13
H index
15
i10 index
621
Citations
Loyola University | 13 H index 15 i10 index 621 Citations RESEARCH PRODUCTION: 68 Articles 4 Papers 2 Books 30 Chapters EDITOR: RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Anastasios G. Malliaris. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 2 |
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2024 | A bubble identification mechanism: Evidence from the Chinese stock market. (2024). Xiao, Feng ; Gao, Yijia ; He, Chaolin ; Khan, Yasir ; Tang, Liangling. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:55-87. Full description at Econpapers || Download paper |
2024 | Did the Indian stock market overreact to Covid-19?. (2024). Mishra, Supriti ; Mohanty, Pitabas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300195x. Full description at Econpapers || Download paper |
2024 | Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816. Full description at Econpapers || Download paper |
2024 | Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Liang, Chao ; Dong, Dayong ; Yang, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111. Full description at Econpapers || Download paper |
2024 | What is the effect of the 2008 economic crisis and the Covid-19 pandemic crisis on oil consumption in selected OECD countries?. (2024). Adibian, Mohammad Sadegh ; Salari, Taghi Ebrahimi ; Faisal, Sabah Mohamadreza. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000752. Full description at Econpapers || Download paper |
2024 | Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x. Full description at Econpapers || Download paper |
2024 | Futures, provisional sales, and earnings management in the global gold mining industry. (2024). Capocchi, Alessandro ; Greco, Giulio ; Rigamonti, Alessandro Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011807. Full description at Econpapers || Download paper |
2024 | Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744. Full description at Econpapers || Download paper |
2024 | Carbon volatility connectedness and the role of external uncertainties: Evidence from China. (2024). Zhou, Wei-Xing ; Shi, Huai-Long ; Chen, Huayi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000023. Full description at Econpapers || Download paper |
2024 | Social interactions in short squeeze scenarios. (2024). Suchanek, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:898-919. Full description at Econpapers || Download paper |
2024 | Commodities and Policy Uncertainty Channel(s). (2024). Filbeck, G ; Bosch, D ; Smimou, K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379. Full description at Econpapers || Download paper |
2024 | US inflation and global commodity prices: Asymmetric interdependence. (2024). Wang, Zhufeng ; Xing, Xiaochao ; Bai, Zhihong ; Pan, Zhigang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000370. Full description at Econpapers || Download paper |
2024 | Exploring the impacts of major events on the global oil and food markets. (2024). Su, Bin ; Wu, Yunsong ; Chen, Zhenling ; Teng, Man ; Ni, Guohua. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002180. Full description at Econpapers || Download paper |
2025 | In-Season Price Forecasting in Cotton Futures Markets Using ARIMA, Neural Network, and LSTM Machine Learning Models. (2025). Robinson, John ; Vitale, Jeffrey. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:93-:d:1587482. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Statistical arbitrage under a fractal price model. (2024). Deng, Shijie ; Xiang, Yun. In: Annals of Operations Research. RePEc:spr:annopr:v:335:y:2024:i:1:d:10.1007_s10479-023-05585-y. Full description at Econpapers || Download paper |
2025 | Incorporating causal notions to forecasting time series: a case study. (2025). Michell, Kevin ; Minutolo, Marcel C ; Kristjanpoller, Werner ; Llanos, Cristian. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00681-9. Full description at Econpapers || Download paper |
2024 | Navigating Global Monetary Interdependencies: A Comprehensive Analysis of ECB Rate Hikes on China’s Technology-Driven Economy. (2024). Luo, Fangyong ; Bo, Lan ; Chen, Xiaoxian ; Huo, Weidong. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01864-6. Full description at Econpapers || Download paper |
2025 | Voluntary disclosures and monetary policy: evidence from quantitative easing. (2025). Vincenzi, Roberto. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:1:d:10.1007_s11142-024-09827-7. Full description at Econpapers || Download paper |
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The Journal of Economic Asymmetries |
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Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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1994 | Toward Monetary Union of the European Community In: American Journal of Economics and Sociology. [Full Text][Citation analysis] | article | 1 |
1975 | SECTORAL ANALYSIS OF GREEK MANUFACTURING In: Annals of Public and Cooperative Economics. [Full Text][Citation analysis] | article | 0 |
2020 | TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE In: Economic Inquiry. [Full Text][Citation analysis] | article | 7 |
1992 | The International Crash of October 1987: Causality Tests In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 109 |
2005 | The International Crash of October 1987: Causality Tests.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | chapter | |
2009 | The impact of information signals on market prices when agents have non-linear trading rules In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
2002 | Global monetary instability: The role of the IMF, the EU and NAFTA In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2005 | Global monetary instability: The role of the IMF, the EU and NAFTA.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | chapter | |
1996 | NAFTA: Old and new lessons from theory and practice with economic integration In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
