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 18 1 1 6 88
Are oil, gold and the euro inter-related? time series and neural network analysis 0 0 1 72 1 2 10 153
Episodic Nonlinearity in Leading Global Currencies 0 1 1 68 3 6 9 218
Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests 0 0 0 83 1 1 3 250
Total Working Papers 0 1 2 241 6 10 28 709


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 63 0 1 5 121
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 25
Are oil, gold and the euro inter-related? Time series and neural network analysis 0 0 0 34 0 0 11 130
Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies 0 0 0 14 0 0 1 61
Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies 0 0 0 38 0 0 2 110
Asset price bubbles: What are the causes, consequences, and public policy options? 3 7 32 141 6 10 56 350
Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules 0 0 0 1 1 1 3 7
Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union 0 0 0 3 0 0 3 55
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 0 38 0 0 0 178
Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy 0 1 4 4 0 1 14 17
Decomposition of Inflation and Its Volatility: A Stochastic Approach 0 0 0 0 0 0 1 170
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) 1 1 1 189 1 2 7 459
Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes 0 0 0 7 0 0 1 76
Economic determinants of trading volume in futures markets 0 0 6 111 0 0 8 202
Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" 0 0 1 27 1 1 6 96
Energy sector pricing: On the role of neglected nonlinearity 0 0 1 54 1 1 8 181
Episodic Nonlinearity in Leading Global Currencies 0 0 0 15 0 2 7 93
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 70 0 0 2 282
How big is the random walks in macroeconomic time series: Variance ratio tests 0 0 0 17 0 0 2 46
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 0 42 0 1 2 107
Input Analysis and Short Run Economic Profits 0 0 0 1 0 0 1 4
Interest rates and inflation: A continuous time stochastic approach 0 0 5 46 1 1 9 108
Investment principles for individual retirement accounts 0 0 0 18 0 0 2 101
Linkages between agricultural commodity futures contracts 0 0 0 2 1 1 4 14
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 2 60 0 0 6 147
Minimizing a Quadratic Payoff with Monotone Controls 0 0 0 0 0 0 0 0
Monetary Policy and the U.S. Stock Market 0 0 0 141 1 1 4 499
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 16 0 0 0 95
Multi-Fractality in Foreign Currency Markets 0 0 0 9 1 1 4 39
N-tuple S&P patterns across decades, 1950–2011 0 0 0 1 0 0 3 18
NAFTA: Old and new lessons from theory and practice with economic integration 0 0 0 48 0 0 4 150
NAFTA: Past, Present and Future 1 1 7 8 3 5 25 30
Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications 0 0 0 17 0 1 4 88
Oil prices and the impact of the financial crisis of 2007–2009 1 1 1 23 2 3 8 92
Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis 0 0 1 4 1 1 8 27
SECTORAL ANALYSIS OF GREEK MANUFACTURING 0 0 0 2 0 1 1 6
Searching for fractal structure in agricultural futures markets 0 0 0 3 0 0 1 12
Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975 0 0 1 18 0 0 2 72
Strengthening The Global Financial Stability: Lessons From The European Monetary Union 0 0 0 1 0 0 1 23
Swings of the Pendulum: A Review of Theory and Practice in Development Economics 0 0 0 3 0 0 4 15
Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies 0 0 0 2 0 0 1 9
The Future of the U.S. Dollar and its Competition with the Euro 0 0 0 7 0 0 2 106
The International Crash of October 1987: Causality Tests 0 0 3 103 1 3 16 236
The dollar, the euro and the role of emerging economies 0 0 1 1 0 0 2 2
The impact of information signals on market prices when agents have non-linear trading rules 0 0 0 40 0 0 1 121
The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment 0 0 1 6 0 0 4 24
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 0 2 15
Toward Monetary Union of the European Community 0 0 0 0 1 1 2 2
Transparent US monetary policy: theory and tests 0 0 0 22 0 0 1 55
US inflation and commodity prices: Analytical and empirical issues 0 0 0 39 0 0 2 108
Volume and Volatility in Foreign Currency Futures Markets 0 0 0 82 1 2 9 337
Volume and price relationships: Hypotheses and testing for agricultural futures 0 0 0 2 0 0 2 15
What drives gold returns? A decision tree analysis 1 4 5 22 1 6 12 83
Total Journal Articles 7 15 73 1,621 24 47 289 5,419


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 0 1 2 6 16
Foundations of Futures Markets 0 1 1 3 1 2 3 23
Total Books 0 1 1 3 2 4 9 39


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 2 0 0 2 8
An empirical investigation among real, monetary and financial variables 0 0 0 0 0 1 2 9
Asset Price Bubbles and Public Policy 0 2 3 4 0 3 5 9
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 0 0 1 1 2 9
Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions 0 0 0 1 1 1 6 11
Decomposition of Inflation and its Volatility: A Stochastic Approach 0 0 0 3 0 0 2 8
EQUITY AND OIL MARKETS UNDER EXTERNAL SHOCKS 0 1 2 2 0 1 5 8
EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS 0 0 0 0 1 1 4 12
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 0 2 4 6 16
Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact 0 1 4 4 0 3 11 11
How big is the random walk in macroeconomic time series: Variance ratio tests 0 0 0 2 0 0 2 10
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 0 0 0 0 1 6
IS THE FEDERAL RESERVE STOCK MARKET BUBBLE-NEUTRAL? 0 0 0 0 0 0 2 7
Interest rates and inflation: A continuous time stochastic approach 0 0 2 3 1 1 8 13
MONETARY POLICY AND THE U.S. STOCK MARKET 0 0 0 1 2 3 4 12
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 0 1 0 0 3 13
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 0 0 2 5
OIL AND WORLD STOCK MARKETS' REACTION TO THE GULF CRISIS 0 0 1 1 0 0 1 7
Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975 0 0 1 2 0 0 1 7
THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS 0 0 0 1 0 0 1 7
The International Crash of October 1987: Causality Tests 0 0 2 6 1 1 7 22
Volume and Volatility in Foreign Currency Futures Markets 0 0 0 1 1 3 7 20
Total Chapters 0 4 15 35 10 23 84 236


Statistics updated 2019-09-09