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Anastasios G. Malliaris

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Personal Details

First Name:Anastasios
Middle Name:G.
Last Name:Malliaris
Suffix:
RePEc Short-ID:pma860
Email:
Homepage:http://homepages.luc.edu/~tmallia/
Postal Address:School of Business Administration 1 East Pearson Street Chicago, Illinois 60611 USA
Phone:1-312-915-6063
Location: Chicago, Illinois (United States)
Homepage: http://www.luc.edu/sba/economics/
Email:
Phone: (312) 915-6062
Fax: (312) 915-8508
Postal: 820 N. Michigan Avenue, Chicago, IL 60611-2196
Handle: RePEc:edi:delucus (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Social economics
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  1. Malliaris, A.G. & Malliaris, Mary, 2011. "Are foreign currency markets interdependent? evidence from data mining technologies," MPRA Paper 35261, University Library of Munich, Germany.
  2. Malliaris, A.G. & Malliaris, Mary, 2011. "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper 35266, University Library of Munich, Germany.
  3. Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis, 2010. "Episodic Nonlinearity in Leading Global Currencies," DUTH Research Papers in Economics 3-2010, Democritus University of Thrace, Department of Economics.
  4. Marco Corazza & A.G. Malliaris & Elisa Scalco, 2006. "Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests," Working Papers 137, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  1. 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, vol. 40(1), pages 1-14, January.
  2. Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012. "Episodic Nonlinearity in Leading Global Currencies," Open Economies Review, Springer, vol. 23(2), pages 337-357, April.
  3. Marc D. Hayford & A. G. Malliaris, 2012. "Transparent US monetary policy: theory and tests," Applied Economics, Taylor & Francis Journals, vol. 44(7), pages 813-824, March.
  4. 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.
  5. 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, vol. 3(1), pages 27-53, September.
  6. Bhar, Ramaprasad & Malliaris, A.G., 2011. "Oil prices and the impact of the financial crisis of 2007–2009," Energy Economics, Elsevier, vol. 33(6), pages 1049-1054.
  7. Marco Corazza & A. Malliaris & Elisa Scalco, 2010. "Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications," Computational Economics, Society for Computational Economics, vol. 35(1), pages 1-23, January.
  8. 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, vol. 39(3), pages 279-286, October.
  9. Kyrtsou, Catherine & Malliaris, Anastasios G., 2009. "The impact of information signals on market prices when agents have non-linear trading rules," Economic Modelling, Elsevier, vol. 26(1), pages 167-176, January.
  10. Kyrtsou, Catherine & Malliaris, Anastasios G. & Serletis, Apostolos, 2009. "Energy sector pricing: On the role of neglected nonlinearity," Energy Economics, Elsevier, vol. 31(3), pages 492-502, May.
  11. Malliaris, A.G. & Kyrtsou, C., 2009. "Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics"," Energy Economics, Elsevier, vol. 31(6), pages 825-826, November.
  12. Malliaris, A.G. & Malliaris, Mary E., 2008. "Investment principles for individual retirement accounts," Journal of Banking & Finance, Elsevier, vol. 32(3), pages 393-404, March.
  13. 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, vol. 0(1-2), pages 97-110.
  14. Malliaris, A.G., 2006. "US inflation and commodity prices: Analytical and empirical issues," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 267-271, March.
  15. 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, vol. 0(1-2), pages 43-64.
  16. 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, vol. 163(1), pages 20-29, May.
  17. Marc D. Hayford & A. G. Malliaris, 2004. "Monetary Policy and the U.S. Stock Market," Economic Inquiry, Western Economic Association International, vol. 42(3), pages 387-401, July.
  18. Marco Corazza & A. G. Malliaris, 2002. "Multi-Fractality in Foreign Currency Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 6(2), pages 65-98, June.
  19. 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, vol. 13(1), pages 72-92, May.
  20. 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, vol. 0(1-2), pages 11-28, January -.
  21. Malliaris, A. G. & Stein, Jerome L., 1999. "Methodological issues in asset pricing: Random walk or chaotic dynamics," Journal of Banking & Finance, Elsevier, vol. 23(11), pages 1605-1635, November.
