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Loyola University Chicago

Quinlan School of Business

Faculty

A. G. (Tassos) Malliaris

Title/s: Walter F. Mullady, Sr. Professor

Office #: Maguire 542

Phone: 312.915.6063

E-mail: tmallia@LUC.edu

About

Watch Professor Malliaris' talk on Interest Rate Spread.

Hear Professor Malliaris' "Story of Transformation" on Ignation.

Degrees

Economics

Mathematics

Research Interests

Professional & Community Affiliations

Professional Activities

Associate Editor of:

Media Appearance

Courses Taught

Awards

Selected Publications

Refereed Articles 

Malliaris, A., M.E. Malliaris.  “N-tuple S&P 500 index patterns across decades, 1950s to 2011.” Central European Journal of Operations Research. 22.2 (2014). 339-353.

http://www.springer.com/business+%26+management/operations+research/journal/10100

Malliaris, A., M.E. Malliaris. “Are Oil, Gold and the Euro Inter-related? Time Series and Neural Network Analysis.” Review of Quantitative Finance and Accounting. 40 (2013). 1-14.

Malliaris, A., M.E. Malliaris.  "Are Foreign Currency Markets Interdependent? Evidence from Data Mining Technologies." Stochastics, Finance and Risk. 2 (2012). 31-47.

Malliaris, A., A. Serletis., M. Hinich, & P. Gogas. "Episodic Nonlinearity in Leading Global Currencies." Open Economies Review. 23 (2012). 337-357.

Malliaris, A., R. Gyorgy. "Principles for Drafting an Investment Policy With Illustrations." International Journal of Portfolio Analysis and Management. 1 (2012). 144-160.

Malliaris, A., M. Hayford. "Causes of the Financial Crisis and the Great Recession: The Role of U.S. Monetary Policy." Journal of Economic Asymmetries. 8.2 (2011). 73-90.

Malliaris, A., R. Bhar. "Dividends, Momentum and Macroeconomic Variables as Determinants of the U.S. Equity Premium Across Economic Regimes." Review of Behavioral Finance. 3 (2011). 27-53.

Malliaris, A., R. Bhar "Oil Prices and the Impact of the Financial Crisis of 2007-2009." Energy Economics. 33 (2011). 1049-1054.

Malliaris, A., M. Hayford. "Transparent U.S. Monetary Policy: Theory and Tests." Applied Economics. 44.7 (2011). 813-824.

Malliaris, A., M. Hayford. "Asset Prices and the Financial Crisis of 2007-2009: Overview of Theories and Policies." Forum for Social Economics. 39 (2010). 279-286.

Malliaris, A., M. Corazza, E. Scalco. "Non-linear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications." Computational Economics. 35 (2010). 1-23.

Malliaris, A., B. Galperin, D. LeClair, E. Simendinger. "Attributes of Effective Business Teachers." Academy of Educational Leadership Journal. 13.3 (2009). 107-130.  

Malliaris, A., M.E. Malliaris. "'Modelling Federal Funds Rates: A Comparison of Four Methodologies'." Neural Computing and Application. 18.1 (2009). 37-44.  

Malliaris, A. , A. Serletis, C. Hyrtsou. "Energy Sector Pricing: On the Role of Neglected Nonlinearity." Energy Economics. 31 (2009). 492-502. 

Malliaris, A., C. Kyrtsou. "'Energy Sector Pricing and Macroeconomic Dynamics: Editorial Introduction of the Special Issue." Energy Economics. 31.6 (2009). 825-826.  

Malliaris, A., C. Kyrtsou. "The Impact of Information Signals on Market Prices when Agents have Non-linear Trading Rules." Economic Modeling. 26.1 (2009). 167-176.  

Malliaris, A., B. Batavia. "The Dollar, the Euro and the Role of Emerging Economies." International Journal of Indian Culture and Business Management. 2.1 (2008). 11-29.  

Malliaris,  A. Kondonassis, C. Paraskevopoulos. "NAFTA: Past and Future." Journal of Economic Asymmetries. 5 (2008). 13-23.  

Malliaris, A., M.E. Malliaris. "Modeling Federal Funds Rates: A Comparison of Four Methodologies." Neural Computing and Application. (2008).  

Malliaris, A., M.E. Malliaris. "Investment Principles for Individual Retirement Accounts." Journal of Banking & Finance. 32 (2008). 393-409.  

Malliaris, A. "Revisiting U.S. Stock Market Returns: Individual Retirement Accounts." Advances in Investment Analysis and Portfolio Management. (2007).  

