Anastasios G. Malliaris
Personal Details
First Name: | Anastasios |
Middle Name: | G. |
Last Name: | Malliaris |
Suffix: | |
RePEc Short-ID: | pma860 |
[This author has chosen not to make the email address public] | |
https://www.luc.edu/quinlan/about/leadershipcenterslabs/finpol/bios/agtassosmalliaris/ | |
Quinlan School of Business 16 East Pearson Street Chicago, Illinois 60611 USA | |
1-312-915-6063 |
Affiliation
Department of Economics
Loyola University
Chicago, Illinois (United States)http://www.luc.edu/sba/economics/
RePEc:edi:delucus (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters Books EditorshipWorking papers
- Malliaris, A.G. & Malliaris, Mary, 2011. "Are foreign currency markets interdependent? evidence from data mining technologies," MPRA Paper 35261, University Library of Munich, Germany.
- Malliaris, A.G. & Malliaris, Mary, 2011.
"Are oil, gold and the euro inter-related? time series and neural network analysis,"
MPRA Paper
35266, University Library of Munich, Germany.
- A. Malliaris & Mary Malliaris, 2013. "Are oil, gold and the euro inter-related? Time series and neural network analysis," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 1-14, January.
- Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis, 2010.
"Episodic Nonlinearity in Leading Global Currencies,"
DUTH Research Papers in Economics
3-2010, Democritus University of Thrace, Department of Economics.
- Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012. "Episodic Nonlinearity in Leading Global Currencies," Open Economies Review, Springer, vol. 23(2), pages 337-357, April.
- Marco Corazza & A.G. Malliaris & Elisa Scalco, 2006. "Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests," Working Papers 137, Department of Applied Mathematics, Università Ca' Foscari Venezia.
Articles
- Anastasios G. Malliaris & Mary Malliaris & Mark S. Rzepczynski, 2024. "One Man’s Bubble Is Another Man’s Rational Behavior: Comparing Alternative Macroeconomic Hypotheses for the US Housing Market," JRFM, MDPI, vol. 17(8), pages 1-21, August.
- Evgenidis, Anastasios & Malliaris, Anastasios, 2023. "House Bubbles, global imbalances and monetary policy in the US," Journal of International Money and Finance, Elsevier, vol. 138(C).
- Malliaris, Anastasios G. & Malliaris, Mary E., 2023. "Where is the Euro Area headed? Restoration of price stability," Journal of Policy Modeling, Elsevier, vol. 45(4), pages 848-863.
- Alogoskoufis, George & Malliaris, A.G. & Stengos, Thanasis, 2023. "The scope and methodology of economic and financial asymmetries," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Anastasios Evgenidis & Anastasios G. Malliaris, 2022. "Monetary policy, financial shocks and economic activity," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 429-456, August.
- Malliaris, Steven & Malliaris, A.G., 2022. "Reprint of: Delegated asset management and performance when some investors are unsophisticated," Journal of Banking & Finance, Elsevier, vol. 140(C).
- Bhar, Ramaprasad & Malliaris, A.G., 2021. "Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 15-33.
- Malliaris, Steven & Malliaris, A.G., 2021. "Delegated asset management and performance when some investors are unsophisticated," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Ramaprasad Bhar & Anastasios G. Malliaris & Mary Malliaris, 2021. "What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches," JRFM, MDPI, vol. 14(2), pages 1-11, February.
- Anastasios G. Malliaris & Mary Malliaris, 2021. "What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020?," JRFM, MDPI, vol. 14(8), pages 1-13, August.
- Anastasios Evgenidis & Anastasios G. Malliaris, 2020. "To Lean Or Not To Lean Against An Asset Price Bubble? Empirical Evidence," Economic Inquiry, Western Economic Association International, vol. 58(4), pages 1958-1976, October.
- Anastasios Malliaris & Mary E. Malliaris, 2020. "The global price of oil, QE and the US high yield rate," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(7), pages 1849-1860, April.
- Malliaris, Anastasios G. & Malliaris, Mary, 2020. "The impact of the twin financial crises," Journal of Policy Modeling, Elsevier, vol. 42(4), pages 878-892.
