IDEAS home Printed from https://ideas.repec.org/d/delucus.html

Publications

by members of

Loyola University → Department of Economics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2021

  1. Paola Boel & Julian Diaz & Daria Finocchiaro, 2021, "Liquidity, Capital Pledgeability and Inflation Redistribution," Working Papers, Federal Reserve Bank of Cleveland, number 21-26, Nov, DOI: 10.26509/frbc-wp-202126.

2020

  1. Chakraborti, Lopamudra, 2020, "Regulator Reputation Effects in Developing Countries: Evidence from the Toxics Pollution Registry of Mexico," MPRA Paper, University Library of Munich, Germany, number 104580, Nov.

2019

  1. Chakraborti, Lopamudra, 2019, "Impact of Upstream Plant Level Pollution on Downstream Water Quality: Evidence from the Clean Water Act," MPRA Paper, University Library of Munich, Germany, number 99090, Dec.

2016

  1. Lopamudra Chakraborti & David Ricardo Heres & Danae Hernández Cortés, 2016, "Are Land Values Related to Ambiet Air Pollution Levels? Hedonic Evidence from Mexico City," Working Papers, CIDE, División de Economía, number DTE 596, Feb.

2015

  1. Lopamudra Chakraborti & José Jaime Sainz Santamaría, 2015, "Do Industries Pollute More in Poorer Neighborhoods? Evidence From Toxic Releasing Plants in Mexico," Working Papers, CIDE, División de Economía, number DTE 587, Mar.

2014

  1. Sang-Wook (Stanley) Cho & Juliàn P. Dìaz, 2014, "Accounting for Skill Premium Patterns during the EU Accession: Productivity or Trade?," Discussion Papers, School of Economics, The University of New South Wales, number 2014-14, Mar.

2011

  1. Malliaris, A.G. & Malliaris, Mary, 2011, "Are foreign currency markets interdependent? evidence from data mining technologies," MPRA Paper, University Library of Munich, Germany, number 35261, Nov.
  2. Malliaris, A.G. & Malliaris, Mary, 2011, "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper, University Library of Munich, Germany, number 35266, Nov.

2010

  1. Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2010, "Episodic Nonlinearity in Leading Global Currencies," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 3-2010, Jun.

2008

  1. Sang-Wook (Stanley) Cho & Julian P. Diaz, 2008, "Welfare Impact of Trade Liberalization," Discussion Papers, School of Economics, The University of New South Wales, number 2008-20, Oct.

2007

  1. Sang-Wook Stanley Cho & Julian P. Diaz, 2007, "Trade Liberalization in Latin America and Eastern Europe: The Cases of Ecuador and Slovenia," Discussion Papers, School of Economics, The University of New South Wales, number 2007-25, Aug.
  2. Jones, David, 2007, "Pavement Preservation Studies Technical Advisory Guide," Institute of Transportation Studies, Working Paper Series, Institute of Transportation Studies, UC Davis, number qt1ck9r6jd, Jan.

2006

  1. Marco Corazza & A.G. Malliaris & Elisa Scalco, 2006, "Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 137, Sep.

1991

  1. W Bartlett & J Cable & S Estrin & D Jones & C Smith, 1991, "Labour Managed vs Private Firms: An Empirical Comparison of Cooperatives and Private Firms in Central Italy," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0017, Jan.

Journal articles

2026

  1. Anastasios G. Malliaris & Mary Malliaris, 2026, "Do Shiller Macro and Micro Narratives Characterize the S&P 500 Index Returns? New Insights," JRFM, MDPI, volume 19, issue 2, pages 1-19, February.

2025

  1. Chakraborti, Lopamudra & Voorheis, John, 2025, "Is air pollution increasing in poorer localities of Mexico? Evidence from PM 2.5 satellite data," Environment and Development Economics, Cambridge University Press, volume 30, issue 1, pages 52-69, February.
  2. Malliaris, A.G. & Malliaris, Mary & Rzepczynski, Mark S., 2025, "Explaining the asymmetric S&P 500 equity index in five themes: The success and failure of macro narratives," The Journal of Economic Asymmetries, Elsevier, volume 31, issue C, DOI: 10.1016/j.jeca.2025.e00415.

