Anastasios G. Malliaris

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Affiliations

• Loyola University / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Toward Monetary Union of the European Community (RePEc:bla:ajecsc:v:53:y:1994:i:3:p:291-301)
  by A. J. Kondonassis & A. G. Malliaris
• Sectoral Analysis Of Greek Manufacturing (RePEc:bla:annpce:v:46:y:1975:i:4:p:407-416)
  by A. G. Malliaris Chairman & S. Ramenofsky Assistant Professor
• To Lean Or Not To Lean Against An Asset Price Bubble? Empirical Evidence (RePEc:bla:ecinqu:v:58:y:2020:i:4:p:1958-1976)
  by Anastasios Evgenidis & Anastasios G. Malliaris
• The International Crash of October 1987: Causality Tests (RePEc:cup:jfinqa:v:27:y:1992:i:03:p:353-364_00)
  by Malliaris, A. G. & Urrutia, Jorge L.
• The impact of information signals on market prices when agents have non-linear trading rules (RePEc:eee:ecmode:v:26:y:2009:i:1:p:167-176)
  by Kyrtsou, Catherine & Malliaris, Anastasios G.
• Global monetary instability: The role of the IMF, the EU and NAFTA (RePEc:eee:ecofin:v:13:y:2002:i:1:p:72-92)
  by Malliaris, A. G.
• NAFTA: Old and new lessons from theory and practice with economic integration (RePEc:eee:ecofin:v:7:y:1996:i:1:p:31-41)
  by Kondonassis, Alex J. & Malliaris, A. G.
• How big is the random walks in macroeconomic time series : Variance ratio tests (RePEc:eee:ecolet:v:34:y:1990:i:2:p:113-116)
  by Malliaris, A. G. & Urrutia, Jorge L.
• Economic determinants of trading volume in futures markets (RePEc:eee:ecolet:v:35:y:1991:i:3:p:301-305)
  by Malliaris, A. G. & Urrutia, Jorge L.
• An empirical investigation among real, monetary and financial variables (RePEc:eee:ecolet:v:37:y:1991:i:2:p:151-158)
  by Malliaris, A. G. & Urrutia, Jorge L.
• Interest rates and inflation : A continuous time stochastic approach (RePEc:eee:ecolet:v:37:y:1991:i:4:p:351-356)
  by Malliaris, A. G. & Mullady, Walter Sr. & Malliaris, M. E.
• How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule (RePEc:eee:ejores:v:163:y:2005:i:1:p:20-29)
  by Hayford, M. D. & Malliaris, A. G.
• Energy sector pricing: On the role of neglected nonlinearity (RePEc:eee:eneeco:v:31:y:2009:i:3:p:492-502)
  by Kyrtsou, Catherine & Malliaris, Anastasios G. & Serletis, Apostolos
• Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" (RePEc:eee:eneeco:v:31:y:2009:i:6:p:825-826)
  by Malliaris, A.G. & Kyrtsou, C.
• Oil prices and the impact of the financial crisis of 2007–2009 (RePEc:eee:eneeco:v:33:y:2011:i:6:p:1049-1054)
  by Bhar, Ramaprasad & Malliaris, A.G.
• Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975 (RePEc:eee:finana:v:1:y:1992:i:1:p:77-93)
  by Malliaris, A. G.
• What drives gold returns? A decision tree analysis (RePEc:eee:finlet:v:13:y:2015:i:c:p:45-53)
  by Malliaris, A.G. & Malliaris, Mary
• Delegated asset management and performance when some investors are unsophisticated (RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002454)
  by Malliaris, Steven & Malliaris, A.G.
• Reprint of: Delegated asset management and performance when some investors are unsophisticated (RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622000061)
  by Malliaris, Steven & Malliaris, A.G.
• Methodological issues in asset pricing: Random walk or chaotic dynamics (RePEc:eee:jbfina:v:23:y:1999:i:11:p:1605-1635)
  by Malliaris, A. G. & Stein, Jerome L.