- Anastasios G. Malliaris, 2018. "The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy," Multinational Finance Journal, Multinational Finance Journal, vol. 22(1-2), pages 35-62, March - J.
- Ramaprasad Bhar & A. G. Malliaris, 2016. "Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules," Applied Economics, Taylor & Francis Journals, vol. 48(55), pages 5329-5339, November.
- Malliaris, A.G. & Malliaris, Mary, 2015. "What drives gold returns? A decision tree analysis," Finance Research Letters, Elsevier, vol. 13(C), pages 45-53.
- Ramaprasad Bhar & A.G. Malliaris & Mary Malliaris, 2015. "Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 7(2), pages 135-156, December.
- Ramaprasad Bhar & Malliaris & Mary Malliaris, 2015. "The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment," Applied Economics, Taylor & Francis Journals, vol. 47(55), pages 6010-6018, November.
- A. Malliaris & Mary Malliaris, 2014. "N-tuple S&P patterns across decades, 1950–2011," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(2), pages 339-353, June.
- A. Malliaris & Mary Malliaris, 2013.
"Are oil, gold and the euro inter-related? Time series and neural network analysis,"
Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 1-14, January.
- Malliaris, A.G. & Malliaris, Mary, 2011. "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper 35266, University Library of Munich, Germany.
- Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012.
"Episodic Nonlinearity in Leading Global Currencies,"
Open Economies Review, Springer, vol. 23(2), pages 337-357, April.
- Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis, 2010. "Episodic Nonlinearity in Leading Global Currencies," DUTH Research Papers in Economics 3-2010, Democritus University of Thrace, Department of Economics.
- Malliaris, A. G. & Mlliaris, Mary, 2012. "Are foreign currency markets interdependent? Evidence from data mining technologies / ¿Son interdependientes los mercados de divisas? Evidencia de tecnologías de minería de datos," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 2(1), pages 31-47, enero-jun.
- Marc D. Hayford & A. G. Malliaris, 2012. "Transparent US monetary policy: theory and tests," Applied Economics, Taylor & Francis Journals, vol. 44(7), pages 813-824, March.
- Douglas D. Evanoff & George G. Kaufman & Anastasios G. Malliaris, 2012. "Asset price bubbles: What are the causes, consequences, and public policy options?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Nov.
- Bhar, Ramaprasad & Malliaris, A.G., 2011. "Oil prices and the impact of the financial crisis of 2007–2009," Energy Economics, Elsevier, vol. 33(6), pages 1049-1054.
- Hayford, Marc D. & Malliaris, A.G., 2011. "Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy," The Journal of Economic Asymmetries, Elsevier, vol. 8(2), pages 73-90.
- Anastasios G. Malliaris & Ramaprasad Bhar, 2011. "Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 3(1), pages 27-53, April.
- Marco Corazza & A. Malliaris & Elisa Scalco, 2010. "Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications," Computational Economics, Springer;Society for Computational Economics, vol. 35(1), pages 1-23, January.
- Marc Hayford & Anastasios Malliaris, 2010.
"Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies,"
Forum for Social Economics, Springer;The Association for Social Economics, vol. 39(3), pages 279-286, October.
- Marc Hayford & Anastasios Malliaris, 2010. "Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies," Forum for Social Economics, Taylor & Francis Journals, vol. 39(3), pages 279-286, January.
- Malliaris, A.G. & Kyrtsou, C., 2009. "Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics"," Energy Economics, Elsevier, vol. 31(6), pages 825-826, November.
- Kyrtsou, Catherine & Malliaris, Anastasios G., 2009. "The impact of information signals on market prices when agents have non-linear trading rules," Economic Modelling, Elsevier, vol. 26(1), pages 167-176, January.
- Kyrtsou, Catherine & Malliaris, Anastasios G. & Serletis, Apostolos, 2009. "Energy sector pricing: On the role of neglected nonlinearity," Energy Economics, Elsevier, vol. 31(3), pages 492-502, May.
- Bala Batavia & A.G. Malliaris, 2009. "The dollar, the euro and the role of emerging economies," International Journal of Indian Culture and Business Management, Inderscience Enterprises Ltd, vol. 2(1), pages 11-29.
