John Barkoulas : Citation Profile


Are you John Barkoulas?

Georgia Southern University

14

H index

19

i10 index

793

Citations

RESEARCH PRODUCTION:

22

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: 40.    Total self citations: 11 (1.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba26
   Updated: 2022-05-14    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 (48)

Liew, Venus (29)

Caporale, Guglielmo Maria (27)

Fernandez Bariviera, Aurelio (18)

Chang, Tsangyao (17)

Lim, Kian-Ping (16)

Baharumshah, Ahmad Zubaidi (15)

Tabak, Benjamin (14)

Cajueiro, Daniel (13)

Baum, Christopher (12)

Krištoufek, Ladislav (10)

Cites to:

Phillips, Peter (26)

Diebold, Francis (20)

Hodrick, Robert (19)

Cheung, Yin-Wong (18)

Bollerslev, Tim (16)

Baillie, Richard (15)

Engle, Robert (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
Economics Letters2
Applied Economics Letters2
Journal of International Money and Finance2
The European Journal of 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 (2021 and 2020)


YearTitle of citing document
2021TESTING 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.

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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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2021Efficiency 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.

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2021Time?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.

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2020Prospects 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.

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2020Consumption 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.

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2020Non-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.

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2021Nonlinearities 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.

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2022Modelling 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.

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2020A Top-down Stress-testing Framework for the Nonfinancial Corporate Sector. (2020). Siuda, Vojtech. In: Working Papers. RePEc:cnb:wpaper:2020/12.

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2020EXAMINING 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.

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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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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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2021Facing 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.

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2022The 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.

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2021One 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.

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2021Is 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.

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2022Bubble 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.

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2022Does 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.

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2020Reducing 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.

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2021.

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2021.

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2020Testing 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.

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2020Effects 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.

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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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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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2021Fast 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.

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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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2021Long 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.

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2020Pitfalls 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.

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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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2021TESTING 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.

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2021Can 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.

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2021Oil 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.

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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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Works by John Barkoulas:


YearTitleTypeCited
1999Long Memory In Futures Prices. In: The Financial Review.
[Citation analysis]
article16
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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paper8
1996Long Term Dependence in Stock Returns In: Boston College Working Papers in Economics.
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paper85
1996Long-term dependence in stock returns.(1996) In: Economics Letters.
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This paper has another version. Agregated cites: 85
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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paper17
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.
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paper27
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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paper92
2000Long memory in the Greek stock market.(2000) In: Applied Financial Economics.
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This paper has another version. Agregated cites: 92
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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paper53
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: 53
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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paper189
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: 189
article
2001Exchange Rate Effects on the Volume and Variability of Trade Flows In: Boston College Working Papers in Economics.
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paper47
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: 47
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: 47
paper
2000Exchange Rate Uncertainty and Firm Profitability In: Boston College Working Papers in Economics.
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paper32
2001Exchange Rate Uncertainty and Firm Profitability.(2001) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 32
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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paper14
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: 14
article
2000The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test In: Boston College Working Papers in Economics.
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paper3
2004Dynamics of Intra-EMS Interest Rate Linkages In: Boston College Working Papers in Economics.
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paper19
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: 19
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: 19
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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article12
2003The forward rate unbiasedness hypothesis reexamined: evidence from a new test In: Global Finance Journal.
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article9
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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article7
1998Chaos in an emerging capital market? The case of the Athens Stock Exchange In: Applied Financial Economics.
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article37
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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article13

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