2024

  1. Julián P. Díaz, 2024, "Does dollarization promote trade? Evidence from two recent episodes," Applied Economics, Taylor & Francis Journals, volume 56, issue 17, pages 2058-2076, April, DOI: 10.1080/00036846.2023.2178632.
  2. Anastasios G. Malliaris & Mary Malliaris & Mark S. Rzepczynski, 2024, "One Man’s Bubble Is Another Man’s Rational Behavior: Comparing Alternative Macroeconomic Hypotheses for the US Housing Market," JRFM, MDPI, volume 17, issue 8, pages 1-21, August.

2023

  1. Julián P. Díaz & Juan Francisco Rumbea Pavisic, 2023, "The determinants of interest rate spreads in dollarized economies," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 17, pages 2473-2480, October, DOI: 10.1080/13504851.2022.2098234.
  2. Evgenidis, Anastasios & Malliaris, Anastasios, 2023, "House Bubbles, global imbalances and monetary policy in the US," Journal of International Money and Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jimonfin.2023.102919.
  3. Alogoskoufis, George & Malliaris, A.G. & Stengos, Thanasis, 2023, "The scope and methodology of economic and financial asymmetries," The Journal of Economic Asymmetries, Elsevier, volume 27, issue C, DOI: 10.1016/j.jeca.2023.e00297.
  4. Malliaris, Anastasios G. & Malliaris, Mary E., 2023, "Where is the Euro Area headed? Restoration of price stability," Journal of Policy Modeling, Elsevier, volume 45, issue 4, pages 848-863, DOI: 10.1016/j.jpolmod.2023.07.008.

2022

  1. Chakraborti, Lopamudra, 2022, "Environmental deterrence in developing countries: evidence from enforcement actions and fines under the toxics monitoring program of Mexico," Environment and Development Economics, Cambridge University Press, volume 27, issue 6, pages 511-532, December.
  2. Chakraborti, Lopamudra & Shimshack, Jay P., 2022, "Environmental disparities in urban Mexico: Evidence from toxic water pollution," Resource and Energy Economics, Elsevier, volume 67, issue C, DOI: 10.1016/j.reseneeco.2021.101281.
  3. Sang‐Wook (Stanley) Cho & Hansoo Choi & Julián P. Díaz, 2022, "The causal effect of free trade agreements on the trade margins: Product‐level evidence from geographically distant partners," Southern Economic Journal, John Wiley & Sons, volume 88, issue 4, pages 1453-1489, April, DOI: 10.1002/soej.12556.
  4. Malliaris, Steven & Malliaris, A.G., 2022, "Reprint of: Delegated asset management and performance when some investors are unsophisticated," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106406.
  5. Anastasios Evgenidis & Anastasios G. Malliaris, 2022, "Monetary policy, financial shocks and economic activity," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 2, pages 429-456, August, DOI: 10.1007/s11156-022-01045-z.

2021

  1. Lopamudra Chakraborti, 2021, "Impact of upstream plant level pollution on downstream water quality: evidence from the clean water act," Journal of Environmental Planning and Management, Taylor & Francis Journals, volume 64, issue 3, pages 517-535, February, DOI: 10.1080/09640568.2020.1776227.
  2. Malliaris, Steven & Malliaris, A.G., 2021, "Delegated asset management and performance when some investors are unsophisticated," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106289.
  3. Bhar, Ramaprasad & Malliaris, A.G., 2021, "Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19," Journal of Policy Modeling, Elsevier, volume 43, issue 1, pages 15-33, DOI: 10.1016/j.jpolmod.2020.07.001.
  4. Ramaprasad Bhar & Anastasios G. Malliaris & Mary Malliaris, 2021, "What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches," JRFM, MDPI, volume 14, issue 2, pages 1-11, February.
  5. Anastasios G. Malliaris & Mary Malliaris, 2021, "What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020?," JRFM, MDPI, volume 14, issue 8, pages 1-13, August.

2020

  1. Lopamudra Chakraborti, 2020, "Effects of Water Quality Monitoring on Plant-Level Pollution: Evidence from the Clean Water Act," Land Economics, University of Wisconsin Press, volume 96, issue 3, pages 349-365.
  2. Anastasios Evgenidis & Anastasios G. Malliaris, 2020, "To Lean Or Not To Lean Against An Asset Price Bubble? Empirical Evidence," Economic Inquiry, Western Economic Association International, volume 58, issue 4, pages 1958-1976, October, DOI: 10.1111/ecin.12915.
  3. Malliaris, Anastasios G. & Malliaris, Mary, 2020, "The impact of the twin financial crises," Journal of Policy Modeling, Elsevier, volume 42, issue 4, pages 878-892, DOI: 10.1016/j.jpolmod.2020.03.011.
  4. Anastasios Malliaris & Mary E. Malliaris, 2020, "The global price of oil, QE and the US high yield rate," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 7, pages 1849-1860, April, DOI: 10.1108/JES-01-2020-0025.

