Details about Mary E. Malliaris

Access statistics for papers by Mary E. Malliaris.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pma2030

Working Papers

2011

1. Are foreign currency markets interdependent? evidence from data mining technologies
   MPRA Paper, University Library of Munich, Germany
2. Are oil, gold and the euro inter-related? time series and neural network analysis
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article Are oil, gold and the euro inter-related? Time series and neural network analysis, Review of Quantitative Finance and Accounting, Springer (2013) View citations (23) (2013)

Journal Articles

2024

1. One Man’s Bubble Is Another Man’s Rational Behavior: Comparing Alternative Macroeconomic Hypotheses for the US Housing Market
   JRFM, 2024, 17, (8), 1-21

2023

2. Perceived differences in confidence and ability of females: the role of human resources
   International Studies of Management & Organization, 2023, 53, (2), 104-123
3. Where is the Euro Area headed? Restoration of price stability
   Journal of Policy Modeling, 2023, 45, (4), 848-863

2021

4. What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches
   JRFM, 2021, 14, (2), 1-11 View citations (1)
5. What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020?
   JRFM, 2021, 14, (8), 1-13 View citations (2)

2020

6. The global price of oil, QE and the US high yield rate
   Journal of Economic Studies, 2020, 47, (7), 1849-1860 View citations (3)
7. The impact of the twin financial crises
   Journal of Policy Modeling, 2020, 42, (4), 878-892 View citations (3)

2015

8. Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis
   Review of Economic Analysis, 2015, 7, (2), 135-156 View citations (3)
9. The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment
   Applied Economics, 2015, 47, (55), 6010-6018 View citations (4)
10. What drives gold returns? A decision tree analysis
    Finance Research Letters, 2015, 13, (C), 45-53 View citations (26)

2014

11. N-tuple S&P patterns across decades, 1950–2011
    Central European Journal of Operations Research, 2014, 22, (2), 339-353

2013

12. Are oil, gold and the euro inter-related? Time series and neural network analysis
    Review of Quantitative Finance and Accounting, 2013, 40, (1), 1-14 View citations (23)
    See also Working Paper Are oil, gold and the euro inter-related? time series and neural network analysis, MPRA Paper (2011) View citations (6) (2011)

2012

13. 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, 2012, 2, (1), 31-47
14. COMPARISON OF CURRENCY MOVEMENT BEFORE AND AFTER OCTOBER 2008
    The Journal of Economic Asymmetries, 2012, 9, (2), 45-57 View citations (1)

2008

15. Forecasting inter-related energy product prices
    The European Journal of Finance, 2008, 14, (6), 453-468 View citations (4)
16. Investment principles for individual retirement accounts
    Journal of Banking & Finance, 2008, 32, (3), 393-404 View citations (5)

1995

17. Decomposition of Inflation and Its Volatility: A Stochastic Approach
    Review of Quantitative Finance and Accounting, 1995, 5, (1), 93-103
    See also Chapter Decomposition of Inflation and its Volatility: A Stochastic Approach, World Scientific Book Chapters, 2005, 29-39 (2005) (2005)

1991

18. Interest rates and inflation: A continuous time stochastic approach
    Economics Letters, 1991, 37, (4), 351-356 View citations (1)
    See also Chapter Interest rates and inflation: A continuous time stochastic approach, World Scientific Book Chapters, 2005, 23-28 (2005) (2005)

Chapters

2018

1. Directional Returns for Gold and Silver: A Cluster Analysis Approach
   Springer

2008

2. Online Analytical Processing (OLAP) for Decision Support
   Springer

2005

3. Decomposition of Inflation and its Volatility: A Stochastic Approach
   Chapter 5 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 29-39
   See also Journal Article Decomposition of Inflation and Its Volatility: A Stochastic Approach, Springer (1995) (1995)
4. Interest rates and inflation: A continuous time stochastic approach
   Chapter 4 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 23-28
   See also Journal Article Interest rates and inflation: A continuous time stochastic approach, Elsevier (1991) View citations (1) (1991)