- Malliaris, A.G. & Malliaris, Mary E., 2008. "Investment principles for individual retirement accounts," Journal of Banking & Finance, Elsevier, vol. 32(3), pages 393-404, March.
- Kondonassis, Alexander J. & Malliaris, A.G. & Paraskevopoulos, Chris, 2008. "NAFTA: Past, Present and Future," The Journal of Economic Asymmetries, Elsevier, vol. 5(1), pages 13-23.
- Alex Kondonassis & A.G. Malliaris & Chris Paraskevopoulos, 2007. "The Future of the U.S. Dollar and its Competition with the Euro," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 97-110.
- Malliaris, A.G., 2006. "US inflation and commodity prices: Analytical and empirical issues," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 267-271, March.
- Hayford, M. D. & Malliaris, A. G., 2005.
"How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule,"
European Journal of Operational Research, Elsevier, vol. 163(1), pages 20-29, May.
- M. D. Hayford & A. G. Malliaris, 2005. "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 14, pages 223-232, World Scientific Publishing Co. Pte. Ltd..
- Alexander J. Kondonassis & A.G. Malliaris & Christos C. Paraskevopoulos, 2005. "Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 43-64.
- Marc D. Hayford & A. G. Malliaris, 2004.
"Monetary Policy and the U.S. Stock Market,"
Economic Inquiry, Western Economic Association International, vol. 42(3), pages 387-401, July.
- Marc D. Hayford & A. G. Malliaris, 2005. "Monetary Policy And The U.S. Stock Market," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 15, pages 233-247, World Scientific Publishing Co. Pte. Ltd..
- Marco Corazza & A. G. Malliaris, 2002.
"Multi-Fractality in Foreign Currency Markets,"
Multinational Finance Journal, Multinational Finance Journal, vol. 6(2), pages 65-98, June.
- Marco Corazza & A. G. Malliaris, 2005. "Multi-Fractality in Foreign Currency Markets," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 11, pages 151-184, World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G., 2002.
"Global monetary instability: The role of the IMF, the EU and NAFTA,"
The North American Journal of Economics and Finance, Elsevier, vol. 13(1), pages 72-92, May.
- A. G. Malliaris, 2005. "Global monetary instability: The role of the IMF, the EU and NAFTA," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 20, pages 323-343, World Scientific Publishing Co. Pte. Ltd..
- A.J. Kondonassis & A.G. Malliaris & T.O. Okediji, 2000. "Swings of the Pendulum: A Review of Theory and Practice in Development Economics," The American Economist, Sage Publications, vol. 44(1), pages 17-23, March.
- Kondonassis J. Alex & Malliaris A. G, 2000. "Strengthening The Global Financial Stability: Lessons From The European Monetary Union," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 11-28, January -.
- Malliaris, A. G. & Stein, Jerome L., 1999.
"Methodological issues in asset pricing: Random walk or chaotic dynamics,"
Journal of Banking & Finance, Elsevier, vol. 23(11), pages 1605-1635, November.
- A. G. Malliaris & Jerome L. Stein, 2005. "Methodological issues in asset pricing: Random walk or chaotic dynamics," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 8, pages 85-115, World Scientific Publishing Co. Pte. Ltd..
- Bhar, Ramaprasad & Malliaris, A G, 1998.
"Volume and Volatility in Foreign Currency Futures Markets,"
Review of Quantitative Finance and Accounting, Springer, vol. 10(3), pages 285-302, May.
- Ramaprasad Bhar & A. G. Malliaris, 2015. "Volume and Volatility in Foreign Currency Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 5, pages 103-123, World Scientific Publishing Co. Pte. Ltd..
- A. G. Malliaris & Jorge L. Urrutia, 1998. "Volume and price relationships: Hypotheses and testing for agricultural futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(1), pages 53-72, February.
- Marco Corazza & A.G. Malliaris & Carla Nardelli, 1997. "Searching for fractal structure in agricultural futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 17(4), pages 433-473, June.
