Anastasios G. Malliaris : Citation Profile


Are you Anastasios G. Malliaris?

Loyola University

12

H index

14

i10 index

386

Citations

RESEARCH PRODUCTION:

54

Articles

4

Papers

2

Books

23

Chapters

EDITOR:

9

Books edited

1

Series edited

RESEARCH ACTIVITY:

   48 years (1970 - 2018). See details.
   Cites by year: 8
   Journals where Anastasios G. Malliaris has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 10 (2.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma860
   Updated: 2020-01-18    RAS profile: 2020-01-06    
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Relations with other researchers


Works with:

Malliaris, Mary (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Anastasios G. Malliaris.

Is cited by:

Aguiar-Conraria, Luís (12)

KYRTSOU, Catherine (12)

Masih, Abul (7)

Los, Cornelis (6)

Pierdzioch, Christian (5)

Wheelock, David (4)

Chatziantoniou, Ioannis (4)

Sévi, Benoît (4)

lucey, brian (4)

Serwa, Dobromił (4)

Bordo, Michael (4)

Cites to:

KYRTSOU, Catherine (19)

Serletis, Apostolos (13)

Reinhart, Carmen (13)

Rogoff, Kenneth (10)

Bernanke, Ben (10)

Gertler, Mark (9)

Milesi-Ferretti, Gian Maria (6)

Lane, Philip (6)

Shleifer, Andrei (5)

Summers, Lawrence (5)

Rudebusch, Glenn (5)

Main data


Where Anastasios G. Malliaris has published?


Journals with more than one article published# docs
Journal of Futures Markets5
Economics Letters4
Applied Economics3
Review of Quantitative Finance and Accounting3
European Research Studies Journal3
Energy Economics3
Multinational Finance Journal2
The North American Journal of Economics and Finance2
Journal of Banking & Finance2
The Journal of Economic Asymmetries2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Anastasios G. Malliaris (2018 and 2017)


YearTitle of citing document
2018Transition from the Taylor rule to the zero lower bound. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Johnson, Nicholas ; Hurn, Stan ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-31.

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2019A Critical Analysis of Scenarios for Small and Medium Enterprisee in NAFTA renegotiations. (2019). Vargas-Hernandez, Jose G ; Virchez, Jorge ; Orozco, Elsa Patricia. In: Small Business International Review. RePEc:aaz:sbir01:v:3:y:2019:i:1:p:1-18.

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2018The Relationship between Biomaterial and Agricultural Commodity Markets. (2018). Marsh, Thomas ; Chen, Kuan-Ju. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274111.

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2017The Impact of Petrol Prices on Stock Prices of Energy Companies: A Panel Data Analysis for Turkey. (2017). Soylemez, Seda Yavuzaslan ; Alacahan, Nur Dilbaz . In: EconWorld Working Papers. RePEc:ana:wpaper:17006.

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2019Empirical facts characterizing banking crises: an analysis via binary time series. (2019). Torrisi, Benedetto ; Rossello, Antonino Damiano ; Pernagallo, Giuseppe ; di Caro, Paolo. In: Papers. RePEc:arx:papers:1904.12526.

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2019Predicting Stock Market Indices Using Classification Tools. (2019). Lee, Jinpyo ; Park, Minjae. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:243-256.

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2018Sectoral and aggregate response to oil price shocks in the Colombian economy: SVAR and Local Projections approach. (2018). Francis, Neville ; Restrepo-Angel, Sergio. In: Borradores de Economia. RePEc:bdr:borrec:1055.

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2017Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach. (2017). Sanjuán López, Ana ; Dawson, Philip J ; Sanjuan-Lopez, Ana I. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:3:p:822-838.

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2017Desviaciones de la paridad cubierta de tasas de interés: experiencia internacional y el caso de Chile. (2017). Vergara, Rodrigo ; Morales, Catalina . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:20:y:2017:i:3:p:082-100.

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2017Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles. (2017). Smilyanov, Georgi ; Cauwels, Peter ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1727.

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2017Super-Exponential RE Bubble Model with Efficient Crashes. (2017). Kreuser, Jerome L ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1733.

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2017Market maker competition and price efficiency: Evidence from China. (2017). Zhang, Wei ; Feng, XU ; Huang, Ke. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:121-131.

