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Interest rates and inflation : A continuous time stochastic approach

Malliaris, A. G.; Mullady, Walter Sr.; Malliaris, M. E. - In: Economics Letters 37 (1991) 4, pp. 351-356

Persistent link: https://www.econbiz.de/10005288025

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

How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule

Hayford, M. D.; Malliaris, A. G. - In: European Journal of Operational Research 163 (2005) 1, pp. 20-29

Persistent link: https://www.econbiz.de/10005283313

Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975

Malliaris, A. G. - In: International Review of Financial Analysis 1 (1992) 1, pp. 77-93

Persistent link: https://www.econbiz.de/10005229089

Monetary Policy and the U.S. Stock Market

Hayford, Marc D.; Malliaris, A. G. - In: Economic Inquiry 42 (2004) 3, pp. 387-401

What is the influence of stock market valuations on monetary policy? We use a forward-looking Taylor rule model to examine if monetary policy since the 19 October 1987 stock market crash has been influenced by the valuation of the stock market. We estimate the model using revised and real-time...

Persistent link: https://www.econbiz.de/10005568069

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

Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies

Malliaris, A. G.; Urrutia, Jorge - In: Journal of Futures Markets 11 (1991) 1, pp. 55-68

Persistent link: https://www.econbiz.de/10011197578

Are oil, gold and the euro inter-related? Time series and neural network analysis

Malliaris, A. G.; Malliaris, Mary - In: Review of quantitative finance and accounting 40 (2012) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10010062575