2019

  1. Chakraborti, Lopamudra & Heres, David & Hernandez, Danae, 2019, "Are land values related to ambient air pollution levels? Hedonic evidence from Mexico City," Environment and Development Economics, Cambridge University Press, volume 24, issue 3, pages 252-270, June.
  2. Sang-Wook Stanley Cho & Julián P. Díaz, 2019, "Skill premium divergence: the roles of trade, capital and demographics," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 67, issue 1, pages 249-283, February, DOI: 10.1007/s00199-018-1098-8.

2018

  1. Cho, Sang-Wook (Stanley) & Díaz, Julián P., 2018, "The dynamics of trade margins: Evidence from the European integration," Economics Letters, Elsevier, volume 167, issue C, pages 90-96, DOI: 10.1016/j.econlet.2018.03.014.
  2. Cho, Sang-Wook (Stanley) & Díaz, Julián P., 2018, "The new goods margin in new markets," Journal of Comparative Economics, Elsevier, volume 46, issue 1, pages 78-93, DOI: 10.1016/j.jce.2017.01.001.
  3. Sang-wook (Stanley) Cho & Hansoo Choi & Julián P. Díaz, 2018, "Do Free Trade Agreements Increase the New Goods Margin? Evidence from Korea," Open Economies Review, Springer, volume 29, issue 5, pages 1095-1122, November, DOI: 10.1007/s11079-018-9500-5.
  4. Anastasios G. Malliaris, 2018, "The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy," Multinational Finance Journal, Multinational Finance Journal, volume 22, issue 1-2, pages 35-62, March - J.

2017

  1. Lopamudra Chakraborti & Michael Margolis, 2017, "Do industries pollute more in poorer neighborhoods? Evidence from toxic releasing plants in Mexico," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 853-870.

2016

  1. Chakraborti, Lopamudra, 2016, "Do plants’ emissions respond to ambient environmental quality? Evidence from the clean water act," Journal of Environmental Economics and Management, Elsevier, volume 79, issue C, pages 55-69, DOI: 10.1016/j.jeem.2016.04.005.
  2. Sang‐Wook (Stanley) Cho & Julián P. Díaz, 2016, "Accounting for Skill Premium Patterns: Evidence from the EU Accession," Southern Economic Journal, John Wiley & Sons, volume 83, issue 1, pages 271-299, July, DOI: 10.1002/soej.12108.
  3. Ramaprasad Bhar & A. G. Malliaris, 2016, "Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules," Applied Economics, Taylor & Francis Journals, volume 48, issue 55, pages 5329-5339, November, DOI: 10.1080/00036846.2016.1176117.

2015

  1. Malliaris, A.G. & Malliaris, Mary, 2015, "What drives gold returns? A decision tree analysis," Finance Research Letters, Elsevier, volume 13, issue C, pages 45-53, DOI: 10.1016/j.frl.2015.03.004.
  2. Ramaprasad Bhar & A.G. Malliaris & Mary Malliaris, 2015, "Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 7, issue 2, pages 135-156, December.
  3. Ramaprasad Bhar & Malliaris & Mary Malliaris, 2015, "The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment," Applied Economics, Taylor & Francis Journals, volume 47, issue 55, pages 6010-6018, November, DOI: 10.1080/00036846.2015.1061646.

2014

  1. A. Malliaris & Mary Malliaris, 2014, "N-tuple S&P patterns across decades, 1950–2011," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 22, issue 2, pages 339-353, June, DOI: 10.1007/s10100-013-0298-3.

2013

  1. Cho, Sang-Wook (Stanley) & Díaz, Julián P., 2013, "Trade integration and the skill premium: Evidence from a transition economy," Journal of Comparative Economics, Elsevier, volume 41, issue 2, pages 601-620, DOI: 10.1016/j.jce.2012.08.002.
  2. A. Malliaris & Mary Malliaris, 2013, "Are oil, gold and the euro inter-related? Time series and neural network analysis," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 1-14, January, DOI: 10.1007/s11156-011-0265-9.

