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 0 1 4 112
Are oil, gold and the euro inter-related? time series and neural network analysis 0 0 1 75 1 1 5 183
Episodic Nonlinearity in Leading Global Currencies 1 1 1 69 2 2 3 235
Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests 0 0 0 84 0 2 2 266
Total Working Papers 1 1 2 249 3 6 14 796


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 0 0 2 150
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 2 3 38
Are oil, gold and the euro inter-related? Time series and neural network analysis 0 0 1 39 1 3 5 162
Aspects of Economic and Social Policies in Integrated Economies 0 0 0 0 0 0 2 3
Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies 0 0 0 15 0 0 0 73
Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies 0 0 0 39 1 1 2 130
Asset price bubbles: What are the causes, consequences, and public policy options? 0 0 7 290 0 1 17 664
Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules 0 0 0 3 3 3 4 25
Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union 0 0 0 3 0 0 1 62
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 0 38 0 2 5 192
Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy 3 5 7 21 4 7 10 63
Decomposition of Inflation and Its Volatility: A Stochastic Approach 0 0 0 0 1 2 3 184
Delegated asset management and performance when some investors are unsophisticated 0 1 1 4 2 5 8 17
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 2 5 219 1 3 8 528
Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes 0 0 0 8 2 3 3 94
Economic determinants of trading volume in futures markets 0 0 0 113 0 0 2 212
Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" 0 0 0 28 1 1 1 111
Energy sector pricing: On the role of neglected nonlinearity 0 0 0 56 1 1 1 197
Episodic Nonlinearity in Leading Global Currencies 0 0 0 16 2 2 3 102
Explaining the asymmetric S&P 500 equity index in five themes: The success and failure of macro narratives 0 1 1 1 2 7 7 7
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 71 4 7 8 308
House Bubbles, global imbalances and monetary policy in the US 0 1 2 5 3 5 9 28
How big is the random walks in macroeconomic time series: Variance ratio tests 0 0 0 18 0 0 0 54
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 2 51 0 1 5 136
Input Analysis and Short Run Economic Profits 0 0 0 1 1 1 2 7
Interest rates and inflation: A continuous time stochastic approach 0 0 0 53 1 1 2 142
Investment principles for individual retirement accounts 0 0 1 22 3 4 5 116
Linkages between agricultural commodity futures contracts 0 0 0 4 0 0 0 24
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 0 64 0 1 3 172
Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19 0 0 2 39 1 1 10 107
Monetary Policy and the U.S. Stock Market 0 0 0 146 2 3 3 522
Monetary policy, financial shocks and economic activity 0 0 0 3 0 3 5 18
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 17 1 1 2 104
Multi-Fractality in Foreign Currency Markets 0 0 0 11 0 0 0 56
N-tuple S&P patterns across decades, 1950–2011 0 0 0 1 2 2 3 37
NAFTA: Old and new lessons from theory and practice with economic integration 0 0 0 50 0 0 2 167
NAFTA: Past, Present and Future 0 0 0 9 0 0 2 53
Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications 0 0 0 17 1 5 6 101
Oil prices and the impact of the financial crisis of 2007–2009 0 1 1 36 1 4 8 159
One Man’s Bubble Is Another Man’s Rational Behavior: Comparing Alternative Macroeconomic Hypotheses for the US Housing Market 0 0 1 1 0 0 4 8
Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis 1 2 2 32 3 5 9 121
Reprint of: Delegated asset management and performance when some investors are unsophisticated 0 0 0 2 0 0 1 5
SECTORAL ANALYSIS OF GREEK MANUFACTURING 0 0 0 2 0 1 1 10
Searching for fractal structure in agricultural futures markets 0 0 0 5 0 0 0 30
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 0 1 25
Swings of the Pendulum: A Review of Theory and Practice in Development Economics 0 0 0 10 0 1 2 34
TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE 0 0 0 4 1 1 4 39
Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies 0 0 0 8 0 0 1 20
The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy 0 0 0 1 3 5 8 29
The Future of the U.S. Dollar and its Competition with the Euro 0 0 0 7 0 0 1 119
The International Crash of October 1987: Causality Tests 0 0 0 119 0 0 0 311
The dollar, the euro and the role of emerging economies 0 0 0 2 0 0 0 7
The global price of oil, QE and the US high yield rate 0 0 2 6 0 1 11 29
The impact of information signals on market prices when agents have non-linear trading rules 0 0 0 43 1 3 7 142
The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment 0 0 1 17 1 3 9 75
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 0 1 31
The impact of the twin financial crises 0 0 0 14 0 0 0 43
The scope and methodology of economic and financial asymmetries 0 0 2 11 3 8 16 34
Toward Monetary Union of the European Community 0 0 0 0 0 0 1 13
Transparent US monetary policy: theory and tests 0 0 0 24 1 1 2 66
US inflation and commodity prices: Analytical and empirical issues 0 0 0 40 0 1 2 114
Volume and Volatility in Foreign Currency Futures Markets 0 0 0 84 0 1 2 352
Volume and price relationships: Hypotheses and testing for agricultural futures 0 0 0 3 1 1 3 24
What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches 0 0 0 0 1 1 1 9
What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020? 0 0 0 1 0 0 0 9
What drives gold returns? A decision tree analysis 0 0 0 32 1 1 3 125
Where is the Euro Area headed? Restoration of price stability 0 0 0 2 2 2 5 12
Total Journal Articles 4 13 38 2,075 59 118 257 7,239
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 2 3 5 97
Foundations of Futures Markets 0 0 1 10 0 0 1 37
Total Books 0 0 1 19 2 3 6 134