• Investment principles for individual retirement accounts (RePEc:eee:jbfina:v:32:y:2008:i:3:p:393-404)
  by Malliaris, A.G. & Malliaris, Mary E.
• House Bubbles, global imbalances and monetary policy in the US (RePEc:eee:jimfin:v:138:y:2023:i:c:s0261560623001201)
  by Evgenidis, Anastasios & Malliaris, Anastasios
• US inflation and commodity prices: Analytical and empirical issues (RePEc:eee:jmacro:v:28:y:2006:i:1:p:267-271)
  by Malliaris, A.G.
• The Journal of Economic Asymmetries (RePEc:eee:joecas)
  from Elsevier as editor
• The scope and methodology of economic and financial asymmetries (RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000099)
  by Alogoskoufis, George & Malliaris, A.G. & Stengos, Thanasis
• NAFTA: Past, Present and Future (RePEc:eee:joecas:v:5:y:2008:i:1:p:13-23)
  by Kondonassis, Alexander J. & Malliaris, A.G. & Paraskevopoulos, Chris
• Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy (RePEc:eee:joecas:v:8:y:2011:i:2:p:73-90)
  by Hayford, Marc D. & Malliaris, A.G.
• The impact of the twin financial crises (RePEc:eee:jpolmo:v:42:y:2020:i:4:p:878-892)
  by Malliaris, Anastasios G. & Malliaris, Mary
• Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19 (RePEc:eee:jpolmo:v:43:y:2021:i:1:p:15-33)
  by Bhar, Ramaprasad & Malliaris, A.G.
• Where is the Euro Area headed? Restoration of price stability (RePEc:eee:jpolmo:v:45:y:2023:i:4:p:848-863)
  by Malliaris, Anastasios G. & Malliaris, Mary E.
• Money, inflation and interest rates: Illustrations from twelve European economies (RePEc:eee:poleco:v:7:y:1991:i:3:p:275-298)
  by Malliaris, A. G. & Stefani, Silvana
• 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 (RePEc:eee:streco:v:5:y:1994:i:2:p:394-396)
  by Nardini, Franco
• Foundations of Futures Markets (RePEc:elg:eebook:1509)
  by A. G. Malliaris
• Options Markets (RePEc:elg:eebook:1699)
  by None
• Futures Markets (RePEc:elg:eebook:972)
  by None
• Rethinking Monetary Stabilization in the Presence of an Asset Bubble: Should the Response be Symmetric or Asymmetric? (RePEc:elg:eechap:4157_8)
  by Marc D. Hayford & A.G. Malliaris
• The Common Agricultural Policy of the EU and developing countries (RePEc:elg:eechap:863_16)
  by Bala Batavia & A.G. Malliaris & Bala Batavia & A.G. Malliaris
• Aspects of Economic and Social Policies in Integrated Economies (RePEc:eme:ijsepp:eb013924)
  by A.G. Malliaris
• The global price of oil, QE and the US high yield rate (RePEc:eme:jespps:jes-01-2020-0025)
  by Anastasios Malliaris & Mary E. Malliaris
• Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes (RePEc:eme:rbfpps:v:3:y:2011:i:1:p:27-53)
  by Anastasios G. Malliaris & Ramaprasad Bhar
• Strengthening The Global Financial Stability: Lessons From The European Monetary Union (RePEc:ers:journl:v:iii:y:2000:i:1-2:p:11-28)
  by Kondonassis J. Alex & Malliaris A. G
• Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union (RePEc:ers:journl:v:viii:y:2005:i:1-2:p:43-64)
  by Alexander J. Kondonassis & A.G. Malliaris & Christos C. Paraskevopoulos
• The Future of the U.S. Dollar and its Competition with the Euro (RePEc:ers:journl:v:x:y:2007:i:1-2:p:97-110)
  by Alex Kondonassis & A.G. Malliaris & Chris Paraskevopoulos
• Asset price bubbles: What are the causes, consequences, and public policy options? (RePEc:fip:fedhle:y:2012:i:nov:n:304)
  by Douglas D. Evanoff & George G. Kaufman & Anastasios G. Malliaris
