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 1 3 17 129
Are oil, gold and the euro inter-related? time series and neural network analysis 0 0 0 75 4 4 14 196
Episodic Nonlinearity in Leading Global Currencies 0 0 1 69 1 1 22 255
Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests 0 0 0 84 0 1 12 278
Total Working Papers 0 0 1 249 6 9 65 858


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 2 3 18 168
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 1 1 8 46
Are oil, gold and the euro inter-related? Time series and neural network analysis 0 0 0 39 3 4 11 172
Aspects of Economic and Social Policies in Integrated Economies 0 0 0 0 2 4 7 10
Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies 0 0 0 15 1 1 9 82
Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies 0 0 0 39 0 1 13 142
Asset price bubbles: What are the causes, consequences, and public policy options? 0 0 1 291 2 4 14 678
Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules 0 0 0 3 1 2 15 37
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 1 1 13 205
Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy 0 0 3 21 2 4 24 83
Decomposition of Inflation and Its Volatility: A Stochastic Approach 0 0 0 0 2 3 12 195
Delegated asset management and performance when some investors are unsophisticated 0 0 1 5 1 1 13 28
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 1 1 220 2 6 11 538
Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes 0 0 0 8 0 0 10 102
Do Shiller Macro and Micro Narratives Characterize the S&P 500 Index Returns? New Insights 1 1 2 2 5 7 12 12
Economic determinants of trading volume in futures markets 0 0 0 113 0 0 4 216
Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" 0 0 0 28 3 3 11 121
Energy sector pricing: On the role of neglected nonlinearity 0 0 0 56 4 4 16 212
Episodic Nonlinearity in Leading Global Currencies 0 0 0 16 3 3 27 127
Explaining the asymmetric S&P 500 equity index in five themes: The success and failure of macro narratives 0 0 0 1 3 6 36 41
Global monetary instability: The role of the IMF, the EU and NAFTA 0 1 1 72 0 2 21 325
House Bubbles, global imbalances and monetary policy in the US 0 0 0 5 3 3 19 44
How big is the random walks in macroeconomic time series: Variance ratio tests 0 0 0 18 0 1 10 64
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 1 52 3 3 23 159
Input Analysis and Short Run Economic Profits 0 0 0 1 2 3 13 19
Interest rates and inflation: A continuous time stochastic approach 0 0 0 53 1 2 13 154
Investment principles for individual retirement accounts 0 0 0 22 1 2 13 126
Linkages between agricultural commodity futures contracts 0 0 0 4 4 4 10 34
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 0 64 1 1 6 178
Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19 0 0 0 39 1 1 17 123
Monetary Policy and the U.S. Stock Market 0 0 0 146 3 3 14 534
Monetary policy, financial shocks and economic activity 1 1 1 4 6 6 19 37
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 17 2 2 7 110
Multi-Fractality in Foreign Currency Markets 0 0 0 11 3 4 16 72
N-tuple S&P patterns across decades, 1950–2011 0 0 0 1 4 5 18 53
NAFTA: Old and new lessons from theory and practice with economic integration 0 0 0 50 1 1 7 174
NAFTA: Past, Present and Future 0 0 0 9 1 1 9 62
Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications 0 0 0 17 1 2 8 108
Oil prices and the impact of the financial crisis of 2007–2009 0 0 2 38 1 1 16 174
One Man’s Bubble Is Another Man’s Rational Behavior: Comparing Alternative Macroeconomic Hypotheses for the US Housing Market 1 1 1 2 1 3 10 18
Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis 0 0 1 32 4 4 17 135
Reprint of: Delegated asset management and performance when some investors are unsophisticated 0 0 0 2 2 3 9 14
SECTORAL ANALYSIS OF GREEK MANUFACTURING 0 0 0 2 2 3 6 16
Searching for fractal structure in agricultural futures markets 0 0 0 5 1 1 9 39
Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975 0 0 0 20 0 1 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 2 3 11 45
TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE 0 0 0 4 1 2 16 54
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 3 4 12 38
The Future of the U.S. Dollar and its Competition with the Euro 0 0 0 7 1 1 10 129
The International Crash of October 1987: Causality Tests 0 0 0 119 13 20 29 340
The dollar, the euro and the role of emerging economies 0 0 0 2 0 1 6 13
The global price of oil, QE and the US high yield rate 0 0 0 6 3 3 33 62
The impact of information signals on market prices when agents have non-linear trading rules 0 0 0 43 1 1 14 155
The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment 0 0 0 17 5 8 19 93
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 2 2 8 39
The impact of the twin financial crises 0 0 0 14 3 4 11 54
The scope and methodology of economic and financial asymmetries 0 0 0 11 2 3 20 51
Toward Monetary Union of the European Community 0 0 0 0 2 3 10 23
Transparent US monetary policy: theory and tests 0 0 0 24 3 3 12 77
US inflation and commodity prices: Analytical and empirical issues 0 0 0 40 0 0 7 121
Volume and Volatility in Foreign Currency Futures Markets 0 0 0 84 0 1 6 358
Volume and price relationships: Hypotheses and testing for agricultural futures 0 0 0 3 2 2 6 29
What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches 0 0 0 0 3 5 11 19
What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020? 0 0 0 1 1 3 14 23
What drives gold returns? A decision tree analysis 0 0 0 32 4 4 17 141
Where is the Euro Area headed? Restoration of price stability 0 0 0 2 5 7 17 27
Total Journal Articles 3 5 16 2,087 142 200 897 8,077
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 1 13 108
Foundations of Futures Markets 0 0 0 10 1 2 8 45
Total Books 0 0 0 19 1 3 21 153


