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Time‐varying risk premia in th...
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1
Waves and persistence in merger and acquisition activity
Barkoulas, John T.
;
Baum, Christopher F.
;
Chakraborty, …
- In:
Economics letters
70
(
2001
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001537989
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2
Long memory or structural breaks : can either explain nonstationary real exchange rates under the current float?
Baum, Christopher F.
;
Barkoulas, John T.
;
Caglayan, Mustafa
- In:
Journal of international financial markets, …
9
(
1999
)
4
,
pp. 359-376
Persistent link: https://www.econbiz.de/10001449842
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3
Fractional monetary dynamics
Barkoulas, John T.
;
Baum, Christopher F.
;
Caglayan, Mustafa
- In:
Applied economics
31
(
1999
)
11
,
pp. 1393-1400
Persistent link: https://www.econbiz.de/10001464260
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4
A nonparametric investigation of the 90-day T-bill rate
Barkoulas, John T.
- In:
Review of financial economics : RFE
6
(
1997
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10001234500
Saved in:
5
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
Barkoulas, John T.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 635-643
Persistent link: https://www.econbiz.de/10001240792
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6
Long memory and forecasting in Euroyen deposit rates
Barkoulas, John T.
- In:
Financial engineering and the Japanese markets
4
(
1997
)
3
,
pp. 189-201
Persistent link: https://www.econbiz.de/10001241134
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7
Time-varying risk premia in the foreign currency futures basis
Baum, Christopher F.
- In:
The journal of futures markets
16
(
1996
)
7
,
pp. 735-755
Persistent link: https://www.econbiz.de/10001205865
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8
Long-term dependence in stock returns
Barkoulas, John T.
- In:
Economics letters
53
(
1996
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
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9
Exchange rate uncertainty and firm profitability
Baum, Christopher F.
;
Caglayan, Mustafa
;
Barkoulas, John T.
- In:
Journal of macroeconomics
23
(
2001
)
4
,
pp. 565-576
Persistent link: https://www.econbiz.de/10001621975
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10
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
Baum, Christopher F.
;
Barkoulas, John T.
;
Caglayan, Mustafa
- In:
Journal of international money and finance
20
(
2001
)
3
,
pp. 379-399
Persistent link: https://www.econbiz.de/10001580075
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