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 0 1 21
An empirical investigation among real, monetary and financial variables 0 0 0 1 1 1 2 19
Asset Price Bubbles and Public Policy 0 0 0 7 1 1 3 24
Asymptotic Growth under Uncertainty: Existence and Uniqueness 0 0 0 0 2 3 3 31
Central Bank Digital Currencies: Key Concerns Accommodated in a Model of Classical Athenian Descent 0 0 0 0 0 0 3 3
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 0 0 1 9
EQUITY AND OIL MARKETS UNDER EXTERNAL SHOCKS 0 0 0 2 1 1 3 18
EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS 0 0 0 3 0 1 2 29
Futures Markets: An Overview 0 0 4 14 1 3 9 28
Global monetary instability: The role of the IMF, the EU and NAFTA 0 0 0 0 0 1 2 32
Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact 0 0 0 9 0 0 1 29
How big is the random walk in macroeconomic time series: Variance ratio tests 0 0 0 3 0 1 1 18
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule 0 0 0 1 1 1 2 24
IS THE FEDERAL RESERVE STOCK MARKET BUBBLE-NEUTRAL? 0 0 0 2 0 1 1 19
Interest rates and inflation: A continuous time stochastic approach 0 0 0 5 0 1 2 35
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 2 3 6 81
Methodological issues in asset pricing: Random walk or chaotic dynamics 0 0 0 3 0 0 2 20
Money, inflation and interest rates: Illustrations from twelve European economies 0 0 0 2 0 0 0 10
Multi-Fractality in Foreign Currency Markets 0 0 0 1 0 1 1 19
OIL AND WORLD STOCK MARKETS' REACTION TO THE GULF CRISIS 0 0 0 4 1 1 1 15
Rethinking Monetary Stabilization in the Presence of an Asset Bubble: Should the Response be Symmetric or Asymmetric? 0 0 0 0 0 0 1 1
Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975 0 0 0 2 0 1 1 14
Speculative Nonfundamental Components in Mature Stock Markets: Do they Exist and are they Related? 0 0 1 1 0 0 1 2
THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS 0 0 0 3 0 1 3 18
The Common Agricultural Policy of the EU and developing countries 0 0 0 0 0 1 1 1
The International Crash of October 1987: Causality Tests 0 0 0 7 1 2 2 44
Uncertainty, Transparency, and Future Monetary Policy 0 0 0 0 0 0 1 6
Volume and Volatility in Foreign Currency Futures Markets 0 0 0 6 0 1 3 39
Total Chapters 0 0 8 107 11 26 63 676


Statistics updated 2025-12-06