John Barkoulas, Ph.D.

Office Address                                                                      
Department of Finance and Quantitative Analysis               
P. O. Box 8151

Georgia Southern University

Statesboro, GA 30460, USA

Tel: (912) 478-1838

Fax: (912) 478-1835

E-mail: jbarkoul@georgiasouthern.edu

SELECTED PUBLICATIONS

 
Published papers at refereed journals

Long-run exchange rate dynamics in the Euro era (with A. Barilla and W. Wells), Finance Letters, forthcoming.

Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: A note on optimal contracting (with A. Chakraborty and A. Farah), 2008, European Journal of Finance, 14 (4), 273-280.

Testing for deterministic monetary chaos: Metric and topological diagnostics, 2008, Chaos, Solitons and Fractals, 38 (4), 1013-1024.

An improved pedagogy of corporate finance: A constrained shareholder wealth maximization goal (with M. Santos and G. Vega), 2007, Academy of Educational Leadership Journal, 11 (3), 107-130.

Dynamics of intra-EMS interest rate linkages (with C. F. Baum), 2006, Journal of Money, Credit, and Banking, 38 (2), 469-482.

Short- and long-term effects of the 9/11 event: The international evidence (with V. Richman and M. Santos), 2005, International Journal of Theoretical and Applied Finance, 8 (7), 947-958.

Long-memory forecasting of U.S. monetary indices (with C. F. Baum), 2006, Journal of Forecasting, 25 (4), 291-302.

Forward premiums and market efficiency: Panel unit-root evidence from the term structure of the forward premiums (with C. F. Baum and A. Chakraborty), March 2003, Journal of Macroeconomics, 25 (1), 109-122.

Nearest-neighbor forecasts of U.S. interest rates (with C. F. Baum and A. Chakraborty), 2003, International Journal of Banking and Finance, 1 (1), 119-139.

The forward rate unbiasedness hypothesis: Evidence from a new test (with N. Delcoure, C. F. Baum, and A. Chakraborty), May 2003, Global Finance Journal, 14 (1), 83-93.

Exchange rate effects on the volume and variability of trade flows (with C. F. Baum and M. Caglayan), 2002, Journal of International Money and Finance, 21, 481-496.

Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era (with C. F. Baum and M. Caglayan), 2001, Journal of International Money and Finance, 20, 379-399.

Exchange rate uncertainty and firm profitability (with C. F. Baum and M. Caglayan), 2001, Journal of Macroeconomics, 23 (4), 565-576.

Waves and persistence in merger and acquisition activity (with C. F. Baum and A. Chakraborty), 2001, Economics Letters, 70, 237-243.

An empirical investigation of hospital profitability in the post-PPS era (with M. Younis and J. Rice), 2001, Journal of Health Care Finance, 28 (2), 65-73.

Dynamic futures hedging in currency markets (with A. Chakraborty), 1999, European Journal of Finance, 5 (4), 299-314.

Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? (with C. F. Baum and M. Caglayan), 1999, Journal of International Financial Markets, Institutions and Money, 9 (4), 359-376.

Long memory in futures prices (with W. C. Labys and J. Onochie), 1999, Financial Review, 34, 91-100.

Long memory in the Greek stock market (with C. F. Baum and N. Travlos), 1999, Applied Financial Economics, 10 (2), 177-185.

Persistence in international inflation rates (with C. B. Baum and M. Caglayan), 1999, Southern Economic Journal, 65 (4), 900-913.

Fractional monetary dynamics (with C. B. Baum and M. Caglayan), 1999, Applied Economics, 31, 1393-1400.

Fractional dynamics in Japanese financial time series (with C. F. Baum), 1998, Pacific-Basin Finance Journal, 6, 115-124.

Chaos in an emerging capital market? The case of the Athens stock exchange (with N. Travlos), 1998, Applied Financial Economics, 8, 231-243.

Stochastic long memory in traded goods prices (with C. F. Baum and G. S. Oguz), 1998, Applied Economics Letters, 5, 135-138.

Fractional differencing modeling and forecasting of Eurocurrency deposit rates (with C. F. Baum), 1997, Journal of Financial Research, XX (3), 355-372.

Fractional dynamics in international commodity prices (with W. C. Labys and J. Onochie), 1997, Journal of Futures Markets, 17 (2), 735-755.

Long memory and forecasting in Euroyen deposit rates (with C. F. Baum), 1997, Financial Engineering and the Japanese Markets, 4, 189-201.

A re-examination of the fragility of evidence of cointegration-based tests of foreign exchange market efficiency (With C. F. Baum), 1997, Applied Financial Economics, 7, 635-643.

A nonparametric investigation of the 90-Day T-Bill rate (with C. F. Baum and J. Onochie), 1997, Review of Financial Economics, 6 (2), 187-198.

Fractional cointegration analysis of international long term interest rates (with C. F. Baum and G. S. Oguz), 1997, International Journal of Finance, 9 (2), 586-606.

Time-varying risk premia in the foreign currency futures basis (With C. F. Baum), 1996, Journal of Futures Markets, 16 (7), 735-757.

Long term dependence in stock returns (with C. F. Baum), 1996, Economics Letters, 53, 253-259.

Time series evidence on the saving-investment relationship (with A. Filiztekin and R. Murphy), 1996, Applied Economics Letters, 3, 77-80.

Chapters in books

Persistent dependence in foreign exchange rates? A reexamination (with C. F. Baum, M. Caglayan, and A. Chakraborty), Chapter 10 in Global Financial Markets: Issues and Strategies, D.K. Ghosh and M. Ariff, eds., 2004, Praeger Publishers: Westport CT.

Reprints

Fractional differencing modeling and forecasting of Eurocurrency deposit rates (with C. F. Baum), 1997, Journal of Financial Research, XX (3), 355-372. Reprinted in Financial Forecasting, part of the series International Library of Critical Writings in Financial Economics, volume 13, edited by R. Batchelor and P. Dua, 2004, Edward Elgar Publishing.

Time-varying risk premia in the foreign currency futures basis (With C. F. Baum), 1996, Journal of Futures Markets, 16 (7), 735-757. Reprinted in the IFSA Digest, Spring 1997.