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 4 9 13 121
Are oil, gold and the euro inter-related? time series and neural network analysis 0 0 1 75 0 4 9 187
Episodic Nonlinearity in Leading Global Currencies 0 0 1 69 1 15 17 250
Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests 0 0 0 84 1 6 8 272
Total Working Papers 0 0 2 249 6 34 47 830


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 3 7 8 157
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 5 7 43
Are oil, gold and the euro inter-related? Time series and neural network analysis 0 0 1 39 1 3 8 165
Aspects of Economic and Social Policies in Integrated Economies 0 0 0 0 0 1 3 4
Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies 0 0 0 15 2 5 5 78
Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies 0 0 0 39 3 9 10 139
Asset price bubbles: What are the causes, consequences, and public policy options? 0 0 7 290 1 4 19 668
Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules 0 0 0 3 2 5 9 30
Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union 0 0 0 3 0 1 2 63
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 0 38 2 4 9 196
Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy 0 0 7 21 1 9 19 72
Decomposition of Inflation and Its Volatility: A Stochastic Approach 0 0 0 0 1 5 8 189
Delegated asset management and performance when some investors are unsophisticated 0 0 1 4 0 5 11 22
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 4 219 0 1 7 529
Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes 0 0 0 8 0 6 9 100
Economic determinants of trading volume in futures markets 0 0 0 113 1 3 4 215
Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" 0 0 0 28 0 2 3 113
Energy sector pricing: On the role of neglected nonlinearity 0 0 0 56 2 8 9 205
Episodic Nonlinearity in Leading Global Currencies 0 0 0 16 0 15 17 117
Explaining the asymmetric S&P 500 equity index in five themes: The success and failure of macro narratives 0 0 1 1 5 13 20 20
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 71 2 11 19 319
House Bubbles, global imbalances and monetary policy in the US 0 0 2 5 9 12 21 40
How big is the random walks in macroeconomic time series: Variance ratio tests 0 0 0 18 1 5 5 59
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 1 3 52 3 7 12 143
Input Analysis and Short Run Economic Profits 0 0 0 1 0 0 1 7
Interest rates and inflation: A continuous time stochastic approach 0 0 0 53 1 4 6 146
Investment principles for individual retirement accounts 0 0 1 22 1 2 7 118
Linkages between agricultural commodity futures contracts 0 0 0 4 2 3 3 27
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 0 64 1 3 6 175
Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19 0 0 0 39 6 10 17 117
Monetary Policy and the U.S. Stock Market 0 0 0 146 1 4 7 526
Monetary policy, financial shocks and economic activity 0 0 0 3 0 7 12 25
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 17 0 2 4 106
Multi-Fractality in Foreign Currency Markets 0 0 0 11 2 6 6 62
N-tuple S&P patterns across decades, 1950–2011 0 0 0 1 1 7 10 44
NAFTA: Old and new lessons from theory and practice with economic integration 0 0 0 50 0 4 5 171
NAFTA: Past, Present and Future 0 0 0 9 0 4 5 57
Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications 0 0 0 17 0 3 9 104
Oil prices and the impact of the financial crisis of 2007–2009 0 2 3 38 1 8 14 167
One Man’s Bubble Is Another Man’s Rational Behavior: Comparing Alternative Macroeconomic Hypotheses for the US Housing Market 0 0 0 1 0 4 6 12
Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis 0 0 2 32 1 6 15 127
Reprint of: Delegated asset management and performance when some investors are unsophisticated 0 0 0 2 0 5 6 10
SECTORAL ANALYSIS OF GREEK MANUFACTURING 0 0 0 2 0 2 3 12
Searching for fractal structure in agricultural futures markets 0 0 0 5 1 5 5 35
Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975 0 0 0 20 0 0 0 78
Strengthening The Global Financial Stability: Lessons From The European Monetary Union 0 0 0 1 0 2 3 27
Swings of the Pendulum: A Review of Theory and Practice in Development Economics 0 0 0 10 0 4 5 38
TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE 0 0 0 4 2 7 10 46
Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies 0 0 0 8 0 1 2 21
The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy 0 0 0 1 0 3 10 32
The Future of the U.S. Dollar and its Competition with the Euro 0 0 0 7 0 7 8 126
The International Crash of October 1987: Causality Tests 0 0 0 119 1 3 3 314
The dollar, the euro and the role of emerging economies 0 0 0 2 0 1 1 8
The global price of oil, QE and the US high yield rate 0 0 0 6 3 16 24 45
The impact of information signals on market prices when agents have non-linear trading rules 0 0 0 43 2 9 16 151
The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment 0 0 1 17 1 8 15 83
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 3 3 34
The impact of the twin financial crises 0 0 0 14 1 6 6 49
The scope and methodology of economic and financial asymmetries 0 0 1 11 0 7 21 41
Toward Monetary Union of the European Community 0 0 0 0 1 3 4 16
Transparent US monetary policy: theory and tests 0 0 0 24 0 5 7 71
US inflation and commodity prices: Analytical and empirical issues 0 0 0 40 0 2 4 116
Volume and Volatility in Foreign Currency Futures Markets 0 0 0 84 0 2 3 354
Volume and price relationships: Hypotheses and testing for agricultural futures 0 0 0 3 0 2 5 26
What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches 0 0 0 0 0 2 3 11
What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020? 0 0 0 1 3 6 6 15
What drives gold returns? A decision tree analysis 0 0 0 32 0 9 11 134
Where is the Euro Area headed? Restoration of price stability 0 0 0 2 0 6 10 18
Total Journal Articles 0 3 34 2,078 71 349 571 7,588
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 5 10 102
Foundations of Futures Markets 0 0 0 10 0 3 3 40
Total Books 0 0 0 19 0 8 13 142