Malliaris, A. "U.S. Inflation and Commodity Prices: Analytical and Empirical Issues." Journal of Macroeconomics. 28 (2006). 267-271.  

Malliaris, A., R. Bhar. "Speculative Non-Fundamental Components in Mature Stock Markets: Do They Exist and Are They Related?" Advances in Quantitative Analysis of Finance and Accounting. 3 (2006). 217-246.  

Malliaris, A., M. Hayford. "How Did the Fed React to the 1990s Stock Market Bubble? Evidence from an Extended Taylor Rule." European Journal of Operational Research. 163 (2005). 20-29.  

Malliaris, A., M. Hayford. "Recent Monetary Policy in the U.S.: Risk Management of Asset Bubbles." Journal of Economic Asymmetries. 2 (2005). 25-39.  

Malliaris, A., A. Kondonassis, & C. Paraskevopoulos. "Asymmetrical Economic and Institutional Changes in the Western Balkans: Cooperation with the European Union." European Research Studies. 8 (2005). 43-63.  

Book 

Malliaris, A., A. Jalilvand. Risk Management and Corporate Governance. Routledge Taylor & Francis Group,  2012.

Malliaris, A., D. Evanoff, G. Kaufman. New Perspectives on Asset Price Bubbles: Theory, Evidence and Policy. Oxford University Press, 2012.

Malliaris, A. Economic Uncertainty, Instabilities and Asset Bubbles. World Scientific Publishing Company, 2005.  

Book Chapters 

Malliaris, A. “Ito's Calculus and the Derivation of the Black-Scholes Option Pricing Model.” Security Analysis and Portfolio Management. Eds. C.F.Lee, Joseph Finnerty and Donald Wort.  Scott, Foresman, Little and Brown, 2013. 1081-1116.

Malliaris, A., S.H. Lee. “Markets and International Interest Rate Parity.” Survey of International Finance. Eds. Kent Baker and Leigh Riddick. Oxford University Press, 2013. 37-61.

Malliaris, A. “Asset Price Bubbles and Central Bank Policies: The Crash of the Jackson Hole Consensus.” New Perspectives on Asset Price Bubbles: Theory, Evidence and Policy. Eds. A. G. Malliaris, Doug Evanoff and George Kaufman. Oxford: Oxford University Press, 2012. 407-422.

Malliaris, A., M.E. Malliaris. “When Non-Randomness Appears Random.” Progress in Financial Markets Research. Eds. Catherine Kyrtsou and Costas Vorlow. Nova Science Publishers, 2012. (4) 71-82.

Malliaris, A., G.G. Kaufman, D. Evanoff. “New Perspectives on Asset Price Bubbles: An Overview.” New Perspectives on Asset Price Bubbles: Theory, Evidence and Policy. Eds. A. G. Malliaris, Doug Evanoff and George Kaufman. Oxford: Oxford University Press, 2012. 3-10.

Lash, N., A. Malliaris, B.N. Batavia. “The Global Financial Crisis of 2007-2009: Microeconomic and Macroeconomic Causes and their Global Effects.” Policy Studies for the Greek and International Economy. Ed. Nicholas Baltas. Athens: Sideris Publishers, 2012. 187-202.

Malliaris, A., M.E. Malliaris. “Gold, Oil and the Euro: Are these Markets Inter-Related?” Crossing Borders: Global Prospects, New Perspectives and Emerging Agendas. Eds. B.Batavia, P. Nandakumar, and C. Wague. North Waterloo Academic Press, 2010.  133-144.

Malliaris, A., G. Chalamandaris. “Ito's Calculus and the Derivation of the Black-Scholes Option Pricing Model.” Handbook of Quantitative Finance. Eds. C.F. Lee and Alice Lee. Springer, 2010. 447-470.

Malliaris, A., A.  Jalilvand. “Sequence of Asset Bubbles and the Global Financial Crisis.” Lessons from the Financial Crisis: Causes, Consequences, and Our Economic Future. Ed. Robert Kolb. Hoboken, New Jersey: John Wiley and Sons, Inc., 2010. 139-145.

Malliaris, A., G. Chalamandaris. “Stochastic Processes and Models.” Financial Derivatives: Pricing and Risk Management. Eds. Robert Kolb and James Overdahl. Hoboken, New Jersey: John Wiley and Sons, Inc., 2010. 455-475.

Malliaris, A. “The Black-Scholes Option Pricing Model.” Financial Derivatives: Pricing and Risk Management. Eds. Robert Kolb and James Overdahl. Hoboken, New Jersey: John Wiley and Sons, Inc., 2010. 371-385.

