13
H index
15
i10 index
613
Citations
Anastasios G. Malliaris : Citation Profile
Loyola University | RESEARCH PRODUCTION: 66 Articles 4 Papers 2 Books 30 Chapters EDITOR: RESEARCH ACTIVITY:
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53 years (1970 - 2023). Relations with other researchers
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:
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Main data
Where Anastasios G. Malliaris has published?
| Working Papers Series with more than one paper published | # docs |
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| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Anastasios G. Malliaris (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Stock Market Liquidity during Periods of Distress and its Implications: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-1. Full description at Econpapers || Download paper |
| 2023 | Precious Metals and Oil Price Dynamics. (2023). Ali, Idiris Sid ; Mohamed, Abdulrazak Nur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-14. 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 |
| 2023 | Climate policy uncertainty and its impact on major grain futures. (2023). Xu, Pengfei ; Luo, Keyu ; Liu, Guangqiang ; Zhang, Simeng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007845. 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 |
| 2023 | Asymmetry and (in-)stability of Okun’s coefficients in nine European countries. (2023). Mussida, Chiara ; Zanin, Luca. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000257. Full description at Econpapers || Download paper |
| 2023 | Financial crises and inequality: New evidence from a panel of 17 advanced economies. (2023). Woo, Jaejoon. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300035x. Full description at Econpapers || Download paper |
| 2023 | Asymmetric responses of equity returns to changes in exchange rates at different market volatility levels. (2023). Orlowski, Lucjan ; Herley, Michael D ; Ritter, Mark A. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000488. Full description at Econpapers || Download paper |
| 2023 | Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979. Full description at Econpapers || Download paper |
| 2023 | Environmentally sustainable policies in the petroleum sector through the lens of industry 4.0. Russians Lukoil and Gazprom: The COVID-19 crisis of 2020 vs sanctions crisis of 2022. (2023). Sergi, Bruno S ; Alekseev, Alexander N ; Delo, Piper ; Lobova, Svetlana V ; Bogoviz, Aleksei V ; Popkova, Elena G. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004440. Full description at Econpapers || Download paper |
| 2023 | Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232. 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 |
| 2023 | Growth vs value investing: Persistence and time trend before and after COVID-19. (2023). Parada, Jose Luis ; Lazcano, Ana ; Monge, Manuel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001101. Full description at Econpapers || Download paper |
| 2023 | Revisiting asset co-movement: Does network topology really matter?. (2023). Shi, Huai-Long ; Chen, Huayi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001903. 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 |
| 2023 | The effect of stabilization fund to rescue stock market based on expected return-capita circulation equation. (2023). Wang, Kun ; Wu, XU. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122003007. Full description at Econpapers || Download paper |
| 2023 | The Macroeconomic Determinants of the Stock Market Index Performance: The Case of DAX Index. (2023). Karakostas, Emmanouil. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xi:y:2023:i:3:p:21-38. Full description at Econpapers || Download paper |
| 2023 | Mean Reversion Lessens Mean Blur: Evidence from the S&P Composite Index. (2023). Ghezzi, Luca ; Buzzacchi, Luigi. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:22-:d:1045692. Full description at Econpapers || Download paper |
| 2023 | Pre- and Post-COVID-19: The Impact of US, UK, and European Stock Markets on ASEAN-5 Stock Markets. (2023). Lily, Jaratin ; Lim, Thien Sang ; Kogid, Mori ; Jamil, Izaan. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:2:p:54-:d:1105108. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Multivariate Regime Switching Model Estimation and Asset Allocation. (2023). Zhang, Xili ; Xu, Weidong ; Zheng, Kai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10203-9. Full description at Econpapers || Download paper |
| 2023 | Data analytics and throughput forecasting in port management systems against disruptions: a case study of Busan Port. (2023). You, Sam-Sang ; Kim, Hwan-Seong ; Bao, Le Ngoc ; Cuong, Truong Ngoc. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:25:y:2023:i:1:d:10.1057_s41278-022-00247-5. Full description at Econpapers || Download paper |
| 2023 | Modelling Linkages between US and Asiaâ€Pacific Securitized Property Markets. (2007). Swanson, Peggy ; Yunus, Nafeesa. In: Journal of Property Research. RePEc:taf:jpropr:v:24:y:2007:i:2:p:95-122. Full description at Econpapers || Download paper |
Anastasios G. Malliaris is editor of
| Journal | |
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| The Journal of Economic Asymmetries |
Anastasios G. Malliaris has edited the books:
| Year | Title | Type | Cited |
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Works by Anastasios G. Malliaris:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 6 |
| 1992 | The International Crash of October 1987: Causality Tests In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 108 |
| 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: 108 | 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 | 30 |
| 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 | 25 |
| 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 | 2 |
| 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 | 2 |
| 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 | 4 |
| 2023 | Where is the Euro Area headed? Restoration of price stability In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 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 | |
| 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 | 1 |
| 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 | 33 |
| 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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