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Malliaris, A. (Tassos) G.


 SSRN Author Rank: 3,669 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
6,372
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 |
COMPANION TO FINANCIAL DERIVATIVES, Robert Kolb, James Overdahl, eds., Palgrave, Forthcoming
Accepted Paper Series
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
27 Aug 08
905
(13,095)
 

2.  
Ito's Calculus and the Derivation of the Black-Scholes Option-Pricing Model | Show Abstract | Download |
HANDBOOK OF QUANTITATIVE FINANCE, C. F. Lee, Alice C. Lee, eds., Springer, 2009
Accepted Paper Series
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
794
(15,985)
1

3.  
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
27 Aug 08
391
(41,659)
 

4.  
NAFTA: Past, Present and Future | Show Abstract | Download |
Journal of Economic Asymmetries, Vol. 5, pp. 13 - 23, 2008.
Accepted Paper Series
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
322
(52,586)
 

5.  
Are There Rational Bubbles in the US Stock Market? Overview and a New Test | Show Abstract | Download |
ASSET PRICE BUBBLES: IMPLICATIONS FOR MONETARY AND REGULATORY POLICY, ELSEVIER SCIENCE, George Kaufman, ed., pp. 125-144, Elsevier Science, 2001
Accepted Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
293
(58,765)
1

6.  
U.S. Inflation and Commodity Prices: Analytical and Empirical Issues | Show Abstract | Download |
Journal of Macroeconomics, Vol. 28, pp. 267-271, 2006
Working Paper Series
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
277
(62,621)
2

7.  
Multifractality in Foreign Currency Markets | Show Abstract | Download |
Multinational Finance Journal, Vol. 6, pp. 387-401, 2002
Accepted Paper Series
Corazza, Marco
Ca Foscari University of Venice - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
271
(64,181)
9

8.  
Investment Principles for Individual Retirement Accounts | Show Abstract | Download |
Journal of Banking and Finance, Vol. 32, pp. 393-404, 2008
Accepted Paper Series
Malliaris, A. (Tassos) G.
Quinlan School of Business
Malliaris, Mary
Loyola University of Chicago
Posted:
27 Dec 07
Last Revised:
26 Aug 08
229
(76,730)
 

9.  
Monetary Policy and the U.S. Stock Market | Show Abstract | Download |
Economic Inquiry, Vol. 42, pp. 387-401, 2004
Working Paper Series
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
224
(78,557)
10

10.  
The Dollar, the Euro and the Role of Emerging Currencies | Show Abstract | Download |
International Journal of Indian Culture and Business Management, Vol. 2, pp. 11-29, 2009
Accepted Paper Series
Malliaris, A. (Tassos) G.
Quinlan School of Business
Batavia, Bala
DePaul University
Posted:
14 Oct 07
Last Revised:
12 Feb 09
204
(86,415)
 

11.  
Stochastic Processes and Models | Show Abstract | Download |
COMPANION TO FINANCIAL DERIVATIVES, Robert Kolb, James Overdahl, eds., Palgrave, Forthcoming
Accepted Paper Series
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
187
(94,066)
 

12.  
Recent Monetary Policy in the U.S.: Risk Management of Asset Bubbles | Show Abstract | Download |
Journal of Economic Asymmetries, Vol. 2, pp. 25-39, 2005
Accepted Paper Series
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
175
(100,075)
 

13.  
Modeling Federal Funds Rates: A Comparison of Four Methodologies | Show Abstract | Download |
Neural Computing & Applications, Vol. 18, pp. 37-44, 2009
Accepted Paper Series
Malliaris, Mary
Loyola University of Chicago
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
14 Oct 07
Last Revised:
12 Feb 09
169
(103,250)
 

14.  
The Global Monetary System: Its Weaknesses and the Role of the IMF, the EU and NAFTA | Show Abstract | Download |
North American Journal of Economics and Finance, Vol. 13, pp. 72-92, 2002
Accepted Paper Series
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
19 Oct 07
Last Revised:
18 Jan 08
163
(106,776)
 

15.  
Malliaris, A. (Tassos) G.
Quinlan School of Business
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Posted:
28 Mar 11
Last Revised:
02 Apr 11
157
(110,425)
 

