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Details about Anastasios G. Malliaris

E-mail:
Homepage:http://homepages.luc.edu/~tmallia/
Phone:1-312-915-6063
Postal address:Quinlan School of Business 16 East Pearson Street Chicago, Illinois 60611 USA
Workplace:Department of Economics, Loyola University, (more information at EDIRC)

Access statistics for papers by Anastasios G. Malliaris.

Last updated 2019-09-25. Update your information in the RePEc Author Service.

Short-id: pma860


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Working Papers

2011

  1. Are foreign currency markets interdependent? evidence from data mining technologies
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Are oil, gold and the euro inter-related? time series and neural network analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Review of Quantitative Finance and Accounting (2013)

2010

  1. Episodic Nonlinearity in Leading Global Currencies
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (1)
    See also Journal Article in Open Economies Review (2012)

2006

  1. Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads

Journal Articles

2018

  1. The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy
    Multinational Finance Journal, 2018, 22, (1-2), 35-62 Downloads

2016

  1. Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules
    Applied Economics, 2016, 48, (55), 5329-5339 Downloads View citations (2)

2015

  1. Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis
    Review of Economic Analysis, 2015, 7, (2), 135-156 Downloads View citations (1)
  2. 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 Downloads View citations (1)
  3. What drives gold returns? A decision tree analysis
    Finance Research Letters, 2015, 13, (C), 45-53 Downloads View citations (11)

2014

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

2013

  1. 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 Downloads View citations (16)
    See also Working Paper (2011)

2012

  1. 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 Downloads
  2. Asset price bubbles: What are the causes, consequences, and public policy options?
    Chicago Fed Letter, 2012, (Nov) Downloads View citations (2)
  3. Episodic Nonlinearity in Leading Global Currencies
    Open Economies Review, 2012, 23, (2), 337-357 Downloads View citations (4)
    See also Working Paper (2010)
  4. Transparent US monetary policy: theory and tests
    Applied Economics, 2012, 44, (7), 813-824 Downloads

2011

  1. Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy
    The Journal of Economic Asymmetries, 2011, 8, (2), 73-90 Downloads View citations (1)
  2. Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes
    Review of Behavioral Finance, 2011, 3, (1), 27-53 Downloads View citations (4)
  3. Oil prices and the impact of the financial crisis of 2007–2009
    Energy Economics, 2011, 33, (6), 1049-1054 Downloads View citations (14)

2010

  1. Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies
    Forum for Social Economics, 2010, 39, (3), 279-286 Downloads
    Also in Forum for Social Economics, 2010, 39, (3), 279-286 (2010) Downloads
  2. Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications
    Computational Economics, 2010, 35, (1), 1-23 Downloads View citations (4)

2009

  1. Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics"
    Energy Economics, 2009, 31, (6), 825-826 Downloads
  2. Energy sector pricing: On the role of neglected nonlinearity
    Energy Economics, 2009, 31, (3), 492-502 Downloads View citations (26)
  3. The dollar, the euro and the role of emerging economies
    International Journal of Indian Culture and Business Management, 2009, 2, (1), 11-29 Downloads
  4. The impact of information signals on market prices when agents have non-linear trading rules
    Economic Modelling, 2009, 26, (1), 167-176 Downloads View citations (10)

2008

  1. Investment principles for individual retirement accounts
    Journal of Banking & Finance, 2008, 32, (3), 393-404 Downloads View citations (3)
  2. NAFTA: Past, Present and Future
    The Journal of Economic Asymmetries, 2008, 5, (1), 13-23 Downloads

2007

  1. The Future of the U.S. Dollar and its Competition with the Euro
    European Research Studies Journal, 2007, X, (1-2), 97-110 Downloads View citations (1)

2006

  1. US inflation and commodity prices: Analytical and empirical issues
    Journal of Macroeconomics, 2006, 28, (1), 267-271 Downloads View citations (3)

2005

  1. Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union
    European Research Studies Journal, 2005, VIII, (1-2), 43-64 Downloads View citations (1)
  2. How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule
    European Journal of Operational Research, 2005, 163, (1), 20-29 Downloads View citations (5)
    See also Chapter (2005)

2004

  1. Monetary Policy and the U.S. Stock Market
    Economic Inquiry, 2004, 42, (3), 387-401 Downloads View citations (16)
    See also Chapter (2005)

2002

  1. Global monetary instability: The role of the IMF, the EU and NAFTA
    The North American Journal of Economics and Finance, 2002, 13, (1), 72-92 Downloads View citations (1)
    See also Chapter (2005)
  2. Multi-Fractality in Foreign Currency Markets
    Multinational Finance Journal, 2002, 6, (2), 65-98 Downloads View citations (16)
    See also Chapter (2005)

