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A.G. (TASSOS) MALLIARIS
www.malliaris.me
Revised September 2014
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ADDRESS:
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Quinlan School of
Business
Loyola University
Chicago
Department of
Economics
1 East Pearson,
Suite 542
Chicago, Illinois
60611
Phone:(312)-915-6063
Fax:
(312)-915-8508
e-mail:tmallia@luc.edu
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MARITAL STATUS:
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Married with two
children
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EDUCATION:
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Economics
B.A., Athens
University of Economics and Business, 1965
M.A., The
University of Oklahoma, 1970
Ph.D., The
University of Oklahoma,
1971
Mathematics
M.A., The
University of Oklahoma, 1972
Ph.D., The
University of Chicago, 1986
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LANGUAGES:
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English, Greek,
Arabic, French
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ACADEMIC
POSITIONS:
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Loyola University of Chicago
Assistant
Professor of Economics, 1972-1977
Associate
Professor of Economics, 1978-1982
Professor of
Economics, since 1982
Professor of
Finance, since 1998
Walter F.
Mullady, Sr. Professor, since September 1987
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ADMINISTRATIVE
POSITIONS:
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Chair, Department
of Economics, 1974-1978
Associate Dean
and Director, The Graduate School of
Business, 1977-1989
Dean’s Advisory
Committee, 1995-1997
Chair, School of
Business Committee on Strategic Planning, 1996-1997
Chair, School of
Business Graduate Curriculum Committee, 1996-1998
Chair, Search
Committee for V.P. of Student Affairs, 1998
Chair, Search
Committee for Senior V.P. of Finance, 1999
Vice Chair,
Committee on Academic Review and Planning, 2000-1
Interim Dean, School
of Business Administration, 2004-5
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ACADEMIC
DISTINCTION:
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Outstanding
Faculty Member Award, presented by The
Graduate School of Business Alumni Association, May 1977, and May 1994.
Chicago Board of
Trade Outstanding Paper Award, March 26, 1994.
Faculty
Researcher of the Year 1999, School of Business Administration
Dean’s List of
Top Fifteen Faculty, several quarters.
Outstanding
Faculty Member of Loyola University Chicago, 2001
Faculty
Researcher of the Year 2008, Second –time Winner
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TEACHING EXPERIENCE:
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Department
of Economics, The University of Oklahoma
Intermediate
Business Statistics
International
Economics and Economic Development
Intermediate
Price Theory
Intermediate
Macroeconomic Theory
Department
of Mathematics, The University of Oklahoma
Finite
Mathematical Models
Continuous
Mathematical Models
The
Graduate School of Business, Loyola
University of Chicago, 1972 to present
Futures and
Options Markets
International
Business Economics
The European Economic Community (Rome Campus; Summer
1992, 1994, 1996. Athens Campus; Summer 1998, 1999, 2001 and 2002.)
Emerging Markets: Financial Aspects (Bangkok Campus;
Thailand, Summer 1997)
Economics of E-Commerce, Winter 2000-1, 2001-2
Derivatives Markets, since 2007
Graduate
School of Business, University of Texas at
Austin, Summer 1981
Stochastic
Calculus in Finance
Advanced Programs of the
University of Oklahoma
The World Economy
(Japan, Germany)
Futures Markets
(Hong Kong, Hawaii)
The Doctoral Program of the
University of Rome and the University of Milan, Italy
Stochastic
Methods Seminar, Summer 1992, Summer 1994, and Summer 2002.
The Institute for Advanced Studies, Vienna, Austria
Continuous Time
Finance, Summer 1999
The Athens
University of Economics and Business, Athens, Greece
Continuous Time
Finance, Spring 2001 and Spring 2002
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RESEARCH
EXPERIENCE:
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Center of
Planning and Economic Research, Athens, Greece
Industrial Planning Division, 1965-66
World Bank
Project for the Industrial Development of Greece, 1966
Research
Assistant, The University of Oklahoma, 1966-1972
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AWARDS AND
NATIONAL OFFICES:
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Greek Government
Fellowship, IKY, 1960-65
Lew Wentz
Research Fellowship, 1966-67
Outstanding New Citizen of 1977-78, The Citizenship
Council of Metropolitan Chicago
President, North American Economics and Finance
Association, 2001
President, The Athenian Policy Forum, since 2007
President, The Multinational Finance Society, 2011-2012
Chairman of the Board of Trustees, The Multinational
Finance Society, 2012-14
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EDITORIAL BOARDS:
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Editor or Associate Editor
International
Review of Financial Analysis
Multinational
Finance Journal
Journal of
Economic Asymmetries
European Research
Studies
Frontiers in
Finance and Economics
The University of
Piraeus Journal of Business
International
Journal of Portfolio Analysis and Management
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OTHER ACTIVITIES
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Board Member,
Thorek Hospital and Medical Center, 2000-2012.
Member, Loyola University
Board of Trustees Finance Committee, 2005 to present.
Member, Advisory
Investment Committee of Cook County Treasury, 2005-2012.
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PUBLISHED WORKS
BOOKS
WORLD
SCIENTIFIC PUBLISHING COMPANY HANDBOOK ON FUTURES MARKETS, World
Scientific Publishing Co., 2014 forthcoming, co-edited with William Ziemba.
NEW PERSPECTIVES ON ASSET PRICE BUBBLES:
THEORY, EVIDENCE AND POLICY, Oxford University Press, 2012, co-edited with Doug
Evanoff and George Kaufman.
RISK MANAGEMENT AND CORPORATE GOVERNANCE, Routledge
Taylor & Francis Group, 2012, co-edited with Abol Jalilvand.
ASYMMETRIES IN GLOBALIZATION:
OPPORTUNITIES AND RISKS. ELECTRONIC PROCEEDINGS OF SELECTED PAPERS FROM A
CONFERENCE HELD AT LOYOLA UNIVERSITY CHICAGO IN COLLABORATION WITH THE ATHENIAN
POLICY FORUM, January 4, 2007 with Marc Hayford and Mary Malliaris.
ECONOMIC
UNCERTAINTY, INSTABILITIES AND ASSET BUBBLES, World Scientific
Publishing Co, New Jersey, 2005.
STOCHASTIC
METHODS IN ECONOMICS AND FINANCE, with W.A. Brock, translation into
Chinese, published by the Shanghai People’s Publishing House, P.R. China, 2004.
THE GLOBAL ECONOMY: FINANCIAL, MONETARY,
TRADE AND KNOWLEDGE ASSYMETRIES with Marc Hayford and Mary Malliaris,
The Athenian Policy Forum Press, Toronto, Canada, 2003.
ASYMMETRIES IN
FINANCIAL GLOBALIZATION, with Bala Batavia and Nick
Lash, The Athenian Policy Forum Press, Toronto, Canada, 2002.
OPTIONS MARKETS, Volume I, Volume II, Volume III, with George Constantinides, The
International Library of Critical Writings in Financial Economics, Edward Elgar
Publishing Limited, 2001.
FOUNDATIONS OF
FUTURES MARKETS: SELECTED ESSAYS, Edward Elgar
Publishing Company, London, 1999.
FUTURES MARKETS,
Volume I, Volume II, Volume III, The International
Library of Critical Writings in Financial Economics, Edward Elgar Publishing
Limited, 1997.
STOCHASTIC METHODS
IN ECONOMICS AND FINANCE with a Foreword and Contributions
by W.A. Brock, Advanced Textbooks in Economics Series, North-Holland
Publishing Company, Amsterdam, Holland, 1982, seventh reprint 1995.
DIFFERENTIAL
EQUATIONS, STABILITY AND CHAOS IN DYNAMIC ECONOMICS with W.A. Brock, Advanced Textbooks in Economics Series, North-Holland
Publishing Company Amsterdam, Holland, 1989, second printing, 1992.
STOCHASTIC CALCULUS
AND THE ECONOMICS OF UNCERTAINTY (in Greek) with
Theodore Artikis, Athens, Greece, 1990.
Book Reviews
Book
review for “Stochastic
Methods in Economics and Finance” by George Constantinides, The
Journal of Business, Vol. 56, No. 3 (Jul., 1983), pp. 406-407.
Book
review for “Stochastic
Methods in Economics and Finance” by Patrick L. Brockett, Journal
of the American Statistical Association, Vol. 79, No. 385 (Mar., 1984),
pp. 236-237.
Book
review for “Differential
Equations, Stability and Chaos in Dynamic Economics” by Michele Boldrin, Journal
of Political Economy, Vol. 99, No. 5 (Oct., 1991), pp. 1117-1119.
Book
review for “Differential
Equations, Stability and Chaos in Dynamic Economics” by Thanasis Stengos
,
The Canadian Journal of Economics / Revue Canadienne d'Economique,
Vol. 23, No. 4 (Nov., 1990), pp. 966-968.
“A Review of Recursive Methods in Economic Dynamics “,
Recursive Methods in Economic Dynamics by Nancy L.
Stokey; Robert E. Lucas, Jr.; Edward C. Prescott, review by Kenneth L. Judd, Journal of Economic Literature, Vol. 29, No. 1 (Mar., 1991), pp. 69-77.
JOURNAL
ARTICLES
“N-tuple S&P Patterns Across Decades, 1950-2011”,
Central European Journal of Operations Research, volume 22,
2014, pp.339-353, co-authored by Mary Malliaris.
“Are Oil, Gold and the Euro Inter-related? Time Series and
Neural Network Analysis”, Review of Quantitative
Finance and Accounting, volume 40, 2013, pp. 1-14, co-authored by Mary Malliaris.
“Principles for Drafting an Investment Policy With
Illustrations”, International Journal of Portfolio
Analysis and Management”, volume 1, 2012, pp. 144-160, co-authored by
Robert Gyorgy.
“Are Foreign Currency Markets Interdependent? Evidence From
Data Mining Technologies”, Stochastics, Finance and
Risk, volume 2, 2012, pp.31-47, co-authored by Mary Malliaris.
“Episodic Nonlinearity in Leading Global Currencies”,
Open Economies Review, volume 23, 2012, pp. 337-357, co-authored
by A. Serletis, M. Hinich, and P. Gogas.
“Transparent U.S. Monetary Policy: Theory and Tests”,
Applied Economics, volume 44, issue 7, 2012, pp.813-824, co-authored
by Marc Hayford.
“Dividends, Momentum and Macroeconomic Variables as
Determinants of the U.S. Equity Premium Across Economic Regimes”,
Review of Behavioral Finance, volume 3, 2011, pp. 27-53,
co-authored by Ramaprasad, Bhar.
“Oil Prices and the Impact of the Financial Crisis of
2007-2009”, Energy Economics, volume 33, 2011,
pp. 1049-1054, co-authored by Ramaprasad Bhar.
“Causes of the Financial Crisis and the Great Recession: The
Role of U.S. Monetary Policy”, The Journal of Economic
Asymmetries, volume 8, 2011, pp. 73-90, co-authored by Marc Hayford.
“Asset Prices and the Financial Crisis of 2007-09: Overview
of Theories and Policies”, Forum of Social Economics,
volume 39, 2010, pp.279-286, co-authored by Marc Hayford.
“Nonlinear Bivariate Comovements of Asset Prices:
Methodology, Tests and Applications”, Computational
Economics, volume 35, 2010, pp. 1-23, co-authored by Marco Corazza and
Elisa Scalco.
“Energy Sector Pricing and Macroeconomic Dynamics: Editorial
Introduction of the Special Issue”, Energy Economics,
volume 31, 2009, pp. 825-826, co-authored by Catherine Kyrtsou.
“Energy Sector Pricing: On the Role of Neglected Nonlinearity”,
Energy Economics. Volume 31, 2009, pp.492-502, co-authored by
Apostolis Serletis and Catherine Kyrtsou.
“The Impact of Information Signals on Market Prices When the
Agents Have Non-Linear Trading Rules”, Economic
Modelling, volume 26, 2009, pp. 167-176, co-authored by
Catherine Kyrtsou.
“Modelling Federal Funds Rates: A Comparison of Four
Methodologies”, Neural Computing and Applications,
volume 18, 2009, pp. 37-44, co-authored by Mary Malliaris.
“NAFTA: Past and Future”, Journal of
Economic Asymmetries, volume 5, pp.13-23, 2008, co-authored by Alex
Kondonassis and Chris Paraskevopoulos.
“Investment Principles for Individual Retirement Accounts”,
Journal of Banking and Finance, volume 32, 2008, pp.393-409,
co-authored by Mary Malliaris.