Malliaris, A., G.G. Kaufman. “The Financial Crisis of 2007-09: Missing Financial Regulation or Absentee Regulators?” Lessons from the Financial Crisis:  Causes, Consequences, and Our Economic Future. Ed. Robert Kolb. Hoboken, NJ: John Wiley and Sons, Inc., 2010. 337-343.

Malliaris, A., M.D. Hayford. “The Risk Management Approach to Monetary Policy.” Lessons from the Financial Crisis: Causes, Consequences, and Our Economic Future. Ed. Robert Kolb. Hoboken, New Jersey: John Wiley and Sons, Inc., 2010. 467-473.

Malliaris, A., M.D. Hayford. “Central Bank Transparency:  Theory and Tests.” The Global Economics of a Changing Environment. Eds. James Brox and Nicholas Baltas. Waterloo, Ontario: North Waterloo Academic Press, 2009. 3-14.

Malliaris, A. “Stochastic Optimal Control.” The New Palgrave Dictionary of Economics. Ed. Steven Durlauf. 2008.

Malliaris, A., M.D. Hayford. “Uncertainty, Transparency and Future Monetary Policy.” Financial Institutions and Markets: Current Issues in Financial Markets. Eds. Robert Bliss and George Kaufman. Palgrave Publishing, 2008. 127-152.

Malliaris, A. "The Black-Scholes Option Pricing Model.",  Companion to Financial Derivatives. 2008.  

Malliaris, A., G. Chalamandaris. "Ito's Calculus and the Derivation of the Black-Scholes Option Pricing Model." Handbook of Quantitative Finance. 2008.  

Malliaris, A., G. Chalamandaris. "Stochastic Processes and Models.",  Companion to Financial Derivatives. 2008.  

Malliaris, A. "Wiener Process."  The New Palgrave Dictionary of Economics. Ed. Steven Durlauf, 2008.  

Malliaris, A., M. Hayford. "Uncertainty, Transparency and Future Monetary Policy." Current Issues in Financial Markets. 2008.  

Malliaris, A., A. Kondonassis, C. Paraskevopoulos. "Agricultural Development, Industrialization and Economic Integration in Less Developed Countries: Lessons of Experience."  Globalization and Governance in the 21st Century. 2007.  

Malliaris, A., C. Paraskevopoulos, A. Kondonassis. "NAFTA: Past, Present and Future.",  Proceedings of Selected Papers from a Conference of the Athenian Policy Forum and Loyola University Chicago on Asymmetries in Globalization: Opportunities and Risks. 2007. 9-18.  

Malliaris, A., M.E. Malliaris "A Taylor Rule With Monthly Data.",  Globalization, Governance and Public Policy. Ed. Peter Koveos. Waterloo, Ontario: North Waterloo University Press, 2007.  255-260.

Malliaris, A., A. Kondonassis,  C. Paraskevopoulos. "Competition Among Global Currencies."  Globalization and Governance in the 21st Century. 2007.  

Malliaris, A., M.E. Malliaris. "Monthly Taylor Rules.",  Globalization and Governance in the 21st Century. 2007.  

Malliaris, A., A. Kondonassis, C. Paraskevopoulos. "Agricultural Development, Industrialization and Economic Integration in Less Developed Countries: Lessons of Experience."  Globalization, Governance and Public Policy. Eds. James Brox and Peter Koveos. Waterl00, Ontario: North Waterloo University Press , 2007. 65-68.  

Malliaris, A., A. Kondonassis, C. Paraskevopoulos. “Competition Among Global Currencies.” Globalization and Governance and Public Policy. Eds. James Brox and Peter Koveos. Waterloo, Ontario: North Waterloo University Press, 2007. 131-146.

Malliaris, A., M.E. Malliaris. “Modeling Short-Term Interest Rates:  A Comparison of Methodologies.” IJCNN 2007 Conference Proceedings. Orlando, Florida. 2007.

Malliaris, A. "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. 2006.  

Malliaris, A., M. Hayford. "Rethinking Monetary Stabilization in the Presence of an Asset Bubble: Should the Response be Symmetric or Asymmetric?"  Global Divergence in Trade, Money and Policy. 2006. 172-191.  

Malliaris, A., M.E. Mailliaris. "Performance of Individual Retirement Accounts."  Risk Measurement and Control Proceedings, Vol. 3. New Tools in Risk Measurement and Asset Allocation. 2006.  

Malliaris, A. "Stochastic Optimal Control."  The New Palgrave Dictionary of Economics. 2006.  

