Zobrazeno 1 - 10
of 37
pro vyhledávání: '"John T. Barkoulas"'
Publikováno v:
The Journal of Economic Asymmetries. 26:e00270
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::52364fcacfd8145ac1ee44a873483a6c
https://doi.org/10.1016/j.jeca.2022.e00270
https://doi.org/10.1016/j.jeca.2022.e00270
Publikováno v:
Chaos, Solitons & Fractals. 113:333-344
We estimate the two Mandelbrotian parameters (“dual forms of wild variability”), namely, long-range dependence (Joseph effect) and discontinuity or fat tails (Noah effect) for the VIX stock market volatility measure. We find the VIX scalar series
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f938533619cefa9c72bf368f83fc99c8
https://doi.org/10.1016/j.chaos.2018.04.013
https://doi.org/10.1016/j.chaos.2018.04.013
Publikováno v:
Chaos, Solitons & Fractals. 86:92-100
We investigate the long-run dynamics of a system of eight major exchange rates in the euro era using both integer and fractional cointegration methodologies. Contrary to the fragile evidence in the pre-euro era, robust evidence of linear cointegrated
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d61907c1bc352853243e61dc786f4b7a
https://doi.org/10.1016/j.chaos.2016.02.007
https://doi.org/10.1016/j.chaos.2016.02.007
Publikováno v:
The Journal of Economic Asymmetries. 21:e00151
In this study, we empirically analyze the dynamic feedback mechanism between the A- and B-markets in the Chinese stock exchanges in an attempt to offer insights into the evolution of the information environment and the subsequent behavior of the B-sh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8417fb3668e3966a311e9ad2c7c199ad
https://doi.org/10.1016/j.jeca.2019.e00151
https://doi.org/10.1016/j.jeca.2019.e00151
Publikováno v:
International Review of Financial Analysis. 31:80-87
We investigate the inter-market return and volatility linkages for an atypical case of firms with foreign IPOs that subsequently cross-listed in their domestic market. In particular, our data set consists of a unique sample of 29 Israeli firms that w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::56bec007dcaa8ed5193927025012842d
https://doi.org/10.1016/j.irfa.2013.09.006
https://doi.org/10.1016/j.irfa.2013.09.006
Publikováno v:
Applied Financial Economics. 22:2035-2046
In this study we investigate the dynamics of the return transmission mechanism across markets (spillover effects) in the atypical international cross listing case where the stock has gone public abroad and then cross listed in the home market. Previo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1f79d8b6eccc9bedb2a7d950187d4c82
https://doi.org/10.1080/09603107.2012.688938
https://doi.org/10.1080/09603107.2012.688938
Publikováno v:
Energy Economics. 34:584-591
We test whether the spot price of crude oil is determined by stochastic rules or exhibits deterministic endogenous fluctuations. In our analysis, we employ both metric (correlation dimension and Lyapunov exponents) and topological (recurrence plots)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c55d748d06fd9bac52daf2a48f07be5c
https://doi.org/10.1016/j.eneco.2011.10.004
https://doi.org/10.1016/j.eneco.2011.10.004
Autor:
John T. Barkoulas
Publikováno v:
Chaos, Solitons & Fractals. 38:1013-1024
The evidence of deterministic chaos in monetary aggregates tends to be contradictory in the literature. We revisit the issue of monetary chaos by applying tools based on both the metric (correlation dimension and Lyapunov exponents) and topological (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::586480698204432dd534fa66f9c5b11b
https://doi.org/10.1016/j.chaos.2007.01.065
https://doi.org/10.1016/j.chaos.2007.01.065
Publikováno v:
The European Journal of Finance. 14:273-280
We incorporate managerial risk aversion and stochasticity of takeover synergy gains into Harris’ (Harris, E.G. 1990. Antitakeover measures, golden parachutes, and target firm shareholder welfare. Rand Journal of Economics 21, no. 4: 614–25. barga
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8d79afc92884f8ac8a447b1b9c9ba78a
https://doi.org/10.1080/13518470802041684
https://doi.org/10.1080/13518470802041684
Autor:
John T. Barkoulas, Christopher F. Baum
Publikováno v:
Journal of Money, Credit and Banking. 38:469-482
A number of previous studies have questioned the dominant role of Germany within the EMS. These conclusions are often based on empirical findings that interest rates of member countries of the EMS are not affected by German interest rates, even in th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::843731438fd46af19417f786b098ea7e