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2017Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

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2018The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market. (2018). della Chang, Jui-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:15-28.

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2019Investor trading behavior on agricultural future prices. (2019). Huang, Jialiang ; Zhang, Rixin ; Zhou, Liyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:365-379.

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2019An outperforming investment strategy under fractional Brownian motion. (2019). Zhao, Yonghong ; Xiang, Yun ; Liu, Qiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:505-515.

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2017Optimal hedging in the US natural gas market: The effect of maturity and cointegration. (2017). Ghoddusi, Hamed ; Emamzadehfard, Sahar . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:92-105.

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2019Long run analysis of crude oil portfolios. (2019). Cerqueti, Roy ; Fanelli, Viviana ; Rotundo, Giulia. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:183-205.

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2017Energy price slump and policy response in the coal-chemical industry district: A case study of Ordos with a system dynamics model. (2017). Wang, Delu ; Liu, Yun ; Song, Xuefeng ; Ma, Gang. In: Energy Policy. RePEc:eee:enepol:v:104:y:2017:i:c:p:325-339.

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2019Changes to Gate Closure and its impact on wholesale electricity prices: The case of the UK. (2019). di Liddo, Giuseppe ; Caldarelli, Guido ; Rubino, Alessandro ; Facchini, Angelo. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:110-121.

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2017U.S. shale oil production and WTI prices behaviour. (2017). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:141:y:2017:i:c:p:12-19.

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2018Will the energy price bubble burst?. (2018). Lee, Chien-Chiang ; Liu, Tie-Ying. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:276-288.

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2018The contagious effects on economic development after resuming construction policy for nuclear power plants in Coastal China. (2018). Hsiao, Cody Yu-Ling ; Chen, Hsing Hung. In: Energy. RePEc:eee:energy:v:152:y:2018:i:c:p:291-302.

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2018Impacts of supply and demand factors on declining oil prices. (2018). Kim, Myung Suk . In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:1059-1065.

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2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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2019Professional macroeconomic forecasts and Chinese commodity futures prices. (2019). Liu, Xiaoquan ; Jiang, Ying ; Guo, Ranran ; Ye, Wuyi ; Deschamps, Bruno. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:130-136.

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2017The intrinsic value of gold: An exchange rate-free price index. (2017). Harris, Richard ; Shen, Jian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:203-217.

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2019Jumps in commodity markets. (2019). Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:55-70.

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2018Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets. (2018). Conlon, Thomas ; Bredin, Don ; Spencer, Simon. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:1-20.

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2017Forecasting copper prices by decision tree learning. (2017). Liu, Chang ; Hu, Zhenhua . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:427-434.

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2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

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2019The threshold effect of market sentiment and inflation expectations on gold price. (2019). Xu, Xiangyun ; Jia, Fei ; Huang, Xiaoyong ; Shi, YU. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:77-83.

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2017Can trade opportunities and returns be generated in a trend persistent series? Evidence from global indices. (2017). Mitra, S K ; Bawa, Jaslene . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:124-135.

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2018Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

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2018The price-volume relationship for new and remanufactured smartphones. (2018). Casalin, Fabrizio ; Phantratanamongkol, Supanan ; Sanderson, Joseph ; Pang, GU. In: International Journal of Production Economics. RePEc:eee:proeco:v:199:y:2018:i:c:p:78-94.

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2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach. (2017). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284.

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2018The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298.

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2017News surprises and volatility spillover among agricultural commodities: The case of corn, wheat, soybean and soybean oil. (2017). Bassil, Charbel ; Nehme, Tamara ; Hamadi, Hassan . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:148-157.

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2017The impact of monetary policy on stock market performance: Evidence from twelve (12) African countries. (2017). Suhaibu, Iddrisu ; Harvey, Simon K ; Amidu, Mohammed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1372-1382.

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2019Economic Disruptions in Long-Term Energy Scenarios – Implications for Designing Energy Policy. (2019). Vögele, Stefan ; Rübbelke, Dirk ; Govorukha, Kristina ; Vogele, Stefan ; Rubbelke, Dirk ; Mayer, Philip. In: Working Papers. RePEc:fem:femwpa:2019.17.

