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 2 8 14 125
Are oil, gold and the euro inter-related? time series and neural network analysis 0 0 1 75 4 5 12 192
Episodic Nonlinearity in Leading Global Currencies 0 0 1 69 1 3 19 252
Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests 0 0 0 84 4 5 12 276
Total Working Papers 0 0 2 249 11 21 57 845


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 8 13 162
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 2 2 9 45
Are oil, gold and the euro inter-related? Time series and neural network analysis 0 0 1 39 1 2 9 166
Aspects of Economic and Social Policies in Integrated Economies 0 0 0 0 1 1 4 5
Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies 0 0 0 15 1 3 6 79
Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies 0 0 0 39 0 4 11 140
Asset price bubbles: What are the causes, consequences, and public policy options? 0 1 4 291 2 4 16 671
Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules 0 0 0 3 5 7 14 35
Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union 0 0 0 3 2 3 4 66
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 1 1 39 2 7 14 201
Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy 0 0 5 21 6 7 23 78
Decomposition of Inflation and Its Volatility: A Stochastic Approach 0 0 0 0 2 3 10 191
Delegated asset management and performance when some investors are unsophisticated 0 0 1 4 4 4 14 26
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 3 219 2 2 7 531
Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes 0 0 0 8 1 2 11 102
Economic determinants of trading volume in futures markets 0 0 0 113 0 1 4 215
Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" 0 0 0 28 3 4 7 117
Energy sector pricing: On the role of neglected nonlinearity 0 0 0 56 0 4 11 207
Episodic Nonlinearity in Leading Global Currencies 0 0 0 16 5 6 23 123
Explaining the asymmetric S&P 500 equity index in five themes: The success and failure of macro narratives 0 0 1 1 4 9 24 24
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 71 2 6 23 323
House Bubbles, global imbalances and monetary policy in the US 0 0 2 5 1 10 21 41
How big is the random walks in macroeconomic time series: Variance ratio tests 0 0 0 18 1 4 8 62
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 3 52 2 12 20 152
Input Analysis and Short Run Economic Profits 0 0 0 1 2 2 3 9
Interest rates and inflation: A continuous time stochastic approach 0 0 0 53 5 6 10 151
Investment principles for individual retirement accounts 0 0 0 22 3 4 9 121
Linkages between agricultural commodity futures contracts 0 0 0 4 2 4 5 29
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 0 64 1 2 6 176
Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19 0 0 0 39 2 9 19 120
Monetary Policy and the U.S. Stock Market 0 0 0 146 2 5 11 530
Monetary policy, financial shocks and economic activity 0 0 0 3 4 5 15 30
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 17 1 2 6 108
Multi-Fractality in Foreign Currency Markets 0 0 0 11 2 7 11 67
N-tuple S&P patterns across decades, 1950–2011 0 0 0 1 3 4 13 47
NAFTA: Old and new lessons from theory and practice with economic integration 0 0 0 50 2 2 6 173
NAFTA: Past, Present and Future 0 0 0 9 3 3 7 60
Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications 0 0 0 17 2 2 11 106
Oil prices and the impact of the financial crisis of 2007–2009 0 0 3 38 1 3 16 169
One Man’s Bubble Is Another Man’s Rational Behavior: Comparing Alternative Macroeconomic Hypotheses for the US Housing Market 0 0 0 1 3 3 8 15
Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis 0 0 2 32 3 4 14 130
Reprint of: Delegated asset management and performance when some investors are unsophisticated 0 0 0 2 1 1 7 11
SECTORAL ANALYSIS OF GREEK MANUFACTURING 0 0 0 2 0 1 4 13
Searching for fractal structure in agricultural futures markets 0 0 0 5 2 3 7 37
Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975 0 0 0 20 1 1 1 79
Strengthening The Global Financial Stability: Lessons From The European Monetary Union 0 0 0 1 3 3 5 30
Swings of the Pendulum: A Review of Theory and Practice in Development Economics 0 0 0 10 2 2 7 40
TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE 0 0 0 4 2 7 15 51
Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies 0 0 0 8 1 1 3 22
The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy 0 0 0 1 2 2 11 34
The Future of the U.S. Dollar and its Competition with the Euro 0 0 0 7 1 1 8 127
The International Crash of October 1987: Causality Tests 0 0 0 119 2 3 5 316
The dollar, the euro and the role of emerging economies 0 0 0 2 3 4 5 12
The global price of oil, QE and the US high yield rate 0 0 0 6 5 16 36 58
The impact of information signals on market prices when agents have non-linear trading rules 0 0 0 43 2 4 18 153
The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment 0 0 0 17 1 3 16 85
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 5 36
The impact of the twin financial crises 0 0 0 14 0 2 7 50
The scope and methodology of economic and financial asymmetries 0 0 1 11 6 7 28 48
Toward Monetary Union of the European Community 0 0 0 0 3 5 7 20
Transparent US monetary policy: theory and tests 0 0 0 24 2 3 10 74
US inflation and commodity prices: Analytical and empirical issues 0 0 0 40 3 4 8 120
Volume and Volatility in Foreign Currency Futures Markets 0 0 0 84 3 3 6 357
Volume and price relationships: Hypotheses and testing for agricultural futures 0 0 0 3 0 0 4 26
What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches 0 0 0 0 1 1 4 12
What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020? 0 0 0 1 2 6 9 18
What drives gold returns? A decision tree analysis 0 0 0 32 1 1 12 135
Where is the Euro Area headed? Restoration of price stability 0 0 0 2 0 1 11 19
Total Journal Articles 0 2 27 2,080 144 269 735 7,786
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 4 4 13 106
Foundations of Futures Markets 0 0 0 10 1 1 4 41
Total Books 0 0 0 19 5 5 17 147


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 1 1 4 24
An empirical investigation among real, monetary and financial variables 0 0 0 1 0 1 4 22
Asset Price Bubbles and Public Policy 0 0 0 7 3 3 7 29
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 0 0 3 3 9 37
Central Bank Digital Currencies: Key Concerns Accommodated in a Model of Classical Athenian Descent 0 0 0 0 0 2 5 7
Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions 0 0 0 8 2 2 2 31
Decomposition of Inflation and its Volatility: A Stochastic Approach 0 0 2 8 3 5 8 24
Directional Returns for Gold and Silver: A Cluster Analysis Approach 0 0 0 0 0 1 4 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 1 1 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 2 9 40
Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact 0 0 0 9 3 3 7 35
How big is the random walk in macroeconomic time series: Variance ratio tests 0 0 0 3 0 0 5 22
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 0 1 0 1 6 28
IS THE FEDERAL RESERVE STOCK MARKET BUBBLE-NEUTRAL? 0 0 0 2 2 3 5 23
Interest rates and inflation: A continuous time stochastic approach 0 0 0 5 6 7 9 43
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 0 2 13 88
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 0 3 1 2 6 25
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 5 8 16 34
OIL AND WORLD STOCK MARKETS' REACTION TO THE GULF CRISIS 0 0 0 4 2 5 6 20
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 1 2 7 20
Speculative Nonfundamental Components in Mature Stock Markets: Do they Exist and are they Related? 0 0 0 1 2 4 6 8
THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS 0 1 1 4 3 22 31 47
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 2 3 8 50
Uncertainty, Transparency, and Future Monetary Policy 0 0 0 0 2 2 5 10
Volume and Volatility in Foreign Currency Futures Markets 0 0 0 6 4 6 12 48
Total Chapters 0 1 4 108 47 91 216 847


Statistics updated 2026-05-06