- Kondonassis, Alex J. & Malliaris, A. G., 1996. "NAFTA: Old and new lessons from theory and practice with economic integration," The North American Journal of Economics and Finance, Elsevier, vol. 7(1), pages 31-41.
- A. G. Malliaris & Jorge L. Urrutia, 1996. "Linkages between agricultural commodity futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(5), pages 595-609, August.
- Malliaris, A G & Malliaris, Mary E, 1995.
"Decomposition of Inflation and Its Volatility: A Stochastic Approach,"
Review of Quantitative Finance and Accounting, Springer, vol. 5(1), pages 93-103, March.
- A. G. Malliaris & Mary E. Malliaris, 2005. "Decomposition of Inflation and its Volatility: A Stochastic Approach," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 5, pages 29-39, World Scientific Publishing Co. Pte. Ltd..
- Nardini, Franco, 1994. "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 7," Structural Change and Economic Dynamics, Elsevier, vol. 5(2), pages 394-396, December.
- A. J. Kondonassis & A. G. Malliaris, 1994. "Toward Monetary Union of the European Community," American Journal of Economics and Sociology, Wiley Blackwell, vol. 53(3), pages 291-301, July.
- Malliaris, A. G. & Urrutia, Jorge L., 1992.
"The International Crash of October 1987: Causality Tests,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(3), pages 353-364, September.
- A. G. Malliaris & Jorge L. Urrutia, 2005. "The International Crash of October 1987: Causality Tests," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 16, pages 251-262, World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G., 1992.
"Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975,"
International Review of Financial Analysis, Elsevier, vol. 1(1), pages 77-93.
- A. G. Malliaris, 2005. "Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 6, pages 41-57, World Scientific Publishing Co. Pte. Ltd..
- A. G. Malliaris & Jorge L. Urrutia, 1991. "The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(3), pages 271-289, June.
- A. G. Malliaris & Jorge Urrutia, 1991. "Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(1), pages 55-68, February.
- Malliaris, A. G. & Urrutia, Jorge L., 1991.
"An empirical investigation among real, monetary and financial variables,"
Economics Letters, Elsevier, vol. 37(2), pages 151-158, October.
- A. G. Malliaris & Jorge L. Urrutia, 2005. "An empirical investigation among real, monetary and financial variables," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 3, pages 13-20, World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G. & Urrutia, Jorge L., 1991. "Economic determinants of trading volume in futures markets," Economics Letters, Elsevier, vol. 35(3), pages 301-305, March.
- Malliaris, A. G. & Mullady, Walter Sr. & Malliaris, M. E., 1991.
"Interest rates and inflation : A continuous time stochastic approach,"
Economics Letters, Elsevier, vol. 37(4), pages 351-356, December.
- A. G. Malliaris & Walter F. Mullady & M. E. Malliaris, 2005. "Interest rates and inflation: A continuous time stochastic approach," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 4, pages 23-28, World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G. & Stefani, Silvana, 1991.
"Money, inflation and interest rates: Illustrations from twelve European economies,"
European Journal of Political Economy, Elsevier, vol. 7(3), pages 275-298, October.
- A. G. Malliaris & Silvana Stefani, 2005. "Money, inflation and interest rates: Illustrations from twelve European economies," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 7, pages 59-82, World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G. & Urrutia, Jorge L., 1990.
"How big is the random walks in macroeconomic time series : Variance ratio tests,"
Economics Letters, Elsevier, vol. 34(2), pages 113-116, October.
- A. G. Malliaris & Jorge L. Urrutia, 2005. "How big is the random walk in macroeconomic time series: Variance ratio tests," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 2, pages 9-12, World Scientific Publishing Co. Pte. Ltd..
- Fwu-Ranq Chang & A. G. Malliaris, 1987.
"Asymptotic Growth under Uncertainty: Existence and Uniqueness,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 54(1), pages 169-174.
- Fwu-Ranq Chang & A. G. Malliaris, 2005. "Asymptotic Growth under Uncertainty: Existence and Uniqueness," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 1, pages 3-8, World Scientific Publishing Co. Pte. Ltd..
- A.G. Malliaris, 1982. "Aspects of Economic and Social Policies in Integrated Economies," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 9(6/7), pages 105-124, June.
