweden: evidence from multivariate adaptive regression splines (MARS). (2020). Shahbaz, Muhammad ; Khraief, Naceur ; Mahalik, Mantu Kumar. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:4:d:10.1007_s00181-019-01698-1.

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2019Testing the relationship between financial sector output, employment and economic growth in North Cyprus. (2019). Sani Ibrahim, Saifullahi ; Ozdeser, Huseyin ; Cavusoglu, Behiye. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0151-3.

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2019In pursuit of an effective B2B digital marketing strategy in an emerging market. (2019). Arunachalam, S ; de Arruda, Noga Simes ; Agnihotri, Raj ; Severo, Marcos Inacio ; Vieira, Valter Afonso. In: Journal of the Academy of Marketing Science. RePEc:spr:joamsc:v:47:y:2019:i:6:d:10.1007_s11747-019-00687-1.

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2019The crux with reducing emissions in the long-term: The underestimated “now” versus the overestimated “then”. (2019). Jonas, Matthias ; Ebrowski, Piotr. In: Mitigation and Adaptation Strategies for Global Change. RePEc:spr:masfgc:v:24:y:2019:i:6:d:10.1007_s11027-018-9825-9.

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2019Does Exchange Rate Volatility Dampen Imports? Commodity-Level Evidence From India. (2019). Sharma, Chandan ; Pal, Debdatta. In: International Economic Journal. RePEc:taf:intecj:v:33:y:2019:i:4:p:696-718.

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2020Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting. (2020). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni. In: Working papers. RePEc:uct:uconnp:2020-10.

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2020On long memory origins and forecast horizons. (2020). Veravaldes, Eduardo J. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:811-826.

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2019Exchange rate volatility in the eurozone. (2019). Bajo-Rubio, Oscar ; McMillan, David G ; Berke, Burcu. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201956.

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Works by John Barkoulas:


YearTitleTypeCited
1999Long Memory In Futures Prices. In: The Financial Review.
[Citation analysis]
article14
1994The Long-Run Relationship Between Saving And Investment: Stylized Fact Or Fiction? In: Boston College Working Papers in Economics.
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paper0
1996Time-Varying Risk Premia in the Foreign Currency Futures Basis In: Boston College Working Papers in Economics.
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paper13
1996A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency In: Boston College Working Papers in Economics.
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paper19
1997A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency.(1997) In: Applied Financial Economics.
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This paper has another version. Agregated cites: 19
article
2003Nearest-Neighbor Forecasts of U.S. Interest Rates In: Boston College Working Papers in Economics.
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paper7
1996Long Term Dependence in Stock Returns In: Boston College Working Papers in Economics.
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paper80
1996Long-term dependence in stock returns.(1996) In: Economics Letters.
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This paper has another version. Agregated cites: 80
article
1996Fractional Cointegration Analysis of Long Term International Interest Rates In: Boston College Working Papers in Economics.
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paper4
1996Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates In: Boston College Working Papers in Economics.
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paper14
1996Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate In: Boston College Working Papers in Economics.
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paper0
1998Fractional Monetary Dynamics In: Boston College Working Papers in Economics.
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paper5
1999Fractional monetary dynamics.(1999) In: Applied Economics.
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This paper has another version. Agregated cites: 5
article
1996Persistence in International Inflation Rates In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper86
1999Persistence in International Inflation Rates.(1999) In: Southern Economic Journal.
[Citation analysis]
This paper has another version. Agregated cites: 86
article
1996Fractional Dynamics in Japanese Financial Time Series In: Boston College Working Papers in Economics.
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paper15
1998Fractional dynamics in Japanese financial time series.(1998) In: Pacific-Basin Finance Journal.
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This paper has another version. Agregated cites: 15
article
1997Stochastic Long Memory in Traded Goods Prices In: Boston College Working Papers in Economics.
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paper5
1998Stochastic long memory in traded goods prices.(1998) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 5
article
1996Long Memory in the Greek Stock Market In: Boston College Working Papers in Economics.
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paper88
2000Long memory in the Greek stock market.(2000) In: Applied Financial Economics.
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This paper has another version. Agregated cites: 88
article
1997Long Memory and Forecasting in Euroyen Deposit Rates In: Boston College Working Papers in Economics.
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paper9
2000Persistent Dependence in Foreign Exchange Rates? A Reexamination In: Boston College Working Papers in Economics.
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paper7
1998Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? In: Boston College Working Papers in Economics.
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paper48
1999Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?.(1999) In: Journal of International Financial Markets, Institutions and Money.
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This paper has another version. Agregated cites: 48
article
1999Waves and Persistence in Merger and Acquisition Activity In: Boston College Working Papers in Economics.
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paper17
2001Waves and persistence in merger and acquisition activity.(2001) In: Economics Letters.
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This paper has another version. Agregated cites: 17
article
1999Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era In: Boston College Working Papers in Economics.
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paper183
2001Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era.(2001) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 183
article
2001Exchange Rate Effects on the Volume and Variability of Trade Flows In: Boston College Working Papers in Economics.
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paper39
2002Exchange rate effects on the volume and variability of trade flows.(2002) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 39
article
1998Exchange Rate Effects on the Volume and Variability of Trade Flows.(1998) In: Koc University.
[Citation analysis]
This paper has another version. Agregated cites: 39
paper
2000Exchange Rate Uncertainty and Firm Profitability In: Boston College Working Papers in Economics.
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paper26
2001Exchange Rate Uncertainty and Firm Profitability.(2001) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 26
article
2001Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums In: Boston College Working Papers in Economics.
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paper13
2003Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums.(2003) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 13
article
2000The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test In: Boston College Working Papers in Economics.
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paper2
2004Dynamics of Intra-EMS Interest Rate Linkages In: Boston College Working Papers in Economics.
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paper18
2006Dynamics of Intra-EMS Interest Rate Linkages.(2006) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 18
article
2002Dynamics of Intra-EMS Interest Rate Linkages.(2002) In: Computing in Economics and Finance 2002.
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This paper has another version. Agregated cites: 18
paper
2003Long-Memory Forecasting of U.S. Monetary Indices In: Boston College Working Papers in Economics.
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paper11
2006Long-memory forecasting of US monetary indices.(2006) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 11
article
2012A metric and topological analysis of determinism in the crude oil spot market In: Energy Economics.
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article11
2003The forward rate unbiasedness hypothesis reexamined: evidence from a new test In: Global Finance Journal.
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article8
1997A nonparametric investigation of the 90-day t-bill rate In: Review of Financial Economics.
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article8
1996Time series evidence on the saving-investment relationship In: Applied Economics Letters.
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article4
1998Chaos in an emerging capital market? The case of the Athens Stock Exchange In: Applied Financial Economics.
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article38
2008Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: a note on optimal contracting In: The European Journal of Finance.
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article0
1999Dynamic futures hedging in currency markets In: The European Journal of Finance.
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article15

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