Παρακολούθηση
Anastasios MALLIARIS
Anastasios MALLIARIS
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα luc.edu
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
Stochastic methods in economics and finance
AG Malliaris
North Holland, 1982
8891982
Differential equations, stability and chaos in dynamic economics
WA Brock, AG Malliaris
North-Holland, 1989
4261989
The international crash of October 1987: causality tests
AG Malliaris, JL Urrutia
Journal of financial and quantitative Analysis 27 (3), 353-364, 1992
4141992
Portfolio theory
GM Constantinides, AG Malliaris
Handbooks in operations research and management science 9, 1-30, 1995
1711995
Multi-fractality in foreign currency markets
M Corazza, ATG Malliaris
Multinational Finance Journal 6 (2), 65-98, 2002
1252002
The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a hedge: Evidence from foreign currency futures
AG Malliaris, JL Urrutia
Journal of Futures Markets 11 (3), 271-289, 1991
1161991
Linkages between agricultural commodity futures contracts
A Malliaris
Foundations of Futures Markets, 149-163, 1999
1041999
Volume and price relationships: hypotheses and testing for agricultural futures
AG Malliaris, JL Urrutia
Journal of Futures Markets 18 (1), 53-72, 1998
971998
Searching for fractal structure in agricultural futures markets
M Corazza, AG Malliaris, C Nardelli
The Journal of Futures Markets (1986-1998) 17 (4), 433, 1997
971997
Oil prices and the impact of the financial crisis of 2007–2009
R Bhar, AG Malliaris
Energy Economics 33 (6), 1049-1054, 2011
902011
Monetary policy and the US stock market
MD Hayford, AG Malliaris
Economic Inquiry 42 (3), 387-401, 2004
852004
Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies
AG Malliaris, J Urrutia
The Journal of Futures Markets (1986-1998) 11 (1), 55, 1991
661991
Are oil, gold and the euro inter-related? Time series and neural network analysis
AG Malliaris, M Malliaris
Review of Quantitative Finance and Accounting 40 (1), 1-14, 2013
552013
Energy sector pricing: On the role of neglected nonlinearity
C Kyrtsou, AG Malliaris, A Serletis
Energy Economics 31 (3), 492-502, 2009
552009
Methodological issues in asset pricing: Random walk or chaotic dynamics
AG Malliaris, JL Stein
Journal of Banking & Finance 23 (11), 1605-1635, 1999
531999
An empirical investigation among real, monetary and financial variables
AG Malliaris, JL Urrutia
Economics letters 37 (2), 151-158, 1991
521991
What drives gold returns? A decision tree analysis
AG Malliaris, M Malliaris
Finance Research Letters 13, 45-53, 2015
482015
Itô’s calculus in financial decision making
AG Malliaris
SIAM review 25 (4), 481-496, 1983
481983
Volume and volatility in foreign currency futures markets
R Bhar, A Malliaris
Review of Quantitative Finance and Accounting 10 (3), 285-302, 1998
471998
Modeling US monetary policy during the global financial crisis and lessons for Covid-19
R Bhar, AG Malliaris
Journal of Policy Modeling 43 (1), 15-33, 2021
372021
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