- A. G. Malliaris Chairman & S. Ramenofsky Assistant Professor, 1975. "Sectoral Analysis Of Greek Manufacturing," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 46(4), pages 407-416, October.
- Tassos G. Malliaris, 1970.
"Input Analysis and Short Run Economic Profits,"
The American Economist, Sage Publications, vol. 14(2), pages 62-65, October.
RePEc:inm:ormoor:v:12:y:1987:i:2:p:297-308 is not listed on IDEAS
Chapters
- George Chalamandaris & A. G. Malliaris, 2020. "Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 27, pages 1025-1074, World Scientific Publishing Co. Pte. Ltd..
- A. G. Malliaris & Mary Malliaris, 2018. "Directional Returns for Gold and Silver: A Cluster Analysis Approach," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 3-16, Springer.
- George G. Kaufman & A. G. Malliaris & Richard W. Nelson, 2018. "Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact," World Scientific Book Chapters, in: Douglas D Evanoff & George G Kaufman & A G Malliaris (ed.), Innovative Federal Reserve Policies During the Great Financial Crisis, chapter 8, pages 229-256, World Scientific Publishing Co. Pte. Ltd..
- Douglas D. Evanoff & A. G. Malliaris, 2018. "Asset Price Bubbles and Public Policy," World Scientific Book Chapters, in: Douglas D Evanoff & A G Malliaris & George Kaufman (ed.), Public Policy & Financial Economics Essays in Honor of Professor George G Kaufman for His Lifelong Contributions to the Profession, chapter 12, pages 197-246, World Scientific Publishing Co. Pte. Ltd..
- Anastasios G Malliaris & William T Ziemba, 2015. "Futures Markets: An Overview," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 1, pages 3-22, World Scientific Publishing Co. Pte. Ltd..
- Ramaprasad Bhar & A. G. Malliaris, 2015.
"Volume and Volatility in Foreign Currency Futures Markets,"
World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 5, pages 103-123,
World Scientific Publishing Co. Pte. Ltd..
- Bhar, Ramaprasad & Malliaris, A G, 1998. "Volume and Volatility in Foreign Currency Futures Markets," Review of Quantitative Finance and Accounting, Springer, vol. 10(3), pages 285-302, May.
- Marc D. Hayford & A. G. Malliaris, 2008. "Uncertainty, Transparency, and Future Monetary Policy," Palgrave Macmillan Books, in: Robert R. Bliss & George G. Kaufman (ed.), Financial Institutions and Markets, chapter 5, pages 127-152, Palgrave Macmillan.
- Ramaprasad Bhar & A. G. Malliaris, 2006. "Speculative Nonfundamental Components in Mature Stock Markets: Do they Exist and are they Related?," World Scientific Book Chapters, in: Ivan E Brick & Tavy Ronen & Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting Essays in Microstructure in Honor of David K Whitcomb, chapter 11, pages 217-246, World Scientific Publishing Co. Pte. Ltd..
- Marc D. Hayford & A.G. Malliaris, 2006. "Rethinking Monetary Stabilization in the Presence of an Asset Bubble: Should the Response be Symmetric or Asymmetric?," Chapters, in: Volbert Alexander & Hans-Helmut Kotz (ed.), Global Divergence in Trade, Money and Policy, chapter 8, pages 172-192, Edward Elgar Publishing.
- A. G. Malliaris & Jorge L. Urrutia, 2005.
"How big is the random walk in macroeconomic time series: Variance ratio tests,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 2, pages 9-12,
World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G. & Urrutia, Jorge L., 1990. "How big is the random walks in macroeconomic time series : Variance ratio tests," Economics Letters, Elsevier, vol. 34(2), pages 113-116, October.
- Fwu-Ranq Chang & A. G. Malliaris, 2005.
"Asymptotic Growth under Uncertainty: Existence and Uniqueness,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 1, pages 3-8,
World Scientific Publishing Co. Pte. Ltd..
- Fwu-Ranq Chang & A. G. Malliaris, 1987. "Asymptotic Growth under Uncertainty: Existence and Uniqueness," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 54(1), pages 169-174.
- M. D. Hayford & A. G. Malliaris, 2005.