2012

  1. Lopamudra Chakraborti & Kenneth E. McConnell, 2012, "Does Ambient Water Quality Affect the Stringency of Regulations? Plant-Level Evidence of the Clean Water Act," Land Economics, University of Wisconsin Press, volume 88, issue 3, pages 518-535.
  2. Díaz, Julián P., 2012, "Can enforcement constraints explain the patterns of capital flows after financial liberalizations?," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1180-1194, DOI: 10.1016/j.jimonfin.2012.01.001.
  3. Douglas D. Evanoff & George G. Kaufman & Anastasios G. Malliaris, 2012, "Asset price bubbles: What are the causes, consequences, and public policy options?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Nov.
  4. Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012, "Episodic Nonlinearity in Leading Global Currencies," Open Economies Review, Springer, volume 23, issue 2, pages 337-357, April, DOI: 10.1007/s11079-010-9194-9.
  5. Malliaris, A. G. & Mlliaris, Mary, 2012, "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, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 2, issue 1, pages 31-47, enero-jun.
  6. Marc D. Hayford & A. G. Malliaris, 2012, "Transparent US monetary policy: theory and tests," Applied Economics, Taylor & Francis Journals, volume 44, issue 7, pages 813-824, March, DOI: 10.1080/00036846.2010.524628.

2011

  1. Sang‐Wook (Stanley) Cho & Julian P. Diaz, 2011, "The Welfare Impact Of Trade Liberalization," Economic Inquiry, Western Economic Association International, volume 49, issue 2, pages 379-397, April.
  2. Bhar, Ramaprasad & Malliaris, A.G., 2011, "Oil prices and the impact of the financial crisis of 2007–2009," Energy Economics, Elsevier, volume 33, issue 6, pages 1049-1054, DOI: 10.1016/j.eneco.2011.01.016.
  3. Hayford, Marc D. & Malliaris, A.G., 2011, "Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy," The Journal of Economic Asymmetries, Elsevier, volume 8, issue 2, pages 73-90, DOI: 10.1016/j.jeca.2011.02.007.
  4. Anastasios G. Malliaris & Ramaprasad Bhar, 2011, "Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 3, issue 1, pages 27-53, April, DOI: 10.1108/19405979201100002.

2010

  1. Marco Corazza & A. Malliaris & Elisa Scalco, 2010, "Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications," Computational Economics, Springer;Society for Computational Economics, volume 35, issue 1, pages 1-23, January, DOI: 10.1007/s10614-009-9186-2.
  2. Marc Hayford & Anastasios Malliaris, 2010, "Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies," Forum for Social Economics, Springer;The Association for Social Economics, volume 39, issue 3, pages 279-286, October, DOI: 10.1007/s12143-010-9062-9.

2009

  1. Kyrtsou, Catherine & Malliaris, Anastasios G., 2009, "The impact of information signals on market prices when agents have non-linear trading rules," Economic Modelling, Elsevier, volume 26, issue 1, pages 167-176, January.
  2. Kyrtsou, Catherine & Malliaris, Anastasios G. & Serletis, Apostolos, 2009, "Energy sector pricing: On the role of neglected nonlinearity," Energy Economics, Elsevier, volume 31, issue 3, pages 492-502, May.
  3. Malliaris, A.G. & Kyrtsou, C., 2009, "Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics"," Energy Economics, Elsevier, volume 31, issue 6, pages 825-826, November.
  4. Bala Batavia & A.G. Malliaris, 2009, "The dollar, the euro and the role of emerging economies," International Journal of Indian Culture and Business Management, Inderscience Enterprises Ltd, volume 2, issue 1, pages 11-29.

2008

  1. Sang-Wook (Stanley) Cho & Julián P. Díaz, 2008, "Trade Liberalization in Latin America and Eastern Europe: the Cases of Ecuador and Slovenia," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 23, pages 1002-1045.
  2. Malliaris, A.G. & Malliaris, Mary E., 2008, "Investment principles for individual retirement accounts," Journal of Banking & Finance, Elsevier, volume 32, issue 3, pages 393-404, March.
  3. Kondonassis, Alexander J. & Malliaris, A.G. & Paraskevopoulos, Chris, 2008, "NAFTA: Past, Present and Future," The Journal of Economic Asymmetries, Elsevier, volume 5, issue 1, pages 13-23, DOI: 10.1016/j.jeca.2008.01.002.

2007

  1. Alex Kondonassis & A.G. Malliaris & Chris Paraskevopoulos, 2007, "The Future of the U.S. Dollar and its Competition with the Euro," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 97-110.

2006

  1. Malliaris, A.G., 2006, "US inflation and commodity prices: Analytical and empirical issues," Journal of Macroeconomics, Elsevier, volume 28, issue 1, pages 267-271, March.