  22. Bhar, Ramaprasad & Malliaris, A G, 1998. " Volume and Volatility in Foreign Currency Futures Markets," Review of Quantitative Finance and Accounting, Springer, vol. 10(3), pages 285-302, May.
  23. 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., vol. 18(1), pages 53-72, 02.
  24. Marco Corazza & A.G. Malliaris & Carla Nardelli, 1997. "Searching for fractal structure in agricultural futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 17(4), pages 433-473, 06.
  25. A. G. Malliaris & Jorge L. Urrutia, 1996. "Linkages between agricultural commodity futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(5), pages 595-609, 08.
  26. 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, vol. 7(1), pages 31-41.
  27. Malliaris, A G & Malliaris, Mary E, 1995. " Decomposition of Inflation and Its Volatility: A Stochastic Approach," Review of Quantitative Finance and Accounting, Springer, vol. 5(1), pages 93-103, March.
  28. 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 7," Structural Change and Economic Dynamics, Elsevier, vol. 5(2), pages 394-396, December.
  29. Malliaris, A. G., 1992. "Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975," International Review of Financial Analysis, Elsevier, vol. 1(1), pages 77-93.
  30. Malliaris, A. G. & Urrutia, Jorge L., 1992. "The International Crash of October 1987: Causality Tests," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(03), pages 353-364, September.
  31. 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., vol. 11(1), pages 55-68, 02.
  32. Malliaris, A. G. & Urrutia, Jorge L., 1991. "An empirical investigation among real, monetary and financial variables," Economics Letters, Elsevier, vol. 37(2), pages 151-158, October.
  33. Malliaris, A. G. & Stefani, Silvana, 1991. "Money, inflation and interest rates: Illustrations from twelve European economies," European Journal of Political Economy, Elsevier, vol. 7(3), pages 275-298, October.
  34. Malliaris, A. G. & Mullady, Walter Sr. & Malliaris, M. E., 1991. "Interest rates and inflation : A continuous time stochastic approach," Economics Letters, Elsevier, vol. 37(4), pages 351-356, December.
  35. Malliaris, A. G. & Urrutia, Jorge L., 1991. "Economic determinants of trading volume in futures markets," Economics Letters, Elsevier, vol. 35(3), pages 301-305, March.
  36. 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., vol. 11(3), pages 271-289, 06.
  37. Malliaris, A. G. & Urrutia, Jorge L., 1990. "How big is the random walks in macroeconomic time series : Variance ratio tests," Economics Letters, Elsevier, vol. 34(2), pages 113-116, October.
  38. Chang, Fwu-Ranq & Malliaris, A G, 1987. "Asymptotic Growth under Uncertainty: Existence and Uniqueness," Review of Economic Studies, Wiley Blackwell, vol. 54(1), pages 169-74, January.
  39. A. G. Malliaris Chairman & S. Ramenofsky Assistant Professor, 1975. "Sectoral Analysis Of Greek Manufacturing," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 46(4), pages 407-416, October.
  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, March.
  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, March.
  3. George M. Constantinides & A.G. Malliaris (ed.), 2001. "Options Markets," Books, Edward Elgar, volume 0, number 1699, July.
  4. A. G. Malliaris, 1999. "Foundations of Futures Markets," Books, Edward Elgar, number 1509, July.
  5. A. G. Malliaris (ed.), 1997. "Futures Markets," Books, Edward Elgar, volume 0, number 972, July.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-06-18. Author is listed
  2. NEP-CMP: Computational Economics (1) 2011-12-19. Author is listed
  3. NEP-CWA: Central & Western Asia (1) 2011-12-19. Author is listed
  4. NEP-ECM: Econometrics (1) 2006-09-16. Author is listed
  5. NEP-ENE: Energy Economics (2) 2006-09-16 2011-12-19. Author is listed
  6. NEP-ETS: Econometric Time Series (1) 2006-09-16. Author is listed
  7. NEP-FIN: Finance (1) 2006-09-16. Author is listed
  8. NEP-FMK: Financial Markets (1) 2006-09-16. Author is listed
  9. NEP-IFN: International Finance (1) 2010-06-18. Author is listed
  10. NEP-ORE: Operations Research (1) 2010-06-18. Author is listed
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