"How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 14, pages 223-232,
World Scientific Publishing Co. Pte. Ltd..
- Hayford, M. D. & Malliaris, A. G., 2005. "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," European Journal of Operational Research, Elsevier, vol. 163(1), pages 20-29, May.
- Jorge Urrutia & A. G. Malliaris, 2005. "Equity And Oil Markets Under External Shocks," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 19, pages 309-322, World Scientific Publishing Co. Pte. Ltd..
- Marc D. Hayford & A. G. Malliaris, 2005.
"Monetary Policy And The U.S. Stock Market,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 15, pages 233-247,
World Scientific Publishing Co. Pte. Ltd..
- Marc D. Hayford & A. G. Malliaris, 2004. "Monetary Policy and the U.S. Stock Market," Economic Inquiry, Western Economic Association International, vol. 42(3), pages 387-401, July.
- Ramaprasad Bhar & A. G. Malliaris, 2005. "Are There Rational Bubbles In The U.S Stock Market? Overview And A New Test," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 12, pages 187-206, World Scientific Publishing Co. Pte. Ltd..
- A. G. Malliaris & Jorge L. Urrutia, 2005. "Oil And World Stock Markets' Reaction To The Gulf Crisis," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 18, pages 287-307, World Scientific Publishing Co. Pte. Ltd..
- A. G. Malliaris & Mary E. Malliaris, 2005.
"Decomposition of Inflation and its Volatility: A Stochastic Approach,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 5, pages 29-39,
World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A G & Malliaris, Mary E, 1995. "Decomposition of Inflation and Its Volatility: A Stochastic Approach," Review of Quantitative Finance and Accounting, Springer, vol. 5(1), pages 93-103, March.
- A. G. Malliaris & Silvana Stefani, 2005.
"Money, inflation and interest rates: Illustrations from twelve European economies,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 7, pages 59-82,
World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G. & Stefani, Silvana, 1991. "Money, inflation and interest rates: Illustrations from twelve European economies," European Journal of Political Economy, Elsevier, vol. 7(3), pages 275-298, October.
- Marc D. Hayford & A. G. Malliaris, 2005. "Is The Federal Reserve Stock Market Bubble-Neutral?," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 13, pages 207-221, World Scientific Publishing Co. Pte. Ltd..
- A. G. Malliaris & Jorge L. Urrutia, 2005.
"The International Crash of October 1987: Causality Tests,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 16, pages 251-262,
World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G. & Urrutia, Jorge L., 1992. "The International Crash of October 1987: Causality Tests," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(3), pages 353-364, September.
- A. G. Malliaris & Jerome L. Stein, 2005.
"Methodological issues in asset pricing: Random walk or chaotic dynamics,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 8, pages 85-115,
World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G. & Stein, Jerome L., 1999. "Methodological issues in asset pricing: Random walk or chaotic dynamics," Journal of Banking & Finance, Elsevier, vol. 23(11), pages 1605-1635, November.
- A. G. Malliaris & Walter F. Mullady & M. E. Malliaris, 2005.
"Interest rates and inflation: A continuous time stochastic approach,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 4, pages 23-28,
World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G. & Mullady, Walter Sr. & Malliaris, M. E., 1991. "Interest rates and inflation : A continuous time stochastic approach," Economics Letters, Elsevier, vol. 37(4), pages 351-356, December.
- Marco Corazza & A. G. Malliaris, 2005.
"Multi-Fractality in Foreign Currency Markets,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 11, pages 151-184,
World Scientific Publishing Co. Pte. Ltd..
- Marco Corazza & A. G. Malliaris, 2002. "Multi-Fractality in Foreign Currency Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 6(2), pages 65-98, June.
- A. G. Malliaris, 2005.
"Global monetary instability: The role of the IMF, the EU and NAFTA,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 20, pages 323-343,
World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G., 2002. "Global monetary instability: The role of the IMF, the EU and NAFTA," The North American Journal of Economics and Finance, Elsevier, vol. 13(1), pages 72-92, May.
- A. G. Malliaris, 2005.
"Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 6, pages 41-57,
World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G., 1992. "Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975," International Review of Financial Analysis, Elsevier, vol. 1(1), pages 77-93.
- A. G. Malliaris & Jorge L. Urrutia, 2005.
"An empirical investigation among real, monetary and financial variables,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 3, pages 13-20,
World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A. G. & Urrutia, Jorge L., 1991. "An empirical investigation among real, monetary and financial variables," Economics Letters, Elsevier, vol. 37(2), pages 151-158, October.
- A. G. Malliaris & Jorge L. Urrutia, 2005. "European Stock Market Fluctuations: Short And Long Term Links," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 10, pages 137-149, World Scientific Publishing Co. Pte. Ltd..
- George C. Philippatos & Efi Pilarinu & A. G. Malliaris, 2005. "Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 9, pages 117-136, World Scientific Publishing Co. Pte. Ltd..
- A. G. Malliaris & Jorge L. Urrutia, 2005. "The Impact Of The Persian Gulf Crisis On National Equity Markets," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 17, pages 263-285, World Scientific Publishing Co. Pte. Ltd..
- Bala Batavia & A.G. Malliaris & Bala Batavia & A.G. Malliaris, 1996. "The Common Agricultural Policy of the EU and developing countries," Chapters, in: Christos C. Paraskevopoulos & Ricardo Grinspun & Theodore Georgakopoulos (ed.), Economic Integration and Public Policy in the European Union, chapter 16, pages 193-205, Edward Elgar Publishing.
Books
- Douglas D Evanoff & George G Kaufman & A G Malliaris (ed.), 2018. "Innovative Federal Reserve Policies During the Great Financial Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10891, December.
- Douglas D Evanoff & A G Malliaris & George Kaufman (ed.), 2018. "Public Policy & Financial Economics:Essays in Honor of Professor George G Kaufman for His Lifelong Contributions to the Profession," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10697, December.
- Malliaris, A.G. & Shaw, Leslie & Shefrin, Hersh (ed.), 2016. "The Global Financial Crisis and Its Aftermath: Hidden Factors in the Meltdown," OUP Catalogue, Oxford University Press, number 9780199386222.
- Malliaris, A.G. & Shaw, Leslie & Shefrin, Hersh (ed.), 2016. "The Global Financial Crisis and Its Aftermath: Hidden Factors in the Meltdown," OUP Catalogue, Oxford University Press, number 9780199386239.
- Anastasios G Malliaris & William T Ziemba (ed.), 2015. "The World Scientific Handbook of Futures Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8984, December.
- Evanoff, Douglas D. & Kaufman, George G. & Malliaris, A. G. (ed.), 2012. "New Perspectives on Asset Price Bubbles," OUP Catalogue, Oxford University Press, number 9780199844333.
- Evanoff, Douglas D. & Kaufman, George G. & Malliaris, A. G. (ed.), 2012. "New Perspectives on Asset Price Bubbles," OUP Catalogue, Oxford University Press, number 9780199844401.
- A G Malliaris, 2005. "Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5864, December.
- George M. Constantinides & A.G. Malliaris (ed.), 2001. "Options Markets," Books, Edward Elgar Publishing, volume 0, number 1699.
- A. G. Malliaris, 1999. "Foundations of Futures Markets," Books, Edward Elgar Publishing, number 1509.
- A. G. Malliaris (ed.), 1997. "Futures Markets," Books, Edward Elgar Publishing, volume 0, number 972.
Editorship
- The Journal of Economic Asymmetries, Elsevier.
More information
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Distinct Works
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Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ENE: Energy Economics (2) 2006-09-16 2011-12-19
- NEP-CBA: Central Banking (1) 2010-06-18
- NEP-CMP: Computational Economics (1) 2011-12-19
- NEP-CWA: Central and Western Asia (1) 2011-12-19
- NEP-ECM: Econometrics (1) 2006-09-16
- NEP-ETS: Econometric Time Series (1) 2006-09-16
- NEP-FIN: Finance (1) 2006-09-16
- NEP-FMK: Financial Markets (1) 2006-09-16
- NEP-IFN: International Finance (1) 2010-06-18
- NEP-ORE: Operations Research (1) 2010-06-18
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