Anastasios G. Malliaris

Names

first:	Anastasios
middle:	G.
last:	Malliaris

Contact

email:
homepage:	https://www.luc.edu/quinlan/faculty/agtassosmalliaris.shtml
phone:	1-312-915-6063
postal address:	Quinlan School of Business 16 East Pearson Street Chicago, Illinois 60611 USA

Affiliations

• Loyola University → Department of Economics
  • website
  • location: Chicago, Illinois (United States)

Research profile

author of:

• US inflation and commodity prices: Analytical and empirical issues
  by Malliaris, A. G.
• How big is the random walks in macroeconomic time series : Variance ratio tests
  by Malliaris, A. G. & Urrutia, Jorge L.
• Global monetary instability: The role of the IMF, the EU and NAFTA
  by Malliaris, A. G.
• Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests
  by Marco Corazza & A. G. Malliaris & Elisa Scalco
• NAFTA: Old and new lessons from theory and practice with economic integration
  by Kondonassis, Alex J. & Malliaris, A. G.
• Monetary Policy and the U.S. Stock Market
  by Marc D. Hayford & A. G. Malliaris
• Interest rates and inflation : A continuous time stochastic approach
  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
  by Hayford, M. D. & Malliaris, A. G.
• Money, inflation and interest rates: Illustrations from twelve European economies
  by Malliaris, A. G. & Stefani, Silvana
• Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975
  by Malliaris, A. G.
• Methodological issues in asset pricing: Random walk or chaotic dynamics
  by Malliaris, A. G. & Stein, Jerome L.
• Economic determinants of trading volume in futures markets
  by Malliaris, A. G. & Urrutia, Jorge L.
• Volume and Volatility in Foreign Currency Futures Markets.
  by Bhar, Ramaprasad & Malliaris, A. G.
• Decomposition of Inflation and Its Volatility: A Stochastic Approach.
  by Malliaris, A. G. & Malliaris, Mary E.
• An empirical investigation among real, monetary and financial variables
  by Malliaris, A. G. & Urrutia, Jorge L.
• Investment principles for individual retirement accounts
  by Malliaris, A. G. & Malliaris, Mary E.
• The impact of information signals on market prices when agents have non-linear trading rules
  by Kyrtsou, Catherine & Malliaris, Anastasios G.
• The International Crash of October 1987: Causality Tests
  by Malliaris, A. G. & Urrutia, Jorge L.
• Energy sector pricing: On the role of neglected nonlinearity
  by Kyrtsou, Catherine & Malliaris, Anastasios G. & Serletis, Apostolos
• Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics"
  by Malliaris, A. G. & Kyrtsou, C.
• Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies
  by Marc Hayford & Anastasios Malliaris
• Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications
  by Marco Corazza & A. Malliaris & Elisa Scalco
• Episodic Nonlinearity in Leading Global Currencies
  by Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis
• Oil prices and the impact of the financial crisis of 2007–2009
  by Bhar, Ramaprasad & Malliaris, A. G.
• Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes
  by Anastasios G. Malliaris & Ramaprasad Bhar
• Are foreign currency markets interdependent? evidence from data mining technologies
  by Malliaris, A. G. & Malliaris, Mary
• Transparent US monetary policy: theory and tests
  by Marc D. Hayford & A. G. Malliaris
• Are oil, gold and the euro inter-related? time series and neural network analysis
  by Malliaris, A. G. & Malliaris, Mary
• Episodic Nonlinearity in Leading Global Currencies
  by Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas
• Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union
  by Alexander J. Kondonassis & A. G. Malliaris & Christos C. Paraskevopoulos
• Asset price bubbles: What are the causes, consequences, and public policy options?
  by Douglas D. Evanoff & George G. Kaufman & Anastasios G. Malliaris
• Are oil, gold and the euro inter-related? Time series and neural network analysis
  by A. Malliaris & Mary Malliaris
• The Future of the U.S. Dollar and its Competition with the Euro
  by Alex Kondonassis & A. G. Malliaris & Chris Paraskevopoulos
• Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies
  by Marc Hayford & Anastasios Malliaris
• Strengthening The Global Financial Stability: Lessons From The European Monetary Union
  by Kondonassis J. Alex & Malliaris A. G.
• SECTORAL ANALYSIS OF GREEK MANUFACTURING
  by A. G. Malliaris Chairman & S. Ramenofsky Assistant Professor
• 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)
  by Nardini, Franco
• Multi-Fractality in Foreign Currency Markets
  by Marco Corazza & A. G. Malliaris
• Searching for fractal structure in agricultural futures markets
  by Marco Corazza & A. G. Malliaris & Carla Nardelli
• The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures
  by A. G. Malliaris & Jorge L. Urrutia
• Volume and price relationships: Hypotheses and testing for agricultural futures
  by A. G. Malliaris & Jorge L. Urrutia
• Foundations of Futures Markets
  by A. G. Malliaris
• Linkages between agricultural commodity futures contracts
  by A. G. Malliaris & Jorge L. Urrutia
• Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies
  by A. G. Malliaris & Jorge Urrutia
• What drives gold returns? A decision tree analysis
  by Malliaris, A. G. & Malliaris, Mary
• The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment
  by Ramaprasad Bhar & Malliaris & Mary Malliaris
• Are foreign currency markets interdependent? Evidence from data mining technologies / ¿Son interdependientes los mercados de divisas? Evidencia de tecnologías de minería de datos
  by Malliaris, A. G. & Mlliaris, Mary
• Asymptotic Growth under Uncertainty: Existence and Uniqueness
  by Fwu-Ranq Chang & A. G. Malliaris
• N-tuple S&P patterns across decades, 1950–2011
  by A. Malliaris & Mary Malliaris
• IS THE FEDERAL RESERVE STOCK MARKET BUBBLE-NEUTRAL?
  by Marc D. Hayford & A. G. Malliaris
  edited by
• The International Crash of October 1987: Causality Tests
  by A. G. Malliaris & Jorge L. Urrutia
  edited by
• OIL AND WORLD STOCK MARKETS' REACTION TO THE GULF CRISIS
  by A. G. Malliaris & Jorge L. Urrutia
  edited by
• Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975
  by A. G. MALLIARIS
  edited by
• An empirical investigation among real, monetary and financial variables
  by A. G. Malliaris & Jorge L. Urrutia
  edited by
• Methodological issues in asset pricing: Random walk or chaotic dynamics
  by A. G. Malliaris & Jerome L. Stein
  edited by
• Interest rates and inflation: A continuous time stochastic approach
  by A. G. Malliaris & Walter F. Mullady & M. E. Malliaris
  edited by
• MONETARY POLICY AND THE U.S. STOCK MARKET
  by MARC D. HAYFORD & A. G. MALLIARIS
  edited by
• Input Analysis and Short Run Economic Profits
  by Tassos G. Malliaris
• Money, inflation and interest rates: Illustrations from twelve European economies
  by A. G. Malliaris & Silvana Stefani
  edited by
• Multi-Fractality in Foreign Currency Markets
  by Marco Corazza & A. G. Malliaris
  edited by
• Swings of the Pendulum: A Review of Theory and Practice in Development Economics
  by A. J. Kondonassis & A. G. Malliaris & T. O. Okediji
• Decomposition of Inflation and its Volatility: A Stochastic Approach
  by A. G. MALLIARIS & MARY E. MALLIARIS
  edited by
• Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays
  by A. G. Malliaris
• THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS
  by A. G. Malliaris & Jorge L. Urrutia
  edited by
• How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule
  by M. D. Hayford & A. G. Malliaris
  edited by
• Global monetary instability: The role of the IMF, the EU and NAFTA
  by A. G. Malliaris
  edited by
• The dollar, the euro and the role of emerging economies
  by Bala Batavia & A. G. Malliaris
• EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS
  by A. G. Malliaris & Jorge L. Urrutia
  edited by
• ARE THERE RATIONAL BUBBLES IN THE U.S STOCK MARKET? OVERVIEW AND A NEW TEST
  by Ramaprasad Bhar & A. G. Malliaris
  edited by
• Asymptotic Growth under Uncertainty: Existence and Uniqueness
  by FWU-RANQ CHANG & A. G. MALLIARIS
  edited by
• Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions
  by George C. Philippatos & Efi Pilarinu & A. G. Malliaris
  edited by
• EQUITY AND OIL MARKETS UNDER EXTERNAL SHOCKS
  by Jorge Urrutia & A. G. Malliaris
  edited by
• How big is the random walk in macroeconomic time series: Variance ratio tests
  by A. G. Malliaris & Jorge L. Urrutia
  edited by
• Volume and Volatility in Foreign Currency Futures Markets
  by Ramaprasad Bhar & A. G. Malliaris
  edited by
• Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis
  by Ramaprasad Bhar & A. G. Malliaris & Mary Malliaris
• Minimizing a Quadratic Payoff with Monotone Controls
  by Emmanuel Nicholas Barron & Robert Jensen & A. G. Malliaris
• Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules
  by Ramaprasad Bhar & A. G. Malliaris
• Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy
  by Hayford, Marc D. & Malliaris, A. G.
• NAFTA: Past, Present and Future
  by Kondonassis, Alexander J. & Malliaris, A. G. & Paraskevopoulos, Chris
• Asset Price Bubbles and Public Policy
  by Douglas D. Evanoff & A. G. Malliaris
  edited by
• Toward Monetary Union of the European Community
  by A. J. Kondonassis & A. G. Malliaris
• Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact
  by George G. Kaufman & A. G. Malliaris & Richard W. Nelson
  edited by
• The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy
  by Anastasios G. Malliaris
• The impact of the twin financial crises
  by Malliaris, Anastasios G. & Malliaris, Mary
• TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE
  by Anastasios Evgenidis & Anastasios G. Malliaris
• Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model
  by George Chalamandaris & A. G. Malliaris
  edited by
• The global price of oil, QE and the US high yield rate
  by Anastasios Malliaris & Mary E. Malliaris

