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Malliaris, A. (Tassos) G.


 SSRN Author Rank: 3,829 by Downloads
 Professor of Economics and Finance
 

Loyola University of Chicago - Department of Economics


 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
6,717
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 | Open PDF in Browser |
COMPANION TO FINANCIAL DERIVATIVES, Robert Kolb, James Overdahl, eds., Palgrave, Forthcoming
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
27 Aug 08
926
(14,290)
 

2.  
Ito's Calculus and the Derivation of the Black-Scholes Option-Pricing Model | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Posted:
18 Oct 07
Last Revised:
12 Feb 09
814
(17,428)
1

3.  
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
27 Aug 08
395
(46,068)
 

4.  
NAFTA: Past, Present and Future | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Paraskevopoulos, Chris
York University
Posted:
17 Jan 08
Last Revised:
25 Feb 09
337
(55,871)
 

5.  
Are There Rational Bubbles in the US Stock Market? Overview and a New Test | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Posted:
17 Jan 08
301
(63,645)
1

6.  
Multifractality in Foreign Currency Markets | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Posted:
17 Jan 08
287
(67,136)
9

7.  
U.S. Inflation and Commodity Prices: Analytical and Empirical Issues | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Macroeconomics, Vol. 28, pp. 267-271, 2006
Number of Pages in PDF File: 11
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
17 Jan 08
281
(68,719)
2

8.  
Monetary Policy and the U.S. Stock Market | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Posted:
17 Jan 08
233
(83,930)
10

9.  
Investment Principles for Individual Retirement Accounts | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 32, pp. 393-404, 2008
Number of Pages in PDF File: 32
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Malliaris, Mary
Loyola University of Chicago
Posted:
27 Dec 07
Last Revised:
26 Aug 08
232
(84,332)
 

10.  
The Dollar, the Euro and the Role of Emerging Currencies | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Batavia, Bala
DePaul University
Posted:
14 Oct 07
Last Revised:
12 Feb 09
208
(94,239)
 

11.  
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Posted:
28 Mar 11
Last Revised:
02 Apr 11
199
(98,942)
 

12.  
Stochastic Processes and Models | Show Abstract | Download This Paper | Open PDF in Browser |
COMPANION TO FINANCIAL DERIVATIVES, Robert Kolb, James Overdahl, eds., Palgrave, Forthcoming
Number of Pages in PDF File: 30
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Chalamandaris, George
Athens University of Economics and Business - Department of Accounting and Finance
Posted:
19 Mar 08
193
(101,353)
 

13.  
Recent Monetary Policy in the U.S.: Risk Management of Asset Bubbles | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Posted:
17 Jan 08
176
(110,497)
 

14.  
Modeling Federal Funds Rates: A Comparison of Four Methodologies | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Posted:
14 Oct 07
Last Revised:
12 Feb 09
175
(111,616)
 

15.  
The Global Monetary System: Its Weaknesses and the Role of the IMF, the EU and NAFTA | Show Abstract | Download This Paper | Open PDF in Browser |
North American Journal of Economics and Finance, Vol. 13, pp. 72-92, 2002
Number of Pages in PDF File: 45
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
19 Oct 07
Last Revised:
18 Jan 08
167
(115,870)
 

16.  
Rethinking Monetary Stabilization in the Presence of an Asset Bubble | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Posted:
19 Oct 07
Last Revised:
18 Jan 08
153
(125,136)
 

17.  
Are Oil, Gold and the Euro Inter-Related? Time Series and Neural Network Analysis | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Quantitative Finance and Accounting, Forthcoming
Number of Pages in PDF File: 27
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Malliaris, Mary
Loyola University of Chicago
Posted:
29 Nov 11
130
(143,404)
 

18.  
Asset Prices and the Financial Crisis of 2007-09: An Overview of Theories and Policies | Show Abstract | Download This Paper | Open PDF in Browser |
Forum for Social Economics, Vol. 39, No. 3, pp. 279-286, 2010
Number of Pages in PDF File: 10
Malliaris, A. (Tassos) G.
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
122
(150,603)
1

19.  
Asset Price Bubbles and Central Bank Policies: The Crash of the 'Jackson Hole Consensus' | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Posted:
14 Oct 11
119
(153,436)
1

20.  
Is the Federal Reserve Bank Stock Market Bubble-Neutral? | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Posted:
17 Jan 08
Last Revised:
27 Aug 08
114
(158,487)
7

21.  
Currency Markets and International Interest Rate Parity | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Lee, Suk Hun
affiliation not provided to SSRN
Posted:
25 Jan 11
Last Revised:
28 Jan 11
113
(159,515)
1

22.  
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Posted:
28 Mar 11
Last Revised:
02 Apr 11
101
(172,917)
1

23.  
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Malliaris, Mary
Loyola University of Chicago
Posted:
29 Nov 11
99
(175,289)
 

24.  
Kyrtsou, Catherine
University of Macedonia - Department of Economics
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Serletis, A.
University of Calgary - Economics
Posted:
12 Feb 09
95
(180,292)
 

25.  
Speculative Components in Mature Stock Markets: Do They Exist and are They Related? | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Posted:
19 Oct 07
Last Revised:
09 Apr 08
95
(180,292)
 

26.  
Revisiting U.S. Stock Market Returns: Individual Retirement Accounts | Show Abstract | Download This Paper | Open PDF in Browser |
Advances in Investment Analysis and Portfolio Management, Vol. 3 , pp. 17-38, 2007
Number of Pages in PDF File: 46
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
17 Oct 07
Last Revised:
26 Aug 08
83
(196,441)
1

27.  
Malliaris, A. (Tassos) G.
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
Posted:
19 Oct 07
73
(212,240)
 

28.  
Uncertainty, Transparency and Future Monetary Policy | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Posted:
17 Jan 08
62
(231,871)
 

29.  
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
27 Aug 08
59
(237,840)
 

30.  
Kyrtsou, Catherine
University of Macedonia - Department of Economics
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
23 Feb 06
Last Revised:
12 Feb 09
59
(237,840)
1

31.  
Principles for Drafting an Investment Policy with Illustrations | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Loyola University of Chicago - Department of Economics
Gyorgy, Robert
Northern Trust Corporation
Posted:
10 Sep 12
53
(250,267)
 

32.  
Hayford, Marc D.
Loyola University of Chicago - Department of Economics
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
11 Oct 07
53
(250,267)
2

33.  
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Malliaris, Mary
Loyola University of Chicago
Posted:
02 Apr 15
49
(261,583)
 

34.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
19 Nov 13
40
(281,700)
 

35.  
Malliaris, A. (Tassos) G.
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 Economics
Posted:
08 Dec 11
40
(281,700)
 

36.  
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Malliaris, Mary
Loyola University of Chicago
Posted:
02 Nov 13
25
(330,391)
 

37.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
02 Nov 13
24
(334,589)
 

38.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
09 Mar 08
14
(378,921)
 

39.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Malliaris, Mary
Loyola University of Chicago
Posted:
09 Jun 15
12
(388,230)
 

40.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
20 Aug 07
6
(414,226)
 

41.  
Contrasting Approaches for Forecasting the S&P 500 Index | Show Abstract |
Merrill Warkentin (Editor), The Best Thinking in Business Analytics, Pearson Financial Times Press Analytics, 2015, Forthcoming
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Malliaris, Mary
Loyola University of Chicago
Posted:
30 Apr 15
 


Records 1 - 41 of 41 matches
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