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2019The Relations of Oil Price Change with Fear Gauges in Global Political and Economic Environment. (2019). Tsai, Wei ; Lin, Jeng-Bau. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:15:p:2982-:d:254115.

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2019Recovering-Innovation-Exportation Triangle as an Instrument for Sustainable Development: Proposal for Peruvian Agro-Export Development. (2019). Diaz-Perez, Manuel ; Carreo-Ortega, Angel ; Asmat-Campos, David. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:4:p:1149-:d:208040.

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2017The Financial Crisis and Co-Movement of Global Stock Markets—A Case of Six Major Economies. (2017). Jiang, Yonghong ; Hashmi, Shabir Mohsin ; Yu, Mengmeng . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:2:p:260-:d:90128.

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2017Jumps in Commodity Markets. (2017). Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-615.

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2017Impacts of realized volatility of oil price over foreign trade related activities in Turkey. (2017). Degirmen, Suleyman ; Saltik, Omur . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:3:d:10.1007_s10644-017-9210-9.

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2017Futures Contracts in Water Leasing: An Experimental Analysis Using Basin Characteristics of the Rio Grande, NM. (2017). Broadbent, Craig D ; Tidwell, Vince ; Coursey, Don ; Brookshire, David S. In: Environmental & Resource Economics. RePEc:kap:enreec:v:68:y:2017:i:3:d:10.1007_s10640-016-0032-4.

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2017The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Majumdar, Anandamayee. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:1:d:10.1007_s11079-016-9408-x.

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2018Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders. (2018). Zhang, Junhuan ; Musial, Katarzyna ; McBurney, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0631-3.

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2018The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators. (2018). Abid, Fathi ; Kaffel, Bilel. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0638-9.

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2018Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors. (2018). Wang, Jinghua ; Ngene, Geoffrey. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:1:d:10.1007_s11156-017-0668-3.

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2018Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Conlon, Thomas ; Uddin, Gazi Salah ; Lucey, Brian M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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2019Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment. (2019). Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David ; Raza, Naveed. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:3:d:10.1007_s11156-018-0730-9.

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2017California´s Carbon Market and Energy Prices: A Wavelet Analysis. (2017). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana. In: NIPE Working Papers. RePEc:nip:nipewp:13/2017.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong. In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?. (2017). Masih, Abul ; Umirah, Fatin . In: MPRA Paper. RePEc:pra:mprapa:79762.

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2017Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?. (2017). Masih, Abul ; Umairah, Fatin. In: MPRA Paper. RePEc:pra:mprapa:82117.

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2019A Simple Approach to Assess if a Financial ¡°Bubble¡± is Present: The Case of Bitcoin. (2019). , Manuel ; Manuel, ; Tor, VI. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:6:y:2019:i:4:p:1-10.

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2017Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework. (2017). Ryu, Doojin ; Shim, Hyein. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:2:p:45-61.

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2017“CHAOS” IN ENERGY AND COMMODITY MARKETS: A CONTROVERSIAL MATTER. (2017). Vellucci, Pierluigi ; Mastroeni, Loretta. In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0218.

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2019Одновременные эффекты несинхронных временных рядов: проблемы VAR-модели. (2019). Григорьев Р. А., . In: Журнал Экономика и математические методы (ЭММ). RePEc:scn:cememm:v:55:y:2019:i:2:p:118-129.

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2019Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification. (2019). Czudaj, Robert ; Thi-Hong-Van Hoang, ; Berger, Theo ; Beckmann, Joscha. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:3:d:10.1007_s00181-017-1381-8.

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2017Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication. (2017). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep012.

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2018Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0011.

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2017Multi-Scale Volatility Feature Analysis and Prediction of Gold Price. (2017). Wen, Fenghua ; Lai, Kin Keung ; Gong, XU ; Yang, Xin. In: International Journal of Information Technology & Decision Making (IJITDM). RePEc:wsi:ijitdm:v:16:y:2017:i:01:n:s0219622016500504.