2000

  1. Strengthening The Global Financial Stability: Lessons From The European Monetary Union
    European Research Studies Journal, 2000, III, (1-2), 11-28 Downloads View citations (1)
  2. Swings of the Pendulum: A Review of Theory and Practice in Development Economics
    The American Economist, 2000, 44, (1), 17-23 Downloads View citations (2)

1999

  1. Methodological issues in asset pricing: Random walk or chaotic dynamics
    Journal of Banking & Finance, 1999, 23, (11), 1605-1635 Downloads View citations (13)
    See also Chapter (2005)

1998

  1. Volume and Volatility in Foreign Currency Futures Markets
    Review of Quantitative Finance and Accounting, 1998, 10, (3), 285-302 Downloads View citations (6)
    See also Chapter (2015)
  2. Volume and price relationships: Hypotheses and testing for agricultural futures
    Journal of Futures Markets, 1998, 18, (1), 53-72 Downloads View citations (16)

1997

  1. Searching for fractal structure in agricultural futures markets
    Journal of Futures Markets, 1997, 17, (4), 433-473 Downloads View citations (29)

1996

  1. Linkages between agricultural commodity futures contracts
    Journal of Futures Markets, 1996, 16, (5), 595-609 Downloads View citations (27)
  2. NAFTA: Old and new lessons from theory and practice with economic integration
    The North American Journal of Economics and Finance, 1996, 7, (1), 31-41 Downloads View citations (2)

1995

  1. Decomposition of Inflation and Its Volatility: A Stochastic Approach
    Review of Quantitative Finance and Accounting, 1995, 5, (1), 93-103
    See also Chapter (2005)

1994

  1. 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)
    Structural Change and Economic Dynamics, 1994, 5, (2), 394-396 Downloads
  2. Toward Monetary Union of the European Community
    American Journal of Economics and Sociology, 1994, 53, (3), 291-301 Downloads

1992

  1. Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975
    International Review of Financial Analysis, 1992, 1, (1), 77-93 Downloads
    See also Chapter (2005)
  2. The International Crash of October 1987: Causality Tests
    Journal of Financial and Quantitative Analysis, 1992, 27, (03), 353-364 Downloads View citations (82)
    See also Chapter (2005)

1991

  1. An empirical investigation among real, monetary and financial variables
    Economics Letters, 1991, 37, (2), 151-158 Downloads View citations (10)
    See also Chapter (2005)
  2. Economic determinants of trading volume in futures markets
    Economics Letters, 1991, 35, (3), 301-305 Downloads
  3. Interest rates and inflation: A continuous time stochastic approach
    Economics Letters, 1991, 37, (4), 351-356 Downloads View citations (1)
    See also Chapter (2005)
  4. Money, inflation and interest rates: Illustrations from twelve European economies
    European Journal of Political Economy, 1991, 7, (3), 275-298 Downloads
    See also Chapter (2005)
  5. Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies
    Journal of Futures Markets, 1991, 11, (1), 55-68 Downloads View citations (7)
  6. 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, 1991, 11, (3), 271-289 Downloads View citations (20)

1990

  1. How big is the random walks in macroeconomic time series: Variance ratio tests
    Economics Letters, 1990, 34, (2), 113-116 Downloads View citations (2)
    See also Chapter (2005)

1987

  1. Asymptotic Growth under Uncertainty: Existence and Uniqueness
    Review of Economic Studies, 1987, 54, (1), 169-174 Downloads View citations (12)
    See also Chapter (2005)
  2. Minimizing a Quadratic Payoff with Monotone Controls
    Mathematics of Operations Research, 1987, 12, (2), 297-308 Downloads

1975

  1. SECTORAL ANALYSIS OF GREEK MANUFACTURING
    Annals of Public and Cooperative Economics, 1975, 46, (4), 407-416 Downloads

1970

  1. Input Analysis and Short Run Economic Profits
    The American Economist, 1970, 14, (2), 62-65 Downloads

Books

2005

  1. Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads

1999

  1. Foundations of Futures Markets
    Books, Edward Elgar Publishing Downloads

Edited books

2018

  1. Innovative Federal Reserve Policies During the Great Financial Crisis
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads
  2. 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. Downloads