1990 | How big is the random walks in macroeconomic time series : Variance ratio tests In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2005 | How big is the random walk in macroeconomic time series: Variance ratio tests.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | chapter | |
1991 | Economic determinants of trading volume in futures markets In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
1991 | An empirical investigation among real, monetary and financial variables In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
2005 | An empirical investigation among real, monetary and financial variables.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | chapter | |
1991 | Interest rates and inflation : A continuous time stochastic approach In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2005 | Interest rates and inflation: A continuous time stochastic approach.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | chapter | |
2005 | How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 8 |
2005 | How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | chapter | |
2009 | Energy sector pricing: On the role of neglected nonlinearity In: Energy Economics. [Full Text][Citation analysis] | article | 34 |
2009 | Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2011 | Oil prices and the impact of the financial crisis of 2007–2009 In: Energy Economics. [Full Text][Citation analysis] | article | 31 |
1992 | Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975 In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2005 | Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
2015 | What drives gold returns? A decision tree analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 26 |
2021 | Delegated asset management and performance when some investors are unsophisticated In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Reprint of: Delegated asset management and performance when some investors are unsophisticated In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
1999 | Methodological issues in asset pricing: Random walk or chaotic dynamics In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
2005 | Methodological issues in asset pricing: Random walk or chaotic dynamics.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | chapter | |
2008 | Investment principles for individual retirement accounts In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
2023 | House Bubbles, global imbalances and monetary policy in the US In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
2006 | US inflation and commodity prices: Analytical and empirical issues In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 9 |
2023 | The scope and methodology of economic and financial asymmetries In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 3 |
2008 | NAFTA: Past, Present and Future In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 0 |
2011 | Causes of the Financial Crisis and Great Recession: The Role of U.S. Monetary Policy In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 3 |
2020 | The impact of the twin financial crises In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 2 |
2021 | Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19 In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 5 |
2023 | Where is the Euro Area headed? Restoration of price stability In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 1 |
1991 | Money, inflation and interest rates: Illustrations from twelve European economies In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
2005 | Money, inflation and interest rates: Illustrations from twelve European economies.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
1994 | Differential 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 70500 7) In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
1999 | Foundations of Futures Markets In: Books. [Full Text][Citation analysis] | book | 1 |
2006 | Rethinking Monetary Stabilization in the Presence of an Asset Bubble: Should the Response be Symmetric or Asymmetric? In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
1996 | The Common Agricultural Policy of the EU and developing countries In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
1982 | Aspects of Economic and Social Policies in Integrated Economies In: International Journal of Social Economics. [Full Text][Citation analysis] | article | 0 |
2020 | The global price of oil, QE and the US high yield rate In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
2011 | Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 6 |
2000 | Strengthening The Global Financial Stability: Lessons From The European Monetary Union In: European Research Studies Journal. [Full Text][Citation analysis] | article | 1 |
2005 | Asymmetrical economic & institutional changes in the Western Balkans: Cooperation with the European Union In: European Research Studies Journal. [Full Text][Citation analysis] | article | 1 |
2007 | The Future of the U.S. Dollar and its Competition with the Euro In: European Research Studies Journal. [Full Text][Citation analysis] | article | 0 |
2012 | Asset price bubbles: What are the causes, consequences, and public policy options? In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 3 |
2021 | What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches In: JRFM. [Full Text][Citation analysis] | article | 0 |
2021 | What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020? In: JRFM. [Full Text][Citation analysis] | article | 2 |
2024 | One Man’s Bubble Is Another Man’s Rational Behavior: Comparing Alternative Macroeconomic Hypotheses for the US Housing Market In: JRFM. [Full Text][Citation analysis] | article | 0 |
2009 | The dollar, the euro and the role of emerging economies In: International Journal of Indian Culture and Business Management. [Full Text][Citation analysis] | article | 0 |