• What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches (RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:81-:d:501430)
  by Ramaprasad Bhar & Anastasios G. Malliaris & Mary Malliaris
• What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020? (RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:391-:d:618933)
  by Anastasios G. Malliaris & Mary Malliaris
• One Man’s Bubble Is Another Man’s Rational Behavior: Comparing Alternative Macroeconomic Hypotheses for the US Housing Market (RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:349-:d:1454674)
  by Anastasios G. Malliaris & Mary Malliaris & Mark S. Rzepczynski
• The dollar, the euro and the role of emerging economies (RePEc:ids:ijicbm:v:2:y:2009:i:1:p:11-29)
  by Bala Batavia & A.G. Malliaris
• Unknown item RePEc:inm:ormoor:v:12:y:1987:i:2:p:297-308 (article)
• Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications (RePEc:kap:compec:v:35:y:2010:i:1:p:1-23)
  by Marco Corazza & A. Malliaris & Elisa Scalco
• Episodic Nonlinearity in Leading Global Currencies (RePEc:kap:openec:v:23:y:2012:i:2:p:337-357)
  by Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas
• Volume and Volatility in Foreign Currency Futures Markets (RePEc:kap:rqfnac:v:10:y:1998:i:3:p:285-302)
  by Bhar, Ramaprasad & Malliaris, A G
• Are oil, gold and the euro inter-related? Time series and neural network analysis (RePEc:kap:rqfnac:v:40:y:2013:i:1:p:1-14)
  by A. Malliaris & Mary Malliaris
• Decomposition of Inflation and Its Volatility: A Stochastic Approach (RePEc:kap:rqfnac:v:5:y:1995:i:1:p:93-103)
  by Malliaris, A G & Malliaris, Mary E
• Monetary policy, financial shocks and economic activity (RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01045-z)
  by Anastasios Evgenidis & Anastasios G. Malliaris
• The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy (RePEc:mfj:journl:v:22:y:2018:i:1-2:p:35-62)
  by Anastasios G. Malliaris
• Multi-Fractality in Foreign Currency Markets (RePEc:mfj:journl:v:6:y:2002:i:2:p:65-98)
  by Marco Corazza & A. G. Malliaris
• Monetary Policy and the U.S. Stock Market (RePEc:oup:ecinqu:v:42:y:2004:i:3:p:387-401)
  by Marc D. Hayford & A. G. Malliaris
• Asymptotic Growth under Uncertainty: Existence and Uniqueness (RePEc:oup:restud:v:54:y:1987:i:1:p:169-174.)
  by Fwu-Ranq Chang & A. G. Malliaris
• The Global Financial Crisis and Its Aftermath: Hidden Factors in the Meltdown (RePEc:oxp:obooks:9780199386222)
  by None
• The Global Financial Crisis and Its Aftermath: Hidden Factors in the Meltdown (RePEc:oxp:obooks:9780199386239)
  by None
• New Perspectives on Asset Price Bubbles (RePEc:oxp:obooks:9780199844333)
  by None
• New Perspectives on Asset Price Bubbles (RePEc:oxp:obooks:9780199844401)
  by None
• Uncertainty, Transparency, and Future Monetary Policy (RePEc:pal:palchp:978-0-230-61714-8_5)
  by Marc D. Hayford & A. G. Malliaris
• Are foreign currency markets interdependent? evidence from data mining technologies (RePEc:pra:mprapa:35261)
  by Malliaris, A.G. & Malliaris, Mary
• Are oil, gold and the euro inter-related? time series and neural network analysis (RePEc:pra:mprapa:35266)
  by Malliaris, A.G. & Malliaris, Mary
• Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis (RePEc:ren:journl:v:7:y:2015:i:2:p:135-156)
  by Ramaprasad Bhar & A.G. Malliaris & Mary Malliaris
