Access Statistics for Anastasios G. Malliaris

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are foreign currency markets interdependent? evidence from data mining technologies 0 0 0 21 0 0 15 126
Are oil, gold and the euro inter-related? time series and neural network analysis 0 0 0 75 0 0 10 192
Episodic Nonlinearity in Leading Global Currencies 0 0 1 69 0 0 21 254
Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests 0 0 0 84 0 0 13 277
Total Working Papers 0 0 1 249 0 0 59 849


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation among real, monetary and financial variables 0 0 0 64 0 2 15 165
Are foreign currency markets interdependent? Evidence from data mining technologies / ¿Son interdependientes los mercados de divisas? Evidencia de tecnologías de minería de datos 0 0 0 2 0 0 9 45
Are oil, gold and the euro inter-related? Time series and neural network analysis 0 0 0 39 0 2 9 168
Aspects of Economic and Social Policies in Integrated Economies 0 0 0 0 1 2 4 7
Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies 0 0 0 15 0 1 8 81
Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies 0 0 0 39 0 1 12 141
Asset price bubbles: What are the causes, consequences, and public policy options? 0 0 1 291 2 3 13 676
Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules 0 0 0 3 0 0 13 35
Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union 0 0 0 3 0 0 4 66
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 1 39 0 1 14 204
Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy 0 0 5 21 1 1 24 80
Decomposition of Inflation and Its Volatility: A Stochastic Approach 0 0 0 0 1 2 11 193
Delegated asset management and performance when some investors are unsophisticated 0 1 2 5 0 1 15 27
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) 0 0 2 219 0 1 7 532
Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes 0 0 0 8 0 0 11 102
Do Shiller Macro and Micro Narratives Characterize the S&P 500 Index Returns? New Insights 0 1 1 1 2 5 7 7
Economic determinants of trading volume in futures markets 0 0 0 113 0 1 4 216
Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" 0 0 0 28 0 1 8 118
Energy sector pricing: On the role of neglected nonlinearity 0 0 0 56 0 1 12 208
Episodic Nonlinearity in Leading Global Currencies 0 0 0 16 0 1 24 124
Explaining the asymmetric S&P 500 equity index in five themes: The success and failure of macro narratives 0 0 1 1 3 11 38 38
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 71 0 0 22 323
House Bubbles, global imbalances and monetary policy in the US 0 0 1 5 0 0 18 41
How big is the random walks in macroeconomic time series: Variance ratio tests 0 0 0 18 1 1 10 64
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 1 52 0 2 21 156
Input Analysis and Short Run Economic Profits 0 0 0 1 1 8 11 17
Interest rates and inflation: A continuous time stochastic approach 0 0 0 53 0 1 11 152
Investment principles for individual retirement accounts 0 0 0 22 0 1 12 124
Linkages between agricultural commodity futures contracts 0 0 0 4 0 0 6 30
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 0 64 0 0 6 177
Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19 0 0 0 39 0 1 16 122
Monetary Policy and the U.S. Stock Market 0 0 0 146 0 0 12 531
Monetary policy, financial shocks and economic activity 0 0 0 3 0 1 16 31
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 17 0 0 5 108
Multi-Fractality in Foreign Currency Markets 0 0 0 11 1 2 13 69
N-tuple S&P patterns across decades, 1950–2011 0 0 0 1 0 1 13 48
NAFTA: Old and new lessons from theory and practice with economic integration 0 0 0 50 0 0 6 173
NAFTA: Past, Present and Future 0 0 0 9 0 1 8 61
Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications 0 0 0 17 0 0 10 106
Oil prices and the impact of the financial crisis of 2007–2009 0 0 3 38 0 2 18 173
One Man’s Bubble Is Another Man’s Rational Behavior: Comparing Alternative Macroeconomic Hypotheses for the US Housing Market 0 0 0 1 1 1 8 16
Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis 0 0 2 32 0 1 15 131
Reprint of: Delegated asset management and performance when some investors are unsophisticated 0 0 0 2 0 0 6 11
SECTORAL ANALYSIS OF GREEK MANUFACTURING 0 0 0 2 1 1 5 14
Searching for fractal structure in agricultural futures markets 0 0 0 5 0 1 8 38
Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975 0 0 0 20 1 2 3 81
Strengthening The Global Financial Stability: Lessons From The European Monetary Union 0 0 0 1 0 0 5 30
Swings of the Pendulum: A Review of Theory and Practice in Development Economics 0 0 0 10 1 2 10 43
TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE 0 0 0 4 1 1 15 53
Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies 0 0 0 8 0 0 2 22
The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy 0 0 0 1 0 0 10 34
The Future of the U.S. Dollar and its Competition with the Euro 0 0 0 7 0 1 9 128
The International Crash of October 1987: Causality Tests 0 0 0 119 6 9 15 326
The dollar, the euro and the role of emerging economies 0 0 0 2 0 0 5 12
The global price of oil, QE and the US high yield rate 0 0 0 6 0 0 31 59
The impact of information signals on market prices when agents have non-linear trading rules 0 0 0 43 0 1 15 154
The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment 0 0 0 17 2 2 15 87
The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures 0 0 0 7 0 1 6 37
The impact of the twin financial crises 0 0 0 14 0 0 7 50
The scope and methodology of economic and financial asymmetries 0 0 0 11 0 0 22 48
Toward Monetary Union of the European Community 0 0 0 0 1 1 8 21
Transparent US monetary policy: theory and tests 0 0 0 24 0 0 9 74
US inflation and commodity prices: Analytical and empirical issues 0 0 0 40 0 1 8 121
Volume and Volatility in Foreign Currency Futures Markets 0 0 0 84 1 1 7 358
Volume and price relationships: Hypotheses and testing for agricultural futures 0 0 0 3 0 0 4 27
What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches 0 0 0 0 2 3 8 16
What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020? 0 0 0 1 2 3 13 22
What drives gold returns? A decision tree analysis 0 0 0 32 0 1 13 137
Where is the Euro Area headed? Restoration of price stability 0 0 0 2 1 2 11 21
Total Journal Articles 0 2 20 2,082 33 93 789 7,910
1 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays 0 0 0 9 0 0 13 107
Foundations of Futures Markets 0 0 0 10 0 2 6 43
Total Books 0 0 0 19 0 2 19 150


