15
H index
20
i10 index
874
Citations
John Barkoulas : Citation Profile
Georgia Southern University | RESEARCH PRODUCTION: 22 Articles 26 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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:
|
Main data
Where John Barkoulas has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Financial Economics | 3 |
| Journal of International Money and Finance | 2 |
| Applied Economics Letters | 2 |
| Journal of Macroeconomics | 2 |
| Economics Letters | 2 |
| The European Journal of Finance | 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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Comparative analysis of financial data differentiation techniques using LSTM neural network. (2025). Gajda, Janusz ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19243. Full description at Econpapers || Download paper |
| 2025 | Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models. (2025). Ślepaczuk, Robert ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19617. Full description at Econpapers || Download paper |
| 2025 | Decoding financial markets: Empirical DGPs as the key to model selection and forecasting excellence – A proof of concept. (2025). Stanisic, Nikola ; Sharma, Abhishek ; Koji, Milena ; Vogl, Markus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:666:y:2025:i:c:s0378437125001943. Full description at Econpapers || Download paper |
| 2024 | Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study. (2024). Borondo, Javier ; Losada, Juan Carlos ; Grande, Mar. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2911-:d:1480990. Full description at Econpapers || Download paper |
| 2025 | On Regime Switching Models. (2025). Tan, Zhenni ; Wu, Yuehua. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1128-:d:1623629. Full description at Econpapers || Download paper |
| 2025 | Time Series Analysis of the Dynamics of Merger and Acquisition Cycles in the Global Water Sector. (2025). Infante, Juan ; Monge, Manuel ; Hurtado, Rafael. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1146-:d:1624673. Full description at Econpapers || Download paper |
| 2024 | The Effect of Exchange Rate Volatility on Exports: The Case of Canada€™s Exports to United States. (2024). Erem, Emmanuel. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:16:y:2024:i:8:p:65. Full description at Econpapers || Download paper |
| 2025 | The Role of Real Exchange Rate in India’s Service Export: Do Remittances Inflows Matter in Post Liberalization-Era?. (2025). Mahalik, Mantu Kumar ; Pal, Shreya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-023-09444-5. Full description at Econpapers || Download paper |
| 2025 | Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis. (2025). Niveditha, P S. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10572-x. Full description at Econpapers || Download paper |
| 2025 | Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence. (2025). Hsieh, Chun-Kuei ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09628-w. Full description at Econpapers || Download paper |
| 2024 | Oil price uncertainty, oil pricing reform, and corporate profitability: The case of China. (2024). Hoang, Khanh ; Nguyen, Manh Huu ; Huong, Giang Thi. In: PLOS ONE. RePEc:plo:pone00:0297554. Full description at Econpapers || Download paper |
| 2024 | Long Memory in Clean Energy Exchange Traded Funds. (2024). Hol, Arife Ozdemir. In: Politická ekonomie. RePEc:prg:jnlpol:v:2024:y:2024:i:3:id:1415:p:478-500. Full description at Econpapers || Download paper |
| 2024 | Nonlinear Real Exchange Rate Adjustments: Insights from iPad Price Data. (2024). Hollander, Hylton ; du Rand, Gideon ; van Lill, Dawid J ; Walker, Rick. In: Working Papers. RePEc:rza:wpaper:897. Full description at Econpapers || Download paper |
| 2024 | Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey. (2024). Altun, Omer ; Ozkaya, Ata. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241243200. Full description at Econpapers || Download paper |
| 2024 | Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals. (2024). McNeil, James. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02481-z. Full description at Econpapers || Download paper |
| 2024 | The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x. Full description at Econpapers || Download paper |
| 2024 | Convergence behavior of sovereign bond yields in the EU and COVID-19 government responses. (2024). Eleftheriou, Konstantinos ; Patsoulis, Patroklos ; Christou, Christina. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:17:y:2024:i:1:d:10.1007_s12076-024-00376-w. Full description at Econpapers || Download paper |
| 2024 | Policy rates in ECOWAS: are they fractionally cointegrated?. (2024). Usman, Nuruddeen ; Apinran, Martins. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:11:d:10.1007_s43546-024-00739-x. Full description at Econpapers || Download paper |
| 2024 | A deep learning‐based financial hedging approach for the effective management of commodity risks. (2024). Hu, Yan ; Ni, Jian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:879-900. 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 | 21 |
| 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 | 22 |
| 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 nother version. Agregated cites: 22 | article | |
| 2003 | Nearest-Neighbor Forecasts of U.S. Interest Rates In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
| 1996 | Long Term Dependence in Stock Returns In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 91 |
| 1996 | Long-term dependence in stock returns.(1996) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | 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 | 26 |
| 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 | 6 |
| 1999 | Fractional monetary dynamics.(1999) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 1996 | Persistence in International Inflation Rates In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 29 |
| 1996 | Fractional Dynamics in Japanese Financial Time Series In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 16 |
| 1998 | Fractional dynamics in Japanese financial time series.(1998) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 1997 | Stochastic Long Memory in Traded Goods Prices In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 1998 | Stochastic long memory in traded goods prices.(1998) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 1996 | Long Memory in the Greek Stock Market In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 104 |
| 2000 | Long memory in the Greek stock market.(2000) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | 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 | 6 |
| 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 | 55 |
| 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 nother version. Agregated cites: 55 | article | |
| 1999 | Waves and Persistence in Merger and Acquisition Activity In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 18 |
| 2001 | Waves and persistence in merger and acquisition activity.(2001) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | 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 | 199 |
| 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 nother version. Agregated cites: 199 | 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 | 56 |
| 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 nother version. Agregated cites: 56 | article | |
| 1998 | Exchange Rate Effects on the Volume and Variability of Trade Flows.(1998) In: Koc University. [Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
| 2000 | Exchange Rate Uncertainty and Firm Profitability In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 38 |
| 2001 | Exchange Rate Uncertainty and Firm Profitability.(2001) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | 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 nother 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 | 25 |
| 2006 | Dynamics of Intra-EMS Interest Rate Linkages.(2006) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2002 | Dynamics of Intra-EMS Interest Rate Linkages.(2002) In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | 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 nother 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 | 14 |
| 2003 | The forward rate unbiasedness hypothesis reexamined: evidence from a new test In: Global Finance Journal. [Full Text][Citation analysis] | article | 12 |
| 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 | 36 |
| 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 | 16 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team