Skip to main content
MENU
Toggle navigation menu
Sign up
Log in
Loyola University Chicago
Loyola eCommons Gallery
Faculty Gallery
Follow
Contact
A. (Tassos) Malliaris
Save
Cancel
Walter F. Mullady, Sr. Professor
Title
Save
Cancel
read more
Works
About
×
About A. (Tassos) Malliaris
Positions
Present
Walter F. Mullady, Sr. Professor,
Loyola University Chicago
‐
Quinalan School of Business
Institution
Organization
Position Type
Position Title
Time Period
to
Options
Current Position
Affiliate my profile with this Institution
Save
Cancel
Disciplines
Business
and
Finance and Financial Management
Research Interests
Stochastic methods
,
Financial economics
, and
Futures & Option markets
Title
URL
Funding Agency
Grant Name
Grant Number
Amount
$
Role
Colleague(s)
Time Period
to
Enter a valid date range.
Current Grant
Save
Cancel
Position
Affiliation
Time Period
to
Enter a valid date range.
Current Position
URL
Save
Cancel
Jump to Category
View All
Featured Works
Recent Works
Research Works
Research Works
(46)
Article
N-Tuple S&P 500 Index Patterns Across Decades, 1950s to 2011
Central European Journal of Operations Research (2014)
Anastasios G Malliaris and Mary Malliaris
Numerous studies have analyzed the movements of the S&P; 500 Index using several methodologies such as technical analysis, econometric modeling, ...
Download
Article
Are Oil, Gold and the Euro Inter-Related? Time Series and ...
Review of Quantitative Finance and Accounting (2013)
Anastasios G Malliaris and Mary Malliaris
This paper investigates inter-relationships among the price behavior of oil, gold and the euro using time series and neural network ...
Download
Article
Principles for Drafting an Investment Policy With Illustrations
International Journal of Portfolio Analysis and Management (2012)
Robert Gyorgy and Anastasios G Malliaris
Common factors in mutual fund flows explain significant fractions of annual and quarterly flows to individual US mutual funds. The ...
Download
Article
Are Foreign Currency Markets Interdependent? Evidence from Data Mining Technologies
Stochastics: Finance and Risk (2012)
Anastasios G Malliaris and Mary Malliaris
This study uses two data mining methodologies: Classification and Regression Trees (C&RT;) and Generalized Rule Induction (GRI) to uncover patterns ...
Download
Contribution to Book
Asset Price Bubbles and Central Bank Policies: The Crash of ...
New Perspectives on Asset Price Bubbles (2012)
A. G. Malliaris
This chapter examines whether or not monetary policy should respond to asset price bubbles. More specifically, it asks how central ...
Download
Article
Episodic Nonlinearity in Leading Global Currencies
Open Economies Review (2012)
Anastasios G Malliaris, Apostolos Serletis, Melvin J Hinich and Periklis Gogas
We perform non-linearity tests using daily data for leading currencies that include the Australian dollar, British pound, Brazilian real, Canadian ...
Download
Article
Causes of the Financial Crisis and the Great Recession: The ...
The Journal of Economic Asymmetries (2011)
A. (Tassos) Malliaris and Marc D Hayford
This paper focuses on the role U.S. monetary policy may have played in creating the U.S. housing boom/bust cycle that caused the ...
Link
Article
Oil Prices and the Impact of the Financial Crisis of ...
Energy Economics (2011)
Anastasios G Malliaris and Ramaprasad Bhar
Oil prices increased dramatically during 2004–2006. Industry experts initially attributed these price increases to fundamental factors such as the rise ...
Download
Article
Transparent U.S. Monetary Policy: Theory and Tests
Applied Economics (2011)
Marc D Hayford and Anastasios G Malliaris
In 1994, the Federal Reserve System moved to a more transparent reporting of monetary policy. This article assesses the impact ...
Download
Article
Dividends, Momentum and Macroeconomic Variables as Determinants of the U ...
Review of Behavioral Finance (2011)
Anastasios G Malliaris and Ramaprasad Bhar
The equity premium of the S&P; 500 index is explained in this paper by several variables that can be grouped ...
Download
Article
Asset Prices and the Financial Crisis of 2007-2009: Overview of ...
