.
Malliaris, A. G. (Tassos)'s
Scholarly Papers
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column.
Aggregate Statistics
Total 5,864
Total Citations 33
1.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
845(12,096)
Black-Scholes Option Pricing, Options
2.
Chalamandaris, George Athens University of Economics and Business - Department of Accounting and Finance
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Posted:
18 Oct 07
Last Revised:
12 Feb 09
760(14,197)
1
Ito, Calculus, Derivation, Black, Scholes, Option, Pricing
3.
Hayford, Marc D. Loyola University of Chicago - Department of Economics
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
384(35,788)
4.
Kondonassis, Alexander Temple University - Department of Economics
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Paraskevopoulos, Chris York University
Posted:
17 Jan 08
Last Revised:
25 Feb 09
302(47,764)
North American Free Trade Agreement, NAFTA, Canada,Mexico, United States, trade, investment, agricultural integration, monetary integration
5.
Bhar, Ramaprasad University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
276(53,023)
1
Stock Market, Asset Bubbles, Testing for Market Overvaluation, Fundamental Valuation
6.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
265(55,478)
2
Inflation, Commodity Prices, Chaos, Non-linear
7.
Corazza, Marco Ca Foscari University of Venice - Department of Economics
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
251(58,944)
9
Exponent of Hurst, multifractal market hypothesis, fractional Brownian motion,Pareto-Lévy stable process, statistical self-similarity, modified rescaled range (or R/S) analysis,periodogram-based approach, foreign currency markets
8.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Malliaris, Mary Loyola University of Chicago
Posted:
27 Dec 07
Last Revised:
26 Aug 08
225(66,252)
Individual Retirement Accounts, Risk and Return, Investment Management, Risk Management of Individual Retirement Accounts
9.
Hayford, Marc D. Loyola University of Chicago - Department of Economics
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
210(71,444)
8
monetary policy, stock market, Federal funds rate,Taylor's rule, bubbles
10.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Batavia, Bala DePaul University
Posted:
14 Oct 07
Last Revised:
12 Feb 09
199(75,093)
International Monetary System, Global Currencies, Euro
11.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Chalamandaris, George Athens University of Economics and Business - Department of Accounting and Finance
180(82,685)
Stochastic, Processes, Models
12.
Hayford, Marc D. Loyola University of Chicago - Department of Economics
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
173(85,956)
Monetary policy, stock market, risk management
13.
Malliaris, Mary Loyola University of Chicago
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Posted:
14 Oct 07
Last Revised:
12 Feb 09
161(91,776)
Federal Funds, Modeling Interest Rates, Taylor Rule, Neural Networks
14.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Posted:
19 Oct 07
Last Revised:
18 Jan 08
157(93,923)
Currency fluctuations, Global Monetary Instability, IFM, EU, NAFTA, Policy coordination
15.
Hayford, Marc D. Loyola University of Chicago - Department of Economics
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Posted:
19 Oct 07
Last Revised:
18 Jan 08
148(99,079)
Rethinking, monetary, stabilization, asset, bubble
16.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Bhar, Ramaprasad University of New South Wales (UNSW) - School of Banking and Finance
Posted:
28 Mar 11
Last Revised:
02 Apr 11
119(118,752)
Oil prices, Euro, Gold, Time series analysis, Markov switching regimes
17.
Hayford, Marc D. Loyola University of Chicago - Department of Economics
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Posted:
17 Jan 08
Last Revised:
27 Aug 08
106(129,638)
5
Monetary Policy, Federal Reserve Bank, FOMC Transcripts, Stock Market, Bubbles, Taylor's Rule
18.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Hayford, Marc D. Loyola University of Chicago - Department of Economics
Posted:
25 Jan 11
Last Revised:
28 Jan 11
102(133,267)
1
Asset Bubbles, Financial Crisis, Regulation
19.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Lee, Suk Hun affiliation not provided to SSRN
Posted:
25 Jan 11
Last Revised:
28 Jan 11
94(140,919)
1
Foreign Exchange Markets, Currency Forward Market, Currency Futures, Foreign Currency Options, Interest Rate Parity, Federal Policies and Currency Markets, Taylor Rule
20.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Malliaris, Mary Loyola University of Chicago
88(147,208)
Oil, Gold, the Euro, Relationships, Time-series Analysis, Neural Network Methodology
21.
Kyrtsou, Catherine University of Macedonia - Department of Economics
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Serletis, A. University of Calgary - Economics
86(149,358)
Energy, Nonlinearity, Chaotic Dynamics
22.
Bhar, Ramaprasad University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Posted:
19 Oct 07
Last Revised:
09 Apr 08
82(153,859)
Speculative, components, mature, stock, markets
23.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Posted:
17 Oct 07
Last Revised:
26 Aug 08
81(155,023)
1
Revisiting U.S. Stock Market Returns, Individual Retirement Accounts
24.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Malliaris, Mary Loyola University of Chicago
79(157,447)
25.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
77(159,954)
1
Asset Bubbles, Financial Crisis, Jackson Hole Consensus, Lean against Bubbles
26.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Bhar, Ramaprasad University of New South Wales (UNSW) - School of Banking and Finance
Posted:
28 Mar 11
Last Revised:
02 Apr 11
76(161,198)
Excess stock returns, equity premium, dividends, macroeconomic variables, momentum, Markov regimes
27.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Corazza, Marco Ca Foscari University of Venice - Department of Economics
Scalco, Elisa Ca Foscari University of Venice - Department of Economics
65(176,183)
Comovement, asset prices, bivariate dependence, non-linearity, t-test, polynomial approximation, energy asset, (vanilla) European call and put options, cross-Greeks
28.
Hayford, Marc D. Loyola University of Chicago - Department of Economics
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
56(190,024)
29.
Kyrtsou, Catherine University of Macedonia - Department of Economics
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Posted:
23 Feb 06
Last Revised:
12 Feb 09
50(200,328)
1
non-linearity, Logistic equation, Heteroskedastic Mackey-Glass model, attractors, information signals, spurious seasonality
30.
Hayford, Marc D. Loyola University of Chicago - Department of Economics
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
49(202,114)
2
Transparent, Monetary, Policy
31.
Hayford, Marc D. Loyola University of Chicago - Department of Economics
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
48(204,005)
uncertainty, transparency, monetary policy
32.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Gyorgy, Robert Northern Trust Corporation
39(221,781)
Portfolio Selection, Strategic Allocation, Active vs Passive Portfolio Management, Investment Policy, Portfolio Management
33.
Malliaris, A. G. (Tassos) Loyola University of Chicago - Department of Economics
Serletis, A. University of Calgary - Economics
Hinich, Melvin University of Texas at Austin - Applied Research Laboratories
Gogas, Periklis Democritus University of Thrace - Department of International Economics and Development
31(240,458)
Global Fi
nancial markets, Currencies, Episodic nonlinearity, Conditional heteroskedasticity
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