John T. Barkoulas

University of Tennessee, Knoxville - College of Business Administration - Department of Economics

508 Stokely Management Center

Knoxville, TN 37996-0550

United States

SCHOLARLY PAPERS

8

DOWNLOADS

237

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

Long Memory in the Greek Stock Market

Number of pages: 23 Posted: 13 Nov 1997
John T. Barkoulas, Nickolaos G. Travlos and Christopher F. Baum
University of Tennessee, Knoxville - College of Business Administration - Department of Economics, University of Surrey and Boston College - Department of Economics
Downloads 237 (130,066)
Citation 2

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2.

Exchange Rate Uncertainty and Firm Profitability

Journal of Macroeconomics, Vol. 23, No. 4, Fall 2001
Posted: 01 Aug 2001
Christopher F. Baum, Mustafa O. Caglayan and John T. Barkoulas
Boston College - Department of Economics, University of Sheffield and University of Tennessee, Knoxville - College of Business Administration - Department of Economics

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3.

Long Memory in Futures Prices

Financial Review, November 1998
Posted: 22 Oct 1998
Joseph I. Onochie, John T. Barkoulas and Walter C. Labys
Zicklin School of Business, Baruch College CUNY, University of Tennessee, Knoxville - College of Business Administration - Department of Economics and West Virginia University - Department of Agricultural and Resource Economics

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4.

Testing for Fractal Structure in Stock Returns

Boston College Economics Working Paper #314
Posted: 25 Jun 1998
John T. Barkoulas and Christopher F. Baum
University of Tennessee, Knoxville - College of Business Administration - Department of Economics and Boston College - Department of Economics

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5.

Fractional Cointegration Analysis of Long Term International Interest Rates

Boston College Economics WP 315
Posted: 13 Jun 1998
John T. Barkoulas, Christopher F. Baum and Gurkan S. Oguz
University of Tennessee, Knoxville - College of Business Administration - Department of Economics, Boston College - Department of Economics and Tufts University

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6.

Essential Nonparametric Prediction of U.S. Interest Rates

Boston College Economics WP 313
Posted: 13 Jun 1998
John T. Barkoulas and Christopher F. Baum
University of Tennessee, Knoxville - College of Business Administration - Department of Economics and Boston College - Department of Economics

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7.

Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates

J. OF FINANCIAL RESEARCH
Posted: 16 Apr 1997
Christopher F. Baum and John T. Barkoulas
Boston College - Department of Economics and University of Tennessee, Knoxville - College of Business Administration - Department of Economics

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8.

Fractional Monetary Dynamics

Posted: 16 Sep 1996
Christopher F. Baum and John T. Barkoulas
Boston College - Department of Economics and University of Tennessee, Knoxville - College of Business Administration - Department of Economics

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