REFEREED PUBLICATIONS |
"Revisiting U.S. Stock Market Returns: Individual Retirement Accounts," Advances in Investment Analysis and Portfolio Management, 2007
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"Speculative Non-Fundamental Components in Mature Stock Markets: Do They Exist and Are They Related? ," Advances in Quantitative Analysis of Finance and Accounting, Volume 3, pp. 217-246 2006 , Co-Authors: R. Bhar
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"U.S. Inflation and Commodity Prices: Analytical and Empirical Issues," Journal of Macroeconomics, Volume 28, pp. 267-271 2006
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"Asymmetrical Economic and Institutional Changes in the Western Balkans: Cooperation with the European Union," European Research Studies, Volume 8 2005 , Co-Authors: Alex Kondonassis, Chris Paraskevopoulos
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"Recent Monetary Policy in the U.S.: Risk Management of Asset Bubbles," The Journal of Economic Asymmetries, Volume 2, pp. 25-39 2005 , Co-Authors: Marc Hayford
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"How Did the Fed React to the 1990s Stock Market Bubble? Evidence from an Extended Taylor Rule," European Journal of Operational Research, Volume 163, pp 20-29 2005 , Co-Authors: Marc Hayford
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"Monetary Policy and the U.S. Stock Market," Economic Inquiry, Volume 42, pp. 387-401 2004 , Co-Authors: Marc Hayford
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"Multi-Fractality in Foreign Currency Markets," Multinational Finance Journal, Volume 6, pp. 65-98 2002 , Co-Authors: Marco Corazza
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"Global Monetary Instability: The Role of the IMF, the EU and NAFTA," The North American Journal of Economics and Finance, Volume 13, pp. 72-92 2002
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"Strengthening the Global Financial Stability: Lessons From The European Monetary Union," European Research Studies, Volume 3, pp.11-28 2000 , Co-Authors: Alex Kondonassis
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"Swings of the Pendulum: A Review of the Theory and Practice in Development Economics," The American Economist, Volume 44, pp. 17-23 2000 , Co-Authors: Alex Kondonassis and T.O. Okediji
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"International Diversification and Market Efficiency: Empirical Evidence From Two Global Shocks," International Journal of Finance, Volume 12 2000 , Co-Authors: Jorge Urrutia
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"Methodological Issues in Asset Pricing: Random Walk or Chaotic Dynamics," Journal of Banking and Finance, Volume 23, pp. 1605-1635 1999 , Co-Authors: Jerome Stein
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"Volume and Volatility in Foreign Currency Futures Markets," Review of Quantitative Finance and Accounting, Volume 10, pp. 285-302 1998 , Co-Authors: Ramaprasad Bhar
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"Volume and Price Relationships: Hypotheses and Testing for Agricultural Futures," The Journal of Futures Markets, Volume 18, pp.53-72 1998 , Co-Authors: J. Urrutia
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"Searching for Fractal Structure in Agricultural Futures Markets," The Journal of Futures Markets, Volume 17, pp. 433-474 1997 , Co-Authors: Marco Corazza and Carla Nardelli
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PAPERS PRESENTED AT PROFESSIONAL MEETINGS |
"Global Financial Instability and the Role of the Euro, the Renminbi and the Dollar," Annual Conference of the Association for Global Business, Newport Beach, California, November 16-19 2006
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"Volatility Dynamics of NYMEX Natural Gas Futures Prices: Discussion," Illinois Economics Association Thirty-Six Annual Meeting, Chicago, Illinois, October 20-21 2006
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"Professor Personality Issues in Teaching Effectiveness," AACSB International Teaching Effectiveness Seminar, Tampa, Florida, October 12-14 2006
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"From Course Design to Course Delivery," AACSB International Teaching Effectiveness Seminar, Tampa, Florida, October 12-14 2006
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"The Recent AACSB Initiative for Teaching Effectiveness," AACSB Mid-Continent East Annual Meeting, Chicago, Illinois, October 1-3 2006
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"Course Delivery," AACSB International Teaching Effectiveness Seminar, Tampa, Florida, July 20-21 2006
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"Professor Issues," AACSB International Teaching Effectiveness Seminar, Tampa, Florida, July 20-21 2006
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"Student Issues," AACSB International Teaching Effectiveness Seminar, Tampa, Florida, July 20-21 2006