Forum for Social Economics (2010)
Anastasios G Malliaris and Daniels Hayford
The financial crisis of 2007–09 has led to a rethinking of the role of monetary and financial regulatory policy. It ...
Download
Article
Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests
Computational Economics (2010)
Anastasios G Malliaris, Marco Corazza and Elisa Scalco
Comovements among asset prices have received a lot of attention for several reasons. For example, comovements are important in cross-hedging ...
Download
Article
Energy Sector Pricing and Macroeconomic Dynamics: Editorial Introduction of the ...
Energy Economics (2009)
Anastasios G Malliaris and C. Kyrtsou
Download
Article
Attributes of Effective Business Teachers
Academy of Educational Leadership Journal (2009)
Earl Simendinger, Bella Galperin, Daniel R. LeClair and A. (Tassos) G. Malliaris
AACSB International is an educational and accrediting institution, devoted to the promotion and improvement of higher education in business administration. ...
OpenURL
Article
Energy Sector Pricing: One the Role of Neglected Nonlinearity
Energy Economics (2009)
Anastasios G Malliaris, Catherine Kyrtsou and Apostolos Serletis
Modern economies have been subjected to a number of shocks during the past several years such as the burst of ...
Download
Article
Modeling Federal Funds Rates: A Comparison of Four Methodologies
Neural Computing and Applications (2009)
Anastasios G Malliaris and Mary Malliaris
Monthly Federal Fund interest rate values, set by the Federal Open Market Committee, have been the subject of much speculation ...
Download
Article
The Dollar, the Euro and the Role of Emerging Economies
International Journal of Indian Culture and Business Management (2009)
Bala Batavia and Anastasios G Malliaris
Since the collapse of the Bretton Woods Global International System in 1971, the world economy has experienced significant currency volatility. ...
Download
Article
The Impact of Information Signals on Market Prices when Agents ...
Economic Modeling (2009)
C. Kyrtsou and Anastasios G Malliaris
Several methods have been developed for filtering seasonal influences and extreme returns in financial and economic time series. The theoretical ...
Download
Article
NAFTA: Past, Present and Future
The Journal of Economic Asymmetries (2008)
Anastasios G Malliaris, Alexander J Kondonassis and Chris Paraskevopoulos
The North American Free Trade Agreement (NAFTA) – an extension of the Free Trade Agreement (FTA) between Canada and USA ...
Download
Article
Investment Principles for Individual Retirement Accounts
Journal of Banking & Finance (2008)
Anastasios G Malliaris and Mary Malliaris
The phenomenal growth of individual retirement accounts in the US, and globally, challenges both individuals and their advisors to rationally ...
Download
Article
Revisiting U.S. Stock Market Returns: Individual Retirement Accounts
Advances in Investment Analysis and Portfolio Management (2007)
Anastasios G Malliaris
Numerous studies have estimated U.S. stock market returns measured by various indexes such as the S&P; 500 Index over certain ...
Download
Article
US Inflation and Commodity Prices: Analytical and Empirical Issues
Journal of Macroeconomics (2006)
Anastasios G Malliaris
This paper reviews both theoretical and empirical issues regarding inflation and evaluates the contribution of Kyrtsou and Labys. Analytically it ...
Download
Article
Speculative Non-Fundamental Components in Mature Stock Markets: Do They Exist ...
Advances in Quantitative Analysis of Finance and Accounting (2006)
A. (Tassos) G. Malliaris and Ramaprasad Bhar
Economists have long conjectured that movements in stock prices may involve speculative components, called bubbles. A bubble is defined as ...
Download
Article
Recent Monetary Policy in the U.S.: Risk Management of ...
The Journal of Economic Asymmetries (2005)
Anastasios G Malliaris and Marc D Hayford
Recently Chairman Greenspan (2003 and 2004) has discussed a risk management approach to the implementation of monetary policy. This paper ...
Download
Article
Asymmetrical Economic and Institutional Changes in the Western Balkans: Cooperation ...
European Research Studies (2005)
Anastasios G Malliaris, Alexander J Kondonassis and Chistos C Paraskevopoulos
The Western Balkans have historically been a poor area of Europe. The total population of the Western Balkans is 24.7 ...
Download
More