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The long-run relationship between saving and investment : stylized fact or fiction?

Barkoulas, John T.; Filiztekin, Alpay; Murphy, Robert G. - 1993

Persistent link: https://www.econbiz.de/10000880820

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

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

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

Chaos in an emerging capital market? : The case of the Athens Stock Exchange

Barkoulas, John T. - In: Applied financial economics 8 (1998) 3, pp. 231-243

Persistent link: https://www.econbiz.de/10001244169

Persistence in international inflation rates

Baum, Christopher F.; Barkoulas, John T.; Caglayan, Mustafa - In: Southern economic journal 65 (1999) 4, pp. 900-913

Persistent link: https://www.econbiz.de/10001408301

Fractional dynamics in international commodity prices

Barkoulas, John T. - In: The journal of futures markets 17 (1997) 2, pp. 161-189

Persistent link: https://www.econbiz.de/10001218568

An empirical investigation of risk premia in the foreign currency futures basis

Baum, Christopher F.; Barkoulas, John T. - 1994

Persistent link: https://www.econbiz.de/10000895363

Long memory in the Greek stock market

Barkoulas, John T.; Baum, Christopher F.; Travlos, … - In: Applied financial economics 10 (2000) 2, pp. 177-184

Persistent link: https://www.econbiz.de/10001526219

Exchange Rate Uncertainty and Firm Profitability

Baum, Christopher F.; Caglayan, Mustafa O.; Barkoulas, … - 2001

This paper investigates the effects of permanent and transitory components of the exchange rate on firms' profitability under imperfect information. Utilizing a signal extraction framework, we show that the variances of these components of the exchange rate process will have indeterminate...

Persistent link: https://www.econbiz.de/10014130619