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"The Risk Management Approach to Monetary Policy," International Summer School on Risk Measurement and Control, Universita di Rome �La Sapienza�, Rome, Italy, June 20-28 2006 , Co-presenting: Marc Hayford
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"Risk and Return of IndividualRetirement Accounts," International Summer School on Risk Measurement and Control, Universita di Rome �La Sapienza�, Rome, Italy, June 20-28 2006 , Co-presenting: Mary Malliaris
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"A Taylor Rule with Monthly Data," The Joint University of Waterloo and the Eighth Biennial Athenian Policy Forum Conference, Waterloo, Canada, June 15-17 2006 , Co-presenting: Mary Malliaris
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"Competition Among Global Currencies," The Joint University of Waterloo and the Eighth Biennial Athenian Policy Forum Conference, Waterloo, Canada, June 15-17 2006 , Co-presenting: Alex Kondonassis and Chris Paraskevopoulos
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"Monetary Policy and Stock Market Volatility," The Joint University of Waterloo and the Eighth Biennial Athenian Policy Forum Conference, Waterloo, Canada, June 15-17 2006 , Co-presenting: Marc Hayford
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"Agricultural Development, Industrialization and Economic Integration in Less Developed Countries: Lessons of Experience," The Joint University of Waterloo and the Eighth Biennial Athenian Policy Forum Conference, Waterloo, Canada, June 15-17 2006 , Co-presenting: Alex Kondonassis and Chris Paraskevopoulos
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"Non-linear Modeling of Bivariate Comovements of Asset Prices: Methodology and Applications," 4tth INFINITI Conference on International Finance at the Institute for International Integration Studies, The University of Dublin, Dublin, Ireland, June 12-13 2006 , Co-presenting: Marco Corazza and Elisa Scalco
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"Financial Aspects of Globalization," Dinner Speaker, The Global Awareness Society International Annual Meetings, Chicago Illinois, May 25-27 2006
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"Keeping Our Call Alive," Annual EVOKE Summer Institute Speaker, Loyola University Chicago, May 17 2006
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"Futures Markets as Instruments of Risk Management," Department of Economics, Lawrence University, Appleton Wisconsin, April 18 2006
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"Interpersonal Factors Affecting Teaching and Learning," AACSB International Teaching Effectiveness Seminar, Tampa, Florida, March 23-24 2006
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"How to Integrate Research into the Classroom," AACSB International Teaching Effectiveness Seminar, Tampa, Florida, March 23-24 2006
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"Global Financial Stability," Globalization and Economic Asymmetries Conference, Boston, Mass, January 5 2006 , Co-presenting: Alex Kondonassis and Chris Paraskevopoulos
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"NAFTA: Future Challenges," Globalization and Economic Asymmetries Conference, Boston, Mass, January 5 2006 , Co-presenting: Alex Kondonassis and Chris Paraskevopoulos
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"Interpersonal Factors Affecting Teaching Effectiveness," AACSB International Teaching Effectiveness Seminar, Tampa, Florida, March 23-24 2006
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"The Global Monetary System: Its Weaknesses and the Role of IMF, EU and NAFTA," Association for Global Business Annual Conference, Miami Beach, Florida, November 17-20 2005
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"NAFTA: Past, Present and Future," Asymmetries in Growth and Trade in the Americas, Universidad Nacional Autonoma de Mexico, April 21-22 2005 , Co-presenting: Alex Kondonassis, Chris Paraskevopoulos
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"When Bubbles Burst," Pireaus Unversity Executive MBA Lecture, Chicago, Illinois, December 12 2005
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"Greenhouse Gas Markets: Comments," Illinois Economics Association Thirty-Fifth Annual Meeting, Chicago, Illinois, October 21-22 2005
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"Expanding NAFTA: Lessons from EU," Allied Social Science Association Meetings, Philadelphia, Pennsylvania, January 7-9 2005 , Co-presenting: Alex Kondonassis, Chris Paraskevopoulos
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"NAFTA and Beyond: A Re-Examination," The Athenian Policy Forum/Temple University Conference on Reassessing the Case for Free Trade, Philadelfia, Pennsylvania, January 5-6 2005 , Co-presenting: Alex Kondonassis, Chris Paraskevopoulos
