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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
http://homepages.luc.edu/~tmallia/
School of Business Administration 1 East Pearson Street Chicago, Illinois 60611 USA
1-312-915-6063
Chicago, Illinois (United States)
http://www.luc.edu/sba/economics/

: (312) 915-6062
(312) 915-8508
820 N. Michigan Avenue, Chicago, IL 60611-2196
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. Malliaris, A.G. & Malliaris, Mary, 2015. "What drives gold returns? A decision tree analysis," Finance Research Letters, Elsevier, vol. 13(C), pages 45-53.
  2. 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, vol. 47(55), pages 6010-6018, November.
  3. 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, vol. 22(2), pages 339-353, June.
  4. 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.
  5. 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.
  6. Milliaris, A. G & Milliaris, Mary, 2012. "Are foreign currency markets interdependent? Evidence from data mining technologies," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 2(1), pages 31-47, enero-jun.
  7. 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.
  8. 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.
  9. 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.
  10. Anastasios G. Malliaris, 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, April.
  11. Marco Corazza & A. Malliaris & Elisa Scalco, 2010. "Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications," Computational Economics, Springer;Society for Computational Economics, vol. 35(1), pages 1-23, January.
  12. 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, vol. 39(3), pages 279-286, October.
  13. 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.
  14. 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.
  15. 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.
  16. 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, vol. 2(1), pages 11-29.
  17. 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.
  18. 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.
  19. Malliaris, A.G., 2006. "US inflation and commodity prices: Analytical and empirical issues," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 267-271, March.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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, , vol. 44(1), pages 17-23, March.
  26. 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 -.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. Fwu-Ranq Chang & A. G. Malliaris, 1987. "Asymptotic Growth under Uncertainty: Existence and Uniqueness," Review of Economic Studies, Oxford University Press, vol. 54(1), pages 169-174.
  45. 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.
  46. Tassos G. Malliaris, 1970. "Input Analysis and Short Run Economic Profits," The American Economist, , vol. 14(2), pages 62-65, October.
  1. Ramaprasad Bhar & A. G. Malliaris, 2015. "Volume and Volatility in Foreign Currency Futures Markets," World Scientific Book Chapters,in: THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 5, pages 103-123 World Scientific Publishing Co. Pte. Ltd..
  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,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 2, pages 9-12 World Scientific Publishing Co. Pte. Ltd..
  3. Fwu-Ranq Chang & A. G. Malliaris, 2005. "Asymptotic Growth under Uncertainty: Existence and Uniqueness," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 1, pages 3-8 World Scientific Publishing Co. Pte. Ltd..
  4. 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,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 14, pages 223-232 World Scientific Publishing Co. Pte. Ltd..
  5. Jorge Urrutia & A. G. Malliaris, 2005. "Equity And Oil Markets Under External Shocks," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 19, pages 309-322 World Scientific Publishing Co. Pte. Ltd..
  6. Marc D. Hayford & A. G. Malliaris, 2005. "Monetary Policy And The U.S. Stock Market," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 15, pages 233-247 World Scientific Publishing Co. Pte. Ltd..
  7. 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,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 12, pages 187-206 World Scientific Publishing Co. Pte. Ltd..
  8. A. G. Malliaris & Jorge L. Urrutia, 2005. "Oil And World Stock Markets' Reaction To The Gulf Crisis," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 18, pages 287-307 World Scientific Publishing Co. Pte. Ltd..
  9. A. G. Malliaris & Mary E. Malliaris, 2005. "Decomposition of Inflation and its Volatility: A Stochastic Approach," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 5, pages 29-39 World Scientific Publishing Co. Pte. Ltd..
  10. A. G. Malliaris & Silvana Stefani, 2005. "Money, inflation and interest rates: Illustrations from twelve European economies," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 7, pages 59-82 World Scientific Publishing Co. Pte. Ltd..
  11. Marc D. Hayford & A. G. Malliaris, 2005. "Is The Federal Reserve Stock Market Bubble-Neutral?," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 13, pages 207-221 World Scientific Publishing Co. Pte. Ltd..
  12. A. G. Malliaris & Jorge L. Urrutia, 2005. "The International Crash of October 1987: Causality Tests," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 16, pages 251-262 World Scientific Publishing Co. Pte. Ltd..
  13. A. G. Malliaris & Jerome L. Stein, 2005. "Methodological issues in asset pricing: Random walk or chaotic dynamics," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 8, pages 85-115 World Scientific Publishing Co. Pte. Ltd..
  14. A. G. Malliaris & Walter F. Mullady & M. E. Malliaris, 2005. "Interest rates and inflation: A continuous time stochastic approach," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 4, pages 23-28 World Scientific Publishing Co. Pte. Ltd..
  15. Marco Corazza & A. G. Malliaris, 2005. "Multi-Fractality in Foreign Currency Markets," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 11, pages 151-184 World Scientific Publishing Co. Pte. Ltd..
  16. A. G. Malliaris, 2005. "Global monetary instability: The role of the IMF, the EU and NAFTA," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 20, pages 323-343 World Scientific Publishing Co. Pte. Ltd..
  17. A. G. Malliaris & Jorge L. Urrutia, 2005. "An empirical investigation among real, monetary and financial variables," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 3, pages 13-20 World Scientific Publishing Co. Pte. Ltd..
  18. A. G. Malliaris, 2005. "Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 6, pages 41-57 World Scientific Publishing Co. Pte. Ltd..
  19. A. G. Malliaris & Jorge L. Urrutia, 2005. "European Stock Market Fluctuations: Short And Long Term Links," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 10, pages 137-149 World Scientific Publishing Co. Pte. Ltd..
  20. 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,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 9, pages 117-136 World Scientific Publishing Co. Pte. Ltd..
  21. A. G. Malliaris & Jorge L. Urrutia, 2005. "The Impact Of The Persian Gulf Crisis On National Equity Markets," World Scientific Book Chapters,in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 17, pages 263-285 World Scientific Publishing Co. Pte. Ltd..
  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, April.
  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, April.
  3. 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, January.
  4. Evanoff, Douglas D. & Kaufman, George G. & Malliaris, A. G. (ed.), 2012. "New Perspectives on Asset Price Bubbles," OUP Catalogue, Oxford University Press, number 9780199844333, April.
  5. Evanoff, Douglas D. & Kaufman, George G. & Malliaris, A. G. (ed.), 2012. "New Perspectives on Asset Price Bubbles," OUP Catalogue, Oxford University Press, number 9780199844401, April.
  6. A G Malliaris, 2005. "Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5864, January.
  7. George M. Constantinides & A.G. Malliaris (ed.), 2001. "Options Markets," Books, Edward Elgar Publishing, volume 0, number 1699.
  8. A. G. Malliaris, 1999. "Foundations of Futures Markets," Books, Edward Elgar Publishing, number 1509.
  9. A. G. Malliaris (ed.), 1997. "Futures Markets," Books, Edward Elgar Publishing, volume 0, number 972.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (2) 2006-09-16 2011-12-19. Author is listed
  2. NEP-CBA: Central Banking (1) 2010-06-18. Author is listed
  3. NEP-CMP: Computational Economics (1) 2011-12-19. Author is listed
  4. NEP-CWA: Central & Western Asia (1) 2011-12-19. Author is listed
  5. NEP-ECM: Econometrics (1) 2006-09-16. 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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