Economic Uncertainty, Instabilities and Asset Bubbles
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9789812563781, 9789812701015

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Methodological issues in asset pricing: Random walk or chaotic dynamics

Economic Uncertainty, Instabilities and Asset Bubbles ◽

10.1142/9789812701015_0008 ◽

2005 ◽

pp. 85-115

Author(s):

A. G. Malliaris ◽

Jerome L. Stein

Keyword(s):

Random Walk ◽

Asset Pricing ◽

Chaotic Dynamics ◽

Methodological Issues

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Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975

Economic Uncertainty, Instabilities and Asset Bubbles ◽

10.1142/9789812701015_0006 ◽

2005 ◽

pp. 41-57

Author(s):

A. G. MALLIARIS

Keyword(s):

Quantity Theory

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How big is the random walk in macroeconomic time series: Variance ratio tests

Economic Uncertainty, Instabilities and Asset Bubbles ◽

10.1142/9789812701015_0002 ◽

2005 ◽

pp. 9-12 ◽

Author(s):

A. G. Malliaris ◽

Jorge L. Urrutia

Keyword(s):

Time Series ◽

Random Walk ◽

Variance Ratio ◽

Macroeconomic Time Series

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MONETARY POLICY AND THE U.S. STOCK MARKET

Economic Uncertainty, Instabilities and Asset Bubbles ◽

10.1142/9789812701015_0015 ◽

2005 ◽

pp. 233-247 ◽

Author(s):

MARC D. HAYFORD ◽

A. G. MALLIARIS

Keyword(s):

Monetary Policy ◽

Stock Market ◽

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Money, inflation and interest rates: Illustrations from twelve European economies

Economic Uncertainty, Instabilities and Asset Bubbles ◽

10.1142/9789812701015_0007 ◽

2005 ◽

pp. 59-82

Author(s):

A. G. Malliaris ◽

Silvana Stefani

Keyword(s):

Interest Rates ◽

European Economies

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ARE THERE RATIONAL BUBBLES IN THE U.S STOCK MARKET? OVERVIEW AND A NEW TEST

Economic Uncertainty, Instabilities and Asset Bubbles ◽

10.1142/9789812701015_0012 ◽

2005 ◽

pp. 187-206 ◽

Author(s):

Ramaprasad Bhar ◽

A. G. Malliaris

Keyword(s):

Stock Market ◽

Rational Bubbles ◽

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FRONT MATTER

Economic Uncertainty, Instabilities and Asset Bubbles ◽

10.1142/9789812701015_fmatter ◽

2005 ◽

pp. i-xxvii

Author(s):

A. G. Malliaris

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Global monetary instability: The role of the IMF, the EU and NAFTA

Economic Uncertainty, Instabilities and Asset Bubbles ◽

10.1142/9789812701015_0020 ◽

2005 ◽

pp. 323-343

Author(s):

A. G. Malliaris

Keyword(s):

Monetary Instability ◽

The Eu ◽

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

Economic Uncertainty, Instabilities and Asset Bubbles ◽

10.1142/9789812701015_0014 ◽

2005 ◽

pp. 223-232

Author(s):

M. D. Hayford ◽

A. G. Malliaris

Keyword(s):

Stock Market ◽

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EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS

Economic Uncertainty, Instabilities and Asset Bubbles ◽

10.1142/9789812701015_0010 ◽

2005 ◽

pp. 137-149

Author(s):

A. G. Malliaris ◽

Jorge L. Urrutia

Keyword(s):

Stock Market ◽

Short And Long Term

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