• Episodic Nonlinearity in Leading Global Currencies (RePEc:ris:duthrp:2010_003)
  by Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis
• Input Analysis and Short Run Economic Profits (RePEc:sae:amerec:v:14:y:1970:i:2:p:62-65)
  by Tassos G. Malliaris
• Swings of the Pendulum: A Review of Theory and Practice in Development Economics (RePEc:sae:amerec:v:44:y:2000:i:1:p:17-23)
  by A.J. Kondonassis & A.G. Malliaris & T.O. Okediji
• Are foreign currency markets interdependent? Evidence from data mining technologies / ¿Son interdependientes los mercados de divisas? Evidencia de tecnologías de minería de datos (RePEc:sfr:efruam:v:2:y:2012:i:1:p:31-47)
  by Malliaris, A. G. & Mlliaris, Mary
• N-tuple S&P patterns across decades, 1950–2011 (RePEc:spr:cejnor:v:22:y:2014:i:2:p:339-353)
  by A. Malliaris & Mary Malliaris
• Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies (RePEc:spr:fosoec:v:39:y:2010:i:3:p:279-286)
  by Marc Hayford & Anastasios Malliaris
• Directional Returns for Gold and Silver: A Cluster Analysis Approach (RePEc:spr:isochp:978-3-319-61320-8_1)
  by A. G. Malliaris & Mary Malliaris
• Transparent US monetary policy: theory and tests (RePEc:taf:applec:44:y:2012:i:7:p:813-824)
  by Marc D. Hayford & A. G. Malliaris
• The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment (RePEc:taf:applec:v:47:y:2015:i:55:p:6010-6018)
  by Ramaprasad Bhar & Malliaris & Mary Malliaris
• Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules (RePEc:taf:applec:v:48:y:2016:i:55:p:5329-5339)
  by Ramaprasad Bhar & A. G. Malliaris
• Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies (RePEc:taf:fosoec:v:39:y:2010:i:3:p:279-286)
  by Marc Hayford & Anastasios Malliaris
• Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests (RePEc:vnm:wpaper:137)
  by Marco Corazza & A.G. Malliaris & Elisa Scalco
• Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies (RePEc:wly:jfutmk:v:11:y:1991:i:1:p:55-68)
  by A. G. Malliaris & Jorge Urrutia
• The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures (RePEc:wly:jfutmk:v:11:y:1991:i:3:p:271-289)
  by A. G. Malliaris & Jorge L. Urrutia
• Linkages between agricultural commodity futures contracts (RePEc:wly:jfutmk:v:16:y:1996:i:5:p:595-609)
  by A. G. Malliaris & Jorge L. Urrutia
• Searching for fractal structure in agricultural futures markets (RePEc:wly:jfutmk:v:17:y:1997:i:4:p:433-473)
  by Marco Corazza & A.G. Malliaris & Carla Nardelli
• Volume and price relationships: Hypotheses and testing for agricultural futures (RePEc:wly:jfutmk:v:18:y:1998:i:1:p:53-72)
  by A. G. Malliaris & Jorge L. Urrutia
• Public Policy & Financial Economics:Essays in Honor of Professor George G Kaufman for His Lifelong Contributions to the Profession (RePEc:wsi:wsbook:10697)
  by None
• Innovative Federal Reserve Policies During the Great Financial Crisis (RePEc:wsi:wsbook:10891)
  by None
• Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays (RePEc:wsi:wsbook:5864)
  by A G Malliaris
• The World Scientific Handbook of Futures Markets (RePEc:wsi:wsbook:8984)
  by None
• Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model (RePEc:wsi:wschap:9789811202391_0027)
  by George Chalamandaris & A. G. Malliaris
• Asymptotic Growth under Uncertainty: Existence and Uniqueness (RePEc:wsi:wschap:9789812701015_0001)
  by Fwu-Ranq Chang & A. G. Malliaris
