S
Zodix
Study
Academic Library
Search
Dashboard
Shelves
Open access
My library
Inbox
Notes
Write
Learn
Alerts
More
Ask your library
Notifications
Quick cite
Review
Search or jump to…
⌘K
Anastasios G. Malliaris · Study
Home
/
Author
Anastasios G. Malliaris
22 works
· latest 2023
· 2 institutions
cluster: provisional
ORCID 0000-0003-0568-5697
Follow
Suggest an ORCID correction
h-index
19
i10
22
Citations
2,291
Works here
22
84
87
89
90
91
92
95
97
98
99
04
06
09
13
20
23
Most cited in this library
Stochastic Optimal Control
1989 · 386 citations
Stochastic Methods in Economics and Finance.
1984 · 313 citations
The International Crash of October 1987: Causality Tests
1992 · 275 citations
Stochastic Methods in Economics and Finance.
1983 · 262 citations
Differential Equations, Stability and Chaos in Dynamic Economics
1990 · 212 citations
Works
22 shown
House Bubbles, global imbalances and monetary policy in the US
Journal of International Money and Finance
·
2023
·
2 authors
·
Open access
19
citations
TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE
Economic Inquiry
·
2020
·
2 authors
·
Open access
18
citations
Modeling U.S. Monetary Policy during the Global Financial Crisis and Lessons for COVID-19
Journal of Policy Modeling
·
2020
·
2 authors
·
Open access
72
citations
The World Scientific Handbook of Futures Markets
World Scientific handbook in financial economic series
·
2013
·
2 authors
·
book
·
Open access
32
citations
Attributes of Effective Business Teachers
Loyola eCommons (Loyola University of Chicago)
·
2009
·
4 authors
·
Open access
10
citations
US inflation and commodity prices: Analytical and empirical issues
Journal of Macroeconomics
·
2006
·
1 author
·
Open access
20
citations
Monetary Policy and the U.S. Stock Market
Economic Inquiry
·
2004
·
2 authors
53
citations
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule
European Journal of Operational Research
·
2004
·
2 authors
22
citations
Methodological issues in asset pricing: Random walk or chaotic dynamics
Journal of Banking & Finance
·
1999
·
2 authors
48
citations
Volume and price relationships: Hypotheses and testing for agricultural futures
Journal of Futures Markets
·
1998
·
2 authors
52
citations
Searching for fractal structure in agricultural futures markets
Journal of Futures Markets
·
1997
·
2 authors
86
citations
Chapter 1 Portfolio theory
Handbooks in operations research and management science
·
1995
·
2 authors
·
chapter
55
citations
The International Crash of October 1987: Causality Tests
Journal of Financial and Quantitative Analysis
·
1992
·
2 authors
275
citations
An empirical investigation among real, monetary and financial variables
Economics Letters
·
1991
·
2 authors
22
citations
The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures
Journal of Futures Markets
·
1991
·
2 authors
87
citations
Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies
Journal of Futures Markets
·
1991
·
2 authors
34
citations
Differential Equations, Stability and Chaos in Dynamic Economics
Canadian Journal of Economics/Revue canadienne d économique
·
1990
·
3 authors
212
citations
Stochastic Optimal Control
Palgrave Macmillan UK eBooks
·
1989
·
1 author
·
chapter
386
citations
Stochastic Optimal Control
The New Palgrave Dictionary of Economics
·
1987
·
1 author
·
other
182
citations
Stochastic Methods in Economics and Finance.
Journal of the American Statistical Association
·
1984
·
3 authors
·
other
313
citations
Itô’s Calculus in Financial Decision Making
SIAM Review
·
1983
·
1 author
31
citations
Stochastic Methods in Economics and Finance.
The Journal of Finance
·
1983
·
3 authors
262
citations