14
H index
19
i10 index
793
Citations
Georgia Southern University | 14 H index 19 i10 index 793 Citations RESEARCH PRODUCTION: 22 Articles 26 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Applied Financial Economics | 3 |
Economics Letters | 2 |
Applied Economics Letters | 2 |
Journal of International Money and Finance | 2 |
The European Journal of Finance | 2 |
Journal of Macroeconomics | 2 |
Working Papers Series with more than one paper published | # docs |
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Boston College Working Papers in Economics / Boston College Department of Economics | 24 |
Year | Title of citing document |
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2021 | TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:09-21. Full description at Econpapers || Download paper |
2020 | One model does not fit all: a multi-scale analysis of eighty-four cryptocurrencies. (2020). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:2003.09720. Full description at Econpapers || Download paper |
2020 | Covid-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. Full description at Econpapers || Download paper |
2021 | Efficiency of Tanzanias foreign exchange market. (2021). Kazungu, Khatibu ; Epaphra, Manamba. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:368-381. Full description at Econpapers || Download paper |
2021 | Time?varying impact of global, region?, and country?specific uncertainties on the volatility of international trade. (2021). GUPTA, RANGAN ; Gul, Selcuk. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:4:p:691-700. Full description at Econpapers || Download paper |
2020 | Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence. (2020). Gil-Alana, Luis ; GilAlana, Luis ; Caporale, Guglielmo Maria. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:174-185. Full description at Econpapers || Download paper |
2020 | Consumption and exchange rate uncertainty: Evidence from selected Asian countries. (2020). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:9:p:2437-2462. Full description at Econpapers || Download paper |
2020 | Non-Linearities and Persistence in US Long-Run Interest Rates. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Martin-Valmayor, Miguel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8744. Full description at Econpapers || Download paper |
2021 | Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8921. Full description at Econpapers || Download paper |
2022 | Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields. (2022). Yaya, Olaoluwa Simon ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9554. Full description at Econpapers || Download paper |
2020 | A Top-down Stress-testing Framework for the Nonfinancial Corporate Sector. (2020). Siuda, Vojtech. In: Working Papers. RePEc:cnb:wpaper:2020/12. Full description at Econpapers || Download paper |
2020 | EXAMINING THE LONG MEMORY IN STOCK RETURNS AND LIQUIDITY IN INDIA. (2020). Bala, Anju ; Gupta, Kapil. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:9:y:2020:i:3:p:25-43. Full description at Econpapers || Download paper |
2020 | Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-03. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2021 | Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265. Full description at Econpapers || Download paper |
2022 | The impact of exchange rate policy uncertainty shock on Chinese energy firms risk-taking. (2022). Ding, Hui ; Qiu, Guojing ; Li, Xiao-Lin. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005673. Full description at Econpapers || Download paper |
2021 | One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles. (2021). Fernandez Bariviera, Aurelio. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303925. Full description at Econpapers || Download paper |
2021 | Is the choice of the candlestick dimension relevant in econophysics?. (2021). Bosco, A R ; de Resende, Charlene C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005069. Full description at Econpapers || Download paper |
2022 | Bubble detection in Greek Stock Market: A DS-LPPLS model approach. (2022). Karakasidis, Theodoros ; Papastamatiou, Konstantinos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:587:y:2022:i:c:s0378437121008062. Full description at Econpapers || Download paper |
2022 | Does trade cause fear of appreciation?. (2022). Zhu, Jiaqing ; Zhang, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:68-80. Full description at Econpapers || Download paper |
2020 | Reducing the Bias of the Smoothed Log Periodogram Regression for Financial High-Frequency Data. (2020). Mangat, Manveer K ; Reschenhofer, Erhard. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:40-:d:425895. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2020 | Testing for Multiple Structural Breaks in Multivariate Long Memory Time Series. (2020). Sibbertsen, Philipp ; Wenger, Kai ; Wingert, Simon. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-676. Full description at Econpapers || Download paper |
2020 | Effects of a Devaluation on Trade Balance in Uganda: An ARDL Cointegration Approach. (2020). Assoua, Joe Eyong ; Kamugisha, Godwin. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:12:y:2020:i:7:p:42. Full description at Econpapers || Download paper |
2020 | Long 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. Full description at Econpapers || Download paper |
2020 | Long memory and fractality among global equity markets: A multivariate wavelet approach. (2020). Bhandari, Avishek. In: MPRA Paper. RePEc:pra:mprapa:99653. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Hybrid 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. Full description at Econpapers || Download paper |
2021 | Fast computation and practical use of amplitudes at non-Fourier frequencies. (2021). Mangat, Manveer K ; Reschenhofer, Erhard. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:3:d:10.1007_s00180-020-01061-4. Full description at Econpapers || Download paper |
2020 | Dynamic 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Investigating 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. Full description at Econpapers || Download paper |
2021 | Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach. (2021). Kamaiah, Bandi ; Bhandari, Avishek. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-020-00220-0. Full description at Econpapers || Download paper |
