14
H index
19
i10 index
807
Citations
John Barkoulas : Citation Profile
Georgia Southern University | RESEARCH PRODUCTION: 23 Articles 26 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (1994 - 2012). 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:
| Cites to:
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Main data
Where John Barkoulas has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Financial Economics | 3 |
| The European Journal of Finance | 2 |
| Economics Letters | 2 |
| Applied Economics Letters | 2 |
| Journal of International Money and Finance | 2 |
| Journal of Macroeconomics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Boston College Working Papers in Economics / Boston College Department of Economics | 24 |
Recent works citing John Barkoulas (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 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 |
| 2019 | Can 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. 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 |
| 2019 | Does 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. 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 |
| 2019 | Time 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. Full description at Econpapers || Download paper |
| 2019 | Limits 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. Full description at Econpapers || Download paper |
| 2019 | A 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. Full description at Econpapers || Download paper |
| 2019 | Changes 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. Full description at Econpapers || Download paper |
| 2019 | Exchange 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. Full description at Econpapers || Download paper |
| 2019 | On 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. Full description at Econpapers || Download paper |
| 2019 | Spillover 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. Full description at Econpapers || Download paper |
| 2019 | An 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. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2019 | Efficiency 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. Full description at Econpapers || Download paper |
| 2019 | Türkiye Konut Piyasasında Etkinlik Analizi. (2019). Seven, Ãnal ; alp, esra. In: Istanbul Business Research. RePEc:ist:ibsibr:v:48:y:2019:i:1:p:84-112. Full description at Econpapers || Download paper |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper |
| 2019 | Inflation 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. Full description at Econpapers || Download paper |
| 2019 | Some 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. Full description at Econpapers || Download paper |
| 2019 | Optimally adjusted last cluster for prediction based on balancing the bias and variance by bootstrapping. (2019). Kim, Jeongwoo. In: PLOS ONE. RePEc:plo:pone00:0223529. 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 |
| 2019 | An 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. 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 |
| 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 |
| 2019 | Testing 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. Full description at Econpapers || Download paper |
| 2019 | In 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. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2019 | Does 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. 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 |
| 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 |
| 2019 | Exchange rate volatility in the eurozone. (2019). Bajo-Rubio, Oscar ; McMillan, David G ; Berke, Burcu. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201956. Full description at Econpapers || Download paper |
Works by John Barkoulas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1999 | Long Memory In Futures Prices. In: The Financial Review. [Citation analysis] | article | 14 |
| 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 | 7 |
| 1996 | Long Term Dependence in Stock Returns In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 80 |
| 1996 | Long-term dependence in stock returns.(1996) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | 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 | 14 |
| 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 | 86 |
| 1999 | Persistence in International Inflation Rates.(1999) In: Southern Economic Journal. [Citation analysis] This paper has another version. Agregated cites: 86 | article | |
| 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 | 88 |
| 2000 | Long memory in the Greek stock market.(2000) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | 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 | 48 |
| 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: 48 | 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 | 183 |
| 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: 183 | 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 | 39 |
| 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: 39 | 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: 39 | paper | |
| 2000 | Exchange Rate Uncertainty and Firm Profitability In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 26 |
| 2001 | Exchange Rate Uncertainty and Firm Profitability.(2001) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | 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 | 13 |
| 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: 13 | 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 | 2 |
| 2004 | Dynamics of Intra-EMS Interest Rate Linkages In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 18 |
| 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: 18 | 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: 18 | 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 | 11 |
| 2003 | The forward rate unbiasedness hypothesis reexamined: evidence from a new test In: Global Finance Journal. [Full Text][Citation analysis] | article | 8 |
| 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 | 4 |
| 1998 | Chaos in an emerging capital market? The case of the Athens Stock Exchange In: Applied Financial Economics. [Full Text][Citation analysis] | article | 38 |
| 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 | 15 |
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