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A. (Tassos) Malliaris
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Walter F. Mullady, Sr. Professor
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About A. (Tassos) Malliaris
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Walter F. Mullady, Sr. Professor,
Loyola University Chicago
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Quinalan School of Business
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Disciplines
Business
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Finance and Financial Management
Research Interests
Stochastic methods
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Financial economics
, and
Futures & Option markets
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Featured Works
Recent Works
Research Works
Featured Works
(2)
Article
Delegated Asset Management and Performance When Some Investors Are Unsophisticated
Journal of Banking and Finance (2022)
A. (Tassos) Malliaris and Steven Malliaris
Households with limited financial expertise sometimes attempt to avoid investment mistakes by delegating the management of their investments to experts. ...
Article
To Lean or Not to Lean Against an Asset Price ...
Economic Inquiry (2020)
Anastasios Evgenidis and A. (Tassos) G. Malliaris
Since the Global Financial Crisis of 2007–2009, economists are reconsidering the appropriate role of monetary policy towards equity bubbles. This ...
Download
Recent Works
(5)
Article
Where is the Euro Area headed? Restoration of price stability
Journal of Policy Modeling (2023)
A. (Tassos) Malliaris and Mary Malliaris
After the two recent global shocks of the COVID-19 Pandemic of 2019–2021 and the Russian invasion of Ukraine in February ...
Link
Article
What Has Driven the U.S. Monthly Oil Production Since ...
Journal Risk Financial Management (2021)
Ramaprasad Bhar, A. (Tassos) G. Malliaris and Mary Malliaris
From the early 1970s to the Global Financial Crisis of 2007–09, U.S. crude oil production followed a declining trend. After ...
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Article
Modeling U.S. Monetary Policy During the Global Financial Crisis ...
Journal of Policy Modeling (2021)
Ramaprasad Bhar and A. (Tassos) G. Malliaris
The paper formulates the modeling of unconventional monetary policy and critically evaluates its effectiveness to address the Global Financial Crisis. ...
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Article
The Impact of the Twin Financial Crises
Journal of Policy Modeling (2020)
A. (Tassos) G. Malliaris and Mary E Malliaris
We focus on the first 20 years of the Euro, from 1999 to 2019, and we split this period into ...
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Article
The Global Price of Oil, QE and the US High ...
Journal of Economic Studies (2020)
A. (Tassos) G. Malliaris and Mary E Malliaris
Purpose Quantitative easing (QE) allowed the US economy to stabilize and return to slow growth. Oil prices increased to $100 ...
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Research Works
(46)
Article
Five Themes of U.S. Home Price Cycles: A Dynamic ...
Annals of Operations Research (2024)
Ramaprasad Bhar, A. G. Malliaris, Mary Malliaris and Mark S. Rzepczynski
After the Global Financial Crisis, the U.S. housing market has been studied extensively from several dimensions to assess the causes ...
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Article
House Bubbles, Global Imbalances and Monetary Policy in the US
Journal of International Money and Finance (2023)
Anastasios Evgenidis and A. (Tassos) G. Malliaris
This paper examines the factors driving housing price exuberance in the United States, specifically the influence of expansionary monetary policies ...
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Article
The Scope and Methodology of Economic and Financial Asymmetries
The Journal of Economic Asymmetries (2023)
George Alogoskoufis, A. (Tassos) G. Malliaris and Thanasis Stengos
This paper focuses on economic and financial asymmetries by addressing methodological issues related to the meaning of economic asymmetries and ...
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Article
Monetary Policy, Financial Shocks and Economic Activity
Review Of Quantitative Finance and Accounting (2022)
Anastasios Evgenidis and A. (Tassos) G. Malliaris
This paper contributes to a fuller understanding of macroeconomic outcomes to financial market disturbances and the central bank’s role in ...
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Article
To Lean or Not to Lean Against an Asset Price ...
Economic Inquiry (2020)
Anastasios Evgenidis and A. (Tassos) G. Malliaris
Since the Global Financial Crisis of 2007–2009, economists are reconsidering the appropriate role of monetary policy towards equity bubbles. This ...
Download
Contribution to Book
Itô’s Calculus and the Derivation of the Black–Scholes ...
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (2020)
G Chalamandaris and A. (Tassos) G. Malliaris
The purpose of this chapter is to develop certain relatively recent mathematical discoveries known generally as stochastic calculus (or more ...
Link
Article
The Impact of the Twin Financial Crises
Journal of Policy Modeling (2020)
A. (Tassos) G. Malliaris and Mary E Malliaris
We focus on the first 20 years of the Euro, from 1999 to 2019, and we split this period into ...
Download
Article
The Global Price of Oil, QE and the US High ...
Journal of Economic Studies (2020)
A. (Tassos) G. Malliaris and Mary E Malliaris
Purpose Quantitative easing (QE) allowed the US economy to stabilize and return to slow growth. Oil prices increased to $100 ...
Download
Book
Innovative Federal Reserve Policies During the Great Financial Crisis
Faculty Books (2018)
Douglas D Evanoff, George G Kaufman and A. (Tassos) G. Malliaris
This book, Innovative Federal Policies During the Great Financial Crisis, contains discussions of unconventional monetary policies, policy changes to address ...
Book
Public Policy & Financial Economics: Essays In Honor Of Professor ...
Faculty Books (2018)
Douglas D. Evanoff, A. (Tassos) G. Malliaris and George Kaufman
The central goal of this volume was to assemble outstanding scholars and policymakers in the field of financial markets and ...
Link
Article
The Evolving Nature of Asset Price Bubbles, Financial Instability and ...
Multinational Finance Journal (2018)
A. (Tassos) G. Malliaris
This paper links the bursting of the housing asset price bubble around 2007 in the U.S. to the instability that ...
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Article
Asset Price Momentum and Monetary Policy: Time-varying Parameter Estimation of ...
Applied Economics (2016)
Anastasios G Malliaris and Ramaprasad Bhar
In this article, we consider two new independent variables as inputs to the Taylor Rule. These are the equity and ...
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Book
The Global Financial Crisis and Its Aftermath: Hidden Factors in ...
(2016)
In The Global Financial Crisis, contributors argue that the complexity of the Global Financial Crisis challenges researchers to offer more ...
Link
Book
The World Scientific Handbook of Futures Markets
Faculty Books (2016)
Anastasios G Malliaris
Article
The Impact of Large-scale Asset Purchases on the S&P 500 ...
Applied Economics (2015)
Anastasios G Malliaris and Ramaprasad Bhar
After the bankruptcy of Lehman Brothers in September 2008 and the financial panic that ensued, the Federal Reserve moved rapidly ...
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Article
Understanding Financial Risk Through Complexity: Application to Real Time Series
Society for Economic Measurement Annual Conference (2015)
Catherine Kyrtsou, Anastasios Malliaris and Christina Mikropoulou
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Article
What Drives Gold Returns? A Decision Tree Analysis
Financial Research Letters (2015)
Anastasios G Malliaris and Mary Malliaris
The behavior of gold as an investment asset has been researched extensively. For the very long run, that is several ...
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Article
Quantitative Easing and the U.S. Stock Market: A Decision ...
Review of Economic Analysis (2015)
Anastasios G Malliaris, Mary Malliaris and Ramaprasad Bhar
The Financial Crisis of 2007-09 caused the U.S. economy to experience a relatively long recession from December 2007 to June ...
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