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Malliaris, A. (Tassos) G.


 SSRN Author Rank: 3,839 by Downloads
 Professor of Economics and Finance
 

Quinlan School of Business


 1 E. Pearson Ave
 Chicago, IL 60611
 United States
 312-915-6063 (Phone)
 email address

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. Malliaris, A. (Tassos) G.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,522
Total
Citations
38
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Black-Scholes Option Pricing Model | Show Abstract | Download This Paper |
COMPANION TO FINANCIAL DERIVATIVES, Robert Kolb, James Overdahl, eds., Palgrave, Forthcoming
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
27 Aug 08
917
(13,930)
 

2.  
Ito's Calculus and the Derivation of the Black-Scholes Option-Pricing Model | Show Abstract | Download This Paper |
HANDBOOK OF QUANTITATIVE FINANCE, C. F. Lee, Alice C. Lee, eds., Springer, 2009
Number of Pages in PDF File: 63
Chalamandaris, George
Athens University of Economics and Business - Department of Accounting and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
18 Oct 07
Last Revised:
12 Feb 09
804
(17,045)
1

3.  
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
27 Aug 08
393
(44,714)
 

4.  
NAFTA: Past, Present and Future | Show Abstract | Download This Paper |
Journal of Economic Asymmetries, Vol. 5, pp. 13 - 23, 2008.
Number of Pages in PDF File: 8
Kondonassis, Alexander
Temple University - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Paraskevopoulos, Chris
York University
Posted:
17 Jan 08
Last Revised:
25 Feb 09
331
(55,007)
 

5.  
Are There Rational Bubbles in the US Stock Market? Overview and a New Test | Show Abstract | Download This Paper |
ASSET PRICE BUBBLES: IMPLICATIONS FOR MONETARY AND REGULATORY POLICY, ELSEVIER SCIENCE, George Kaufman, ed., pp. 125-144, Elsevier Science, 2001
Number of Pages in PDF File: 27
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
297
(62,372)
1

6.  
U.S. Inflation and Commodity Prices: Analytical and Empirical Issues | Show Abstract | Download This Paper |
Journal of Macroeconomics, Vol. 28, pp. 267-271, 2006
Number of Pages in PDF File: 11
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
279
(66,891)
2

7.  
Multifractality in Foreign Currency Markets | Show Abstract | Download This Paper |
Multinational Finance Journal, Vol. 6, pp. 387-401, 2002
Number of Pages in PDF File: 28
Corazza, Marco
Ca Foscari University of Venice - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
279
(66,891)
9

8.  
Investment Principles for Individual Retirement Accounts | Show Abstract | Download This Paper |
Journal of Banking and Finance, Vol. 32, pp. 393-404, 2008
Number of Pages in PDF File: 32
Malliaris, A. (Tassos) G.
Quinlan School of Business
Malliaris, Mary
Loyola University of Chicago
Posted:
27 Dec 07
Last Revised:
26 Aug 08
230
(82,183)
 

9.  
Monetary Policy and the U.S. Stock Market | Show Abstract | Download This Paper |
Economic Inquiry, Vol. 42, pp. 387-401, 2004
Number of Pages in PDF File: 34
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
226
(83,716)
10

10.  
The Dollar, the Euro and the Role of Emerging Currencies | Show Abstract | Download This Paper |
International Journal of Indian Culture and Business Management, Vol. 2, pp. 11-29, 2009
Number of Pages in PDF File: 17
Malliaris, A. (Tassos) G.
Quinlan School of Business
Batavia, Bala
DePaul University
Posted:
14 Oct 07
Last Revised:
12 Feb 09
206
(91,876)
 

11.  
Stochastic Processes and Models | Show Abstract | Download This Paper |
COMPANION TO FINANCIAL DERIVATIVES, Robert Kolb, James Overdahl, eds., Palgrave, Forthcoming
Number of Pages in PDF File: 30
Malliaris, A. (Tassos) G.
Quinlan School of Business
Chalamandaris, George
Athens University of Economics and Business - Department of Accounting and Finance
Posted:
19 Mar 08
189
(99,910)
 

12.  
Malliaris, A. (Tassos) G.
Quinlan School of Business
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Posted:
28 Mar 11
Last Revised:
02 Apr 11
187
(100,903)
 

13.  
Recent Monetary Policy in the U.S.: Risk Management of Asset Bubbles | Show Abstract | Download This Paper |
Journal of Economic Asymmetries, Vol. 2, pp. 25-39, 2005
Number of Pages in PDF File: 16
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
175
(107,379)
 

14.  
Modeling Federal Funds Rates: A Comparison of Four Methodologies | Show Abstract | Download This Paper |
Neural Computing & Applications, Vol. 18, pp. 37-44, 2009
Number of Pages in PDF File: 14
Malliaris, Mary
Loyola University of Chicago
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
14 Oct 07
Last Revised:
12 Feb 09
171
(109,689)
 

15.  
The Global Monetary System: Its Weaknesses and the Role of the IMF, the EU and NAFTA | Show Abstract | Download This Paper |
North American Journal of Economics and Finance, Vol. 13, pp. 72-92, 2002
Number of Pages in PDF File: 45
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
19 Oct 07
Last Revised:
18 Jan 08
163
(114,555)
 

16.  
Rethinking Monetary Stabilization in the Presence of an Asset Bubble | Show Abstract | Download This Paper |
GLOBAL DIVERGENCE IN TRADE, MONEY AND POLICY, Volbert Alexander and Hans-Helmut Kotz, eds., pp. 172-191, Edward Elgar Publishing, Cheltenham, United Kingdom, 2006
Number of Pages in PDF File: 40
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
19 Oct 07
Last Revised:
18 Jan 08
151
(122,419)
 

