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A metric and topological analysis of determinism in the crude oil spot market

Barkoulas, John T.; Chakraborty, Atreya; Ouandlous, Arav - In: Energy economics 34 (2012) 2, pp. 584-591

Persistent link: https://www.econbiz.de/10009618680

Periodic Integration and Cointegration of U.S. Stock Prices, Dividends, and Interest Rates : A New Test of the Present Value Model

Shirwani, Hassan; Delcoure, Natalya; Wilbratte, Barry J. - 2012

This paper presents a new test of the present value model of stock price determination, using some of the recent advances in the econometrics of seasonal time series. Unlike earlier studies which generally find stock prices, dividends, and interest rates to be characterized by standard...

Persistent link: https://www.econbiz.de/10014043638

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

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

Fractional dynamics in Japanese financial time series

Barkoulas, John T.; Baum, Christopher F. - In: Pacific-Basin finance journal 6 (1998) 1/2, pp. 115- 124

Persistent link: https://www.econbiz.de/10001375758

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

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

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

Long-memory forecasting of US monetary indices

Barkoulas, John T.; Baum, Christopher F. - In: Journal of forecasting 25 (2006) 4, pp. 291-302

Persistent link: https://www.econbiz.de/10003364178