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Mary E. Malliaris

Personal Details

First Name:Mary
Middle Name:E.
Last Name:Malliaris
Suffix:
RePEc Short-ID:pma2030
[This author has chosen not to make the email address public]

Affiliation

Quinlan School of Business
Loyola University

Chicago, Illinois (United States)
http://www.luc.edu/quinlan/
RePEc:edi:qsloyus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Malliaris, A.G. & Malliaris, Mary, 2011. "Are foreign currency markets interdependent? evidence from data mining technologies," MPRA Paper 35261, University Library of Munich, Germany.
  2. Malliaris, A.G. & Malliaris, Mary, 2011. "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper 35266, University Library of Munich, Germany.

Articles

  1. Anastasios G. Malliaris & Mary Malliaris & Mark S. Rzepczynski, 2024. "One Man’s Bubble Is Another Man’s Rational Behavior: Comparing Alternative Macroeconomic Hypotheses for the US Housing Market," JRFM, MDPI, vol. 17(8), pages 1-21, August.
  2. Malliaris, Anastasios G. & Malliaris, Mary E., 2023. "Where is the Euro Area headed? Restoration of price stability," Journal of Policy Modeling, Elsevier, vol. 45(4), pages 848-863.
  3. Pettis Kent & Abhishek Sharma & Mary Malliaris & Nenad Jukic & Arup Varma, 2023. "Perceived differences in confidence and ability of females: the role of human resources," International Studies of Management & Organization, Taylor & Francis Journals, vol. 53(2), pages 104-123, April.
  4. Ramaprasad Bhar & Anastasios G. Malliaris & Mary Malliaris, 2021. "What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches," JRFM, MDPI, vol. 14(2), pages 1-11, February.
  5. Anastasios G. Malliaris & Mary Malliaris, 2021. "What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020?," JRFM, MDPI, vol. 14(8), pages 1-13, August.
  6. Anastasios Malliaris & Mary E. Malliaris, 2020. "The global price of oil, QE and the US high yield rate," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(7), pages 1849-1860, April.
  7. Malliaris, Anastasios G. & Malliaris, Mary, 2020. "The impact of the twin financial crises," Journal of Policy Modeling, Elsevier, vol. 42(4), pages 878-892.
  8. Malliaris, A.G. & Malliaris, Mary, 2015. "What drives gold returns? A decision tree analysis," Finance Research Letters, Elsevier, vol. 13(C), pages 45-53.
  9. Ramaprasad Bhar & A.G. Malliaris & Mary Malliaris, 2015. "Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 7(2), pages 135-156, December.
  10. Ramaprasad Bhar & Malliaris & Mary Malliaris, 2015. "The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment," Applied Economics, Taylor & Francis Journals, vol. 47(55), pages 6010-6018, November.
  11. A. Malliaris & Mary Malliaris, 2014. "N-tuple S&P patterns across decades, 1950–2011," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(2), pages 339-353, June.
  12. A. Malliaris & Mary Malliaris, 2013. "Are oil, gold and the euro inter-related? Time series and neural network analysis," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 1-14, January.
  13. Malliaris, M.E., 2012. "Comparison Of Currency Movement Before And After October 2008," The Journal of Economic Asymmetries, Elsevier, vol. 9(2), pages 45-57.
  14. Malliaris, A. G. & Mlliaris, Mary, 2012. "Are foreign currency markets interdependent? Evidence from data mining technologies / ¿Son interdependientes los mercados de divisas? Evidencia de tecnologías de minería de datos," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 2(1), pages 31-47, enero-jun.
  15. Malliaris, A.G. & Malliaris, Mary E., 2008. "Investment principles for individual retirement accounts," Journal of Banking & Finance, Elsevier, vol. 32(3), pages 393-404, March.
  16. M. E. Malliaris & S. G. Malliaris, 2008. "Forecasting inter-related energy product prices," The European Journal of Finance, Taylor & Francis Journals, vol. 14(6), pages 453-468.
  17. Malliaris, A G & Malliaris, Mary E, 1995. "Decomposition of Inflation and Its Volatility: A Stochastic Approach," Review of Quantitative Finance and Accounting, Springer, vol. 5(1), pages 93-103, March.
  18. Malliaris, A. G. & Mullady, Walter Sr. & Malliaris, M. E., 1991. "Interest rates and inflation : A continuous time stochastic approach," Economics Letters, Elsevier, vol. 37(4), pages 351-356, December.