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"Monetary Policy in the Presence of an Asset Bubble: Lessons from the U.S. in the 1920s and Japan in the 1990s," Illinois Economics Association Thirty-Fourth Annual Meeting, Chicago, Illinois, October 15-16 2004 , Co-presenting: Marc Hayford
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"Asymmetrical Economic and Institutional Changes in the Western Balkans: Cooperation with the EU," Seventh Biennial Conference of the Athenian Policy Forum, the Deutsche Bank, Frankfurt, Germany, July 28-31 2004 , Co-presenting: Alex Kondonassis and Chris Paraskevopoulos
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"Rethinking Monetary Stabilization in the Presence of an Asset Bubble: Should the Response be Symmetric or Asymmetric," Seventh Biennial Conference of the Athenian Policy Forum, the Deutsche Bank, Frankfurt, Germany, July 28-31 2004 , Co-presenting: Marc Hayford
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"Monetary Policy and Stock Market Bubbles: Normative vs Positive Issues," Econonics Seminar at DePaul University, February 10, 2003 , Co-presenting: Marc Hayford
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"Time-Varying Risk Premia in Spot, Futures Prices and the Basis," E-Business: Economic Impact and Policy implications Workshop, Berlin, Germany, June 11-14 2003 , Co-presenting: A. Antoniou and R. Priestley
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"Deflation," University of Piraeus Executive MBA Invited Lecture, Piraeus, Greece, July 7 2003
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"Exchange for Physicals in Commodity Futures Markets: A Discussion," Illinois Economics Association Thirty-Third Annual Meeting, Chicago, Illinois, October 17-18 2003
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"An Overview of the U.S. Economy: Real and Financial Dimensions," international Visitors Program of the U.S. State Department, October 21 2003
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"Economic Asymmetries in the EU and NAFTA," North American Economics and Finance Association, Washington DC, January 3-5 2003 , Co-presenting: Alex Kondonassis and Chris Paraskevopoulos
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"Global Financial Risks," University of Piraeus Executive MBA Invited Lecture, Piraeus, Greece, July 8 2003
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"Anna J. Schwartz: Her Contributions to Monetary Economics," Celebration of Honorary Degree from Loyola University Chicago, May 9 2003
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"Is the Fed Stock Market Bubble-Neutral? Further Evidence," Meeting of the Euro Working Group of Financial Modelling, Capri, Italy, 2002 , Co-presenting: Marc Hayford
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"Economic Asymmetries in Western Balkans," American Economics and Finance Association Meetings, Atlanta, Georgia, January 4-6 2002 , Co-presenting: Alex Kondonassis and Chris Paraskevopoulos
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"Global Monetary Instability: The Role of the IMF, the EU and NAFTA," Presidential Address at the North American Economics and Finance Association Meetings, Atlanta, Georgia, January 4-6 2002
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"How Did the Fed React to the 1990�s Stock Market Bubble: Evidence From an Extended Taylor Rule," Illinois Economics Association Thirty-Second Annual Meeting, Chicago, Illinois, October 18-19 2002 , Co-presenting: Marc Hayford
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"Monetary Policy and the Stock Market," Sixth Biennial International Conference of the Athenian Policy Forum, Chicago, Illinois, August 16-17 2002 , Co-presenting: Marc Hayford
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"Global Banking and Financial Crises," Athens University of Economics and Business Invited Lecture, Athens, Greece, May 15 2002
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"The Balkans: Prospects for Development and the Cooperation with the European Union," International Conference on Current Issues in Transition Economies, Thessaloniki, Greece, December 7-9 2001 , Co-presenting: Alex Kondonassis and Chris Paraskevopoulos
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"Scenario Optimization Asset and Liability Modeling: Comments," Eighth Annual Conference of the Multinational Finance Society, Verona, Italy, June 23-27 2001
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"Market Efficiency in Foreign Currencies," Eighth Annual Conference of the Multinational Finance Society, Verona, Italy, June 23-27 2001 , Co-presenting: Marco Corazza
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"Evidence of Speculative Bubbles in the Korean Stock Market: Comments," Financial Management Association Conference, Lugano, Switzerland, June 27-30 2001