“Revisiting U.S. Stock Market Returns: Individual Retirement
Accounts”, Advances in Investment Analysis and
Portfolio Management, volume 3, 2007. pp. 17-38.
“The Future of the U.S. Dollar and its Competition with the
Euro”. European Research Studies, volume 10,
2007, pp. 97-110, co-authored by Alex Kondonassis and Chris Paraskevopoulos.
“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, 2006, pp.
217-246, co-authored by R. Bhar.
“U.S. Inflation and Commodity Prices: Analytical and
Empirical Issues”, Journal of Macroeconomics,
volume 28, 2006, pp. 267-271.
“Asymmetrical Economic and Institutional Changes in the
Western Balkans: Cooperation with the European Union”, European
Research Studies, volume 8, 2005, pp. 43-63, co-authored by Alex
Kondonassis and Chris Paraskevopoulos.
“Recent Monetary Policy in the U.S. : Risk Management of
Asset Bubbles”, The Journal of Economic Asymmetries,
volume 2, 2005, pp.25-39, co-authored by Marc Hayford.
“How Did the Fed React to the 1990s Stock Market Bubble?
Evidence from an Extended Taylor Rule”, European
Journal of Operational Research, volume 163, 2005, pp.20-29,
co-authored by Marc Hayford.
“Monetary Policy and the U.S. Stock Market”,
Economic Inquiry, volume 42, 2004, pp. 387-401, co-authored by
Marc Hayford.
“Multi-Fractality in Foreign Currency Markets”,
Multinational Finance Journal, volume 6, 2002, pp. 65-98,
co-authored by Marco Corazza.
"Global Monetary Instability: The Role of the IMF, the EU and
NAFTA”, The North
American Journal of Economics and Finance, Volume 13,
2002, pp. 72-92.
"Swings of the Pendulum: A Review of the Theory and Practice
in Development Economics", The American Economist,
Volume 44, Spring 2000, pp. 17-23, co-authored by Alex Kondonassis and
T.O. Okediji.
“Strengthening the Global Financial Stability: Lessons From
the European Monetary Union”, European Research Studies,
Volume 3, 2000, pp.11-28.
“International
Diversification and Market Efficiency: Empirical Evidence From Two Global
Shocks”, International Journal of Finance, Volume 12, 2000,
co-authored by Jorge Urrutia.
“Methodological Issues in Asset Pricing: Random Walk or
Chaotic Dynamics”, Journal of Banking and Finance,
Volume 23, 1999, pp. 1605-1635, co-authored by Jerome Stein.
“Volume and Price Relationships: Hypotheses and Testing for
Agricultural Futures", The Journal of Futures
Markets, Volume 18, 1998, pp.53-72, co-authored by J. Urrutia.
“Volume and Volatility in Foreign Currency Futures Markets",
Review of Quantitative Finance and Accounting, volume 10, 1998,
pp. 285-302, co-authored by Ramaprasad Bhar.
“Searching for Fractal Structure in Agricultural Futures
Markets”, The Journal of Futures Markets,
Volume 17, 1997, pp. 433-474, with Marco Corazza and Carla Nardelli.
“NAFTA: Old and New Lessons from the Theory and Practice of
Economic Integration”, The North American Journal of
Economics and Finance, Volume 7, 1996, co-authored by Alex Kondonassis,
pp. 31-41.
“Linkages Between Agricultural Futures Contracts",
The Journal of Futures Markets, Volume 16, 1996, co-authored by
J. Urrutia, pp.595-609.
“European Stock Market Fluctuations: Short and Long Term
Links", Journal of International Financial
Markets, Institutions and Money, Volume 6, 1996, co-authored by J.
Urrutia, pp.21-33.
“Decomposition of Inflation and Its Volatility: A Stochastic
Approach", Review of Quantitative Finance and
Accounting, 1995, co-authored by M. Malliaris, pp. 93-103.
"The Impact of the Persian Gulf Crisis on National Equity
Markets", Advances in International Banking and
Finance, Volume 1, 1995, pp. 43-65, co-authored by J. Urrutia.
"Towards Monetary Union of the EC: History and Experiences of
the EMS", The American Journal of Economics and
Sociology, 1994, pp. 291-301, co-authored by A.J. Kondonassis.
"Heterogeneous Discount Rates and Models of Exhaustible
Resources", Advances in Financial Planning and
Forecasting, Volume 5, 1994, pp. 227-47, co-authored by S.
Stefani.
"Chaotic Behavior in Stock Prices of European Equity Markets:
A Comparative Analysis of Major Economic Regions", Journal
of Multinational Financial Management, Volume 3, 1993, pp. 5-24,
co-authored by G. Philippatos and E. Pilarinu.
"Time Series Properties of Foreign Currency Hedge Ratios",
The International Journal of Finance, Volume 5, 1993, pp.
542-563, co-authored by J. Urrutia.
"Nonlinear Dynamics, Chaos and Instability: A Book Review",
Journal of International and Comparative Economics, Volume 2,
1993, pp. 153-159.
"Economic
Development and International Interdependence: A Historical Perspective on a
Continuing Challenge”, The Journal of the European Economic History,
1992, co-authored by A.J. Kondonassis.
"The International Crash of October 1987: Causality Tests",
Journal of Financial and Quantitative Analysis, Volume 27, 1992, pp.
353-364, co-authored by J. Urrutia.
"Several Illustrations of The Quantity Theory of Money:
1947-1987 and 1867-1975", The International Review
of Financial Analysis, Volume 1, 1992, pp. 77-93.
"Interest Rates and Inflation: A Continuous-Time Stochastic
Approach", Economics Letters, Volume 37,
1991, pp. 351-356, co-authored by M. Malliaris.
"An Empirical Investigation Among Real, Monetary and
Financial Variables", Economics Letters,
Volume 37, 1991, pp. 151-158, co-authored by J. Urrutia.
"Money, Inflation and Interest Rates: Illustrations from
Twelve European Economies", European Journal of
Political Economy, Volume 7, 1991, pp. 275-298, co-authored by S.
Stefani.
"The Impact of the Lengths of Estimation Periods and Hedging
Horizons on the Effectiveness of a Hedge: Evidence from the Foreign Currency
Futures", Journal of Futures Markets, Volume
11, 1991, pp. 271-289, co-authored by J. Urrutia.
"Economic Determinants of Trading Volume in Futures Markets",
Economics Letters, 1991, pp. 301-305, co-authored by J. Urrutia.
"Tests of Random Walk of Hedge Ratios and Measures of Hedging
Effectiveness for Stock Indexes and Foreign Currencies",
Journal of Futures Markets, Volume 11, 1991, pp. 55-68,
co-authored by J. Urrutia.
"Linkages of National Stock Markets: Statistical Evidence
Before, During and After the October 1987 Crash", Recent
Developments in International Banking and Finance, Volume 4, 1991, pp.
341-385, co-authored by J. Urrutia.
"Discounting Certain Random Sums", Scandinavian
Actuarial Journal, 1990, pp. 34-38, co-authored by T. Artikis.
"How Big Is The Random Walk in Macroeconomic Time Series:
Variance Ratio Tests", Economics Letters,
Volume 34, 1990, pp. 113-116, co-authored by J. Urrutia.
"Approaches to the Cash Management Problem",
Advances in Financial Planning and Forecasting, Volume 3, 1989,
pp. 231-243.
"Political Instability and Economic Development: An Economic
History Case Study of Greece, 1948-1966: A Reply",
Journal of European Economic History, Volume 17, 1988, pp.
185-186, co-authored by A. Kondonassis and S. Robinson.
"Minimizing A Quadratic Payoff With Monotone Controls",
Mathematics of Operations Research, Volume 12, 1987, pp. 297-308,
co-authored by N. Barron and R. Jensen.
"Asymptotic Growth Under Uncertainty: Existence and Uniqueness",
Review of Economic Studies, Volume 54, 1987, pp. 169-174,
co-authored by F.R. Chang.
"The Dynamics of Inflation and Economic Policy: The Case of
Greece, 1953-83", Greek Economic Review,
Volume 8, 1986, pp. 200-217, co-authored by B. Batavia and N. A. Lash.
"Approaches to Economic Stabilization, Social Issues and the
Role of Government", Review of Social Economy,
Volume 42, 1984, pp. 117-129.
“Itô's Calculus in Financial Decision Making",
Society of Industrial and Applied Mathematics Review, Volume 25,
1983, pp. 481-495.
"Political Instability and Economic Development: An Economic
History Case Study of Greece", The Journal of
European Economic History, Volume 12, No. 2, 1983, pp. 351-362,
co-authored by A. Kondonassis and S. Robinson.
"An Eclectic Approach to the Problem of the International
Transmission of Inflation", Economia
Internazionale, Volume 36, 1983, pp. 180-191, co-authored by M.
Pournarakis.
"Aspects of Economic and Social Policies in Integrated
Economies", The International Journal of Social
Economics, Volume 9, 1982, pp. 105-124.
"A Solvable General Equilibrium Growth Model With Money",
Economic Notes, Volume 11, 1982, pp. 28-45.
"Martingale Methods in Financial Decision Making",
Society of Industrial and Applied Mathematics Review, Volume 23,
1981, pp. 434-443.
"An Analysis of Greek Industrial Growth 1953-1972",
The Journal of Economics, Volume 5, 1979, pp. 149-152,
co-authored by S.D. Ramenofsky.
"Extended Monetarist and Fiscalist Models",
The Journal of Economics, Volume 5, 1979, pp. 143-147.
"A Simple Dynamic Model of Inflation and Unemployment",
Economic Notes, Volume 8, 1979, pp. 89-103, co-authored by J.K.
Stephens.
"Remarks on Elasticity, Product Differentiation and Market
Structure", International Review of Economics and
Business, Volume 24, 1978, pp. 556-561, co-authored by R.M. Aduddell
and L.P. Cain.
"On Milton Friedman's Role of Monetary Policy",
Journal of Economics, Volume 4, 1978, pp. 13-16.
"Sufficient Conditions for Price Stability in a Macroeconomic
Model", The Journal of Economics, Volume
3, 1977, pp. 87-91.
"Generalized Deflationary and Inflationary Gaps",
International Review of Economics and Business, Volume 24, 1977,
pp. 831-842.
"Sectoral Analysis of Greek Manufacturing",
Annals of Public and Cooperative Economy, Volume 46, 1975, pp.
407-416, co-authored by S.D. Ramenofsky.
"Monetary Growth Theory: A Critical Note",
Economia Internazionale, Volume 28, 1975, pp. 119-128.
"A Model of Inflation and Unemployment",
International Review of Economics and Business, Volume 12, 1975,
pp. 206-226.
"A Dynamic General Equilibrium Model with Investment",
International Review of Economics and Business, Volume 12, 1975,
pp. 130-142.
"A Model with Real Cash Balances in Production and Utility
Functions", International Review of Economics and Business, Volume 11,
1974, pp. 419-430, co-authored by M. Malliaris.
"Input Analysis and Short Run Economic Profits",
The American Economist, Volume 14, 1970, pp. 62-65.
“Stochastic
Processes and Models for Pricing Mortgage-backed Securities” in John Banko,
editor, Mortgage-backed Securities: Design and Risk Analysis,
Hoboken, NJ: John Wiley & Sons, Inc., forthcoming 2015, with John Banko and
George Chalamandaris.
“Futures Markets: An Overview” in A.G.
Malliaris and William Ziemba, editors, The World Scientific Handbook of
Futures Markets, World Scientific Publishers, Singapore, forthcoming,
with William Ziemba.
“Gold, Oil and the S&P 500 Index: Calm to Crisis and Back”,
Proceedings of the 2014 International Conference on Data Mining,
July 2014, pp. 43-48, with Mary Malliaris.
“Computational Issues in the Discount Factor Framework for
the Equity Risk Premium”, in Roberto Dieci, Tony He and Cars
Hommes, editors, Advances in Nonlinear Economic Dynamics and Quantitative
Finance, Essays in Honour of Carl Chiarella, Springer, 2014, with
Ramaprasad Bhar.
“Asymmetric Monetary Policy and Financial Instability”
in Jin
Choi, Chang-Hyun Yun and Michael S. Miller, editors, Economic and
Financial Asymmetries in Ongoing Crises, 2014, pp.29-43, published by
Sidma Press, India.
“Neural Network Forecasting with the S&P 500 Index Across
Decades”, Proceedings of the 2013 International
Conference on Data Mining, July 2013, pp 41 – 46, ISBN: 1-60132-239-9,
with Mary Malliaris.