2016

  1. The Global Financial Crisis and Its Aftermath: Hidden Factors in the Meltdown
    OUP Catalogue, Oxford University Press View citations (1)
  2. The Global Financial Crisis and Its Aftermath: Hidden Factors in the Meltdown
    OUP Catalogue, Oxford University Press View citations (1)

2015

  1. The World Scientific Handbook of Futures Markets
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads View citations (1)

2012

  1. New Perspectives on Asset Price Bubbles
    OUP Catalogue, Oxford University Press View citations (7)
  2. New Perspectives on Asset Price Bubbles
    OUP Catalogue, Oxford University Press View citations (7)

2001

  1. Options Markets, vol Three volume set
    Books, Edward Elgar Publishing Downloads View citations (1)

1997

  1. Futures Markets, vol Three volume set
    Books, Edward Elgar Publishing Downloads View citations (2)

Chapters

2018

  1. Asset Price Bubbles and Public Policy
    Chapter 12 in Public Policy & Financial Economics Essays in Honor of Professor George G Kaufman for His Lifelong Contributions to the Profession, 2018, pp 197-246 Downloads View citations (1)
  2. Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact
    Chapter 8 in Innovative Federal Reserve Policies During the Great Financial Crisis, 2018, pp 229-256 Downloads

2015

  1. Volume and Volatility in Foreign Currency Futures Markets
    Chapter 5 in THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, 2015, pp 103-123 Downloads
    See also Journal Article in Review of Quantitative Finance and Accounting (1998)

2005

  1. ARE THERE RATIONAL BUBBLES IN THE U.S STOCK MARKET? OVERVIEW AND A NEW TEST
    Chapter 12 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 187-206 Downloads
  2. An empirical investigation among real, monetary and financial variables
    Chapter 3 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 13-20 Downloads
    See also Journal Article in Economics Letters (1991)
  3. Asymptotic Growth under Uncertainty: Existence and Uniqueness
    Chapter 1 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 3-8 Downloads
    See also Journal Article in Review of Economic Studies (1987)
  4. Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions
    Chapter 9 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 117-136 Downloads
  5. Decomposition of Inflation and its Volatility: A Stochastic Approach
    Chapter 5 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 29-39 Downloads
    See also Journal Article in Review of Quantitative Finance and Accounting (1995)
  6. EQUITY AND OIL MARKETS UNDER EXTERNAL SHOCKS
    Chapter 19 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 309-322 Downloads
  7. EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS
    Chapter 10 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 137-149 Downloads
  8. Global monetary instability: The role of the IMF, the EU and NAFTA
    Chapter 20 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 323-343 Downloads
    See also Journal Article in The North American Journal of Economics and Finance (2002)
  9. How big is the random walk in macroeconomic time series: Variance ratio tests
    Chapter 2 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 9-12 Downloads
    See also Journal Article in Economics Letters (1990)
  10. How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule
    Chapter 14 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 223-232 Downloads
    See also Journal Article in European Journal of Operational Research (2005)
  11. IS THE FEDERAL RESERVE STOCK MARKET BUBBLE-NEUTRAL?
    Chapter 13 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 207-221 Downloads
  12. Interest rates and inflation: A continuous time stochastic approach
    Chapter 4 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 23-28 Downloads
    See also Journal Article in Economics Letters (1991)
  13. MONETARY POLICY AND THE U.S. STOCK MARKET
    Chapter 15 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 233-247 Downloads
    See also Journal Article in Economic Inquiry (2004)
  14. Methodological issues in asset pricing: Random walk or chaotic dynamics
    Chapter 8 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 85-115 Downloads
    See also Journal Article in Journal of Banking & Finance (1999)
  15. Money, inflation and interest rates: Illustrations from twelve European economies
    Chapter 7 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 59-82 Downloads
    See also Journal Article in European Journal of Political Economy (1991)
  16. Multi-Fractality in Foreign Currency Markets
    Chapter 11 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 151-184 Downloads
    See also Journal Article in Multinational Finance Journal (2002)
  17. OIL AND WORLD STOCK MARKETS' REACTION TO THE GULF CRISIS
    Chapter 18 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 287-307 Downloads
  18. Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975
    Chapter 6 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 41-57 Downloads
    See also Journal Article in International Review of Financial Analysis (1992)
  19. THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS
    Chapter 17 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 263-285 Downloads
  20. The International Crash of October 1987: Causality Tests
    Chapter 16 in Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, 2005, pp 251-262 Downloads
    See also Journal Article in Journal of Financial and Quantitative Analysis (1992)

Editor

  1. The Journal of Economic Asymmetries
    Elsevier
 
Page updated 2019-10-18