2005

  1. Hayford, M. D. & Malliaris, A. G., 2005, "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," European Journal of Operational Research, Elsevier, volume 163, issue 1, pages 20-29, May.
  2. Alexander J. Kondonassis & A.G. Malliaris & Christos C. Paraskevopoulos, 2005, "Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 43-64.

2004

  1. Donald W. Jones & Paul N. Leiby & Inja K. Paik, 2004, "Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996," The Energy Journal, , volume 25, issue 2, pages 1-32, April, DOI: 10.5547/ISSN0195-6574-EJ-Vol25-No2-.
  2. Marc D. Hayford & A. G. Malliaris, 2004, "Monetary Policy and the U.S. Stock Market," Economic Inquiry, Western Economic Association International, volume 42, issue 3, pages 387-401, July.

2002

  1. Malliaris, A. G., 2002, "Global monetary instability: The role of the IMF, the EU and NAFTA," The North American Journal of Economics and Finance, Elsevier, volume 13, issue 1, pages 72-92, May.
  2. Marco Corazza & A. G. Malliaris, 2002, "Multi-Fractality in Foreign Currency Markets," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 2, pages 65-98, June.

2000

  1. Kondonassis J. Alex & Malliaris A. G, 2000, "Strengthening The Global Financial Stability: Lessons From The European Monetary Union," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 11-28, January -.
  2. A.J. Kondonassis & A.G. Malliaris & T.O. Okediji, 2000, "Swings of the Pendulum: A Review of Theory and Practice in Development Economics," The American Economist, Sage Publications, volume 44, issue 1, pages 17-23, March, DOI: 10.1177/056943450004400103.

1999

  1. Malliaris, A. G. & Stein, Jerome L., 1999, "Methodological issues in asset pricing: Random walk or chaotic dynamics," Journal of Banking & Finance, Elsevier, volume 23, issue 11, pages 1605-1635, November.

1998

  1. Greene, David L & Jones, Donald W & Leiby, Paul N, 1998, "The outlook for US oil dependence," Energy Policy, Elsevier, volume 26, issue 1, pages 55-69, January.
  2. Bhar, Ramaprasad & Malliaris, A G, 1998, "Volume and Volatility in Foreign Currency Futures Markets," Review of Quantitative Finance and Accounting, Springer, volume 10, issue 3, pages 285-302, May.
  3. A. G. Malliaris & Jorge L. Urrutia, 1998, "Volume and price relationships: Hypotheses and testing for agricultural futures," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 18, issue 1, pages 53-72, February.

1997

  1. Marco Corazza & A.G. Malliaris & Carla Nardelli, 1997, "Searching for fractal structure in agricultural futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 17, issue 4, pages 433-473, June.

1996

  1. Kondonassis, Alex J. & Malliaris, A. G., 1996, "NAFTA: Old and new lessons from theory and practice with economic integration," The North American Journal of Economics and Finance, Elsevier, volume 7, issue 1, pages 31-41.
  2. A. G. Malliaris & Jorge L. Urrutia, 1996, "Linkages between agricultural commodity futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 16, issue 5, pages 595-609, August.

1995

  1. Jones, Donald W. & Dale, Virginia H. & Beauchamp, John J. & Pedlowski, Marcos A. & O'Neill, Robert V., 1995, "Farming in Rondonia," Resource and Energy Economics, Elsevier, volume 17, issue 2, pages 155-188, August.
  2. Malliaris, A G & Malliaris, Mary E, 1995, "Decomposition of Inflation and Its Volatility: A Stochastic Approach," Review of Quantitative Finance and Accounting, Springer, volume 5, issue 1, pages 93-103, March.

1994

  1. Jones, Donald W. & O'Neill, Robert V., 1994, "Development policies, rural land use, and tropical deforestation," Regional Science and Urban Economics, Elsevier, volume 24, issue 6, pages 753-771, December.
  2. A. J. Kondonassis & A. G. Malliaris, 1994, "Toward Monetary Union of the European Community," American Journal of Economics and Sociology, Wiley Blackwell, volume 53, issue 3, pages 291-301, July, DOI: 10.1111/j.1536-7150.1994.tb02599.x.
  3. Nardini, Franco, 1994, "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, Elsevier, volume 5, issue 2, pages 394-396, December.