“Markets and International Interest Rate Parity”
in Kent Baker and Leigh Riddick, editors, Survey of International Finance,
Oxford University Press, 2013, pp.37-61, with Suk Hun Lee.
“Ito’s Calculus and the Derivation of the Black-Scholes
Option Pricing Model” in C.F.Lee, Joseph Finnerty and Donald
Wort, Security Analysis and Portfolio Management, Scott,
Foresman, Little and Brown, 2013, pp.1081-1116.
“The Global Financial Crisis of 2007-09: Microeconomic and
Macroeconomic Causes and their Global Effects” in Nick
Baltas, editor, Policy Studies for the Greek and International Economy:
Essays in Honor of Kyprianos Prodromidis, 2012, pp.187- 202, with Bala
Batavia and Nick Lash,
“Asset Price Bubbles: Lessons From the Recent Financial
Crisis”, The World Financial Review, September-October
2012, pp.40- 43, with Douglas Evanoff and George Kaufman.
“Asset Price Bubbles: What Are the Causes, Consequences and
Public Policy Options?”, The Federal Reserve Bank of
Chicago Letter, November 2012, #304, pp. 1-4, with Douglas Evanoff and
George Kaufman.
“Up and Down
Movements in the S&P 500, 1950 to 2011”, 2012 Proceedings of the
Decision Sciences Institute 43rd Annual Conference, November
17-20, 2012, San Francisco, California, with Mary Malliaris.
“How a Financial Crisis Affects Data Mining Results: A
Case Study”, Proceedings of the 8th
International Conference on Data Mining, July 16-19, 2012, Las Vegas,
Nevada, with Mary Malliaris.
“Comparison of Currency Co-Movement Before And After October
2008”, in Northeast Decision Sciences Institute
Conference Proceedings, March 21-23, 2012, pp. 144-150, Newport, Rhode
Island, with Mary Malliaris.
“New Perspectives on Asset Price Bubbles: An Overview”
in Doug Evanoff, George Kaufman and A.G. Malliaris, editors, New
Perspectives on Asset Price Bubbles: Theory, Evidence and Policy,
Oxford University Press, 2012, pp. 3-10, with Doug Evanoff and George Kaufman.
“Asset Price Bubbles and Central Bank Policies: The Crash of
the Jackson Hole Consensus” in Doug Evanoff, George Kaufman
and A.G. Malliaris, editors, New Perspectives on Asset Price Bubbles:
Theory, Evidence and Policy, Oxford University Press, 2012, pp.
407-422.
“When Non-Randomness Appears Random”, in
Catherine Kyrtsou, and Costas Vorlow, editors, Progress in Financial
Markets Research, Nova Science Publishers, 2012, pp. 71-82, with Mary
Malliaris.
“Global Currency Movement and the Generalized Rule of
Induction”, in Proceedings of the Annual Meetings of
the Northeast Decision Sciences Institute, Montreal, Canada, April
13-15, 2011, with Mary Malliaris.
“The Risk Management Approach to Monetary Policy”
in Robert Kolb, editor, Lessons from the Financial Crisis: Causes,
Consequences, and Our Economic Future, Hoboken, NJ: John Wiley
& Sons, Inc., 2010, pp. 467-473, with Marc Hayford.
"The Financial Crisis of 2007-09: Missing Financial
Regulation or Absentee Regulators?" in Robert Kolb,
editor, Lessons from the Financial Crisis: Causes, Consequences, and Our
Economic Future, Hoboken, NJ: John Wiley & Sons, Inc., 2010,
pp. 337-343, with George Kaufman.
"Sequence of Asset Bubbles and the Global Financial Crisis"
in Robert Kolb, editor, Lessons from the Financial Crisis: Causes,
Consequences, and Our Economic Future, Hoboken, NJ: John Wiley
& Sons, Inc., 2010, pp.139-145, with Abol Jalilvand.
“Stochastic Processes and Models”, in
Robert Kolb and James Overdahl, (editors), Financial Derivatives: Pricing
and Risk Management, John Wiley and Sons, Inc., Hoboken, New Jersey,
2010, pp.455-475, with George Chalamandaris.
“The Black-Scholes Option Pricing Model” in
Robert Kolb and James Overdahl, (editors), Financial Derivatives: Pricing
and Risk Management, John Wiley and Sons, Inc., Hoboken, New Jersey,
2010, pp.371-385.
“Ito’s Calculus and the Derivation of the Black-Scholes
Option Pricing Model” in C. F. Lee and Alice Lee (editors), Handbook
of Quantitative Finance, Springer, 2010, pp.447-470, with George
Chalamandaris.
“Financial Instabilities and the Goals of Central Bankers:
The Current Debate” in B. Batavia, P. Nandakumar and C. Wague
(editors), Crossing Borders: Global Prospects, New Perspectives and
Emerging Agendas, North Waterloo Academic Press, 2010, pp. 89-100, with
Marc Hayford.
“Gold, Oil and the Euro: Are these Markets
Inter-Related?”, in B. Batavia, P. Nandakumar and C. Wague
(editors), Crossing Borders: Global Prospects, New Perspectives and
Emerging Agendas, North Waterloo Academic Press, 2010, pp. 133-144,
with Mary Malliaris.
“Time Series and Neural Networks Comparison on Gold, Oil and
the Euro”, Proceedings of the International Joint
Conference of IEEE on Neural Networks, Atlanta, Georgia, June 14-19,
2009, pp. 1961-1967, with Mary Malliaris..
“Central Bank Transparency: Theory and Tests”,
in James Brox and Nicholas Baltas (editors), The Global Economics
of a Changing Environment, North Waterloo Academic Press, Waterloo,
Ontario, Canada with Marc Hayford, 2009, pp. 3-14.
“Uncertainty, Transparency and Future Monetary Policy”,
Robert Bliss and George Kaufman, (editors), Financial Institutions and
Markets: Current Issues in Financial Markets, Palgrave
Publishing, 2008, pp.127-152, co-authored by Marc Hayford.
“Stochastic Optimal Control” in Steven
Durlauf (editor), The New Palgrave Dictionary of Economics, 2008
“Wiener Process” in Steven Durlauf (editor), The New Palgrave Dictionary of
Economics, 2008
“Modeling Short-Term Interest Rates: A Comparison of
Methodologies”, IJCNN 2007 Conference Proceedings,
Paper #1209, ISBN: 1-4244-1380-X, August 2007, Orlando, Florida,
co-authored by Mary Malliaris.
“Competition Among Global Currencies” in
James Brox and Peter Koveos, (editors), Globalization, Governance and
Public Policy, Waterloo. Ontario: North Waterloo University Press,
2007, pp. 131-146, co-authored by Alex Kondonassis and Chris Paraskevopoulos.
“Agricultural Development, Industrialization and Economic
Integration in Less Developed Countries: Lessons of Experience”,
in James Brox and Peter Koveos, (editors), Globalization, Governance and
Public Policy, Waterloo. Ontario: North Waterloo University Press,
2007, pp. 65-68, co-authored by Alex Kondonassis and Chris Paraskevopoulos.
“A Taylor Rule With Monthly Data” in James
Brox and Peter Koveos, (editors), Globalization, Governance and Public
Policy, Waterloo. Ontario: North Waterloo University Press, 2007, pp.
255-260, co-authored by Mary Malliaris.
“NAFTA: Past, Present and Future”, in Marc
Hayford, A. G. Malliaris and Mary Malliaris (editors), Proceedings of
Selected Papers from a Conference of the Athenian Policy Forum and Loyola
University Chicago on Asymmetries in Globalization: Opportunities and Risks,
January 4, 2007, pp. 9-18, with Chris Paraskevopoulos and Alex Kondonassis.
“Global Financial Instability and the Role of the Euro, the
Renminbi and the Dollar” in Proceedings of the Annual
Conference of the Association for Global Business, 2006, Newport Beach,
California.
“Rethinking Monetary Stabilization in the Presence of an
Asset Bubble: Should the Response be Symmetric or Asymmetric?”,
in Volbert Alexander and Hans-Helmut Kotz (editors), Global Divergence in
Trade, Money and Policy, Edward Elgar Publishing, Cheltenham, United
Kingdom, 2006, pp.172-191, co-authored by Marc Hayford.
“Performance of Individual Retirement Accounts”,
Risk Measurement and Control Proceedings, volume III, New Tools in Risk
Measurement and Asset Allocation, University of Rome, Rome,
Italy, 2006, co-authored by Mary Malliaris.
“Economic Uncertainty: An Overview” in
A.G.Malliaris (editor), Economic Uncertainty, Instabilities and Asset
Bubbles, World Scientific, New Jersey, 2005, pp. 14-27.
“The Global Monetary System and the Role of the Major
Economic Areas”, in Proceedings of the Annual
Conference of the Association for Global Business, 2005, Miami Beach,
Florida.
“Export Oriented Growth: Structural and Financial Asymmetries
in Asia”, in Bala Batavia, Nicholas Lash and A.G. Malliaris
(editors), Asymmetries in Financial Globalization, Athenian
Policy Forum Press, Toronto, Canada, 2002, pp.196-208, co-authored by Alex
Kondonassis.
"Is the Federal Reserve Bank Stock Market Bubble-Neutral?”
In George Kaufman, (editor), Asset Price Bubbles: Implications for
Monetary and Regulatory Policy, Elsevier Science, Amsterdam, 2001,
pp.229-243, co-authored by Marc Hayford.
"Are There Rational Bubbles in the U.S.Stock Market? Overview
and a New Test", in George Kaufman, (editor), Asset
Price Bubbles: Implications for Monetary and Regulatory Policy, Elsevier
Science, Amsterdam, 2001, pp.125-144, co-authored by Ramaprasad Bhar.
"The
Impact of Agricultural Policies of the EU and NAFTA on World Trade", in
Chris Paraskevopoulos and others (editors), Globalization and the
Political Economy of Trade Policy, The Athenian policy Forum Press,
Toronto, Canada, 2001, pp.225-236, co-authored by Bala Batavia and Nick Lash.
"Options Markets", in George
Constantinides and A.G. Malliaris, (editors), Options Markets:
Foundations and Pricing, Edward Elgar Publishing, Inc. Cheltenham,
England, 2001, pp.11-26, co-authored by George Constantinides.
"Microanalytics of Price Volatility in Futures Markets",
in Barry Goss, (editor), Models of Futures Markets, Routledge
Publishing, New York, 2000 pp.117-134, co-authored with Jerome Stein.
"Economic
Development and Economic Integration: Old and New Lessons", in Chris
Paraskevopoulos, (editor), Global Financial Markets and Economic
Development, The Athenian Policy Forum Press, Toronto, Canada, 2000,
pp.91-98, co-authored with Alex Kondonassis.
"The European Monetary Union in Transition"
in Christos Paraskevopoulos, (editor), European Union at the Crossroads, Edward Elgar Publishing, 1998, pp. 7-15, co-authored
by Alex Kondonassis.
"NAFTA, the EU and Agricultural Trade",
in Chris Paraskevopoulos, (editor), Global Trading Arrangements in
Transition, Edward Elgar Publishing, 1998, pp. 42-55, co-authored by
B.Batavia and N.Lash.
"Equity and Oil Markets Under External Shocks",
Global Structure of Financial Markets, Routledge Publishers,
London UK, 1997, pp.103-116, co-authored by J. Urrutia.
“Financial Modelling: From Stochastics to Chaotics and Back
to Stochastics”, Modeling Techniques for Financial
Markets and Bank Management, Physica-Verlag,
1996, Berlin-New York, co-authored by Jerome Stein, pp. 1-16.
"The Common Agricultural Policy of the EU and Developing
Countries," in C. Paraskevopoulos, editor, Economic
Integration and Public Policy in the European Union, Edward Elgar
Publishing Limited, 1996, co-authored by B. Batavia, pp. 193-205.
"Oil and World Stock Markets Reaction to the Gulf Crisis",
Research in International Business and Finance, 1996, pp. 133-153,
co-authored by J. Urrutia.
"European Monetary Integration: Lessons for Other Trading
Agreements," in C. Paraskevopoulos, editor, Economic
Integration in the Americas, Edward Elgar Publishing Limited, 1996, pp.
129-136, co-authored by A.J. Kondonassis.
"Portfolio Theory," in R.A. Jarrow, V.
Maksimovic, W.T. Ziemba, editors, Finance, North Holland
Publishing Company, New York, 1995, pp. 1-30, co-authored by G. Constantinides.