1987 | Minimizing a Quadratic Payoff with Monotone Controls In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 0 |
2010 | Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications In: Computational Economics. [Full Text][Citation analysis] | article | 5 |
2012 | Episodic Nonlinearity in Leading Global Currencies In: Open Economies Review. [Full Text][Citation analysis] | article | 4 |
2010 | Episodic Nonlinearity in Leading Global Currencies.(2010) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
1998 | Volume and Volatility in Foreign Currency Futures Markets. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 8 |
2015 | Volume and Volatility in Foreign Currency Futures Markets.(2015) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | chapter | |
2013 | Are oil, gold and the euro inter-related? Time series and neural network analysis In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 28 |
2011 | Are oil, gold and the euro inter-related? time series and neural network analysis.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2022 | Monetary policy, financial shocks and economic activity In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
1995 | Decomposition of Inflation and Its Volatility: A Stochastic Approach. In: Review of Quantitative Finance and Accounting. [Citation analysis] | article | 0 |
2005 | Decomposition of Inflation and its Volatility: A Stochastic Approach.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
2018 | The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 0 |
2002 | Multi-Fractality in Foreign Currency Markets In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 22 |
2005 | Multi-Fractality in Foreign Currency Markets.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | chapter | |
2004 | Monetary Policy and the U.S. Stock Market In: Economic Inquiry. [Full Text][Citation analysis] | article | 19 |
2005 | MONETARY POLICY AND THE U.S. STOCK MARKET.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | chapter | |
1987 | Asymptotic Growth under Uncertainty: Existence and Uniqueness In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 14 |
2005 | Asymptotic Growth under Uncertainty: Existence and Uniqueness.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | chapter | |
2008 | Uncertainty, Transparency, and Future Monetary Policy In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2011 | Are foreign currency markets interdependent? evidence from data mining technologies In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis In: Review of Economic Analysis. [Full Text][Citation analysis] | article | 3 |
1970 | Input Analysis and Short Run Economic Profits In: The American Economist. [Full Text][Citation analysis] | article | 0 |
2000 | Swings of the Pendulum: A Review of Theory and Practice in Development Economics In: The American Economist. [Full Text][Citation analysis] | article | 3 |
2012 | Are foreign currency markets interdependent? Evidence from data mining technologies / ¿Son interdependientes los mercados de divisas? Evidencia de tecnologÃas de minerÃa de datos In: Estocástica: finanzas y riesgo. [Full Text][Citation analysis] | article | 0 |
2014 | N-tuple S&P patterns across decades, 1950–2011 In: Central European Journal of Operations Research. [Full Text][Citation analysis] | article | 1 |
2010 | Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies In: Forum for Social Economics. [Full Text][Citation analysis] | article | 0 |
2010 | Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies.(2010) In: Forum for Social Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2018 | Directional Returns for Gold and Silver: A Cluster Analysis Approach In: International Series in Operations Research & Management Science. [Citation analysis] | chapter | 0 |
2012 | Transparent US monetary policy: theory and tests In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2015 | The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2016 | Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2006 | Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1991 | Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 10 |
1991 | The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 27 |
1996 | Linkages between agricultural commodity futures contracts In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 35 |
1997 | Searching for fractal structure in agricultural futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 34 |
1998 | Volume and price relationships: Hypotheses and testing for agricultural futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 18 |
2005 | Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays In: World Scientific Books. [Full Text][Citation analysis] | book | 0 |
2020 | Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2005 | Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2005 | EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2005 | ARE THERE RATIONAL BUBBLES IN THE U.S STOCK MARKET? OVERVIEW AND A NEW TEST In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2005 | IS THE FEDERAL RESERVE STOCK MARKET BUBBLE-NEUTRAL? In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2005 | THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
2005 | OIL AND WORLD STOCK MARKETS REACTION TO THE GULF CRISIS In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2005 | EQUITY AND OIL MARKETS UNDER EXTERNAL SHOCKS In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2006 | Speculative Nonfundamental Components in Mature Stock Markets: Do they Exist and are they Related? In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
2018 | Asset Price Bubbles and Public Policy In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
2018 | Housing and Other Price Bubbles: The Buildup, the Burst, and the Impact In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Futures Markets: An Overview In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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