Chapters

  1. A. G. Malliaris & Mary Malliaris, 2018. "Directional Returns for Gold and Silver: A Cluster Analysis Approach," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 3-16, Springer.
  2. Nenad Jukic & Boris Jukic & Mary Malliaris, 2008. "Online Analytical Processing (OLAP) for Decision Support," International Handbooks on Information Systems, in: Handbook on Decision Support Systems 1, chapter 13, pages 259-276, Springer.
  3. A. G. Malliaris & Walter F. Mullady & M. E. Malliaris, 2005. "Interest rates and inflation: A continuous time stochastic approach," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 4, pages 23-28, World Scientific Publishing Co. Pte. Ltd..
  4. A. G. Malliaris & Mary E. Malliaris, 2005. "Decomposition of Inflation and its Volatility: A Stochastic Approach," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 5, pages 29-39, World Scientific Publishing Co. Pte. Ltd..

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Malliaris, A.G. & Malliaris, Mary, 2011. "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper 35266, University Library of Munich, Germany.

    Cited by:

    1. Syed Jawad Hussain Shahzad & Elie Bouri & Naveed Raza & David Roubaud, 2019. "Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 52(3), pages 901-921, April.
    2. Reboredo, Juan C., 2013. "Is gold a safe haven or a hedge for the US dollar? Implications for risk management," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2665-2676.
    3. Omura, Akihiro & Todorova, Neda & Li, Bin & Chung, Richard, 2016. "Steel scrap and equity market in Japan," Resources Policy, Elsevier, vol. 47(C), pages 115-124.
    4. Shahani, Rakesh & Paliwal, Riya, 2020. "An empirical analysis of the Co-movement of Crude, Gold, Rupee-Dollar Exchange rate and Nifty 50 Stock Index during Sub-prime and Coronavirus crisis periods," MPRA Paper 103568, University Library of Munich, Germany.
    5. George Filis & Ioannis Chatziantoniou, 2014. "Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries," Review of Quantitative Finance and Accounting, Springer, vol. 42(4), pages 709-729, May.
    6. Ibrahim, Zil Farlilah & Masih, Mansur, 2017. "Is gold a better choice as reserve currency for smaller market economies?," MPRA Paper 105474, University Library of Munich, Germany.
    7. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Oil Shocks and Volatility Jumps," Working Papers 201825, University of Pretoria, Department of Economics.
    8. Shamima Ahmed & Muneer Alshater & Anis El Ammari & Helmi Hammami, 2022. "Artificial intelligence and machine learning in finance: A bibliometric review," Post-Print hal-03697290, HAL.
    9. Abid, Fathi & Kaffel, Bilel, 2018. "Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1028-1045.
    10. Reboredo, Juan C. & Rivera-Castro, Miguel A., 2014. "Gold and exchange rates: Downside risk and hedging at different investment horizons," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 267-279.
    11. Wang, Xinya & Lucey, Brian & Huang, Shupei, 2022. "Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling," Journal of Commodity Markets, Elsevier, vol. 27(C).
    12. Fathi Abid & Bilel Kaffel, 2018. "The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 561-590, February.
    13. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar, 2016. "Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach," Working Papers 201626, University of Pretoria, Department of Economics.
    14. Amine Ben Amar & Jean‐Étienne Carlotti, 2021. "Who drives the dance? Further insights from a time‐frequency wavelet analysis of the interrelationship between stock markets and uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1623-1636, January.
    15. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Paper Series 166, WU Vienna University of Economics and Business.
    16. Jin-Ray Lu & Chih-Ming Chan, 2014. "Optimal portfolio choice of gold assets in the differential market and differential game structures," Review of Quantitative Finance and Accounting, Springer, vol. 42(2), pages 309-325, February.
    17. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Dynamic spillovers of oil price shocks and economic policy uncertainty," Energy Economics, Elsevier, vol. 44(C), pages 433-447.
    18. Junhuan Zhang & Peter McBurney & Katarzyna Musial, 2018. "Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 301-352, January.
    19. Ana Lazcano & Pedro Javier Herrera & Manuel Monge, 2023. "A Combined Model Based on Recurrent Neural Networks and Graph Convolutional Networks for Financial Time Series Forecasting," Mathematics, MDPI, vol. 11(1), pages 1-21, January.
    20. O'Connor, Fergal A. & Lucey, Brian M. & Batten, Jonathan A. & Baur, Dirk G., 2015. "The financial economics of gold — A survey," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 186-205.
    21. Abdulrazak Nur Mohamed & Idiris Sid Ali Mohamed, 2023. "Precious Metals and Oil Price Dynamics," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 119-128, November.
    22. Joscha Beckmann & Robert Czudaj, 2013. "Oil and gold price dynamics in a multivariate cointegration framework," International Economics and Economic Policy, Springer, vol. 10(3), pages 453-468, September.
    23. Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul, 2023. "Gold and tail risks," Resources Policy, Elsevier, vol. 80(C).
    24. Malliaris, A.G. & Malliaris, Mary, 2015. "What drives gold returns? A decision tree analysis," Finance Research Letters, Elsevier, vol. 13(C), pages 45-53.
    25. Thomas Conlon & Brian M. Lucey & Gazi Salah Uddin, 2018. "Is gold a hedge against inflation? A wavelet time-scale perspective," Review of Quantitative Finance and Accounting, Springer, vol. 51(2), pages 317-345, August.
    26. Shang, Jin & Hamori, Shigeyuki, 2024. "Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU," Energy Economics, Elsevier, vol. 132(C).