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"Asset Prices and Federal Reserve Behavior," Financial Management Association Conference, Lugano, Switzerland, June 27-30 2001 , Co-presenting: Marc Hayford
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"New Developments in Stochastic Finance," Banking and Finance Seminar, The Athens University of Economics and Business, Athens, Greece, May 30 2001
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"Global Monetary Instability: Lessons from the EU," Economics Seminar, The Athens University of Economics and Business, Athens, Greece, May 28 2001
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"Monetary Policy and Asset Prices," Macroeconomics Seminar, The Federal Reserve Bank of Chicago, May 3 2001 , Co-presenting: Marc Hayford
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"Monetary Policy and the Stock Market," Department of Economics Seminar, The Northern Illinois University, April 4 2001 , Co-presenting: Marc Hayford
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"Country Debt-Risk: A Stochastic Optimal Control Perspective: Comments," North American Economics and Finance Association Meetings, New Orleans, January 5-7 2001
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"Strengthening Global Financial Stability," North American Economics and Finance Association Meetings, New Orleans, January 5-7 2001 , Co-presenting: Alex Kondonassis
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"Prospects for Monetary Union in North America: Comments," North American Economics and Finance Association Meetings, Boston, January 2000
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"Lessons From the Asian Financial Crisis," North American Economics and Finance Association Meetings, Boston, January 2000 , Co-presenting: Alex Kondonassis
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"Global Monetary Instability and the Taxation of Capital Mobility," International Conference on Trade, Competitivess and Social Protection, Antwerpen, Belgium, December 2000
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"What Can the Global Monetary System Learn from the European Monetary System?," International Conference on the Global Economy, Athens University of Economics and Business, Athens, Greece, December 2000
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"Global Financial Instability," International Conference on the Global Economy, Athens University of Economics and Business, Athens, Greece, August 2000
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"Strengthening the Global Financial Stability," Conference on Global Dimensions in Banking and Currency Crises, Izmir, Turkey, August 2000
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"Key Lessons from Banking and Currency Crises: An Overview," Conference on Global Dimensions in Banking and Currency Crises, Izmir, Turkey, August 2000
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"Multifractality in Foreign Currency Markets," European Financial Management Association Meetings, Athens, Greece, June 2000 , Co-presenting: Marco Corazza
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"The Asian Financial Crisis and the Role of the International Monetary Fund," Economics Department of the University of Alexandria, Alexandria, March 2000
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"Why is the Asian Crisis Important? Lessons and Prospects for Reforming the Global Financial System," North American Economics and Finance Association Round Table on International Finance, Boston, January 2000 , Co-presenting: Alex Kondonassis
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"Export-Oriented Growth: Structural and Financial Asymmetries in Asia," North American Economics and Finance Association Meetings, New York, January 1999 , Co-presenting: Alex Kondonassis
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"Chaotic and Stochastic Methods in Economic Analysis," Department of Economics Lecture Series, Northern Illinois University, De Kalb, February 1999
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"Random Walks and Chaotic Dynamics in Asset Pricing," The University of Chicago Financial Mathematics Seminar, Chicago,, February 1999
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"Why is the Asian Financial Crisis Important?," The University of Oklahoma Omicron Delta Epsilon Honorary Society of Economics, Norman, Oklahoma, April 1999
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"Speculation and Bayesian Errors as Determinants of Asset Volatility," The University of Oklahoma Department of Economics Seminar Series, Norman, Oklahoma, April 1999
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"Financial and Economic Dimensions of the Asian Crisis," The Athenian Policy Forum Conference on Asymmetries in Financial Globalization, Chicago, May 1999
