Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays
Anastasios Malliaris
in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
Abstract:
The compendium of papers in this volume focuses on aspects of economic uncertainty, financial instabilities and asset bubbles.
Keywords: Asymptotic Economic Growth; Inflation; Interest Rates; Asset Pricing; Equity Markets; Foreign Currency; Monetary Policy; Crash (search for similar items in EconPapers)
JEL-codes: C58 C73 E31 E37 E43 G12 G17 (search for similar items in EconPapers)
Date: 2005
ISBN: 9789812563781
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https://www.worldscientific.com/worldscibooks/10.1142/5864 (text/html)
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Chapters in this book:
- Ch 1 Asymptotic Growth under Uncertainty: Existence and Uniqueness , pp 3-8
- Fwu-Ranq Chang and Anastasios Malliaris
- Ch 2 How big is the random walk in macroeconomic time series: Variance ratio tests , pp 9-12
- Anastasios Malliaris and Jorge L. Urrutia
- Ch 3 An empirical investigation among real, monetary and financial variables , pp 13-20
- Anastasios Malliaris and Jorge L. Urrutia
- Ch 4 Interest rates and inflation: A continuous time stochastic approach , pp 23-28
- A. G. Malliaris, Walter F. Mullady and M. E. Malliaris
- Ch 5 Decomposition of Inflation and its Volatility: A Stochastic Approach , pp 29-39
- A. G. Malliaris and Mary Malliaris
- Ch 6 Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975 , pp 41-57
- Anastasios Malliaris
- Ch 7 Money, inflation and interest rates: Illustrations from twelve European economies , pp 59-82
- Anastasios Malliaris and Silvana Stefani
- Ch 8 Methodological issues in asset pricing: Random walk or chaotic dynamics , pp 85-115
- Anastasios Malliaris and Jerome Stein
- Ch 9 Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions , pp 117-136
- George C. Philippatos, Efi Pilarinu and Anastasios Malliaris
- Ch 10 EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS , pp 137-149
- Anastasios Malliaris and Jorge L. Urrutia
- Ch 11 Multi-Fractality in Foreign Currency Markets , pp 151-184
- Marco Corazza and Anastasios Malliaris
- Ch 12 ARE THERE RATIONAL BUBBLES IN THE U.S STOCK MARKET? OVERVIEW AND A NEW TEST , pp 187-206
- Ramaprasad Bhar and Anastasios Malliaris
- Ch 13 IS THE FEDERAL RESERVE STOCK MARKET BUBBLE-NEUTRAL? , pp 207-221
- Marc D. Hayford and Anastasios Malliaris
- Ch 14 How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule , pp 223-232
- M. D. Hayford and Anastasios Malliaris
- Ch 15 MONETARY POLICY AND THE U.S. STOCK MARKET , pp 233-247
- Marc D. Hayford and Anastasios Malliaris
- Ch 16 The International Crash of October 1987: Causality Tests , pp 251-262
- Anastasios Malliaris and Jorge L. Urrutia
- Ch 17 THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS , pp 263-285
- Anastasios Malliaris and Jorge L. Urrutia
- Ch 18 OIL AND WORLD STOCK MARKETS' REACTION TO THE GULF CRISIS , pp 287-307
- Anastasios Malliaris and Jorge L. Urrutia
- Ch 19 EQUITY AND OIL MARKETS UNDER EXTERNAL SHOCKS , pp 309-322
- Jorge Urrutia and Anastasios Malliaris
- Ch 20 Global monetary instability: The role of the IMF, the EU and NAFTA , pp 323-343
- Anastasios Malliaris
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