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Access Statistics for Anastasios G. Malliaris

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are foreign currency markets interdependent? evidence from data mining technologies 0 0 0 21 0 0 2 108
Are oil, gold and the euro inter-related? time series and neural network analysis 0 0 0 74 0 1 1 178
Episodic Nonlinearity in Leading Global Currencies 0 0 0 68 0 0 0 232
Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests 0 0 0 84 0 0 1 264
Total Working Papers 0 0 0 247 0 1 4 782


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation among real, monetary and financial variables 0 0 0 64 0 0 4 148
Are foreign currency markets interdependent? Evidence from data mining technologies / ¿Son interdependientes los mercados de divisas? Evidencia de tecnologías de minería de datos 0 0 0 2 0 0 0 35
Are oil, gold and the euro inter-related? Time series and neural network analysis 0 0 0 38 0 1 1 157
Aspects of Economic and Social Policies in Integrated Economies 0 0 0 0 0 0 1 1
Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies 0 0 0 15 0 0 1 73
Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies 0 0 0 39 0 1 1 128
Asset price bubbles: What are the causes, consequences, and public policy options? 2 2 7 283 2 4 24 647
Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules 0 0 0 3 0 0 2 21
Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union 0 0 0 3 0 0 0 61
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 0 38 0 0 0 187
Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy 0 0 0 14 0 1 2 53
Decomposition of Inflation and Its Volatility: A Stochastic Approach 0 0 0 0 0 1 3 181
Delegated asset management and performance when some investors are unsophisticated 0 0 0 3 0 0 0 9
Differential equations, stability and chaos in dynamic economics: W.A. Brock and A.G. Malliaris (Amsterdam-Oxford-New York: Elsevier-North-Holland, 1989. Pp. xvi + 390. DF1 150 hardback. ISBN 0 444 70500 7) 1 3 4 214 1 3 8 520
Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes 0 0 0 8 0 0 0 91
Economic determinants of trading volume in futures markets 0 0 0 113 0 0 0 210
Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" 0 0 0 28 0 1 2 110
Energy sector pricing: On the role of neglected nonlinearity 0 0 0 56 0 0 0 196
Episodic Nonlinearity in Leading Global Currencies 0 0 0 16 0 0 0 99
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 71 0 0 2 300
House Bubbles, global imbalances and monetary policy in the US 0 0 0 3 0 2 9 19
How big is the random walks in macroeconomic time series: Variance ratio tests 0 0 0 18 0 0 0 54
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 1 1 49 0 1 2 131
Input Analysis and Short Run Economic Profits 0 0 0 1 0 0 0 5
Interest rates and inflation: A continuous time stochastic approach 0 1 2 53 0 1 3 140
Investment principles for individual retirement accounts 0 0 0 21 1 1 1 111
Linkages between agricultural commodity futures contracts 0 0 0 4 0 0 0 24
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 1 64 0 1 2 169
Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19 1 1 4 37 2 4 14 97
Monetary Policy and the U.S. Stock Market 0 0 1 146 0 1 3 519
Monetary policy, financial shocks and economic activity 0 0 1 3 0 0 2 13
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 17 0 0 0 102
Multi-Fractality in Foreign Currency Markets 0 0 0 11 0 0 1 56
N-tuple S&P patterns across decades, 1950–2011 0 0 0 1 0 0 0 34
NAFTA: Old and new lessons from theory and practice with economic integration 0 0 1 50 0 0 3 165
NAFTA: Past, Present and Future 0 0 0 9 1 1 3 51
Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications 0 0 0 17 0 0 0 95
Oil prices and the impact of the financial crisis of 2007–2009 0 0 2 35 1 2 7 151
One Man’s Bubble Is Another Man’s Rational Behavior: Comparing Alternative Macroeconomic Hypotheses for the US Housing Market 0 0 0 0 2 3 4 4
Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis 0 0 0 30 0 2 5 112
Reprint of: Delegated asset management and performance when some investors are unsophisticated 0 1 1 2 0 2 2 4
SECTORAL ANALYSIS OF GREEK MANUFACTURING 0 0 0 2 0 0 0 9
Searching for fractal structure in agricultural futures markets 0 0 0 5 0 0 0 30
Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975 0 0 0 20 0 0 0 78
Strengthening The Global Financial Stability: Lessons From The European Monetary Union 0 0 0 1 0 0 0 24
Swings of the Pendulum: A Review of Theory and Practice in Development Economics 0 0 1 10 0 0 4 32
TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE 0 0 1 4 0 2 6 35
Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies 0 0 1 8 0 0 1 19
The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy 0 0 0 1 0 0 0 21
The Future of the U.S. Dollar and its Competition with the Euro 0 0 0 7 0 0 0 118
The International Crash of October 1987: Causality Tests 0 1 2 119 0 1 6 311
The dollar, the euro and the role of emerging economies 0 0 0 2 0 0 0 7
The global price of oil, QE and the US high yield rate 0 0 0 4 0 1 1 18
The impact of information signals on market prices when agents have non-linear trading rules 0 0 0 43 0 1 2 135
The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment 0 0 1 16 1 4 9 66
The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures 0 0 0 7 0 0 1 30
The impact of the twin financial crises 0 0 1 14 2 3 7 43
The scope and methodology of economic and financial asymmetries 0 1 6 9 1 3 10 18
Toward Monetary Union of the European Community 0 0 0 0 0 0 0 12
Transparent US monetary policy: theory and tests 0 0 1 24 0 0 3 64
US inflation and commodity prices: Analytical and empirical issues 0 0 0 40 0 0 0 112
Volume and Volatility in Foreign Currency Futures Markets 0 0 0 84 0 1 1 350
Volume and price relationships: Hypotheses and testing for agricultural futures 0 0 0 3 0 0 1 21
What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches 0 0 0 0 0 0 0 8
What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020? 0 0 1 1 0 0 1 9
What drives gold returns? A decision tree analysis 0 1 2 32 0 1 3 122
Where is the Euro Area headed? Restoration of price stability 0 0 2 2 0 0 7 7
Total Journal Articles 4 12 44 2,037 14 50 175 6,982
1 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays 0 0 2 9 0 1 3 92
Foundations of Futures Markets 0 0 0 9 0 0 0 36
Total Books 0 0 2 18 0 1 3 128