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"Continuous Time Finance," Institute for Advance Studies, Vienna, Austria, June 1999
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"Capital Asset Pricing and Futures Markets," Inaugural Lecture, Institute for Advance Studies, Vienna, Austria, June 1999
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"Lessons from the Asian Financial and Economic Crisis," Athens Summit 99, Athens, Greece, September 1999
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"Evaluating the Hedging Performance of GARCH Strategies: Comments," Southern Finance Association Meetings, Key West, FL, November 1999
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"An Analysis of the Asymmetric Response of Stock Prices to News," North American Economics and Finance Association Meetings, Chicago , January 1998 , Co-presenting: A. Antoniou
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"Economic Development and Economic Integration: Old and New Lessons," North American Economics and Finance Association Meetings, Chicago, January 1998 , Co-presenting: A.J Kondonassis
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"Risk Sensitive Asset Allocation: A Discussion," Midwest Finance Association Meetings, Chicago, March 1998
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"The Impact of Agricultural Policies of EU and NAFTA on World Trade," International Conference on Economic Integration, Toronto, May 1998 , Co-presenting: Bala Batavia and Nick Lash
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"Old and New Lessons in Economic Integration," International Conference on Economic Integration, Toronto, May 1998 , Co-presenting: A.J. Kondonassis
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"Interest Rate Derivatives," Department of Statistics, The University of Prague, The Czech Republic, June 1998
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"Foreign Currency Hedging and Speculation," Department of Statistics, The University of Prague, The Czech Republic, June 1998
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"Statistical Methods in Financial Volatility," Department of Statistics, The University of Prague, The Czech Republic, June 1998
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"Multifractality in Foreign Currency Markets," Asset and Liability Management Conference, The University of British Columbia, August 1998
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"The European Monetary Union in Transition," North American Economics and Finance Association Meetings, New Orleans, January 1997 , Co-presenting: A.J. Kondonassis
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"Financial Futures-A Global Innovation," North American Economics and Finance Association Meetings, New Orleans, LA, January 1997
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"Volume and Price Relationship: Hypothesis and Testing for Agricultural Futures," Midwest Finance Association Annual Meetings, Kansas, Missouri, March 1997 , Co-presenting: J. Urrutia
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"Volatility in Asset Prices," Department of Economics, The Chinese University of Hong Kong, March 1997
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"Fractal Structure in Agricultural Futures Markets," Chicago Risk Management Workshop, October 1997
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"Teaching Futures and Options in Economics and Finance Curricula," Financial Futures Seminar for Educators, Chicago Board of Trade, September 1997
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BOOKS AND MONOGRAPHS |
Economic Uncertainty, Instabilities and Asset Bubbles (World Scientific Publishing Co, New Jersey) , 2005
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Stochastic Methods in Economics and Finance, Chinese Translation (Shanghai Peoples Publishing House, P.R.China) , 2004 , Co-Authors: William Brock
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The Global Economy: Financial, Monetary, Trade and knowledge Asymmetries (The Athenian Policy Forum Press) , 2003 , Marc Hayford and Mary Malliaris
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Asymmetries in Financial Globalization (The Athenian Policy Forum Press, Toronto, Canada) , 2002 , Co-Authors: Bala Batavia, Nick Lash
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Options Markets (The International Library of Critical Writings in Financial Economics, Edward Elgar Publishing Limited) , Volumes I, II, and III, 2001 , Co-Authors: George Constantinides
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Foundations of Futures Markets: Selected Essays (Elgar Publishing Company London) , 1999
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CONTRIBUTIONS OR CHAPTERS IN BOOKS |
