Anastasios MALLIARIS
Anastasios MALLIARIS
Verified email at luc.edu
TitleCited byYear
Stochastic methods in economics and finance
AG Malliaris
North Holland, 1982
7991982
Differential equations, stability and chaos in dynamic economics
WA Brock, AG Malliaris
Advanced textbooks in economics;, 1989
3951989
The international crash of October 1987: causality tests
AG Malliaris, JL Urrutia
Journal of Financial and Quantitative Analysis 27 (3), 353-364, 1992
3701992
Portfolio theory
GM Constantinides, AG Malliaris
Handbooks in operations research and management science 9, 1-30, 1995
1331995
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
1001991
Multi-fractality in foreign currency markets
M Corazza, ATG Malliaris
Multinational Finance Journal 6 (2), 65-98, 2002
962002
Linkages between agricultural commodity futures contracts
AG Malliaris, JL Urrutia
Journal of Futures Markets 16 (5), 595-609, 1996
901996
Volume and price relationships: hypotheses and testing for agricultural futures
AG Malliaris, JL Urrutia
Journal of Futures Markets 18 (1), 53-72, 1998
841998
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
811997
Monetary policy and the US stock market
MD Hayford, AG Malliaris
Economic Inquiry 42 (3), 387-401, 2004
702004
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
521991
Methodological issues in asset pricing: Random walk or chaotic dynamics
AG Malliaris, JL Stein
Journal of Banking & Finance 23 (11), 1605-1635, 1999
501999
Oil prices and the impact of the financial crisis of 2007–2009
R Bhar, AG Malliaris
Energy Economics 33 (6), 1049-1054, 2011
472011
Volume and volatility in foreign currency futures markets
R Bhar, A Malliaris
Review of Quantitative Finance and Accounting 10 (3), 285-302, 1998
461998
Energy sector pricing: On the role of neglected nonlinearity
C Kyrtsou, AG Malliaris, A Serletis
Energy Economics 31 (3), 492-502, 2009
442009
An empirical investigation among real, monetary and financial variables
AG Malliaris, JL Urrutia
Economics Letters 37 (2), 151-158, 1991
441991
ItôĘs calculus in financial decision making
AG Malliaris
SIAM review 25 (4), 481-496, 1983
441983
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
422013
Asymptotic growth under uncertainty: existence and uniqueness
FR Chang, AG Malliaris
The Review of Economic Studies 54 (1), 169-174, 1987
371987
Is the Federal Reserve Stock Market Bubble-Neutral?
MD Hayford, AG Malliaris
Economic Uncertainty, Instabilities And Asset Bubbles: Selected Essays, 207-221, 2005
312005
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Articles 1–20