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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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The forward rate unbiasedness hypothesis reexamined : evidence from a new test
Delcoure, Natalya; Barkoulas, John T.; Baum, Christopher F. - In: Global finance journal 14 (2003) 1, pp. 83-93
Persistent link: https://www.econbiz.de/10001763727
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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
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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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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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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
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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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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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Forward premiums and market efficiency : panel unit-root evidence from the term structure of forward premiums
Barkoulas, John T.; Baum, Christopher F.; Chakraborty, … - In: Journal of macroeconomics 25 (2003) 1, pp. 109-122
Persistent link: https://www.econbiz.de/10001751002
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Uncertainty determinants of firm investment
Baum, Christopher F.; Caglayan, Mustafa; Talavera, Oleksandr - In: Economics letters 98 (2008) 3, pp. 282-287
Persistent link: https://www.econbiz.de/10003719220