"Performance of Individual Retirement Accounts," Risk Measurement and Control Proceedings, New Tools in Risk Measurement and Asset Allocation, (University of Rome, Rome, Italy), Volume III 2006 , Co-Authors: Mary Malliaris,
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"Rethinking Monetary Stabilization in the Presence of an Asset Bubble: Should the Response be Symmetric or Asymmetric?," Volbert Alexander and Hans-Helmut Kotz eds., Global Divergence in Trade, Money and Policy, (Edward Elgar Publishing, Cheltenham, United Kingdom), pp.172-191 2006 , Co-Authors: Marc Hayford,
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"Global Financial Instability and the Role of the Euro, the Renminbi and the Dollar," (Proceedings of the Annual Conference of the Association for Global Business), Newport Beach, California 2006
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"Stochastic Optimal Control," Steven Durlauf eds., The New Palgrave Dictionary of Economics, 2006
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"Wiener process," Steven Durlauf eds., The New Palgrave Dictionary of Economics, 2006
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"When Non-Randomness Appears Random," Catherine Kyrtsou eds., Progress in Financial Markets Research, (Nova Publishers), 2006 , Co-Authors: Mary Malliaris,
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"The Global Monetary System and the Role of the Major Economic Areas," Proceedings of the Annual Conference of the Association for Global Business, (Association for Global Business, Miami, Florida), 2005
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"Speculative Non Fundamental Components in Mature Stock Markets: Do They Exist and Are They Related?," Ivan Brick, Tavy Ronen, C.F. Lee eds., Advances in Quantitative Analysis of Finance and Accounting, (World Scientific, New Jersey), 2005 , Co-Authors: R. Bhar,
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"Economic Uncertainty: An Overview," A.G Malliaris eds., Economic Uncertainty, Instabilities and Asset Bubbles, (World Scientific, New Jersey ), pp 14-27 2005
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"Export Oriented Growth: Structural and Financial Asymmetries in Asia," Bala Batavia, Nicholas Lash and A.G. Malliaris eds., (Asymmetries in Financial Globalization, The Athenian Policy Forum Press, Toronto, Canada), 2002 , Co-Authors: Alex Kondonassis,
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"Options Markets," George Constantinides and A.G. Malliaris eds., (Options Markets: Foundations and Pricing, Edward Elgar Publishing, Cheltenham, England), 2001 , Co-Authors: George Constantinides,
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"The Impact of Agricultural Policies of the EU and NAFTA on World Trade," Chris Paraskevopoulos and others eds., (Globalization and the Political Economy of Trade Policy, The Athenian Policy Forum Press, Toronto, Canada), 2001 , Co-Authors: Bala Batavia, Nick Lash,
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"Are There Rational Bubbles in the U.S.Stock Market? Overview and a New Test," George Kaufman eds., (Asset Price Bubbles: Implications for Monetary and Regulatory Policy, Elsevier Science, Amsterdam), 2001 , Co-Authors: Ramaprasad Bhar,
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"Is the Federal Reserve Stock Market Bubble-Neutral?," George Kaufman eds., (Asset Price Bubbles: Implications for Monetary and Regulatory Policy, Elsevier Science, Amsterdam), 2001 , Co-Authors: Marc Hayford,
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"Economic Development and Economic Integration: Old and New Lessons," Chris Paraskevopoulos eds., (Global Financial Markets and Economic Development, The Athenian Policy Forum Press), 2000 , Co-Authors: Alex Kondonassis,
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"Microanalytics of Price Volatility in Futures Markets," Barry Goss eds., (Models of Futures Markets, Routledge Publishing, New York), 2000 , Co-Authors: Jerome Stein,
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"Lessons from the Asian Financial Crisis," Andreas Kintis eds., (Economic Priorities on the Threshold of the 21st Century, Papazisis Publishing Company, Athens), 2000 , Co-Authors: Alex Kondonassis,
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"The European Monetary Union in Transition," Christos Paraskevopoulos eds., (European Union at the Crossroads, Edward Elgar Publishing), 1998 , Co-Authors: A.Kondonassis,
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"NAFTA, the EU and Agricultural Trade," Chris Paraskevopoulos eds., (Global Trading Arrangements in Transition, Edward Elgar Publishing), 1998 , Co-Authors: B.Batavia and N.Lash,
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| "Equity and Oil Markets Under External Shocks," (Global Structure of Financial Markets, Routledge Publishers, London), 1997 , Co-Authors: J. Urrutia, | |