1993

  1. D W Jones & R V O'Neill, 1993, "Human-Environmental Influences and Interactions in Shifting Agriculture When Farmers Form Expectations Rationally," Environment and Planning A, , volume 25, issue 1, pages 121-136, January, DOI: 10.1068/a250121.
  2. D W Jones & R V O'Neill, 1993, "A Model of Neotropical Land Use with Endogenous Malaria and Preventive Ecological Measures," Environment and Planning A, , volume 25, issue 11, pages 1677-1687, November, DOI: 10.1068/a251677.

1992

  1. Jones, D. W. & O'Neill, R. V., 1992, "Endogenous environmental degradation and land conservation: agricultural land use in a large region," Ecological Economics, Elsevier, volume 6, issue 1, pages 79-101, July.
  2. Malliaris, A. G. & Urrutia, Jorge L., 1992, "The International Crash of October 1987: Causality Tests," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 27, issue 3, pages 353-364, September.
  3. Malliaris, A. G., 1992, "Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975," International Review of Financial Analysis, Elsevier, volume 1, issue 1, pages 77-93.

1991

  1. Jones, Donald W., 1991, "How urbanization affects energy-use in developing countries," Energy Policy, Elsevier, volume 19, issue 7, pages 621-630, September.
  2. Malliaris, A. G. & Urrutia, Jorge L., 1991, "Economic determinants of trading volume in futures markets," Economics Letters, Elsevier, volume 35, issue 3, pages 301-305, March.
  3. Malliaris, A. G. & Urrutia, Jorge L., 1991, "An empirical investigation among real, monetary and financial variables," Economics Letters, Elsevier, volume 37, issue 2, pages 151-158, October.
  4. Malliaris, A. G. & Mullady, Walter Sr. & Malliaris, M. E., 1991, "Interest rates and inflation : A continuous time stochastic approach," Economics Letters, Elsevier, volume 37, issue 4, pages 351-356, December.
  5. Malliaris, A. G. & Stefani, Silvana, 1991, "Money, inflation and interest rates: Illustrations from twelve European economies," European Journal of Political Economy, Elsevier, volume 7, issue 3, pages 275-298, October.
  6. A. G. Malliaris & Jorge Urrutia, 1991, "Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 11, issue 1, pages 55-68, February.
  7. A. G. Malliaris & Jorge L. Urrutia, 1991, "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, John Wiley & Sons, Ltd., volume 11, issue 3, pages 271-289, June.

1990

  1. Malliaris, A. G. & Urrutia, Jorge L., 1990, "How big is the random walks in macroeconomic time series : Variance ratio tests," Economics Letters, Elsevier, volume 34, issue 2, pages 113-116, October.

1989

  1. Donald W. Jones, 1989, "Urbanization and Energy Use In Economic Development," The Energy Journal, , volume 10, issue 4, pages 29-45, October, DOI: 10.5547/ISSN0195-6574-EJ-Vol10-No4-.

1988

  1. Jones, Donald W., 1988, "Some simple economics of improved cookstove programs in developing countries," Resources and Energy, Elsevier, volume 10, issue 3, pages 247-264, September.

1987

  1. Fwu-Ranq Chang & A. G. Malliaris, 1987, "Asymptotic Growth under Uncertainty: Existence and Uniqueness," The Review of Economic Studies, Review of Economic Studies Ltd, volume 54, issue 1, pages 169-174.

1986

  1. Jones, Donald W. & L.Hillsman, Edward & Lee, Russell & Foust, Cheryl B., 1986, "Production functions and tract rents in Western U.S. surface coal mining," Resources and Energy, Elsevier, volume 8, issue 1, pages 35-61, March.

1984

  1. Donald W. Jones, 1984, "Nonland Factor Markets In The Thünen Model," Papers in Regional Science, Wiley Blackwell, volume 54, issue 1, pages 43-57, January, DOI: 10.1111/j.1435-5597.1984.tb00815.x.
  2. Jones, Donald W. & Morrow-Jones, Charles R., 1984, "Local taxation and the consequences of revenue distribution patterns," Regional Science and Urban Economics, Elsevier, volume 14, issue 1, pages 63-69, February.
  3. D W Jones & C R Morrow-Jones, 1984, "Effects of Revenue Distribution and Income Distribution on the Impacts of Local Taxation," Environment and Planning C, , volume 2, issue 2, pages 135-148, June, DOI: 10.1068/c020135.

1983

  1. Donald W. Jones & Charles R. Morrow‐Jones, 1983, "Income Redistribution And The Effects Of Five Local Taxes In A Small Region," Papers in Regional Science, Wiley Blackwell, volume 53, issue 1, pages 137-158, January, DOI: 10.1111/j.1435-5597.1983.tb00808.x.