"Monetary Union and Economic Integration: The Less Developed
Areas of the European Community", in T. Georgakopoulos
et al., editors, Economic Integration Between Unequal Partners,
Aldershot: Edward Elgar Publishing, 1994, pp. 235-242, co-authored by A.J.
Kondonassis.
"Random Walk vs. Chaotic Dynamics in Financial Economics",
in Gori, editor, Nonlinear Dynamics in Economics and Social Sciences,
Springer-Verlag, 1993, pp. 99-122, co-authored by G. Philippatos.
"Wiener Process" in Peter Newman,
Murray Milgate and John Eatwell, editors, The New Palgrave Dictionary of
Money & Finance, Stockton Press, 1992, pp. 801-802.
"Stochastic Optimal Control" in Peter
Newman, Murray Milgate and John Eatwell, editors, The New Palgrave
Dictionary of Money & Finance, Stockton Press, 1992, pp. 560-563.
"Stochastic Calculus" in Peter Newman,
Murray Milgate and John Eatwell, editors, The New Palgrave Dictionary of
Money & Finance, Stockton Press, 1992, pp. 555-558..
"New and Old Themes in Economic Development: From Antithesis
to Synthesis", in A.J. Kondonassis, editor, Major
Issues of Global Development, University of Oklahoma Press, 1991, pp.
281-298, co-authored by A.J. Kondonassis.
"Foreign Aid and External Debt of Less Developed Countries",
in A.J. Kondonassis, editor, Major Issues of Global Development,
University of Oklahoma Press, 1991, pp. 151-181, co-authored by S.H. Lee.
"The Role of International Trade and Trade Policies in the
Development Process", in A.J. Kondonassis, editor, Major
Issues of Global Development, University of Oklahoma Press, 1991, pp.
85-98.
"Heterogeneous Discount Rates: A Generalization of
Hotelling's Rule" in R. Hamalainen and H. Ehtamo, editors,
Dynamic Games in Economic Analysis, Springer-Verlag : New York,
1991, pp. 163-169, co-authored by S. Stefani.
"Illustrations of the Quantity Theory of Money: Annual Data
1947-1987", in W.R. Heilmann, editor, Fourth
Symposium on Money, Banking and Insurance, University of Karlsruhe,
Karlsruhe, Germany, 1987, pp. 453-468.
"Wiener
Process", The New Palgrave Dictionary of Economic Theory and
Doctrine, the Macmillan Press, Ltd., London, England, 1987, pp.
276-278.
"Stochastic Optimal Control", The
New Palgrave Dictionary of Economic Theory and Doctrine, the Macmillan
Press, Ltd., London, England, 1987, pp. 246-251.
"Economic Uncertainty: Its Continuous Time Modeling",
in G. Bitros, and C. Davos, editors, Essays in Honor of Professor P.
Christodoulopoulos, Athens Graduate School of Business and Economics,
1987, pp.107-121.
"Duration Based Strategies for Managing Bank Interest Rate
Risk", in Hermann Goppl, editor, Third Symposium
on Money, Banking and Insurance, University of Karlsruhe, Germany,
1984, pp. 683-697, co-authored by G. Kaufman.
"Aspects of Optimal Stopping and Search",
in A. Panagiotopoulos, editor, Studies in Honor of Professor E.
Margaritis, Piraeus Graduate School of Industrial Studies, 1981, pp.
93-103.
INTERNATIONAL
RECOGNITION AND CITATIONS
I have
written, edited and co-edited about 12 books and authored and co-authored about
120 papers. Google Scholar has the most detailed citation list with a
total number of 1,986 citations. This can be found at:
http://scholar.google.com/citations?hl=en&user=UlF_8OUAAAAJ&view_op=list_works
The Social
Science Research Network eLibrary with 490,000 paper abstracts from 29,000
authors in specialized areas related to economics is considered to be the premier
repository of working papers. In this library I have deposited 33 of my
most recent papers and I have received 5,874 downloads ranking me in the top 2%
of all authors. Details may be found at
http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=91227
The Saint
Louis Federal Reserve Bank also has a database of selected papers and it also
highlights 33 of my papers with about 3,129 abstract views.
I feel very
pleased that my writings have received this attention from my fellow
economists.
“Dynamic Analysis of the U.S. Short and
Long-Term Interest Rates Relationships: On the Role of Monetary Policy”, 2014
Conference of the Society for Economic Measurement, the Becker Friedman
Institute, The University of Chicago, August 18-20, 2014, Chicago,
Illinois, with Catherine Kyrtsou and Chrisitina Mikropoulou.
“Gold, Oil and the S&P 500 Index:
Calm to Crisis and Back”, The 2014 International Conference of Data
Mining, July 21-24, Las Vegas, Nevada, with Mary Malliaris.
“Asset Price
Bubbles and Macroeconomic Risks: A Consensus Change”, Distinguished
Invited Speaker Series, Center of Planning and Economic Research, Greek
Ministry of Finance, July 10, 2014, Athens, Greece.
“From Asset
Prices Bubbles to Liquidity Traps”, 21st Annual Multinational
Finance Society Conference, June 28- July 2, 2014, Prague, Czech
Republic.
“Quantitative
Easing and the U.S. Stock Market”, 21st Annual Multinational
Finance Society Conference, June 28- July 2, 2014, Prague, Czech
Republic, with R. Bhar and Mary Malliaris.
“An
Explanation of the Spread’s Ability to Predict Economic Activity: Discussion”, 21st
Annual Multinational Finance Society Conference, June 28- July 2, 2014,
Prague, Czech Republic.
“Rethinking
Monetary and Fiscal Policies After the Crisis: A Roundtable Discussion”, The
12th Biennial Athenian Policy Forum Conference, Ryerson
University, June 13-14, 2014, Toronto, Canada.
“Cyclical
Economic Behavior and the Liquidity Trap”, The 12th Biennial
Athenian Policy Forum Conference, Ryerson University, June 13-14, 2014,
Toronto, Canada.
“Fed Policies
and the S&P 500 Index During 2002-2013” The 12th
Biennial Athenian Policy Forum Conference, Ryerson University, June
13-14, 2014, Toronto, Canada, with R. Bhar and Mary Malliaris.
“Catholicism,
Global Development and the Professional Life: Remarks”, The Joan and Bill
Hank Center for the Catholic Intellectual Heritage, Loyola University
Chicago, April 2, 2014, Chicago, Illinois.
“The European
Union: A Historical Overview and the Recent Financial Crisis”, Newberry
Teachers’ Consortium Seminar, March 12, 2014, Chicago, Illinois.
“Economic
Outlook for 2014 Webinar” Family Business Center, Quinlan School of
Business, January 28, 2014, Chicago, Illinois.
“Forecasting
the S&P 500 Index: A Comparison of Methods”, Decision Sciences
Institute Annual Meeting, November 16-18, 2013, Baltimore, Maryland,
with Mary Malliaris.
“The Greek
Financial Crisis from a Global Perspective”, Scientific and Cultural Link
with Greece, November 17, 2013, Chicago, Illinois.
“The
Future of Monetary Policy and an Interest Rate Outlook”, 2013 Advantage
Futures Seminar Series, November 12, 2013, Chicago, Illinois.
“Cultural
Borders in International Exchange: Discussion of Evidence from the Euro-Zone
Cross Border Depositing”, 2013 Financial Management Association Annual
Meeting, October 16-19, 2013, Chicago, Illinois.
“Monetary
Policy and Financial Instability”, International Conference on Applied
Business and Economics, October 2-4, 2013, New York.
“Bitcoins:
Virtual Money for Virtual People”, Quinlan School of Business Public
Symposium, September 26, 2013, Chicago, Illinois.
“Dynamic Analysis
of the US Short- and Long-Term Interest Rates Relationships: On the Role of
Monetary Policy”, European Conference on Complex Systems,
September 16-20, 2013, Barcelona, Spain, with Catherine Kyrtsou and Christina
Mikropoulou.
“Informational
Content of Monday Returns and the Role of Dynamic Invariants”, Fifth
International Symposium on Recurrent Plots, August 14-16, 2013,
Chicago, Illinois, with Catherine Kyrtsou and Chrisitna Mikropoulou.
“Neural
Network Forecasting With the S&P 500 Index Across Decades”, The 2013
International Conference on Data Mining, July 22-25, 2013, Las Vegas,
Nevada, with Mary Malliaris.
“Does Price
Stability Lead to Financial Instability?”, Twentieth Annual Conference of
the Multinational Finance Society, June 30-July 3, 2013, Izmir, Turkey.
“Global
Monetary Instability and the Role of the Financial Crisis”, The Korea
Institute of Finance and the Athenian Policy Forum International Conference on
Global Economic and Financial Asymmetries, June 16-19, 2013, Seoul,
Korea, with Mary Malliaris.
“N-tuple
S&P 500 Patterns Across Decades, 1950s to 2011”, The Korea Institute
of Finance and the Athenian Policy Forum International Conference on Global
Economic and Financial Asymmetries, June 16-19, 2013, Seoul, Korea,
with Mary Malliaris.
“Lessons the
U.S. Can Learn From Japan and the Eurozone”, The Transformer Association
Spring Meeting, Chicago, Illinois, May 1, 2013.
“From Asset
Price Bubbles to Liquidity Traps”, The Global Financial Crisis: Values,
Behavioral Finance, Social Justice and a Robust Society, A Conference
Organized Jointly by the Quinlan School of Business, Loyola University Chicago
and the Leavy School of Business, Santa Clara University, Chicago, Illinois,
April 11, 2013.
“Mathematical
and Statistical Analysis for Solving Economic Problems”, Undergraduate
Colloquium Series in the Mathematical Sciences, Department of
Mathematics and Statistics, Loyola University Chicago, Chicago, Illinois, April
8, 2013.
“The U.S.
Eurozone and Japan: A Comparison of Asset Bubbles and Deleveraging”, Loyola
University Economic Research Group, Chicago, Illinois, March 13, 2013.
“A Model of
Investment Subject to Financing Constraints: Discussion”, International
Banking, Economics and Finance Association at the Allied Social Science
Associations Meetings, January 4-6, 2013, San Diego, California.
“The Euro and
the Process of Deleveraging in the Eurozone”, Society for Policy Modeling
at the Allied Social Science Associations Meetings, January 4-6, 2013,
San Diego, California.
“House
Prices, Expectations and Time-Varying Fundamentals: Discussion”, American
Economic Associations Meetings at the Allied Social Science Associations
Meetings, January 4-6, 2013, San Diego, California.
“Up and Down
Movements in the S&P 500, 1950 to 2011”, Decision Sciences Institute
43rd Annual Conference, November 17-20, 2012, San Francisco,
California, with Mary Malliaris.
“Taylor
Rules”, Quinlan School of Business Honors Seminar, October 1, 2012.
“Subsistence
Markets, Macroeconomic Policies and Social Justice”, The 4th
Subsistence Marketplaces Conference, July 27-29, 2012, Loyola
University Chicago, Chicago, Illinois, with Mary Malliaris.
“How a
Financial Crisis Affects Data Mining Results: A Case Study”, 8th
International Conference on Data Mining, July 16-19, 2012, Las Vegas,
Nevada, with Mary Malliaris.
“Is Price
Stability Destabilizing?”, 11th Biennial Athenian Policy Forum
International Conference, July 1-3, 2012, Chalkidiki, Greece.
“Unresolved
Issues in Global Financial Imbalances”, 11th Biennial Athenian
Policy Forum International Conference, July 1-3, 2012, Chalkidiki,
Greece, with Mary Malliaris.
“Are Short
Sellers positive Feedback Traders? Evidence from the Global Financial Crisis:
Comments”, 19th Annual Conference of the Multinational Finance
Society, June 24-27, 2012, Krakow, Poland.
“Comparison
of Currency Co-Movement Before and During the Global Financial Crisis”, 19th
Annual Conference of the Multinational Finance Society, June 24-27,
2012, Krakow, Poland, with Mary Malliaris.
“Global
Financial Imbalances: The Role of the Financial Crisis”, 19th
Annual Conference of the Multinational Finance Society, June 24-27,
2012, Krakow, Poland, with Mary Malliaris.
“U.S.
Economic Update for 2012 and 2013: Current and Future Trends”. A
Presentation to the National Wholesaler Distributors, Billion Dollar Company
CFO Roundtable, June 5-6, 2012, Chicago, Illinois.
“N-tuple of
S&P 500 Patterns Across Decades, 1950s to 2011”, Euro Working Group
for Financial Modeling 50th Meeting, May 3-5 2012, Rome,
Italy, with Mary Malliaris.