Malliaris, A. "Wiener Process."  The New Palgrave Dictionary of Economics. 2006.  

Malliaris, A., M.E.  Malliaris. "When Non-Randomness Appears Random."  Progress in Financial Markets Research. 2006.  

Malliaris, A. "The Global Monetary System and the Role of the Major Economic Areas." Proceedings of the Annual Conference of the Association for Global Business. 2005.  

Malliaris, A. "Economic Uncertainty: An Overview."  Economic Uncertainty, Instabilities and Asset Bubbles. 2005.  

Presentation of Refereed Papers 

Malliaris, A., A. Kondonassis. "Future Challenges for NAFTA."  The Chris Paraskevopoulos Memorial Conference. The Athenian Policy Forum and York University. Toronto, Ontario. 2008.

Malliaris, A., A. Kondonassis. "Reconsidering NAFTA." 9th Biennial Conference of the Athenian Policy Forum, Athens, Greece. 2008.

Malliaris, A., M. Hayford. "Financial Instabilities and Risk Management by Central Banks." Western Economic Association International 83rd Annual Conference. Honolulu, Hawaii. 2008.

Malliaris, A., M. Hayford."Financial Instability, Asset Bubbles and Monetary Policy." Allied Social Science Associations Meetings. New Orleans, Louisiana. 2008.

Malliaris, A.  "Global Currency Markets." Invited Academic Presenter, The Transformer Association Spring Meetings. Northbrook, Illinois. 2008.

Malliaris, A., M. Malliaris. "Oil, Gold and the Euro." Western Economic Association International 83rd Annual Conference. Honolulu, Hawaii. 2008.

Malliaris, A., M. Hayford. "Central Bank Transparency: Theory and Empirical Tests." 9th Biennial Conference of the Athenian Policy Forum and the Athens University of Economics and Business. Athens, Greece. 2008.

Malliaris, A. "Difficult Data Decision Dilemmas: The Use of Real-Time Inflation Data in Monetary Policy: Discussion." Western Economic Association International 83rd Annual Conference. Honolulu, Hawaii. 2008.

Malliaris, A. "Differential Pricing." The American Dental Association Council on Membership. Chicago, Illinois. 2008.

Malliaris, A. "Towards a Single Global Currency with an Emphasis on Tobin's Currency Transactions Tax." Annual Meetings of the Eastern Economic Association and the Single Global Currency Association. Boston, Massachusetts. 2008.

 Malliaris, A. "Monetary Policy, Financial Stability and Interest Rates Rules: Discussion." Western Economic Association International 83rd Annual Conference. Honolulu, Hawaii. 2008.

Malliaris, A. "The Paradox of Employee Pension Fund Ownership: Discussion." Western Economic Association International 83rd Annual Conference. Honolulu, Hawaii. 2008.

Malliaris, A., A. Kondonassis."The Global Monetary System and the Role of Global Currencies." Allied Social Science Associations Meetings. Chicago, Illinois. 2007.

Malliaris, A., M. Corazza, E. Scalco. "Non-linear Modeling of Bivariate Comovements of Asset Prices: Theory and Tests." Commodities Finance Center Conference for Agriculturals, Energy and Metals 2007. London, United Kingdom. 2007.

Malliaris, A., R. Bhar. "Excess U.S. Equity Returns: Are they Determined by Fundamental or Behavioral Variables?" 20th Annual Australasian Finance and Banking Conference. Sydney, Australia. 2007.

Malliaris, A., A. Kondonassis, C. Paraskevopoulos. "The Role of Agriculture in the Development of Emerging Economies." The Athenian Policy Forum/ Loyola University Chicago Conference. Chicago, Illinois. 2007.

Malliaris, A., A. Kondonassis, C. Paraskevopoulos. "NAFTA: Past, Present and Future." The Athenian Policy Forum Loyola University Chicago Conference. Chicago, Illinois. 2007.

Malliaris, A., A. Kondonassis, C. Paraskevopoulos. "The Future of the U.S. Dollar: Various Scenarios." The Athenian Policy Forum/ Loyola University Chicago Conference. Chicago, Illinois. 2007.

Malliaris, A. "An Examination of the Rationality and Efficiency of Mergers of Futures Exchanges: Comments." The Illinois Economics Association 37th Annual Meeting. Chicago, Illinois. 2007.

Malliaris, A.  "Subprime Mortgages." Economics Forum and the Quinlan School of Business Loyola University Chicago. Chicago, Illinois. 2007.

