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Economic determinants of trading volume in futures markets

Malliaris, A. G.; Urrutia, Jorge L. - In: Economics Letters 35 (1991) 3, pp. 301-305

Persistent link: https://www.econbiz.de/10005297139

How big is the random walks in macroeconomic time series : Variance ratio tests

Malliaris, A. G.; Urrutia, Jorge L. - In: Economics Letters 34 (1990) 2, pp. 113-116

Persistent link: https://www.econbiz.de/10005287976

The International Crash of October 1987: Causality Tests

Malliaris, A. G.; Urrutia, Jorge L. - In: Journal of Financial and Quantitative Analysis 27 (1992) 03, pp. 353-364

The paper analyzes lead-lag relationships for six major stock market indexes: New York S&P 500, Tokyo Nikkei, London FT–30, Hong Kong Hang Seng, Singapore Straits Times, and Australia All Ordinaries, for time periods before, during, and after the October 1987 market crash. Unidirectional and...

Persistent link: https://www.econbiz.de/10005609819

The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures

Malliaris, A. G.; Urrutia, Jorge L. - In: Journal of Futures Markets 11 (1991) 3, pp. 271-289

Persistent link: https://www.econbiz.de/10011197075

Volume and price relationships: Hypotheses and testing for agricultural futures

Malliaris, A. G.; Urrutia, Jorge L. - In: Journal of Futures Markets 18 (1998) 1, pp. 53-72

Persistent link: https://www.econbiz.de/10011197145

Linkages between agricultural commodity futures contracts

Malliaris, A. G.; Urrutia, Jorge L. - In: Journal of Futures Markets 16 (1996) 5, pp. 595-609

Persistent link: https://www.econbiz.de/10011197299

Aspects of economic and social policies in integrated economies

Malliaris, A. G. - In: International journal of social economics 9 (1982) 6/7, pp. 105-124

Persistent link: https://www.econbiz.de/10002421885

A dynamic general equilibrium model with investment

Malliaris, A. G. - In: Rivista internazionale di scienze economiche e … 22 (1975) 2, pp. 130-142

Persistent link: https://www.econbiz.de/10002421895

Economic stabilization, social issues and the role of government

Malliaris, A. G. - In: Review of social economy : publication of the … 42 (1984) 2, pp. 117-129

Persistent link: https://www.econbiz.de/10002421904

Generalized deflationary and inflationary gaps

Malliaris, A. G. - In: Rivista internazionale di scienze economiche e … 24 (1977) 10/11, pp. 831-843

Persistent link: https://www.econbiz.de/10002421911