Articles

  1. Ramaprasad Bhar & Anastasios G. Malliaris & Mary Malliaris, 2021. "What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches," JRFM, MDPI, vol. 14(2), pages 1-11, February.

    Cited by:

    1. Anastasios G. Malliaris & Mary Malliaris, 2021. "What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020?," JRFM, MDPI, vol. 14(8), pages 1-13, August.

  2. Anastasios G. Malliaris & Mary Malliaris, 2021. "What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020?," JRFM, MDPI, vol. 14(8), pages 1-13, August.

    Cited by:

    1. An Cheng & Tonghui Chen & Guogang Jiang & Xinru Han, 2021. "Can Major Public Health Emergencies Affect Changes in International Oil Prices?," IJERPH, MDPI, vol. 18(24), pages 1-13, December.

  3. Anastasios Malliaris & Mary E. Malliaris, 2020. "The global price of oil, QE and the US high yield rate," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(7), pages 1849-1860, April.

    Cited by:

    1. Anastasios G. Malliaris & Mary Malliaris, 2021. "What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020?," JRFM, MDPI, vol. 14(8), pages 1-13, August.
    2. Ramaprasad Bhar & Anastasios G. Malliaris & Mary Malliaris, 2021. "What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches," JRFM, MDPI, vol. 14(2), pages 1-11, February.
    3. Popkova, Elena G. & Bogoviz, Aleksei V. & Lobova, Svetlana V. & DeLo, Piper & Alekseev, Alexander N. & Sergi, Bruno S., 2023. "Environmentally sustainable policies in the petroleum sector through the lens of industry 4.0. Russians Lukoil and Gazprom: The COVID-19 crisis of 2020 vs sanctions crisis of 2022," Resources Policy, Elsevier, vol. 84(C).

  4. Malliaris, Anastasios G. & Malliaris, Mary, 2020. "The impact of the twin financial crises," Journal of Policy Modeling, Elsevier, vol. 42(4), pages 878-892.

    Cited by:

    1. Morelli, Pierluigi & Seghezza, Elena, 2021. "Why was the ECB’s reaction to Covid-19 crisis faster than after the 2008 financial crash?," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 1-14.
    2. Foglia, Matteo & Addi, Abdelhamid & Angelini, Eliana, 2022. "The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness," Global Finance Journal, Elsevier, vol. 51(C).
    3. Malliaris, Anastasios G. & Malliaris, Mary E., 2023. "Where is the Euro Area headed? Restoration of price stability," Journal of Policy Modeling, Elsevier, vol. 45(4), pages 848-863.

  5. Malliaris, A.G. & Malliaris, Mary, 2015. "What drives gold returns? A decision tree analysis," Finance Research Letters, Elsevier, vol. 13(C), pages 45-53.

    Cited by:

    1. Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2017. "Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication," Chemnitz Economic Papers 012, Department of Economics, Chemnitz University of Technology, revised Jul 2017.
    2. Dichtl, Hubert, 2020. "Forecasting excess returns of the gold market: Can we learn from stock market predictions?," Journal of Commodity Markets, Elsevier, vol. 19(C).
    3. Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016. "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print hal-02965765, HAL.
    4. Atasoy, Özgün & Trudel, Remi & Noseworthy, Theodore J. & Kaufmann, Patrick J., 2022. "Tangibility bias in investment risk judgments," Organizational Behavior and Human Decision Processes, Elsevier, vol. 171(C).
    5. Harris, Richard D.F. & Shen, Jian, 2017. "The intrinsic value of gold: An exchange rate-free price index," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 203-217.
    6. Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022. "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers 202201, University of Pretoria, Department of Economics.
    7. Wu, Wei & Tang, Xiaoping & Lv, Jiake & Yang, Chao & Liu, Hongbin, 2021. "Potential of Bayesian additive regression trees for predicting daily global and diffuse solar radiation in arid and humid areas," Renewable Energy, Elsevier, vol. 177(C), pages 148-163.
    8. Thi-Hong-Van Hoang & Zhenzhen Zhu & Abdelbari El Khamlichi & Wing-Keung Wong, 2019. "Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis," Post-Print hal-02179795, HAL.
    9. Luo, Xingguo & Qin, Shihua & Ye, Zinan, 2016. "The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market," Finance Research Letters, Elsevier, vol. 19(C), pages 105-111.
    10. Shahzad, Syed Jawad Hussain & Rahman, Md Lutfur & Lucey, Brian M. & Uddin, Gazi Salah, 2021. "Re-examining the real option characteristics of gold for gold mining companies," Resources Policy, Elsevier, vol. 70(C).
    11. Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions With Boosted Regression Trees," Working Papers 2015-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    12. Rigamonti, Alessandro Paolo & Greco, Giulio & Capocchi, Alessandro, 2024. "Futures, provisional sales, and earnings management in the global gold mining industry," Finance Research Letters, Elsevier, vol. 59(C).
    13. Naeem, Muhammad Abubakr & Qureshi, Fiza & Arif, Muhammad & Balli, Faruk, 2021. "Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions," Resources Policy, Elsevier, vol. 72(C).
    14. Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2016. "Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 27-38.
    15. Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions in Germany With Boosted Regression Trees," Macroeconomics and Finance Series 201505, University of Hamburg, Department of Socioeconomics.
    16. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou, 2021. "Gold Against the Machine," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 5-28, January.
    17. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022. "Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification," Energy Economics, Elsevier, vol. 108(C).
    18. Huang, Xiaoyong & Jia, Fei & Xu, Xiangyun & Yu shi,, 2019. "The threshold effect of market sentiment and inflation expectations on gold price," Resources Policy, Elsevier, vol. 62(C), pages 77-83.
    19. Drachal, Krzysztof, 2019. "Forecasting prices of selected metals with Bayesian data-rich models," Resources Policy, Elsevier, vol. 64(C).
    20. Thi-Hong-Van Hoang & Wing-Keung Wong & Zhenzhen Zhu, 2015. "Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange," Post-Print hal-02010732, HAL.
    21. Plakandaras, Vasilios & Ji, Qiang, 2022. "Intrinsic decompositions in gold forecasting," Journal of Commodity Markets, Elsevier, vol. 28(C).
    22. Charteris, Ailie & Kallinterakis, Vasileios, 2021. "Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market," International Review of Financial Analysis, Elsevier, vol. 75(C).
    23. Ftiti, Zied & Fatnassi, Ibrahim & Tiwari, Aviral Kumar, 2016. "Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets," Finance Research Letters, Elsevier, vol. 17(C), pages 33-40.
    24. Christian Pierdzioch & Marian Risse, 2020. "Forecasting precious metal returns with multivariate random forests," Empirical Economics, Springer, vol. 58(3), pages 1167-1184, March.

  6. Ramaprasad Bhar & A.G. Malliaris & Mary Malliaris, 2015. "Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 7(2), pages 135-156, December.

    Cited by:

    1. Liu, Chang & Hu, Zhenhua & Li, Yan & Liu, Shaojun, 2017. "Forecasting copper prices by decision tree learning," Resources Policy, Elsevier, vol. 52(C), pages 427-434.
    2. Rhea Choudhary, 2022. "AnalysingthespillovereffectsoftheSouthAfricanReserveBanksbondpurchaseprogramme," Working Papers 11039, South African Reserve Bank.
    3. Rhea Choudhary, 2022. "Analysing the spillover effects of the South African Reserve Banks bond purchase programme," Working Papers 11025, South African Reserve Bank.

  7. Ramaprasad Bhar & Malliaris & Mary Malliaris, 2015. "The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment," Applied Economics, Taylor & Francis Journals, vol. 47(55), pages 6010-6018, November.