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 2 3 23
An empirical investigation among real, monetary and financial variables 0 0 0 1 1 3 5 22
Asset Price Bubbles and Public Policy 0 0 0 7 0 2 4 26
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 0 0 0 3 6 34
Central Bank Digital Currencies: Key Concerns Accommodated in a Model of Classical Athenian Descent 0 0 0 0 0 2 3 5
Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions 0 0 0 8 0 0 0 29
Decomposition of Inflation and its Volatility: A Stochastic Approach 0 0 2 8 0 0 3 19
Directional Returns for Gold and Silver: A Cluster Analysis Approach 0 0 0 0 1 4 5 13
EQUITY AND OIL MARKETS UNDER EXTERNAL SHOCKS 0 0 0 2 0 0 3 18
EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS 0 0 0 3 0 1 2 30
Futures Markets: An Overview 0 0 0 14 0 3 8 31
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 0 1 7 8 39
Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact 0 0 0 9 0 3 4 32
How big is the random walk in macroeconomic time series: Variance ratio tests 0 0 0 3 0 4 5 22
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 0 1 1 4 6 28
IS THE FEDERAL RESERVE STOCK MARKET BUBBLE-NEUTRAL? 0 0 0 2 1 2 3 21
Interest rates and inflation: A continuous time stochastic approach 0 0 0 5 1 2 3 37
Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model 0 0 0 5 0 0 1 19
MONETARY POLICY AND THE U.S. STOCK MARKET 0 0 1 6 1 6 12 87
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 0 3 1 4 5 24
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 2 0 1 1 11
Multi-Fractality in Foreign Currency Markets 0 0 0 1 2 9 10 28
OIL AND WORLD STOCK MARKETS' REACTION TO THE GULF CRISIS 0 0 0 4 1 1 2 16
Rethinking Monetary Stabilization in the Presence of an Asset Bubble: Should the Response be Symmetric or Asymmetric? 0 0 0 0 0 5 5 6
Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975 0 0 0 2 1 5 6 19
Speculative Nonfundamental Components in Mature Stock Markets: Do they Exist and are they Related? 0 0 0 1 1 3 3 5
THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS 0 0 0 3 3 10 12 28
The Common Agricultural Policy of the EU and developing countries 0 0 0 0 0 2 3 3
The International Crash of October 1987: Causality Tests 0 0 0 7 0 3 5 47
Uncertainty, Transparency, and Future Monetary Policy 0 0 0 0 0 2 3 8
Volume and Volatility in Foreign Currency Futures Markets 0 0 0 6 1 4 7 43
Total Chapters 0 0 3 107 17 97 146 773


Statistics updated 2026-03-04