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARE THERE RATIONAL BUBBLES IN THE U.S STOCK MARKET? OVERVIEW AND A NEW TEST 0 0 0 4 0 0 4 25
An empirical investigation among real, monetary and financial variables 0 0 0 1 1 1 5 23
Asset Price Bubbles and Public Policy 0 0 0 7 0 0 6 29
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 0 0 0 0 9 37
Central Bank Digital Currencies: Key Concerns Accommodated in a Model of Classical Athenian Descent 0 0 0 0 0 0 4 7
Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions 0 0 0 8 0 0 2 31
Decomposition of Inflation and its Volatility: A Stochastic Approach 0 0 0 8 0 0 5 24
Directional Returns for Gold and Silver: A Cluster Analysis Approach 0 0 0 0 0 0 4 13
EQUITY AND OIL MARKETS UNDER EXTERNAL SHOCKS 0 0 0 2 0 0 1 18
EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS 0 0 0 3 0 0 3 31
Futures Markets: An Overview 0 0 0 14 0 0 6 31
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 0 1 1 10 41
Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact 0 0 0 9 0 0 6 35
How big is the random walk in macroeconomic time series: Variance ratio tests 0 0 0 3 1 1 6 23
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 0 1 1 1 6 29
IS THE FEDERAL RESERVE STOCK MARKET BUBBLE-NEUTRAL? 0 0 0 2 0 1 7 25
Interest rates and inflation: A continuous time stochastic approach 0 0 0 5 0 0 11 45
Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model 0 0 0 5 1 1 1 20
MONETARY POLICY AND THE U.S. STOCK MARKET 0 0 0 6 1 3 13 91
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 0 3 0 0 7 27
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 2 0 0 1 11
Multi-Fractality in Foreign Currency Markets 0 0 0 1 0 1 17 35
OIL AND WORLD STOCK MARKETS' REACTION TO THE GULF CRISIS 0 0 0 4 1 2 10 24
Rethinking Monetary Stabilization in the Presence of an Asset Bubble: Should the Response be Symmetric or Asymmetric? 0 0 0 0 0 0 5 6
Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975 0 0 0 2 0 0 7 20
Speculative Nonfundamental Components in Mature Stock Markets: Do they Exist and are they Related? 0 0 0 1 0 1 7 9
THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS 0 1 2 5 1 2 33 50
The Common Agricultural Policy of the EU and developing countries 0 0 0 0 0 0 3 3
The International Crash of October 1987: Causality Tests 0 0 0 7 0 0 8 50
Uncertainty, Transparency, and Future Monetary Policy 0 0 0 0 0 0 4 10
Volume and Volatility in Foreign Currency Futures Markets 0 0 0 6 0 2 12 50
Total Chapters 0 1 2 109 8 17 223 873


Statistics updated 2026-09-10