“Asset
Bubbles, Monetary Policy and Risks to the Real Economy”, LECTIO
MAGISTRALIS at the 50th Meeting of the Euro Working Group for
Financial Modeling, Rome, Italy, May 3-5 2012.
“The Future
of the Euro”, Loyola University Chicago Public Symposium, Chicago,
Illinois, April 18,
2012.
“Comparison
of Currency Co-Movement Before And After October 2008”, Northeast
Decision Sciences Institute, March 21-23, 2012, Newport, Rhode Island,
with Mary Malliaris.
“How Stable
is the Euro?”, Society for Policy Modeling at the Allied
Social Science Associations Annual Meetings, Chicago, Illinois, January
5-8, 2012.
“Monetary and
Fiscal Policies After the Financial Crisis”, The Piraeus University
Executive MBA Seminar at Loyola University Chicago, Chicago, Illinois,
December 12, 2011.
“Economic
Policies at a Crossroads: What Next?” Loyola University School of
Business Administration Symposium, Chicago, Illinois, December 1, 2011.
“Monetary
Policy Scenarios and Their Impact on the Bond Market”, Advantage Futures
Trading, Chicago, Illinois, September 22, 2011.
“Monetary and
Fiscal Policies in an Indeterminate Economy”, Commodities Roundtable
Forum, the Institute of Scrap Recycling Industries, Inc., Chicago,
Illinois, September 19 – 21, 2011.
“Using Data
Mining Technologies to find Currency Trading Rules”, 18th
Annual Conference of the Multinational Finance Society, Rome, Italy,
June 26-29, 2011, with Mary Malliaris.
“Dividends,
Momentum and Macroeconomic Variables as Determinants of the U.S. Equity Premium
Across Economic Regimes”, 18th Annual Conference of the
Multinational Finance Society, Rome, Italy, June 26-29, 2011, with
Ramaprasad Bhar.
“Contrarian and
Momentum Strategies and the Impact of the Business Cycle: Discussion”, 18th
Annual Conference of the Multinational Finance Society, Rome, Italy,
June 26-29, 2011.
“Global
currency Movement and the Generalized Rule Induction”, Annual Meetings of
the Northeast Decision Sciences Institute, Montreal, Canada,
April 13-15, 2011, with Mary Malliaris.
“Disentangling
Crashes from Tail Events: Discussion”, The Midwest Finance Association
Annual Conference, Chicago, Illinois, March 3-5, 2011.
“Global
Financial Imbalances and the Stabilizing Role of the Euro”, Society for
Policy Modeling at the Allied Social Science Associations Annual
Meetings, Denver, Colorado, January 7-9, 2011
“Asset Prices
and the Global Financial Crisis of 2007-09”, International Banking,
Economics and Finance Association at the Allied Social Science Associations
Annual Meetings, Denver, Colorado, January 7-9, 2011, with Marc
Hayford.
“Causes of
the Financial Crisis and the Great Recession: The Role of U.S. Monetary
Policy”, International Conference on Economic Asymmetries and
Globalization: Challenges and Opportunities, The Indian Institute of Management
Lucknow and the Athenian Policy Forum, Noida, Delhi, India, December
16-18, 2010, with Marc Hayford.
“The
Persistence of Global Financial Imbalances”, International Conference on
Economic Asymmetries and Globalization: Challenges and Opportunities, The
Indian Institute of Management Lucknow and the Athenian Policy Forum,
Noida, Delhi, India, December 16-18, 2010, with Mary Malliaris.
“The Global
Financial Crisis of 2007-09: Scope of Regulatory Responses”, 10th
Biennial Conference of the Athenian Policy Forum and the Deutsche Bundesbank,
Frankfurt am Main, Germany, July 28-31, 2010, with Marc Hayford.
“Resolving the
Global Financial Imbalances: An Evaluation of Economic Policies and
Regulations”, 10th Biennial Conference of the Athenian Policy
Forum and the Deutsche Bundesbank, Frankfurt am Main, Germany, July
28-31, 2010, with Alex Kondonassis and Mary Malliaris.
“History and
Characteristics of the Financial Crisis: Discussion”, 10th
Biennial Conference of the Athenian Policy Forum and the Deutsche Bundesbank,
Frankfurt am Main, Germany, July 28-31, 2010.
“The Global
Financial Crisis of 2007-09: What Theories Explain it and What Policies
Are Appropriate?”, Luncheon and Keynote Lecture, The Seventeenth Annual
Conference of the Multinational Finance Association, Barcelona, Spain,
June 27-30, 2010.
“Lessons From
the Recent Global Financial Crisis and Currency Markets”, The Transformer
Association Spring Meetings, Chicago, Illinois, May 12, 2010.
“U.S. Economic
Policies that Contributed to the Global Financial Crisis of 2007-09”, 4th
European Conference on the Welfare State and the Global Financial Crisis,
Leuven, Belgium, April 19-20, 2010.
“Financial
Instabilities, Asset Prices and the Financial crisis of 2007-09: Theories and
Policies”, Association for Social Economics at the Allied
Social Science Association Annual Meetings, Atlanta, Georgia, January
2-5, 2010, with Marc Hayford.
“The Reception
of Public Signals in Financial Markets: What if Central Bank Communication
Becomes Stale? A Critique”, International Banking, Economics and Finance
Association at the Allied Social Science Association Annual Meetings,
Atlanta, Georgia, January 2-5, 2010.
“Sequence of
Asset Bubbles and the Global Financial Crisis”, The Athenian Policy Forum
Winter 2010 Conference, Atlanta, Georgia, January 2, 2010, with Abol
Jalilvand.
“Asset
Bubbles and Financial Instabilities”, XLRI Executive MBA Seminar,
November 12, 2009, Loyola University Chicago.
“Gold, Oil
and the Euro: Hypotheses, Time Series and Neural Network Analysis for Futures
Data”, 39th Illinois Economic Association Annual Meetings,
October 16-17, 2009, Chicago, Illinois, with Mary Malliaris.
“Asset
Bubbles and the Financial Crisis of 2007-2009: A Critical Review”, The
University of Piraeus Executive Management Summer Program, July 11-14,
2009, Porto Heli, Greece.
“Heterogeneous
Behavioral Expectations, Exchange Rate Dynamics and Monetary Policy Rules:
Discussion”, Western Economics Association International 84th
Annual Conference, Vancouver, British Columbia, Canada, June 29- July
3, 2009.
“Gold, Oil
and the Euro: Hypotheses and Time Series Analysis for Futures Data”,
Western Economics Association International 84th Annual Conference,
Vancouver, British Columbia, Canada, June 29- July 3, 2009, with Mary
Malliaris.
“Financial
Instabilities and Asset Prices: Lessons From the Recent Crisis”, Western
Economics Association International 84th Annual Conference,
Vancouver, British Columbia, Canada, June 29- July 3, 2009, with Marc Hayford.
“Time Series
and Neural Networks Comparison on Gold, Oil and the Euro”, The IEEE
International Joint Conference on Neural Networks, Atlanta, Georgia,
June 14-19, 2009, pp. 1961-1967, with Mary Malliaris.
“Financial
Instabilities and Asset Prices: Lessons From the Global Financial Crisis of
2007-2009”, DePaul University Department of Economics Seminar,
April 8, 2009, with Marc Hayford.
“The Global
Financial Crisis and Education”, Woodlands Academy, Lake Forest,
Illinois, January 27, 2009.
“Transparency
and Short Term Interest Rate Forecasting Uncertainty”, International
Banking, Economics and Finance Association at the Allied Social Science
Associations Annual Meetings, San Francisco, California, January 3-5,
2009, with Marc Hayford.
“What Has
Inflation Targeting Accomplished? Discussion”, International Banking,
Economics and Finance Association at the Allied Social Science Associations
Annual Meetings, San Francisco, California, January 3-5, 2009.
“Oil, Gold
and the Euro: Hypotheses and Time Series Analysis”, The Joint Athenian
Policy Forum and the Indian Institute of Management Conference, Calicut
India, December 18-21, 2008, with Mary Malliaris.
“Financial
Instabilities and Asset Prices: The Current Debate”, The Joint Athenian
Policy Forum and the Indian Institute of Management Conference, Calicut
India, December 18-21, 2008, with Marc Hayford.
“Asset Price
Bubbles and the Financial Crisis of 2007-2008”, Xavier Labor Relations
Institute of India Partnership Student Exchange Seminar, Loyola
University Chicago, November 26, 2008.
“Patterns of
Investment Activity in U.S. Futures Markets: Discussion”, The Illinois
Economics Association 38th Annual Meeting, October 17-18,
2008.
“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, July 9-12, 2008, with Marc Hayford.
“Reconsidering
NAFTA”, 9th Biennial Conference of the Athenian Policy Forum
and the Athens University of Economics and Business, Athens, Greece,
July 9 -12, 2008, with Alex Kondonassis.
“Oil, Gold
and the Euro”, Western Economic Association International 83rd
Annual Conference, Honolulu, Hawaii, June 29 - July 3, 2008, with Mary
Malliaris.
“Financial
Instabilities and Risk Management by Central Banks”, Western Economic
Association International 83rd Annual Conference, Honolulu,
Hawaii, June 29 - July 3, 2008, with Marc Hayford.
“Difficult
Data Decision Dilemmas: The Use of Real-Time Inflation Data in Monetary Policy:
Discussion”, Western Economic Association International 83rd
Annual Conference, Honolulu, Hawaii, June 29 - July 3, 2008.
“Monetary
Policy, Financial Stability and Interest Rates Rules: Discussion”, Western
Economic Association International 83rd Annual Conference,
Honolulu, Hawaii, June 29 - July 3, 2008.
“The Paradox
of Employee Pension Fund Ownership: Discussion”, Western Economic
Association International 83rd Annual Conference, Honolulu,
Hawaii, June 29 - July 3, 2008.
“Differential
Pricing”, The American Dental Association Council on Membership, Chicago,
Illinois, June 23, 2008.
“Future
Challenges for NAFTA”, The Chris Paraskevopoulos Memorial Conference, The
Athenian Policy Forum and York University, Toronto, Canada, May 15-16,
2008, with Alex Kondonassis.
“The Future
of the Euro and the Role of China and India”, The Chris Paraskevopoulos
Memorial Conference, The Athenian Policy Forum and York University,
Toronto, Canada, May 15-16, 2008, with Bala Batavia
“Global
Currency Markets”, Invited Academic Presenter, The Transformer
Association Spring Meetings, Northbrook, Illinois, April 23-24, 2008.
“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, March 7-9, 2008.
“Financial
Instability, Asset Bubbles and Monetary Policy”, Allied Social Science
Associations Meetings, New Orleans, Louisiana, January 4-6, 2008, with
Marc Hayford.
“The Excess
U.S. Equity Returns: Are they Determined by Fundamentals or Behavioral
Variables?” 20th Annual Australasian Finance and Banking
Conference, December 12-14, 2007, Shangri-La Hotel, Sydney, Australia,
with Ramaprasad Bhar.
“Subprime
Mortgages”, Economics Forum and the Graduate School of Business, Loyola
University Chicago, November 6, 2007.
“An
Examination of the Rationality and Efficiency of Mergers of Futures
Exchanges: Comments”, The Illinois Economics Association 37th
Annual Meeting, October 19-21, 2007.
“Transparency
and Uncertainty about Future Monetary Policy”, The Illinois Economics
Association 37th Annual Meeting, October 19-21, 2007, with
Marc Hayford.
“Modeling
Short-Term Interest Rates: A Comparison of Methodologies”, The Twentieth
International Joint Conference on Neural Networks, August 12-17, 2007,
Orlando, Florida, with Mary Malliaris.
“Fewer Global
Currencies?” Fourth Annual Single Currency Conference, Mt
Washington Hotel, July 19 – 20, 2007, Bretton Woods, New Hampshire.
“Are
Banks Any Less Risky Since Basel? Comments”, Western Economic Association
International 82nd Annual Conference, Seattle, Washington,
June 29- July 3, 2007.
“Market
Uncertainty About Future Monetary Policy”, Western Economic Association
International 82nd Annual Conference, Seattle, Washington,
June 29- July 3, 2007, with Marc Hayford.
“Modeling
Federal Funds Rates: A Comparison of Four Methodologies”, Western
Economic Association International 82nd Annual Conference,
Seattle, Washington, June 29- July 3, 2007, with Mary Malliaris.