1982

  1. A.G. Malliaris, 1982, "Aspects of Economic and Social Policies in Integrated Economies," International Journal of Social Economics, Emerald Group Publishing Limited, volume 9, issue 6/7, pages 105-124, June, DOI: 10.1108/eb013924.

1975

  1. A. G. Malliaris Chairman & S. Ramenofsky Assistant Professor, 1975, "Sectoral Analysis Of Greek Manufacturing," Annals of Public and Cooperative Economics, Wiley Blackwell, volume 46, issue 4, pages 407-416, October.

1970

  1. Tassos G. Malliaris, 1970, "Input Analysis and Short Run Economic Profits," The American Economist, Sage Publications, volume 14, issue 2, pages 62-65, October, DOI: 10.1177/056943457001400208.

Books

2018

  1. Douglas D Evanoff & A G Malliaris & George Kaufman (ed.), 2018, "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., number 10697, ISBN: ARRAY(0x79ebebb8).
  2. Douglas D Evanoff & George G Kaufman & A G Malliaris (ed.), 2018, "Innovative Federal Reserve Policies During the Great Financial Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10891, ISBN: ARRAY(0x794fb7a8).

2016

  1. Malliaris, A.G. & Shaw, Leslie & Shefrin, Hersh (ed.), 2016, "The Global Financial Crisis and Its Aftermath: Hidden Factors in the Meltdown," OUP Catalogue, Oxford University Press, number 9780199386222, ISBN: ARRAY(0x82144690).
  2. Malliaris, A.G. & Shaw, Leslie & Shefrin, Hersh (ed.), 2016, "The Global Financial Crisis and Its Aftermath: Hidden Factors in the Meltdown," OUP Catalogue, Oxford University Press, number 9780199386239, ISBN: ARRAY(0x81aa1028).

2015

  1. Anastasios G Malliaris & William T Ziemba (ed.), 2015, "The World Scientific Handbook of Futures Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8984, ISBN: ARRAY(0x78789248).

2012

  1. Evanoff, Douglas D. & Kaufman, George G. & Malliaris, A. G. (ed.), 2012, "New Perspectives on Asset Price Bubbles," OUP Catalogue, Oxford University Press, number 9780199844333, ISBN: ARRAY(0x802b00c0).
  2. Evanoff, Douglas D. & Kaufman, George G. & Malliaris, A. G. (ed.), 2012, "New Perspectives on Asset Price Bubbles," OUP Catalogue, Oxford University Press, number 9780199844401, ISBN: ARRAY(0x80f37978).

2005

  1. A G Malliaris, 2005, "Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5864, ISBN: ARRAY(0x78480388).

2001

  1. George M. Constantinides & A.G. Malliaris (ed.), 2001, "Options Markets," Books, Edward Elgar Publishing, number 1699, ISBN: ARRAY(0x97e57cc0).

1999

  1. A. G. Malliaris, 1999, "Foundations of Futures Markets," Books, Edward Elgar Publishing, number 1509, ISBN: ARRAY(0x962b05d0).

1997

  1. A. G. Malliaris (ed.), 1997, "Futures Markets," Books, Edward Elgar Publishing, number 972, ISBN: ARRAY(0x952ddae8).

Chapters

2024

  1. G. C. Bitros & A. G. Malliaris, 2024, "Central Bank Digital Currencies: Key Concerns Accommodated in a Model of Classical Athenian Descent," Lecture Notes in Information Systems and Organization, Springer, in: Gregory Prastacos & Nancy Pouloudi, "Leading and Managing in the Digital Era", DOI: 10.1007/978-3-031-65782-5_4.

2022

  1. Simón Cueva & Julián P. Díaz, 2022, "The Case of Ecuador," Book Chapters, University of Minnesota Press, in: Timothy J. Kehoe & Juan Pablo Nicolini, "A Monetary and Fiscal History of Latin America, 1960-2017".

2020

  1. George Chalamandaris & A. G. Malliaris, 2020, "Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".

2018

  1. A. G. Malliaris & Mary Malliaris, 2018, "Directional Returns for Gold and Silver: A Cluster Analysis Approach," International Series in Operations Research & Management Science, Springer, chapter 0, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno, "Handbook of Recent Advances in Commodity and Financial Modeling", DOI: 10.1007/978-3-319-61320-8_1.
  2. Douglas D. Evanoff & A. G. Malliaris, 2018, "Asset Price Bubbles and Public Policy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Douglas D Evanoff & A G Malliaris & George Kaufman, "Public Policy & Financial Economics Essays in Honor of Professor George G Kaufman for His Lifelong Contributions to the Profession".
  3. George G. Kaufman & A. G. Malliaris & Richard W. Nelson, 2018, "Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Douglas D Evanoff & George G Kaufman & A G Malliaris, "Innovative Federal Reserve Policies During the Great Financial Crisis".