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARE THERE RATIONAL BUBBLES IN THE U.S STOCK MARKET? OVERVIEW AND A NEW TEST 0 0 0 4 0 0 1 20
An empirical investigation among real, monetary and financial variables 0 0 0 1 0 0 1 17
Asset Price Bubbles and Public Policy 0 0 1 7 0 0 3 21
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 0 0 0 1 5 28
Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions 0 0 1 8 1 1 4 29
Decomposition of Inflation and its Volatility: A Stochastic Approach 0 0 1 6 0 0 1 16
Directional Returns for Gold and Silver: A Cluster Analysis Approach 0 0 0 0 0 1 2 8
EQUITY AND OIL MARKETS UNDER EXTERNAL SHOCKS 0 0 0 2 0 0 2 15
EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS 0 0 0 3 0 1 2 27
Futures Markets: An Overview 2 2 3 10 2 2 6 19
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 0 0 0 1 30
Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact 0 0 0 9 0 0 0 28
How big is the random walk in macroeconomic time series: Variance ratio tests 0 0 0 3 0 0 1 17
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 0 1 0 0 0 22
IS THE FEDERAL RESERVE STOCK MARKET BUBBLE-NEUTRAL? 0 0 0 2 1 2 2 18
Interest rates and inflation: A continuous time stochastic approach 0 0 0 5 0 0 0 33
Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model 0 0 0 5 0 1 2 18
MONETARY POLICY AND THE U.S. STOCK MARKET 0 0 1 5 0 0 1 75
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 0 3 0 0 1 18
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 2 0 0 0 10
Multi-Fractality in Foreign Currency Markets 0 1 1 1 0 1 2 18
OIL AND WORLD STOCK MARKETS' REACTION TO THE GULF CRISIS 0 0 1 4 0 0 1 14
Rethinking Monetary Stabilization in the Presence of an Asset Bubble: Should the Response be Symmetric or Asymmetric? 0 0 0 0 0 0 0 0
Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975 0 0 0 2 0 0 0 13
Speculative Nonfundamental Components in Mature Stock Markets: Do they Exist and are they Related? 0 0 0 0 0 0 0 1
THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS 0 0 0 3 0 1 3 15
The Common Agricultural Policy of the EU and developing countries 0 0 0 0 0 0 0 0
The International Crash of October 1987: Causality Tests 0 0 0 7 0 0 1 42
Uncertainty, Transparency, and Future Monetary Policy 0 0 0 0 0 0 0 5
Volume and Volatility in Foreign Currency Futures Markets 0 1 1 6 0 1 2 36
Total Chapters 2 4 10 99 4 12 44 613


Statistics updated 2024-12-04