“Non-linear
Modeling of Bivariate Comovements of Asset Prices: Theory and Tests”, Commodities
Finance Center Conference for Agriculturals, Energy and Metals 2007,
Birkbeck College, University of London, England, January 17 -19, 2007
with Marco Corazza and Elisa Scalco.
“The Global
Monetary System and the Role of Global Currencies”, Allied Social Science
Associations Meetings, Chicago, Illinois, January 5-7, 2007, with Alex
Kondonassis.
“NAFTA: Past,
Present and Future”, The Athenian Policy Forum/ Loyola University Chicago
Conference, January 4, 2007, Chicago, Illinois, with Alex Kondonassis
and Chris Paraskevopoulos.
“The Future
of the U.S. Dollar: Various Scenarios”, The Athenian Policy Forum/
Loyola University Chicago Conference, January 4, 2007, Chicago,
Illinois, with Alex Kondonassis and Chris Paraskevopoulos.
“The Role of
Agriculture in the Development of Emerging Economies”, The Athenian
Policy Forum/ Loyola University Chicago Conference, January 4, 2007,
Chicago, Illinois, with Alex Kondonassis and Chris Paraskevopoulos.
“Global
Financial Instability and the Role of the Euro, the Renminbi and the Dollar”, Annual
Conference of the Association for Global Business, November 16-19,
2006, Newport Beach, California.
“Volatility
Dynamics of NYMEX Natural Gas Futures Prices: Discussion”, Illinois
Economics Association Thirty-Six Annual Meeting, October 20-21, 2006,
Chicago, Illinois.
“From Course
Design to Course Delivery”, AACSB International Teaching Effectiveness
Seminar, Tampa, Florida, October 12-14, 2006.
“Professor
Personality Issues in Teaching Effectiveness”, AACSB International
Teaching Effectiveness Seminar, Tampa, Florida, October 12-14, 2006.
“The Recent
AACSB Initiative for Teaching Effectiveness”, AACSB Mid-Continent East
Annual Meeting, October 1-3, 2006, Chicago, Illinois.
“Course
Delivery”, AACSB International Teaching Effectiveness Seminar,
Tampa, Florida, July 20-21, 2006.
“Professor
Issues”, AACSB International Teaching Effectiveness Seminar, Tampa,
Florida, July 20-21, 2006.
“Student
Issues”, AACSB International Teaching Effectiveness Seminar,
Tampa, Florida, July 20-21, 2006.
“Attributes
of Effective Teachers”, AACSB International Teaching Effectiveness
Seminar, Tampa, Florida, July 20-21, 2006.
“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, with Marc Hayford.
“Risk and
Return of Individual Retirement Accounts”, International Summer School on
Risk Measurement and Control, Universita di Rome “La
Sapienza”, Rome, Italy, June 20-28, 2006, with Mary Malliaris.
“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, with Mary Malliaris.
“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, with Marc Hayford.
“Competition
Among Global Currencies”, The Joint University of Waterloo and the Eighth
Biennial Athenian Policy Forum Conference, Waterloo, Canada, June
15-17, 2006, with Alex Kondonassis and Chris 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,
Canada, June 15-17, 2006, with Alex Kondonassis and Chris Paraskevopoulos.
“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, with Marco Corazza and
Elisa Scalco.
“Financial
Aspects of Globalization”, Dinner Speaker, The Global Awareness Society
International Annual Meetings, Chicago, Illinois, May 25-27, 2006.
“Keeping Our
Call Alive”, Annual EVOKE Summer Institute Speaker, Loyola
University Chicago, May 17, 2006.
“Futures
Markets as Instruments of Risk Management”, Department of Economics,
Lawrence University, Appleton Wisconsin, April 18, 2006.
“Interpersonal
Factors Affecting Teaching and Learning”, AACSB International Teaching
Effectiveness Seminar, Tampa, Florida, March 23-24, 2006.
“How to
Integrate Research into the Classroom”, AACSB International Teaching
Effectiveness Seminar, Tampa, Florida, March 23-24, 2006.
“Global
Financial Stability” Globalization and Economic Asymmetries Conference,
Boston, Mass, January 5, 2006, with Alex Kondonassis and Chris Paraskevopoulos.
“NAFTA:
Future Challenges”, Globalization and Economic Asymmetries Conference,
Boston, Mass, January 5, 2006, with Alex Kondonassis and Chris Paraskevopoulos.
“When Bubbles
Burst”, Piraeus University Executive MBA Lecture, Chicago,
Illinois, December 12, 2005.
“The Global
Monetary System: Its Weaknesses and the Role of the IMF, EU and NAFTA”, Association
for Global Business Annual Conference, Miami Beach, Miami, November
17-20, 2005.
“NAFTA: Past,
Present and Future”, Asymmetries in Growth and Trade in the Americas,
Universidad Nacional Autonoma de Mexico, Mexico City, Mexico, April
21-22, 2005, with Alex Kondonassis and Chris Paraskevopoulos.
“Expanding
NAFTA: Lessons from the EU”, Allied Social Science Association Meetings,
Philadelphia, Pennsylvania, January 7-9, 2005 with Alex Kondonassis and Chris
Paraskevopoulos.
“Greenhouse
Gas Markets: Comments”, Illinois Economics Association Thirty-Fifth
Annual Meeting, Chicago, Illinois, October 21-22, 2005.
“NAFTA and
Beyond: A Re-Examination”, The Athenian Policy Forum/Temple University
Conference on Reassessing the Case for Free Trade, Philadelphia,
Pennsylvania, January 5-6, 2005 with Alex Kondonassis and Chris Paraskevopoulos.
“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, with Marc
Hayford.
“The Role of
Distribution Logistics in the Forward Pricing of California Gasoline:
Discussion”, Illinois Economics Association Thirty-Fourth Annual Meeting,
Chicago, Illinois, October 15-16, 2004.
“The Supply
of Storage for Natural Gas in California: Discussion”, Illinois Economics
Association Thirty-Fourth Annual Meeting, Chicago, Illinois, October
15-16, 2004.
“Soundness
and Structure of International Banking: Discussion”, 7th
Biennial Conference of the Athenian Policy Forum, the Deutsche Bank,
Frankfurt, Germany, July 28-31, 2004.
“Asymmetries
in U.S. Banking: The Role of Black-Owned Banks: Discussion”, 7th
Biennial Conference of the Athenian Policy Forum, the Deutsche Bank,
Frankfurt, Germany, July 28-31, 2004.
“The
Extrajerizacion of the Mexican Banking Sector: Expectations and Results:
Discussion”, 7th Biennial Conference of the Athenian Policy
Forum, the Deutsche Bank, Frankfurt, Germany,
July 28-31, 2004.
“Rethinking
Monetary Stabilization in the Presence of an Asset Bubble: Should the Response
be Symmetric or Asymmetric?”, 7th Biennial Conference of the
Athenian Policy Forum, the Deutsche Bank, Frankfurt, Germany, July 28-31, 2004, with Marc Hayford.
“Asymmetrical
Economic and Institutional Changes in the Western Balkans: Cooperation with the
European Union”, 7th Biennial Conference of the Athenian
Policy Forum, the Deutsche Bank, Frankfurt, Germany, July 28-31, 2004, with Alex Kondonassis and Chris
Paraskevopoulos.
“Computational
Finance: Overview and Future Prospects”, Lamar University Seminar,
Beaumont, Texas, April 30, 2004.
“Exchange for
Physicals in Commodity Futures Markets: A Discussion”, Illinois Economics
Association Thirty-Third Annual Meeting, Chicago, Illinois, October
17-18, 2003.
“Time-Varying
Risk Premia in Spot, Futures Prices and the Basis”, E-Business: Economic
Impact and Policy Implications Workshop, Berlin, Germany, June 13-14,
2003 with A. Antoniou and R. Priestley.
“Economic
Asymmetries in the EU and NAFTA”, North American Economics and Finance
Association Meetings, Washington, D.C., January 3-5, 2003, with Alex
Kondonassis and Chris Paraskevopoulos.
“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, with Marc Hayford.
“Monetary
Policy and the Stock Market”, Sixth Biennial International Conference of
the Athenian Policy Forum, Chicago, Illinois, August 16-17, 2002, with
Marc Hayford.
“Economic
Asymmetries in Western Balkans”, North American Economics and Finance
Association Meetings, Atlanta, Georgia, January 4-6, 2002, with Alex
Kondonassis and Chris Paraskevopoulos.
“Global
Monetary Instability: The Role of the IMF, the EU and NAFTA”, North
American Economics and Finance Association Meetings, Atlanta, Georgia,
January 4-6, 2002.
"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, with Alex
Kondonassis and Chris Paraskevopoulos.
"Asset
Prices and Federal Reserve Behavior", European Financial Management
Association Conference, Lugano, Switzerland, June 27-30, 2001, with
Marc Hayford.
"Evidence
of Speculative Bubbles in the Korean Stock Market: Comments", European
Financial Management Association Conference, Lugano, Switzerland, June
27-30, 2001.
"Market
Efficiency in Foreign Currencies", Eighth Annual Conference of the
Multinational Finance Society, Verona, Italy, June 23-27, 2001, with
Marco Corazza.
"Scenario
Optimization Asset and Liability Modeling: Comments", Eighth Annual
Conference of the Multinational Finance Society, Verona, Italy, June
23-27, 2001.
"Country
Debt-Risk: A Stochastic Optimal Control Perspective: Comments", North
American Economics and Finance Association Meetings, New Orleans,
January 5-7, 2001.
"Strengthening
Global Financial Stability", North American Economics and Finance
Association Meetings, New Orleans, January 5-7, 2001, with Alex
Kondonassis.
"Multifractality
in Foreign Currency Markets", European Financial Management
Association Meetings, June 29-July2, 2000, Athens, Greece, with Marco
Corazza.
"Lessons
from the Asian Financial Crisis", North American Economics and
Finance Association Meetings, Boston, January 7-9, 2000, with Alex Kondonassis.
“Prospects
for Monetary Union in North America: Comments”, North American Economics
and Finance Association Meetings, Boston, January 7-9, 2000.
“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 6, 2000, with Alex
Kondonassis.
“Evaluating
the Hedging Performance of GARCH Strategies: Comments”, Southern Finance
Association Meetings, Key West, Florida, November 18-20, 1999.
“Export-Oriented
Growth: Structural and Financial Asymmetries in Asia”, North American
Economics and Finance Association Meetings, New York, January 3-5,
1999, with Alex Kondonassis.
“Old and New
Lessons in Economic Integration”, International Conference on Economic
Integration, Toronto, Canada, May 29-31, 1998, with Alex Kondonassis.
“The Impact
of Agricultural Policies of EU and NAFTA on World Trade”, International
Conference on Economic Integration, Toronto, Canada, May 29-31, 1998,
with Bala Batavia and Nick Lash.
“Risk
Sensitive Asset Allocation: A Discussion”, Midwest Finance Association
Meetings, Chicago, Illinois, March 19-21, 1998.
“Economic
Development and Economic Integration: Old and New Lessons”, North
American Economics and Finance Association Meetings, Chicago, Illinois,
January 3-5, 1998, with Alex Kondonassis.
“An Analysis
of the Asymmetric Response of Stock Prices to News”, North American
Economics and Finance Association Meetings, Chicago, Illinois, January 3-5, 1998, with A.
Antoniou.
"Volume
and Price Relationship: Hypothesis and Testing for Agricultural Futures", Multinational
Finance Society Meetings, Thessaloniki, Greece, June 1997, with Jorge
Urrutia.
"Volume
and Price Relationship: Hypothesis and Testing for Agricultural Futures", Midwest
Finance Association Annual Meetings, Kansas, Missouri, March 20-22,
1997, with Jorge Urrutia.
"The
European Monetary Union in Transition", North American Economics and
Finance Association Meetings, New Orleans, LA, January 4-6, 1997, with
A. Kondonassis.
"Financial
Futures-A Global Innovation", North American Economics and Finance
Association Meetings, New Orleans, LA, January 4-6, 1997.
“Volume and
Price Relationships: Hypotheses and Testing for Agricultural Futures”, Southern Finance Association Meetings, Key West,
Florida, November 20-23, 1996, with Jorge Urrutia.
“When
Non-randomness Appears Random: A Challenge to Decision Sciences”, Annual
Meetings of the Decision Sciences Institute, Orlando, Florida, November
24-26, 1996, with Mary Malliaris.
“The European
Monetary System in Transition”, International Conference on Economic
Integration in Transition, Athens, Greece, August 21-24, 1996, with
Alex Kondonassis.
