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 1 1 1 20 3 3 10 101
Are oil, gold and the euro inter-related? time series and neural network analysis 0 0 0 74 1 1 7 168
Episodic Nonlinearity in Leading Global Currencies 0 0 0 68 0 1 3 230
Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests 0 0 0 83 0 2 4 260
Total Working Papers 1 1 1 245 4 7 24 759


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 1 64 0 0 7 128
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 1 0 0 3 31
Are oil, gold and the euro inter-related? Time series and neural network analysis 1 1 1 37 1 2 5 147
Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies 0 0 0 14 0 1 1 65
Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies 0 0 0 38 2 3 4 116
Asset price bubbles: What are the causes, consequences, and public policy options? 8 13 25 194 8 15 38 447
Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules 0 0 0 2 1 1 4 14
Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union 0 0 0 3 0 0 1 59
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 0 38 0 1 4 186
Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy 0 2 4 10 0 6 10 36
Decomposition of Inflation and Its Volatility: A Stochastic Approach 0 0 0 0 0 0 1 173
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 3 195 0 2 5 474
Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes 0 0 0 7 0 0 2 84
Economic determinants of trading volume in futures markets 0 0 0 111 0 1 1 206
Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" 0 0 0 27 0 0 2 102
Energy sector pricing: On the role of neglected nonlinearity 0 0 1 55 0 0 2 191
Episodic Nonlinearity in Leading Global Currencies 0 0 0 16 0 0 1 98
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 71 2 2 3 292
How big is the random walks in macroeconomic time series: Variance ratio tests 0 1 1 18 0 1 2 51
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 2 48 0 1 8 122
Input Analysis and Short Run Economic Profits 0 0 0 1 0 0 0 5
Interest rates and inflation: A continuous time stochastic approach 0 0 1 50 0 0 6 127
Investment principles for individual retirement accounts 0 0 0 18 0 0 1 106
Linkages between agricultural commodity futures contracts 0 0 0 2 2 2 4 20
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 0 60 0 0 3 154
Minimizing a Quadratic Payoff with Monotone Controls 0 0 0 0 0 0 0 1
Monetary Policy and the U.S. Stock Market 0 0 1 142 1 2 4 508
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 16 0 0 0 99
Multi-Fractality in Foreign Currency Markets 0 0 1 10 0 0 3 47
N-tuple S&P patterns across decades, 1950–2011 0 0 0 1 0 0 1 27
NAFTA: Old and new lessons from theory and practice with economic integration 0 1 1 49 0 2 8 159
NAFTA: Past, Present and Future 0 0 0 9 1 1 4 38
Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications 0 0 0 17 0 0 0 91
Oil prices and the impact of the financial crisis of 2007–2009 0 2 6 29 0 5 20 122
Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis 5 7 11 17 10 19 35 70
SECTORAL ANALYSIS OF GREEK MANUFACTURING 0 0 0 2 0 0 1 8
Searching for fractal structure in agricultural futures markets 0 0 0 3 1 1 3 18
Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975 0 0 2 20 0 0 4 77
Strengthening The Global Financial Stability: Lessons From The European Monetary Union 0 0 0 1 0 0 0 24
Swings of the Pendulum: A Review of Theory and Practice in Development Economics 0 0 0 3 0 1 2 18
TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE 0 0 0 0 1 4 6 6
Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies 0 0 2 4 0 0 2 13
The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy 0 0 0 1 0 0 4 14
The Future of the U.S. Dollar and its Competition with the Euro 0 0 0 7 0 0 0 112
The International Crash of October 1987: Causality Tests 1 1 5 109 3 4 19 265
The dollar, the euro and the role of emerging economies 0 0 0 1 0 0 1 5
The global price of oil, QE and the US high yield rate 2 2 3 3 4 4 7 7
The impact of information signals on market prices when agents have non-linear trading rules 0 0 0 40 0 0 0 126
The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment 0 1 1 7 1 4 7 35
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 5 0 1 4 24
The impact of the twin financial crises 0 1 7 7 1 3 18 18
Toward Monetary Union of the European Community 0 0 0 0 0 0 4 10
Transparent US monetary policy: theory and tests 0 0 1 23 0 0 2 60
US inflation and commodity prices: Analytical and empirical issues 0 0 0 39 0 0 1 111
Volume and Volatility in Foreign Currency Futures Markets 0 0 1 83 0 0 5 344
Volume and price relationships: Hypotheses and testing for agricultural futures 0 0 1 3 0 0 3 18
What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches 0 0 0 0 1 2 2 2
What drives gold returns? A decision tree analysis 1 1 3 27 3 4 14 106
Total Journal Articles 18 34 85 1,758 43 95 302 6,017


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 1 4 5 6 8 20 43
Foundations of Futures Markets 0 1 2 7 0 1 5 33
Total Books 0 2 6 12 6 9 25 76


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 1 1 3 0 1 4 13
An empirical investigation among real, monetary and financial variables 0 1 1 1 0 1 1 14
Asset Price Bubbles and Public Policy 0 0 0 4 0 0 1 15
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 0 0 0 1 6 18
Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions 1 1 5 6 1 1 9 21
Decomposition of Inflation and its Volatility: A Stochastic Approach 0 0 0 3 0 0 2 10
Directional Returns for Gold and Silver: A Cluster Analysis Approach 0 0 0 0 1 1 1 1
EQUITY AND OIL MARKETS UNDER EXTERNAL SHOCKS 0 0 0 2 1 1 2 11
EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS 0 1 2 2 1 2 8 23
Futures Markets: An Overview 0 0 0 0 0 0 0 0
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 0 1 1 4 22
Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact 0 0 1 7 0 0 4 22
How big is the random walk in macroeconomic time series: Variance ratio tests 0 1 1 3 0 1 3 14
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 0 1 0 0 4 21
IS THE FEDERAL RESERVE STOCK MARKET BUBBLE-NEUTRAL? 0 0 1 1 0 0 3 12
Interest rates and inflation: A continuous time stochastic approach 0 0 0 3 0 0 9 28
Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model 1 1 1 1 1 5 8 8
MONETARY POLICY AND THE U.S. STOCK MARKET 0 0 1 2 5 7 15 31
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 2 3 0 0 3 17
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 1 0 0 0 6
Multi-Fractality in Foreign Currency Markets 0 0 0 0 1 1 3 12
OIL AND WORLD STOCK MARKETS' REACTION TO THE GULF CRISIS 0 0 0 2 0 1 2 11
Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975 0 0 0 2 0 0 1 10
Speculative Nonfundamental Components in Mature Stock Markets: Do they Exist and are they Related? 0 0 0 0 0 0 0 0
THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS 0 0 0 2 0 0 1 11
The International Crash of October 1987: Causality Tests 0 0 1 7 1 1 9 37
Volume and Volatility in Foreign Currency Futures Markets 0 1 2 4 0 1 8 31
Total Chapters 2 7 19 60 13 26 111 419


Statistics updated 2021-04-06