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Anastasios G. Malliaris is editor of


Journal
The Journal of Economic Asymmetries

Anastasios G. Malliaris has edited the books:


YearTitleTypeCited

Works by Anastasios G. Malliaris:


YearTitleTypeCited
1994Toward Monetary Union of the European Community In: American Journal of Economics and Sociology.
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article0
1975SECTORAL ANALYSIS OF GREEK MANUFACTURING In: Annals of Public and Cooperative Economics.
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article0
1992The International Crash of October 1987: Causality Tests In: Journal of Financial and Quantitative Analysis.
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article82
2005The International Crash of October 1987: Causality Tests.(2005) In: World Scientific Book Chapters.
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chapter
2009The impact of information signals on market prices when agents have non-linear trading rules In: Economic Modelling.
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article8
2002Global monetary instability: The role of the IMF, the EU and NAFTA In: The North American Journal of Economics and Finance.
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article1
2005Global monetary instability: The role of the IMF, the EU and NAFTA.(2005) In: World Scientific Book Chapters.
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chapter
1996NAFTA: Old and new lessons from theory and practice with economic integration In: The North American Journal of Economics and Finance.
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article1
1990How big is the random walks in macroeconomic time series : Variance ratio tests In: Economics Letters.
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article2
2005How big is the random walk in macroeconomic time series: Variance ratio tests.(2005) In: World Scientific Book Chapters.
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chapter
1991Economic determinants of trading volume in futures markets In: Economics Letters.
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article0
1991An empirical investigation among real, monetary and financial variables In: Economics Letters.
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article10
2005An empirical investigation among real, monetary and financial variables.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 10
chapter
1991Interest rates and inflation : A continuous time stochastic approach In: Economics Letters.
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article1
2005Interest rates and inflation: A continuous time stochastic approach.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 1
chapter
2005How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule In: European Journal of Operational Research.
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article5
2005How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 5
chapter
2009Energy sector pricing: On the role of neglected nonlinearity In: Energy Economics.
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article27
2009Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics In: Energy Economics.
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2011Oil prices and the impact of the financial crisis of 2007–2009 In: Energy Economics.
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article15
1992Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975 In: International Review of Financial Analysis.
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2005Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975.(2005) In: World Scientific Book Chapters.
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2015What drives gold returns? A decision tree analysis In: Finance Research Letters.
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article12
1999Methodological issues in asset pricing: Random walk or chaotic dynamics In: Journal of Banking & Finance.
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2005Methodological issues in asset pricing: Random walk or chaotic dynamics.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 12
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2008Investment principles for individual retirement accounts In: Journal of Banking & Finance.
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article3
2006US inflation and commodity prices: Analytical and empirical issues In: Journal of Macroeconomics.
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article3
2008NAFTA: Past, Present and Future In: The Journal of Economic Asymmetries.
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article0
2011Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy In: The Journal of Economic Asymmetries.
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1991Money, inflation and interest rates: Illustrations from twelve European economies In: European Journal of Political Economy.
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2005Money, inflation and interest rates: Illustrations from twelve European economies.(2005) In: World Scientific Book Chapters.
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1994Differential equations, stability and chaos in dynamic economics : W.A. Brock and A.G. Malliaris (Amsterdam-Oxford-New York: Elsevier-North-Holland, 1989. Pp. xvi + 390. DF1 150 hardback. ISBN 0 444 7 In: Structural Change and Economic Dynamics.
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1999Foundations of Futures Markets In: Books.
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2011Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes In: Review of Behavioral Finance.
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2000Strengthening The Global Financial Stability: Lessons From The European Monetary Union In: European Research Studies Journal.
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article1
2005Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union In: European Research Studies Journal.
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2007The Future of the U.S. Dollar and its Competition with the Euro In: European Research Studies Journal.
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2012Asset price bubbles: What are the causes, consequences, and public policy options? In: Chicago Fed Letter.
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article2
2009The dollar, the euro and the role of emerging economies In: International Journal of Indian Culture and Business Management.
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2005Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions In: World Scientific Book Chapters.
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2005EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS In: World Scientific Book Chapters.
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2005ARE THERE RATIONAL BUBBLES IN THE U.S STOCK MARKET? OVERVIEW AND A NEW TEST In: World Scientific Book Chapters.
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2005THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS In: World Scientific Book Chapters.
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2005OIL AND WORLD STOCK MARKETS REACTION TO THE GULF CRISIS In: World Scientific Book Chapters.
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2018Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact In: World Scientific Book Chapters.
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