“The Impact
of Integration Schemes on Agricultural World Trade”, International Conference on Economic
Integration in Transition, Athens, Greece, August 21-24, 1996,
with Bala Batavia and Nick Lash.
“European
Stock Market Fluctuations; Short and Long Term Links”, Midwest Finance
Association Meetings, Chicago, Illinois, March 21-23, 1996, with Jorge
Urrutia.
“NAFTA: What
Can It Learn from EU and Older Integration Schemes”, North American
Economics and Finance Association Meetings, San Francisco, CA, January
5-7, 1996, with Alex Kondonassis.
“Theory and
Testing of a Trading Volume Model”, North American Economics and Finance
Association Meetings, San Francisco, CA, January 5-7, 1996, with Jorge
Urrutia.
“Microanalytics
of Volatility in Futures Markets”, North American Economics and Finance
Association Meetings, San Francisco, CA, January 5-7, 1996, with Jerry
Stein.
"Volume
and Price Relationships: Hypotheses and Testing", Financial
Management Association International, New York City, NY, October 19-21,
1995, with J. Urrutia.
"Equity
Markets’ Reaction to Global Shocks", 2nd Annual Conference on
Multinational Financial Issues, Philadelphia, PA, June 15-17, 1995, with
J. Urrutia.
"Linkages
Between Agricultural Commodity Futures Contracts", Eastern Finance
Association Meetings, Hilton Head, South Carolina, April 27-29, 1995,
with J. Urrutia.
"Neural Networks
and Market Volume Prediction: Comments", Midwest Finance Association
Meetings, Cincinnati, Ohio, March 30-April 1, 1995, with J. Urrutia.
"Volume
and Price in Agricultural Futures Markets",
Midwest Finance Association Meetings, Cincinnati,
Ohio, March 30-April 1, 1995, with J. Urrutia.
"Analysis
of Spot and Futures U.S. Equity and Oil Markers During the Persian Gulf
Crisis", Midwest Finance Association Meetings, Cincinnati,
Ohio, March 30-April 1, 1995, with J. Urrutia.
"Recent
Developments in European Monetary Union", North American Economics
and Finance Association Meetings, Washington D.C., January 6-8, 1995,
with A.J. Kondonassis.
"Linkages
Between Agricultural Futures Contracts", North American Economics
and Finance Association Meetings, Washington D.C., January 6-8, 1995,
with J. Urrutia.
"European
Stock Market Fluctuations: Short and Long Term Linkages", First
Annual Conference on Multinational Financial Issues, Atlantic City, New
Jersey, June2-4, 1994, with J. Urrutia.
"The
Common Agricultural Policy of the EU and Developing Countries", International
Conference on Economic Integration and Public Policy: NAFTA, the European Union
and Beyond, Toronto, Canada, May 27-29, 1994, with B. Batavia.
"European
Monetary Integration: Less Developed Areas of EU and Lessons for other Trading
Agreements”, International Conference on Economic Integration and Public
Policy: NAFTA, the European Union and Beyond, Toronto, Canada, May
27-29, 1994, with A.J. Kondonassis.
"Short-Term
and Long-Term Linkages Between Agricultural Futures Contracts", Midwest
Finance Association Meetings, Chicago, Illinois, March 24-26, 1994,
with J. Urrutia. This paper has received the Chicago Board of Trade
Outstanding Paper Award in the area of Futures and Options Research.
"Oil and
World Stock Markets Reaction to the Gulf Crisis", North American
Economics and Finance Association Meetings, Boston, Massachusetts,
January 3-5, 1994, with J. Urrutia.
"New and
Old Issues in Economic Integration", North American Economics and
Finance Association Meetings, Boston, Massachusetts, January 3-5, 1994,
with A.J. Kondonassis.
"European
Monetary Integration: Less Developed Areas of the EC and Lessons for Other
Trading Agreements”, American Economic Association Meetings,
Boston, Massachusetts, January 3-5, 1994, with A.J. Kondonassis.
"Empirical
Results of Oil and World Equity Markets During the Persian Gulf Crisis Using
Event-Study and Causality Methodology", Financial Management
Association Meetings, Toronto, Canada, October 14-16,
1993, with J. Urrutia.
"Monetary
Union in the EC: The Case of Greece", Western Economic Association
Meetings, Lake Tahoe, Nevada, June 20-24, 1993, with A.J. Kondonassis.
"Chaotic
Behavior in Stock Prices of European Stock Markets", Second Annual
Conference on European Financial Management Issues, Virginia Beach,
Virginia, May 28-29, 1993, with E. Pilarinu and G. Philippatos.
"Deriving
Derivatives of Derivative Securities: Comments", North American
Economics and Finance Association Meetings, Anaheim, California,
January 5-7, 1993.
"Decomposition
of Inflation and its Volatility", North American Economics and
Finance Association Meetings, Anaheim, California, January 5-7, 1993,
with M. Malliaris.
"Equity
Markets and their Response to the Persian Gulf Crisis", North
American Economics and Finance Association Meetings, Anaheim,
California, January 5-7, 1993, with J. Urrutia.
"Monetary
Union and European Economic Integration: The Less Developed Areas", North
American Economics and Finance Association Meetings, Anaheim,
California, January 5-7, 1993, with A.J. Kondonassis.
"The
Impact of the Persian Gulf Crisis on National Equity Markets", The
Southern Finance Association Meetings, Jacksonville, Florida, November
18-21, 1992, with J. Urrutia.
"Analysis
of Spot and Futures U.S. Equity and Oil Markets During the Gulf Crisis", Academy
of Financial Services Meetings, San Francisco, California, October 21,
1992, with J. Urrutia.
"Equity
Markets and the Persian Gulf Crisis: Comparisons from two Methodologies", Eastern
Finance Association Meetings, Tampa, Florida, April 22-25, 1992, with
J. Urrutia.
"World
Stock Markets and the Persian Gulf Crisis", Midwest Finance
Association Meetings, Chicago, Illinois, March 26-28, 1992, with J.
Urrutia.
"A Monte
Carlo Simulation for Testing the Randomness of Certain Hedge Ratios", North
American Economics and Finance Association Meetings, New Orleans,
Louisiana, January 2-5, 1992, with J. Urrutia.
"Money
Supply, Industrial Production and the S&P 500 Index", North
American Economics and Finance Association Meetings, New Orleans,
Louisiana, January 2-5, 1992, with J. Urrutia.
"Where
Did the International Stock Market Crash of October 1987 Originate?”, Southern
Finance Association Meetings, Key West, Florida, November 20-23, 1991,
with J. Urrutia.
"A
Bootstrap Distance Test for Stochastic Dominance: Comments", Financial
Management Association Meetings, Chicago, Illinois, October 9-12, 1991.
"Behind
the Veil of Unbiased Forward Hypothesis: Comments", Financial Management
Association Meetings, Chicago, Illinois, October 9-12, 1991.
"Time
Series Properties of Stock Indexes Hedge Ratios", Financial
Management Association Meetings, Chicago, Illinois, October 9-12, 1991,
with J. Urrutia.
"The
Instability of Foreign Currency Hedge Ratios", Midwest Finance
Association Meetings, St. Louis, Missouri, April 3-5, 1991, with J.
Urrutia.
"The
International Crisis of October 1987: Causality Tests", The North
American Economics and Finance Association Annual Meeting, Washington
D.C., December 28-30, 1990.
"The
Market Crash of October 1987: Some Empirical Evidence of its Domestic and
International Dimensions", Financial Management Association Meetings,
Orlando, Florida, October 24-27, 1990, with J. Urrutia.
"Heterogeneous
Discount Rates: A Generalization of Hotelling's Rule", Fourth
International Symposium on Differential Games and Applications,
Helsinki University of Technology, Espoo, Finland, August 9-10, 1990, with S.
Stefani.
"The
Relationship of National Stock Markets: Statistical Evidence Before, During and
After the October 1987 Crash", Sixth International Congress of the
North American Economics and Finance Association, Mexico City, August
7-9, 1990, with J. Urrutia.
"The
Behavior of Hedge Ratios for Foreign Currencies", International
Conference on Investment and Hedging, Gardone, Italy, June 20-23, 1990,
with J. Urrutia.
"The
Market Crash of October 1987: A U.S. Market Crash or an International Market
Crash? Some Empirical Evidence", Midwest Finance Association
Meetings, Chicago, March 28-30, 1990, with J. Urrutia.
"Money,
Inflation and Interest Rates: Illustrations from Twelve European
Economies", Midwest Economics Association Meetings, Chicago,
March 28-30, 1990, with S. Stefani.
"The
European Economic Community and U.S. Banking", Southwestern Social
Science Association Meetings, Fort Worth, Texas, March 28-31, 1990.
"Variance
Ratio Tests of the Nonstationarity of the Hedge Ratio for Stock Indexes and
Foreign Currency Futures", Fifth International North American
Economics and Finance Association Congress, Boulder, Colorado, July
21-24, 1989, with J. Urrutia.
"Old and
New Themes in Economic Development: From Antithesis to Synthesis", European
Economic Development Conference, Dubrovnik, Yugoslavia, May 18-19,
1989, with A.J. Kondonassis.
"Tests
of Random Walk of the Hedge Ratio and Measure of Hedging Effectiveness for
Stock Indexes and Foreign Currency Futures", Midwest Finance
Association Meetings, Cincinnati, Ohio, March 28-31, 1989, with J.
Urrutia.
"The
Volume of Trading in Futures Markets: Variance Ratio Tests", Allied
Social Science Association Meetings, New York, December 27-30, 1988,
with J. Urrutia.
"The
Quantity Theory of Money: Annual Data", Midwest Finance Association
Meetings, Chicago, Illinois, April 6-9, 1988.
"New and
Old Themes in Economic Development", Southwest Social Science
Associations Meetings, Houston, Texas, March 23-26, 1988.
"A
Rational Expectation-Efficient Markets Model of the Impact of Monetary Policy
on Short Term Interest Rates: Comments", Allied Social Science
Associations Meetings, Chicago, December 28-30, 1987.
"The
Quantity Theory Under Uncertainty", Midwest Finance Association
Meetings, Chicago, Illinois, March 19-22, 1986.
"Asymptotic
Economic Growth Under Uncertainty", Midwest Mathematical Economics
Conference, Michigan State University, East Lansing, Michigan, October
25-27, 1985, with F.R. Chang.
"Stochastic
Quantity Theory of Money", Econometric Society Meetings,
Dallas, Texas, December 28-30, 1984.
"Generalizations
of Strategies for Managing Interest Rate Risk", North American
Economics and Finance Association Meetings, Mexico City, July 25-28,
1984, with G. Kaufman.
"Duration
Based Strategies for Managing Interest Rate Risk at Financial
Institutions", Midwest Finance Association Meetings,
Chicago, Illinois, April 5-7, 1984, with G. Kaufman.
"Some
Testable Implications of the Financial Instability Hypothesis: Comments", Missouri
Valley Economic Association Conference, Kansas City, Missouri, March
1-3, 1984.
"Inflation
and Vicious Circles Under the Managed Float", Midwest Economics
Association Meetings, St. Louis, Missouri, April 7-9, 1983, with M.
Pournarakis.
"Is
Inflation Self-Perpetuating? The Case of Greece 1953-1979", Fifteenth
International Atlantic Economic Conference, Paris, France, March 11-19,
1983, with B. Batavia and N. Lash.
"An
Eclectic Approach to the Problem of the International Transmission of
Inflation", Missouri Valley Economic Association Meetings,
St. Louis, Missouri, March 3-5, 1983, with E. Pournarakis.
"Socio-Economic
Effects of Argentine Anti-Inflation Policy: Comments", Allied Social
Science Associations Meetings, New York, December 28-30, 1982.
"Fundamentals
of Stochastic Calculus in Financial Economics", Midwest American
Institute for Decision Sciences Conference, Milwaukee, Wisconsin, April
1982.
"Properties
of Continuous Time Stochastic Economic Growth", Econometric Society
Meetings, Washington, D.C., December 1981, with F.R. Chang.
"Approaches
to Economic Stabilization, Social Issues and the Role of Government", Association
for Social Economics Meetings, Washington, D.C., December 1981.
"A
Stochastic Approach to Economic Growth", Midwest American Institute
for Decision Sciences Conference, Dayton, Ohio, April 1980.
"Theory
and Applications of Martingale Methods in Decision Making", Midwest
American Institute for Decision Science Conference, Dayton, Ohio, April
1980.
