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Computational issues in the stochastic discount factor framework for equity risk premium
Bhar, Ramaprasad; Malliaris, Anastasios G. - In: Nonlinear economic dynamics and financial modelling : …, (pp. 235-249). 2014
Persistent link: https://www.econbiz.de/10011286583
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Asset price momentum and monetary policy : time-varying parameter estimation of Taylor Rules
Bhar, Ramaprasad; Malliaris, Anastasios G. - In: Applied economics 48 (2016) 55/57, pp. 5329-5339
Persistent link: https://www.econbiz.de/10011742064
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The impact of large-scale asset purchases on the S & P 500 index, long-term interest rates and unemployment
Bhar, Ramaprasad; Malliaris, Anastasios G.; Malliaris, … - In: Applied economics 47 (2015) 55/57, pp. 6010-6018
Persistent link: https://www.econbiz.de/10011380957
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Are there rational bubbles in the US stock market? : Overview and a new test
Bhar, Ramaprasad; Malliaris, Anastasios G. - 2001
Persistent link: https://www.econbiz.de/10001817960
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Oil prices and the impact of the financial crisis of 2007 - 2009
Bhar, Ramaprasad; Malliaris, Anastasios G. - In: Energy economics 33 (2011) 6, pp. 1049-1054
Persistent link: https://www.econbiz.de/10009510969
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Speculative nonfundamental components in mature stock markets : do they exist and are they related?
Bhar, Ramaprasad; Malliaris, Anastasios G. - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 217-246
Persistent link: https://www.econbiz.de/10003424674
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Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19
Bhar, Ramaprasad; Malliaris, Anastasios G. - In: Journal of policy modeling : JPMOD ; a social science … 43 (2021) 1, pp. 15-33
Persistent link: https://www.econbiz.de/10012821057
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What has driven the U.S. monthly oil production since 2009? : empirical results from two modeling approaches
Bhar, Ramaprasad; Malliaris, Anastasios G.; Malliaris, … - In: Journal of risk and financial management : JRFM 14 (2021) 2/81, pp. 1-11
From the early 1970s to the Global Financial Crisis of 2007-09, U.S. crude oil production followed a declining trend. After the Global Financial Crisis, U.S. crude oil production increased rapidly. This paper addresses the important question "what economic factors have driven U.S. crude oil...
Persistent link: https://www.econbiz.de/10012484173
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Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes
Malliaris, Anastasios G.; Bhar, Ramaprasad - In: Review of Behavioral Finance 3 (2011) September, pp. 27-53
The equity premium of the S&P 500 index is explained in this paper by several variables that can be grouped into fundamental, behavioral, and macroeconomic factors. We hypothesize that the statistical significance of these variables changes across economic regimes. The three regimes we consider...
Persistent link: https://www.econbiz.de/10010561775
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What has driven the U.S. monthly oil production since 2009? Empirical results from two modeling approaches
Bhar, Ramaprasad; Malliaris, Anastasios G.; Malliaris, … - In: Journal of Risk and Financial Management 14 (2021) 2, pp. 1-11
From the early 1970s to the Global Financial Crisis of 2007-09, U.S. crude oil production followed a declining trend. After the Global Financial Crisis, U.S. crude oil production increased rapidly. This paper addresses the important question "what economic factors have driven U.S. crude oil...
Persistent link: https://www.econbiz.de/10012611638