17.  
Are Oil, Gold and the Euro Inter-Related? Time Series and Neural Network Analysis | Show Abstract | Download This Paper |
Review of Quantitative Finance and Accounting, Forthcoming
Number of Pages in PDF File: 27
Malliaris, A. (Tassos) G.
Quinlan School of Business
Malliaris, Mary
Loyola University of Chicago
Posted:
29 Nov 11
122
(145,856)
 

18.  
Asset Prices and the Financial Crisis of 2007-09: An Overview of Theories and Policies | Show Abstract | Download This Paper |
Forum for Social Economics, Vol. 39, No. 3, pp. 279-286, 2010
Number of Pages in PDF File: 10
Malliaris, A. (Tassos) G.
Quinlan School of Business
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Posted:
25 Jan 11
Last Revised:
28 Jan 11
121
(146,790)
1

19.  
Asset Price Bubbles and Central Bank Policies: The Crash of the 'Jackson Hole Consensus' | Show Abstract | Download This Paper |
NEW PERSPECTIVES ON ASSET PRICE BUBBLES: THEORY, EVIDENCE, AND POLICY, Doug Evanoff, George Kaufman and A.G. Malliaris, eds., Oxford University Press, 2012
Number of Pages in PDF File: 34
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
14 Oct 11
116
(151,475)
1

20.  
Is the Federal Reserve Bank Stock Market Bubble-Neutral? | Show Abstract | Download This Paper |
ASSET PRICE BUBBLES: IMPLICATIONS FOR MONETARY AND REGULATORY POLICY, pp. 229-243, Elsevier Science, 2001
Number of Pages in PDF File: 21
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
Last Revised:
27 Aug 08
113
(154,421)
7

21.  
Currency Markets and International Interest Rate Parity | Show Abstract | Download This Paper |
SURVEY OF INTERNATIONAL FINANCE, Kent Baker and Leigh Riddick, eds., Oxford University Press, 2011
Number of Pages in PDF File: 34
Malliaris, A. (Tassos) G.
Quinlan School of Business
Lee, Suk Hun
affiliation not provided to SSRN
Posted:
25 Jan 11
Last Revised:
28 Jan 11
111
(156,542)
1

22.  
Malliaris, A. (Tassos) G.
Quinlan School of Business
Malliaris, Mary
Loyola University of Chicago
Posted:
29 Nov 11
98
(171,077)
 

23.  
Malliaris, A. (Tassos) G.
Quinlan School of Business
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Posted:
28 Mar 11
Last Revised:
02 Apr 11
97
(173,385)
1

24.  
Kyrtsou, Catherine
University of Macedonia - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Serletis, A.
University of Calgary - Economics
Posted:
12 Feb 09
92
(178,427)
 

25.  
Speculative Components in Mature Stock Markets: Do They Exist and are They Related? | Show Abstract | Download This Paper |
Advances in Quantitative Analysis of Finance and Accounting, Vol. 3, pp. 217-246, 2006
Number of Pages in PDF File: 39
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
19 Oct 07
Last Revised:
09 Apr 08
92
(178,427)
 

26.  
Revisiting U.S. Stock Market Returns: Individual Retirement Accounts | Show Abstract | Download This Paper |
Advances in Investment Analysis and Portfolio Management, Vol. 3 , pp. 17-38, 2007
Number of Pages in PDF File: 46
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Oct 07
Last Revised:
26 Aug 08
81
(193,244)
1

27.  
Malliaris, A. (Tassos) G.
Quinlan School of Business
Corazza, Marco
Ca Foscari University of Venice - Department of Economics
Scalco, Elisa
Ca Foscari University of Venice - Department of Economics
Posted:
19 Oct 07
72
(207,252)
 

28.  
Uncertainty, Transparency and Future Monetary Policy | Show Abstract | Download This Paper |
Current Issues in Financial Markets, 2008
Number of Pages in PDF File: 39
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
60
(228,519)
 

29.  
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
27 Aug 08
57
(234,387)
 

30.  
Kyrtsou, Catherine
University of Macedonia - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
23 Feb 06
Last Revised:
12 Feb 09
57
(234,387)
1

31.  
Principles for Drafting an Investment Policy with Illustrations | Show Abstract | Download This Paper |
International Journal of Portfolio Analysis and Management, Vol. 1, No. 2, pp. 144-160, Forthcoming
Number of Pages in PDF File: 27
Malliaris, A. (Tassos) G.
Quinlan School of Business
Gyorgy, Robert
Northern Trust Corporation
Posted:
10 Sep 12
52
(244,814)
 

32.  
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
11 Oct 07
52
(244,814)
2

33.  
Malliaris, A. (Tassos) G.
Quinlan School of Business
Serletis, A.
University of Calgary - Economics
Hinich, Melvin
University of Texas at Austin - Applied Research Laboratories
Gogas, Periklis
Democritus University of Thrace - Department of Economics
Posted:
08 Dec 11
38
(278,452)
 

34.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
19 Nov 13
36
(283,983)
 

35.  
Malliaris, A. (Tassos) G.
Quinlan School of Business
Malliaris, Mary
Loyola University of Chicago
Posted:
02 Nov 13
23
(328,830)
 

36.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
02 Nov 13
18
(350,461)
 

37.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
09 Mar 08
12
(377,365)
 

38.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
20 Aug 07
4
(411,587)
 

39.  
Malliaris, A. (Tassos) G.
Quinlan School of Business
Malliaris, Mary
Loyola University of Chicago
Posted:
0
 


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