2015

  1. Anastasios G Malliaris & William T Ziemba, 2015, "Futures Markets: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
  2. Ramaprasad Bhar & A. G. Malliaris, 2015, "Volume and Volatility in Foreign Currency Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".

2008

  1. Marc D. Hayford & A. G. Malliaris, 2008, "Uncertainty, Transparency, and Future Monetary Policy," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, in: Robert R. Bliss & George G. Kaufman, "Financial Institutions and Markets", DOI: 10.1057/9780230617148_5.

2006

  1. Marc D. Hayford & A.G. Malliaris, 2006, "Rethinking Monetary Stabilization in the Presence of an Asset Bubble: Should the Response be Symmetric or Asymmetric?," Chapters, Edward Elgar Publishing, chapter 8, in: Volbert Alexander & Hans-Helmut Kotz, "Global Divergence in Trade, Money and Policy".
  2. Ramaprasad Bhar & A. G. Malliaris, 2006, "Speculative Nonfundamental Components in Mature Stock Markets: Do they Exist and are they Related?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Ivan E Brick & Tavy Ronen & Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting Essays in Microstructure in Honor of David K Whitcomb".

2005

  1. Fwu-Ranq Chang & A. G. Malliaris, 2005, "Asymptotic Growth under Uncertainty: Existence and Uniqueness," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  2. A. G. Malliaris & Jorge L. Urrutia, 2005, "How big is the random walk in macroeconomic time series: Variance ratio tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  3. A. G. Malliaris & Jorge L. Urrutia, 2005, "An empirical investigation among real, monetary and financial variables," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  4. A. G. Malliaris & Walter F. Mullady & M. E. Malliaris, 2005, "Interest rates and inflation: A continuous time stochastic approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  5. A. G. Malliaris & Mary E. Malliaris, 2005, "Decomposition of Inflation and its Volatility: A Stochastic Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  6. A. G. Malliaris, 2005, "Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  7. A. G. Malliaris & Silvana Stefani, 2005, "Money, inflation and interest rates: Illustrations from twelve European economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  8. A. G. Malliaris & Jerome L. Stein, 2005, "Methodological issues in asset pricing: Random walk or chaotic dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  9. George C. Philippatos & Efi Pilarinu & A. G. Malliaris, 2005, "Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  10. A. G. Malliaris & Jorge L. Urrutia, 2005, "European Stock Market Fluctuations: Short And Long Term Links," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  11. Marco Corazza & A. G. Malliaris, 2005, "Multi-Fractality in Foreign Currency Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  12. Ramaprasad Bhar & A. G. Malliaris, 2005, "Are There Rational Bubbles In The U.S Stock Market? Overview And A New Test," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  13. Marc D. Hayford & A. G. Malliaris, 2005, "Is The Federal Reserve Stock Market Bubble-Neutral?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  14. M. D. Hayford & A. G. Malliaris, 2005, "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  15. Marc D. Hayford & A. G. Malliaris, 2005, "Monetary Policy And The U.S. Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  16. A. G. Malliaris & Jorge L. Urrutia, 2005, "The International Crash of October 1987: Causality Tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  17. A. G. Malliaris & Jorge L. Urrutia, 2005, "The Impact Of The Persian Gulf Crisis On National Equity Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  18. A. G. Malliaris & Jorge L. Urrutia, 2005, "Oil And World Stock Markets' Reaction To The Gulf Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  19. Jorge Urrutia & A. G. Malliaris, 2005, "Equity And Oil Markets Under External Shocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
  20. A. G. Malliaris, 2005, "Global monetary instability: The role of the IMF, the EU and NAFTA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".

1996

  1. Bala Batavia & A.G. Malliaris & Bala Batavia & A.G. Malliaris, 1996, "The Common Agricultural Policy of the EU and developing countries," Chapters, Edward Elgar Publishing, chapter 16, in: Christos C. Paraskevopoulos & Ricardo Grinspun & Theodore Georgakopoulos, "Economic Integration and Public Policy in the European Union".

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.