editor of:

• New Perspectives on Asset Price Bubbles
  edited by Evanoff, Douglas D. & Kaufman, George G. & Malliaris, A. G.
• New Perspectives on Asset Price Bubbles
  edited by Evanoff, Douglas D. & Kaufman, George G. & Malliaris, A. G.
• Options Markets
  edited by George M. Constantinides & A. G. Malliaris
• Futures Markets
  edited by A. G. Malliaris
• The Global Financial Crisis and Its Aftermath: Hidden Factors in the Meltdown
  edited by Malliaris, A. G. & Shaw, Leslie & Shefrin, Hersh
• The World Scientific Handbook of Futures Markets
  edited by Anastasios G. Malliaris & William T. Ziemba
• The Global Financial Crisis and Its Aftermath: Hidden Factors in the Meltdown
  edited by Malliaris, A. G. & Shaw, Leslie & Shefrin, Hersh
• The Journal of Economic Asymmetries
  edited by A. G. Malliaris
• Public Policy & Financial Economics:Essays in Honor of Professor George G Kaufman for His Lifelong Contributions to the Profession
  edited by Douglas D. Evanoff & A. G. Malliaris & George Kaufman
• Innovative Federal Reserve Policies During the Great Financial Crisis
  edited by Douglas D. Evanoff & George G. Kaufman & A. G. Malliaris