• How big is the random walk in macroeconomic time series: Variance ratio tests (RePEc:wsi:wschap:9789812701015_0002)
  by A. G. Malliaris & Jorge L. Urrutia
• An empirical investigation among real, monetary and financial variables (RePEc:wsi:wschap:9789812701015_0003)
  by A. G. Malliaris & Jorge L. Urrutia
• Interest rates and inflation: A continuous time stochastic approach (RePEc:wsi:wschap:9789812701015_0004)
  by A. G. Malliaris & Walter F. Mullady & M. E. Malliaris
• Decomposition of Inflation and its Volatility: A Stochastic Approach (RePEc:wsi:wschap:9789812701015_0005)
  by A. G. Malliaris & Mary E. Malliaris
• Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975 (RePEc:wsi:wschap:9789812701015_0006)
  by A. G. Malliaris
• Money, inflation and interest rates: Illustrations from twelve European economies (RePEc:wsi:wschap:9789812701015_0007)
  by A. G. Malliaris & Silvana Stefani
• Methodological issues in asset pricing: Random walk or chaotic dynamics (RePEc:wsi:wschap:9789812701015_0008)
  by A. G. Malliaris & Jerome L. Stein
• Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions (RePEc:wsi:wschap:9789812701015_0009)
  by George C. Philippatos & Efi Pilarinu & A. G. Malliaris
• European Stock Market Fluctuations: Short And Long Term Links (RePEc:wsi:wschap:9789812701015_0010)
  by A. G. Malliaris & Jorge L. Urrutia
• Multi-Fractality in Foreign Currency Markets (RePEc:wsi:wschap:9789812701015_0011)
  by Marco Corazza & A. G. Malliaris
• Are There Rational Bubbles In The U.S Stock Market? Overview And A New Test (RePEc:wsi:wschap:9789812701015_0012)
  by Ramaprasad Bhar & A. G. Malliaris
• Is The Federal Reserve Stock Market Bubble-Neutral? (RePEc:wsi:wschap:9789812701015_0013)
  by Marc D. Hayford & A. G. Malliaris
• How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule (RePEc:wsi:wschap:9789812701015_0014)
  by M. D. Hayford & A. G. Malliaris
• Monetary Policy And The U.S. Stock Market (RePEc:wsi:wschap:9789812701015_0015)
  by Marc D. Hayford & A. G. Malliaris
• The International Crash of October 1987: Causality Tests (RePEc:wsi:wschap:9789812701015_0016)
  by A. G. Malliaris & Jorge L. Urrutia
• The Impact Of The Persian Gulf Crisis On National Equity Markets (RePEc:wsi:wschap:9789812701015_0017)
  by A. G. Malliaris & Jorge L. Urrutia
• Oil And World Stock Markets' Reaction To The Gulf Crisis (RePEc:wsi:wschap:9789812701015_0018)
  by A. G. Malliaris & Jorge L. Urrutia
• Equity And Oil Markets Under External Shocks (RePEc:wsi:wschap:9789812701015_0019)
  by Jorge Urrutia & A. G. Malliaris
• Global monetary instability: The role of the IMF, the EU and NAFTA (RePEc:wsi:wschap:9789812701015_0020)
  by A. G. Malliaris
• Speculative Nonfundamental Components in Mature Stock Markets: Do they Exist and are they Related? (RePEc:wsi:wschap:9789812707291_0011)
  by Ramaprasad Bhar & A. G. Malliaris
• Asset Price Bubbles and Public Policy (RePEc:wsi:wschap:9789813229556_0012)
  by Douglas D. Evanoff & A. G. Malliaris
• Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact (RePEc:wsi:wschap:9789813236592_0008)
  by George G. Kaufman & A. G. Malliaris & Richard W. Nelson
• Futures Markets: An Overview (RePEc:wsi:wschap:9789814566926_0001)
  by Anastasios G Malliaris & William T Ziemba
• Volume and Volatility in Foreign Currency Futures Markets (RePEc:wsi:wschap:9789814566926_0005)
  by Ramaprasad Bhar & A. G. Malliaris