Joined the economics faculty, 1996
Working Paper 361. John Barkoulas and Christopher F. Baum, "Long Memory and Forecasting in Euroyen Deposit Rates" (2/97: 199 Kb, Adobe Acrobat format; separate file containing additional tables, 87 Kb)
Working Paper 356. John T. Barkoulas, Christopher F. Baum and Nickolaos Travlos, "Long Memory in the Greek Stock Market" (12/96: 161 Kb, Adobe Acrobat format)
Working Paper 349. John T. Barkoulas, Christopher F. Baum and Gurkan S. Oguz (Tufts), "Stochastic Long Memory in Traded Goods Prices" (10/96: 173 Kb, Adobe Acrobat format; forthcoming in Applied Economics Letters)
Working Paper 334. John Barkoulas and Christopher F. Baum, "Fractional Dynamics with Long Memory in Japanese Financial Time Series" (rev. 4/97: 99 Kb, Adobe Acrobat format; forthcoming 1998 in Pacific-Basin Finance Journal)
Working Paper 333. Christopher F. Baum and John Barkoulas, "Long Term Dependence in International Inflation Rates" (6/96: 231 Kb, Adobe Acrobat format)
Working Paper 321. John Barkoulas and Christopher F. Baum, "Fractional Monetary Dynamics" (rev. 12/96: 182 Kb, Adobe Acrobat format)
Working Paper 320. John Barkoulas, Christopher F. Baum, Joseph Onochie (Baruch College), "A Nonparametric Investigation of the 90-Day T-Bill Rate" (rev. 5/97: 90 Kb, Adobe Acrobat format) Forthcoming, Review of Financial Economics.
Working Paper 317. John Barkoulas, Christopher F. Baum, "Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates" (rev. 10/96: 75 Kb, Adobe Acrobat format). Published in Journal of Financial Research, Fall 1997).
Working Paper 315. John Barkoulas, Christopher F. Baum and Gurkan S. Oguz, "Fractional Cointegration Analysis of Long Term International Interest Rates" (rev. 10/96: 281 Kb, Adobe Acrobat format)
Working Paper 314. John Barkoulas and Christopher F. Baum, "Long Term Dependence in Stock Returns" (4/96: 178 Kb, Adobe Acrobat format)
Working Paper 313. John Barkoulas and Christopher F. Baum, "Esssential Nonparametric Prediction of U.S. Interest Rates" (2/96: 231 Kb, Adobe Acrobat format)
Working Paper 311. Christopher F. Baum and John T. Barkoulas, "A Re-examination of the Fragility of Evidence from Cointegration-Based Tests of Foreign Exchange Market Efficiency" (2/96: 352Kb, Adobe Acrobat format)
Working Paper 281. Christopher F. Baum and John T. Barkoulas, Time-Varying Risk Premia in the Foreign Currency Futures Basis (192Kb, Adobe Acrobat format)