2020 | Pitfalls in long memory research. (2020). , Chandrashekhar ; Madhavan, Vinodh ; Saha, Kunal ; McMillan, David ; Shekhar, Chandra. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1733280. Full description at Econpapers || Download paper |
2020 | Hybrid 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. Full description at Econpapers || Download paper |
2021 | TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION.. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-36. Full description at Econpapers || Download paper |
2021 | Can a small New Keynesian model of the world economy with risk?pooling match the facts?. (2021). Ou, Zhirong ; Zhu, Zheyi ; Minford, Patrick. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1993-2021. Full description at Econpapers || Download paper |
2021 | Oil and currency volatilities: Co?movements and hedging opportunities. (2021). Degiannakis, Stavros ; Filis, George ; Olstad, Aleksander. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2351-2374. Full description at Econpapers || Download paper |
2020 | On 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1999 | Long Memory In Futures Prices. In: The Financial Review. [Citation analysis] | article | 16 |
1994 | The Long-Run Relationship Between Saving And Investment: Stylized Fact Or Fiction? In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
1996 | Time-Varying Risk Premia in the Foreign Currency Futures Basis In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
1996 | A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 19 |
1997 | A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency.(1997) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2003 | Nearest-Neighbor Forecasts of U.S. Interest Rates In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
1996 | Long Term Dependence in Stock Returns In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 85 |
1996 | Long-term dependence in stock returns.(1996) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | article | |
1996 | Fractional Cointegration Analysis of Long Term International Interest Rates In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
1996 | Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
1996 | Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
1998 | Fractional Monetary Dynamics In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
1999 | Fractional monetary dynamics.(1999) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
1996 | Persistence in International Inflation Rates In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 27 |
1996 | Fractional Dynamics in Japanese Financial Time Series In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 15 |
1998 | Fractional dynamics in Japanese financial time series.(1998) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
1997 | Stochastic Long Memory in Traded Goods Prices In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
1998 | Stochastic long memory in traded goods prices.(1998) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
1996 | Long Memory in the Greek Stock Market In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 92 |
2000 | Long memory in the Greek stock market.(2000) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | article | |
1997 | Long Memory and Forecasting in Euroyen Deposit Rates In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
2000 | Persistent Dependence in Foreign Exchange Rates? A Reexamination In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
1998 | Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 53 |
1999 | Long 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | article | |
1999 | Waves and Persistence in Merger and Acquisition Activity In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
2001 | Waves and persistence in merger and acquisition activity.(2001) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
1999 | Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 189 |
2001 | Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era.(2001) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 189 | article | |
2001 | Exchange Rate Effects on the Volume and Variability of Trade Flows In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 47 |
2002 | Exchange rate effects on the volume and variability of trade flows.(2002) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
1998 | Exchange Rate Effects on the Volume and Variability of Trade Flows.(1998) In: Koc University. [Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2000 | Exchange Rate Uncertainty and Firm Profitability In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 32 |
2001 | Exchange Rate Uncertainty and Firm Profitability.(2001) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2001 | Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
2003 | Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums.(2003) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2000 | The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
2004 | Dynamics of Intra-EMS Interest Rate Linkages In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 19 |
2006 | Dynamics of Intra-EMS Interest Rate Linkages.(2006) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2002 | Dynamics of Intra-EMS Interest Rate Linkages.(2002) In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2003 | Long-Memory Forecasting of U.S. Monetary Indices In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
2006 | Long-memory forecasting of US monetary indices.(2006) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2012 | A metric and topological analysis of determinism in the crude oil spot market In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
2003 | The forward rate unbiasedness hypothesis reexamined: evidence from a new test In: Global Finance Journal. [Full Text][Citation analysis] | article | 9 |
1997 | A nonparametric investigation of the 90-day t-bill rate In: Review of Financial Economics. [Full Text][Citation analysis] | article | 8 |
1996 | Time series evidence on the saving-investment relationship In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
1998 | Chaos in an emerging capital market? The case of the Athens Stock Exchange In: Applied Financial Economics. [Full Text][Citation analysis] | article | 37 |
2008 | Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: a note on optimal contracting In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1999 | Dynamic futures hedging in currency markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 13 |
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