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 1 5 26
An empirical investigation among real, monetary and financial variables 0 0 0 1 0 2 6 24
Asset Price Bubbles and Public Policy 0 0 0 7 1 1 7 30
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 0 0 0 0 8 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 2 2 4 33
Decomposition of Inflation and its Volatility: A Stochastic Approach 0 0 0 8 5 5 10 29
Directional Returns for Gold and Silver: A Cluster Analysis Approach 0 0 0 0 4 4 8 17
EQUITY AND OIL MARKETS UNDER EXTERNAL SHOCKS 0 0 0 2 1 1 2 19
EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS 0 0 0 3 2 2 4 33
Futures Markets: An Overview 0 0 0 14 4 4 8 35
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 0 3 4 12 44
Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact 0 0 0 9 6 6 12 41
How big is the random walk in macroeconomic time series: Variance ratio tests 0 0 0 3 2 4 8 26
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 0 1 1 3 8 31
IS THE FEDERAL RESERVE STOCK MARKET BUBBLE-NEUTRAL? 0 0 0 2 4 4 10 29
Interest rates and inflation: A continuous time stochastic approach 0 0 0 5 0 0 10 45
Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model 0 0 0 5 1 3 3 22
MONETARY POLICY AND THE U.S. STOCK MARKET 0 0 0 6 3 4 15 94
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 0 3 1 1 8 28
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 2 2 2 3 13
Multi-Fractality in Foreign Currency Markets 0 0 0 1 1 1 17 36
OIL AND WORLD STOCK MARKETS' REACTION TO THE GULF CRISIS 0 0 0 4 1 2 11 25
Rethinking Monetary Stabilization in the Presence of an Asset Bubble: Should the Response be Symmetric or Asymmetric? 0 0 0 0 1 1 6 7
Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975 0 0 0 2 4 4 10 24
Speculative Nonfundamental Components in Mature Stock Markets: Do they Exist and are they Related? 0 0 0 1 3 4 11 13
THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS 0 0 2 5 3 5 36 54
The Common Agricultural Policy of the EU and developing countries 0 0 0 0 2 2 4 5
The International Crash of October 1987: Causality Tests 0 0 0 7 1 1 8 51
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 2 2 13 52
Total Chapters 0 0 2 109 60 75 275 940


Statistics updated 2026-11-12