Malliaris, A., M. Hayford. "Transparency and Uncertainty about Future Monetary Policy." The Illinois Economics Association 37th Annual Meeting. Chicago, Illinois. 2007.

Malliaris, A., M. Malliaris. "Risk and Return of Individual Retirement Accounts." International Summer School on Risk Measurement and Control. Universita di Rome 'La Sapienza, Rome, Italy. 2006.

Malliaris, A., M. Corazza, E. Scalco. "Non-linear Modeling of Bivariate Comovements of Asset Prices: Methodology and Applications." 4th INFINITI Conference on International Finance at the Institute for International Integration Studies. Dublin, Ireland. 2006.

Malliaris, A., M. Hayford. "The Risk Management Approach to Monetary Policy." International Summer School on Risk Measurement and Control. Universita di Rome La Sapienza, Rome, Italy. 2006.

Malliaris, A. "From Course Design to Course Delivery." AACSB International Teaching Effectiveness Seminar, Tampa, Florida. 2006.

Malliaris, A. "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. 2006.

Malliaris, A. "Financial Aspects of Globalization." The Global Awareness Society International Annual Meetings. Chicago, Illinois. 2006.

Malliaris, A., A. Kondonassis, C. Paraskevopoulos. "NAFTA: Future Challenges." Globalization and Economic Asymmetries Conference. Boston, Massachusetts. 2006.

Malliaris, A. "How to Integrate Research into the Classroom." AACSB International Teaching Effectiveness Seminar. Tampa, Florida.  2006.

Malliaris, A. "Interpersonal Factors Affecting Teaching and Learning." AACSB International Teaching Effectiveness Seminar. Tampa, Florida. 2006.

Malliaris, A. "Volatility Dynamics of NYMEX Natural Gas Futures Prices: Discussion." Illinois Economics Association Thirty-Six Annual Meeting. Chicago, Illinois. 2006.

Malliaris, A. "Keeping Our Call Alive." Annual EVOKE Summer Institute Speaker. Chicago, Illinois. 2006.

Malliaris, A. "The Recent AACSB Initiative for Teaching Effectiveness." AACSB Mid-Continent East Annual Meeting. Chicago, Illinois. 2006.

Malliaris, A., A. Kondonassis, C. Paraskevopoulos.  "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, Ontario. 2006.

Malliaris, A., M. Hayford. "Monetary Policy and Stock Market Volatility." The Joint University of Waterloo and the Eighth Biennial Athenian Policy Forum Conference. Waterloo, Ontario. 2006.

Malliaris, A., A. Kondonassis, C. Paraskevopoulos. "Competition Among Global Currencies." The Joint University of Waterloo and the Eighth Biennial Athenian Policy Forum Conference. Waterloo, Ontario. 2006.

Malliaris, A., M. Malliaris. "A Taylor Rule with Monthly Data." The Joint University of Waterloo and the Eighth Biennial Athenian Policy Forum Conference. Waterloo, Ontario. 2006.

Malliaris, A. "Student Issues." AACSB International Teaching Effectiveness Seminar, Tampa, Florida. 2006.

Malliaris, A. "Professor Personality Issues in Teaching Effectiveness." AACSB International Teaching Effectiveness Seminar. Tampa, Florida. 2006.

Malliaris, A. "Futures Markets as Instruments of Risk Management." Department of Economics, Lawrence University. Appleton, Wisconsin. 2006.

Malliaris, A., A. Kondonassis, and C. Paraskevopoulos. (2005). "NAFTA: Past, Present and Future." Asymmetries in Growth and Trade in the Americas, Universidad Nacional Autonoma de Mexico. Mexico City, Mexico. 2005.

Malliaris, A., A. Kondonassis, C. Paraskevopoulos. "NAFTA and Beyond: A Re-Examination." The Athenian Policy Forum/Temple University Conference on Reassessing the Case for Free Trade. Philadelphia, Pennsylvania. 2005.

Malliaris, A. "The Global Monetary System: Its Weaknesses and the Role of the IMF, EU and NAFTA." Association for Global Business Annual Conference. Miami Beach, Florida. 2005.

Malliaris, A., A. Kondonassis, C. Paraskevopoulos. "Expanding NAFTA: Lessons from the EU." Allied Social Science Association Meetings. Philadelphia, Pennsylvania. 2005.

Malliaris, A. "When Bubbles Burst." Piraeus University Executive MBA Lecture, Chicago. Illinois. 2005.

Malliaris, A. "Greenhouse Gas Markets: Comments." Illinois Economics Association Thirty-Fifth Annual Meeting. Chicago, Illinois. 2005.

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