16.  
Rethinking Monetary Stabilization in the Presence of an Asset Bubble | Show Abstract | Download |
GLOBAL DIVERGENCE IN TRADE, MONEY AND POLICY, Volbert Alexander and Hans-Helmut Kotz, eds., pp. 172-191, Edward Elgar Publishing, Cheltenham, United Kingdom, 2006
Working Paper Series
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
150
(114,958)
 

17.  
Asset Prices and the Financial Crisis of 2007-09: An Overview of Theories and Policies | Show Abstract | Download |
Forum for Social Economics, Vol. 39, No. 3, pp. 279-286, 2010
Working Paper Series
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
118
(139,815)
1

18.  
Are Oil, Gold and the Euro Inter-Related? Time Series and Neural Network Analysis | Show Abstract | Download |
Review of Quantitative Finance and Accounting, Forthcoming
Accepted Paper Series
Malliaris, A. (Tassos) G.
Quinlan School of Business
Malliaris, Mary
Loyola University of Chicago
Posted:
29 Nov 11
116
(141,603)
 

19.  
Is the Federal Reserve Bank Stock Market Bubble-Neutral? | Show Abstract | Download |
ASSET PRICE BUBBLES: IMPLICATIONS FOR MONETARY AND REGULATORY POLICY, pp. 229-243, Elsevier Science, 2001
Working Paper Series
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
112
(145,399)
7

20.  
Asset Price Bubbles and Central Bank Policies: The Crash of the 'Jackson Hole Consensus' | Show Abstract | Download |
NEW PERSPECTIVES ON ASSET PRICE BUBBLES: THEORY, EVIDENCE, AND POLICY, Doug Evanoff, George Kaufman and A.G. Malliaris, eds., Oxford University Press, 2012
Working Paper Series
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
14 Oct 11
110
(147,347)
1

21.  
Currency Markets and International Interest Rate Parity | Show Abstract | Download |
SURVEY OF INTERNATIONAL FINANCE, Kent Baker and Leigh Riddick, eds., Oxford University Press, 2011
Accepted Paper Series
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
107
(150,322)
1

22.  
Malliaris, A. (Tassos) G.
Quinlan School of Business
Malliaris, Mary
Loyola University of Chicago
Posted:
29 Nov 11
95
(163,257)
 

23.  
Malliaris, A. (Tassos) G.
Quinlan School of Business
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Posted:
28 Mar 11
Last Revised:
02 Apr 11
91
(168,140)
1

24.  
Speculative Components in Mature Stock Markets: Do They Exist and are They Related? | Show Abstract | Download |
Advances in Quantitative Analysis of Finance and Accounting, Vol. 3, pp. 217-246, 2006
Accepted Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
19 Oct 07
Last Revised:
09 Apr 08
91
(168,140)
 

25.  
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
87
(172,957)
 

26.  
Revisiting U.S. Stock Market Returns: Individual Retirement Accounts | Show Abstract | Download |
Advances in Investment Analysis and Portfolio Management, Vol. 3 , pp. 17-38, 2007
Accepted Paper Series
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Oct 07
Last Revised:
26 Aug 08
81
(180,773)
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
70
(196,995)
 

28.  
Uncertainty, Transparency and Future Monetary Policy | Show Abstract | Download |
Current Issues in Financial Markets, 2008
Accepted Paper Series
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
59
(215,552)
 

29.  
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
27 Aug 08
57
(219,242)
 

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
53
(226,935)
1

31.  
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
11 Oct 07
52
(229,045)
2

32.  
Principles for Drafting an Investment Policy with Illustrations | Show Abstract | Download |
International Journal of Portfolio Analysis and Management, Vol. 1, No. 2, pp. 144-160, Forthcoming
Accepted Paper Series
Malliaris, A. (Tassos) G.
Quinlan School of Business
Gyorgy, Robert
Northern Trust Corporation
Posted:
10 Sep 12
50
(233,177)
 

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
(260,324)
 

34.  
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
19 Nov 13
26
(296,108)
 

35.  
Malliaris, A. (Tassos) G.
Quinlan School of Business
Malliaris, Mary
Loyola University of Chicago
Posted:
02 Nov 13
21
(315,583)
 

36.  
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
02 Nov 13
15
(340,395)
 

37.  
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
09 Mar 08
9
(365,961)
 

38.  
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
20 Aug 07
3
(390,703)
 


Records 1 - 38 of 38 matches
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