    Cited by:

    1. Anastasios G. Malliaris, 2018. "The Evolving Nature of Asset Price Bubbles, Financial Instability and Monetary Policy," Multinational Finance Journal, Multinational Finance Journal, vol. 22(1-2), pages 35-62, March - J.
    2. Sui, Jianli & Liu, Biying & Li, Zhigang & Zhang, Chengping, 2022. "Monetary and macroprudential policies, output, prices, and financial stability," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 212-233.
    3. Kai Zheng & Weidong Xu & Xili Zhang, 2023. "Multivariate Regime Switching Model Estimation and Asset Allocation," Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 165-196, January.
    4. Bhar, Ramaprasad & Malliaris, A.G., 2021. "Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 15-33.

  8. A. Malliaris & Mary Malliaris, 2013. "Are oil, gold and the euro inter-related? Time series and neural network analysis," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 1-14, January.
    See citations under working paper version above.
  9. Malliaris, M.E., 2012. "Comparison Of Currency Movement Before And After October 2008," The Journal of Economic Asymmetries, Elsevier, vol. 9(2), pages 45-57.

    Cited by:

    1. Serdar Neslihanoglu & Stelios Bekiros & John McColl & Duncan Lee, 2021. "Multivariate time-varying parameter modelling for stock markets," Empirical Economics, Springer, vol. 61(2), pages 947-972, August.

  10. Malliaris, A.G. & Malliaris, Mary E., 2008. "Investment principles for individual retirement accounts," Journal of Banking & Finance, Elsevier, vol. 32(3), pages 393-404, March.

    Cited by:

    1. Malliaris, Steven & Malliaris, A.G., 2021. "Delegated asset management and performance when some investors are unsophisticated," Journal of Banking & Finance, Elsevier, vol. 133(C).
    2. Dirk Ulbricht, 2014. "John Doe's Old-Age Provision: Dollar Cost Averaging and Time Diversification," Discussion Papers of DIW Berlin 1376, DIW Berlin, German Institute for Economic Research.
    3. Angelidis, Timotheos & Tessaromatis, Nikolaos, 2010. "The efficiency of Greek public pension fund portfolios," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2158-2167, September.
    4. Dirk Ulbricht, 2013. "Stock Investments for Old-Age: Less Return, More Risk, and Unexpected Timing," Discussion Papers of DIW Berlin 1324, DIW Berlin, German Institute for Economic Research.
    5. Malliaris, Steven & Malliaris, A.G., 2022. "Reprint of: Delegated asset management and performance when some investors are unsophisticated," Journal of Banking & Finance, Elsevier, vol. 140(C).

  11. M. E. Malliaris & S. G. Malliaris, 2008. "Forecasting inter-related energy product prices," The European Journal of Finance, Taylor & Francis Journals, vol. 14(6), pages 453-468.

    Cited by:

    1. Pala, Zeydin, 2023. "Comparative study on monthly natural gas vehicle fuel consumption and industrial consumption using multi-hybrid forecast models," Energy, Elsevier, vol. 263(PC).
    2. Li, Jinchao & Wu, Qianqian & Tian, Yu & Fan, Liguo, 2021. "Monthly Henry Hub natural gas spot prices forecasting using variational mode decomposition and deep belief network," Energy, Elsevier, vol. 227(C).
    3. Emmanouil Sofianos & Emmanouil Zaganidis & Theophilos Papadimitriou & Periklis Gogas, 2024. "Forecasting East and West Coast Gasoline Prices with Tree-Based Machine Learning Algorithms," Energies, MDPI, vol. 17(6), pages 1-14, March.
    4. Moting Su & Zongyi Zhang & Ye Zhu & Donglan Zha, 2019. "Data-Driven Natural Gas Spot Price Forecasting with Least Squares Regression Boosting Algorithm," Energies, MDPI, vol. 12(6), pages 1-13, March.

  12. Malliaris, A. G. & Mullady, Walter Sr. & Malliaris, M. E., 1991. "Interest rates and inflation : A continuous time stochastic approach," Economics Letters, Elsevier, vol. 37(4), pages 351-356, December.

    Cited by:

    1. Hakan Berument & Zubeyir Kilinc & Umit Ozlale, 2005. "The Missing Link Between Inflation Uncertainty And Interest Rates," Scottish Journal of Political Economy, Scottish Economic Society, vol. 52(2), pages 222-241, May.

Chapters

  1. A. G. Malliaris & Walter F. Mullady & M. E. Malliaris, 2005. "Interest rates and inflation: A continuous time stochastic approach," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 4, pages 23-28, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (1) 2011-12-19
  2. NEP-CWA: Central and Western Asia (1) 2011-12-19
  3. NEP-ENE: Energy Economics (1) 2011-12-19

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