"Extended
Monetarist and Fiscalist Models", Missouri Valley Economic
Association Conference, St. Louis, Missouri, February 1979.
"The
Neoclassical Economic Growth Model Under Uncertainty", Econometric
Society Meetings, Chicago, Illinois, August 1978.
"Comments
on the Impact of the Automatic Stabilizers", Southwestern Social
Science Convention, Houston, Texas, April 1978.
"Comments
on Price Expectations and the Real Interest", Midwest Economics
Association Meetings, Chicago, Illinois, April 1978.
"On
Milton Friedman's Role of Monetary Policy", Missouri Valley Economic
Association Conference, Kansas City, Kansas, February 1978.
"An
Analysis of Greek Industrial Growth: 1953-72", Conference on
Southeastern Europe, Ohio State University Columbus, Ohio, April 1977,
with S.D. Ramenofsky.
"Conditions
for Short Run and Long Run Price Stability", Missouri Valley
Economic Association Conference, St. Louis, Missouri, February
1977.
"Issues
in African Economic Development", African Conference, The De Paul
International Law Society, Chicago, Illinois, October 1973.
"Living
Standards, Living Levels and the Hypothesis of Standardized Choice: A
Critique", Southern Economic Association Meetings,
Washington, D.C., November 1972.
"A
Dynamic General Equilibrium Model With Money", Econometric Society
Meetings, New Orleans, Louisiana, December 1971.
"A
Critique of Monetary Growth Theory", Southwestern Social Science
Convention, Dallas, Texas, March 1971.
"An
Introductory Survey of Monte Carlo Studies", Southwestern Social
Science Convention, Dallas, Texas, April 1970, with S.D.
Ramenofsky.
"Input
Analysis and Short Run Economic Profits", Southwestern Social
Science Convention, Houston, Texas, April 1969.
“Interpersonal
Factors Affecting Teaching Effectiveness”, AACSB International Teaching
Effectiveness Seminar, Tampa, Florida, March 23-24, 2006.
“An Overview
of the U.S. Economy: Real and Financial Dimensions”, International
Visitors Program of the U.S. State Department, Chicago, Illinois,
November 25, 2003.
“Greenspan’s
Monetary Policy and the U.S. Stock Market Bubble”, Loyola University
Chicago Economics Forum, October 21, 2003, with Marc Hayford.
“Deflation”, Piraeus
Executive MBA Lecture, Piraeus, Greece, July 7, 2003.
“Global
Financial Risks”, Piraeus Executive MBA Lecture, Piraeus, Greece,
July 8, 2003.
“Honoring
Anna J. Schwartz: Her Contributions to Monetary Economics”, Celebration
of her Honorary Degree from Loyola University Chicago,
May 9, 2003.
“Monetary
Policy and Stock Market Bubbles: Normative vs. Positive Issues”, Economics
Seminar at DePaul University, February 10, 2003, with Marc Hayford.
“Global
Banking and Financial Crises”, Athens University of Economics and
Business Invited Lecture, Athens, Greece, May 15, 2002.
“Is the Fed
Stock Market Bubble-Neutral? Further Evidence”, XXX Meeting of the
Euro Working Group of Financial Modelling, Capri, Italy, May 2-5, 2002.
"New
Developments in Stochastic Finance", Banking and Finance Seminar,
Athens University of Economics and Business, Athens, Greece, May
30, 2001.
"Global Monetary
Instability: Lessons from the EU", Economics Seminar, Athens
University of Economics and Business, Athens, Greece, May 28, 2001.
"Monetary
Policy and Asset Prices", Macroeconomics Seminar, The Federal
Reserve Bank of Chicago, May 3, 2001, with Marc Hayford.
"Monetary
Policy and the Stock Market", Department of Economics Seminar,
Northern Illinois University, April 4, 2001, with Marc Hayford.
"Global
Monetary Instability and the Taxation of Capital Mobility", International
Conference on Trade, Competitiveness and Social Protection, Antwerp,
Belgium, December 14-15, 2000.
"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, August 25-27, 2000.
"Global
Financial Instability", International Conference on the Global
Economy, Athens University of Economics and Business, Athens, Greece,
August 25-27, 2000.
"Key
Lessons from Banking and currency Crises: An Overview", Conference
on Global Dimensions in Banking and Currency Crises, Izmir, Turkey,
August 17-19, 2000.
"Strengthening
the Global Financial Stability", Conference on Global Dimensions in
Banking and Currency Crises, Izmir, Turkey, August 17-19, 2000.
“The Asian
Financial Crisis and the Role of the International Monetary Fund”, Economics
Department of the University of Alexandria, Alexandria, Egypt, March
11, 2000.
“Lessons from
the Asian Financial and Economic Crisis”, Athens Summit 99 - Economic
Priorities on the Threshold of the 21st Century, Athens
Greece, September 17-19, 1999.
“Capital
Asset Pricing and Futures Markets”, Inaugural Lecture, Institute for
Advanced Studies, Vienna, Austria, June 7, 1999.
“Continuous
Time Finance”, Institute for Advanced Studies, Vienna, Austria,
June 1 to June 9, 1999.
“Financial
and Economic Dimensions of the Asian Crisis”, The Athenian Policy Forum
Conference on Asymmetries in Financial Globalization, Chicago,
Illinois, May 14, 1999.
“Speculation
and Bayesian Errors as Determinants of Asset Volatility”, The University
of Oklahoma Department of Economics Seminar Series, Norman, Oklahoma,
April 16, 1999.
“Why is the
Asian Financial Crisis Important?”, The University of Oklahoma Omicron
Delta Epsilon Honorary Society of Economics, Norman, Oklahoma, April
15, 1999.
“Random Walks
and Chaotic Dynamics in Asset Pricing”, The University of Chicago
Financial Mathematics Seminar, Chicago, Illinois, February 19, 1999.
“Chaotic and
Stochastic Methods in Economic Analysis”, Department of Economics Lecture
Series, Northern Illinois University, DeKalb, Illinois, February 1,
1999.
“Multifractality
in Foreign Currency Markets”, Asset and Liability Management Conference,
The University of British Columbia, Vancouver, Canada, August 14-16,
1998.
“Statistical
Methods in Financial Volatility”, Department of Statistics, The
University of Prague, The Czech Republic, June 9, 1998.
“Foreign
Currency Hedging and Speculation”, Department of Statistics, The
University of Prague, The Czech Republic, June 8, 1998.
“Interest
Rate Derivatives”, Department of Statistics, The University of Prague,
The Czech Republic, June 8, 1998.
"Teaching
Futures and Options in Economics and Finance Curricula", Financial
Futures Seminar for Educators, Chicago Board of Trade, Chicago,
Illinois, September 11-12, 1997.
"Fractal
Structure in Agricultural Futures Markets", Chicago Risk Management
Workshop, Chicago, Illinois, October 8, 1997.
"Volatility
in Asset Prices", Department of Economics Invited Lecture, The
Chinese University of Hong Kong, Hong Kong, March 25, 1997.
“Chaotic
Dynamics: Mathematical, Computer and Financial Applications”, Chicago Chapter of the Institute of Operations
Research and the Management Science, Chicago, Illinois, December 11,
1996, with Mary Malliaris.
“Stochastic
Calculus and Financial Modeling”, Italian
Doctoral Program, Urbino University, Urbino, Italy, June 7-10, 1996.
“Modeling
Stochastic Volatility: Theoretical and Empirical Issues”, Conference on the Theory and
Modelling in Financial Economics, University of Venice, Venice,
Italy, June 2-6, 1996.
“Teaching
Futures and Options in Economics and Finance Curricula”, Financial
Futures Seminar for Educators, The Chicago Board of Trade, Chicago,
Illinois, February 22-23, 1996.
"Stochastic
Methods With Applications in Finance", Doctoral Seminar, Brunel, The
University of West London, London,
England, June 27- July 1, 1994, sponsored by the Royal Economic Society.
"Advanced
Seminar on Options and Futures", The University of Rome Doctoral
Program in Finance, Rome, Italy, June 20-24, 1994.
"Fundamentals
for Organizing Futures Exchanges", The Piraeus Commodity and
Commerce Exchange, Piraeus Greece, May 12, 1993.
"An
Overview on Chaos and a Comparison of Stochastic and Deterministic
Systems", Symposium on Chaos, Statistics and Econometrics, Department
of Economics and the Interdisciplinary Consortium for Statistical Applications,
Indiana University, Bloomington, Indiana, April 16, 1993.
"Why Are
Economists Interested in Chaotic Dynamics? --- Reasons and Challenges", Department
of Economics, Keio University, Tokyo, Japan, March 29, 1993.
"Monetary
Integration Between Unequal Partners in the EEC: The Case of Greece", International
Conference of Economic Integration Between Unequal Partners, The Athens
Economics University, Athens, Greece, August 20-23, 1992, with A.J.
Kondonassis.
"The
Globalization of the World Economy", Harris Trust & Savings
Bank, Hispanic Bankers Association Lecture, Chicago, Illinois, July 8,
1992.
"The
World Economy After the Cold War", Greek Management Association,
Economics Institute Seminar, Athens, Greece, June 25, 1992.
"An
Evaluation of the Applications of Chaotic Dynamics in Economics", University
of Siena, Monte dei Paschi Seminar, Siena, Italy, June 22, 1992.
"Quantitative
Methods in Financial Modeling: Stochastic Methods Seminar", The
University of Rome Doctoral Program, Rome, Italy, June 15-19, 1992.
"Foreign
Direct Investment in the U.S.: An Overview of the Statistical Evidence", Loyola
University, Graduate School of Business Alumni Board Seminar, Chicago,
Illinois, March 12, 1992.
"Methodology
of Stochastic and Chaotic Systems in Economics", University of Notre
Dame, Department of Economics Theory and Methods Workshop, Notre Dame,
Indiana, March 3, 1992.
"Random
Walk vs. Chaotic Dynamics in Economics", DePaul University,
Department of Economics Seminar, Chicago, Illinois, February 18, 1992.
"The
Methodology of Chaos in Economics", Citicorp Lecture, Department of
Economics, Brown University, Providence, Rhode Island, March 15, 1991.
"U.S.
and Global Awareness: Business Perspectives", James D. Barry
Memorial University Seminar, Loyola University, Chicago, Illinois,
October 24-31 and November 7, 1990.
"Stochastic
Processes and Financial Uncertainty", University of Brescia Finance
Seminar, Brescia, Italy, June 25, 1990.
"The
Relationship of National Stock Markets", Futures and Options
Seminar, Department of Finance, The University of Illinois at Chicago,
Chicago, Illinois, May 9, 1990, with Jorge Urrutia.
"The
Role of International Trade and Trade Policies in the Development
Process", International Conference on Economic Development in Honor
of A.J. Kondonassis, The University of Oklahoma, Norman, Oklahoma,
April 19-21, 1989.
"Time
Series Properties of Volume of Trading in Futures Markets", Futures
and Options Seminar, Department of Finance, The University of Illinois at
Chicago, Chicago, Illinois, March 1, 1989, with J. Urrutia.
"The
Quantity Theory of Money: 1947-1987 and 1875-1975", Research
Division of the Federal Reserve Bank of Chicago, Chicago, Illinois,
February 22, 1989.
"Theoretical
and Empirical Aspects of the Quantity Theory of Money", London
School of Economics, London, England, December 16, 1988.
"The
Volume of Trading in Futures Markets: Theory and Testing", International
Conference on Financial Markets, Developments and Reforms, Paris,
France, June28-30, 1988, with J. Urrutia.
"Financial
Futures", Greek Management Association, Thessaloniki,
Greece, June 9, 1988.
"Interest
Rate and Foreign Currency Futures", Greek Management Association,
Athens, Greece, June 7, 1988.
"Microeconomic
and Macroeconomic Factors of Financial Instability", Greek
Management Association, Athens, Greece, December 15-17, 1987.
"Illustrations
of the Quantity Theory of Money: Further Evidence", Fourth Symposium
on Money, Credit and Insurance, University of Karlsruhe, Germany,
December 9-12, 1987.
"Futures
and Options", Greek Management Association, Athens, Greece,
June 16, 1987.
"Productivity
and Competitiveness in U.S. Banking", International Conference on
Productivity and Competition, The American College, Athens Greece,
September 24-26, 1986.
"Financial
Modeling in Continuous Time", Department of Finance, The University
of Oklahoma, Norman, Oklahoma, April 10, 1986.
"Illustrations
of the Quantity Theory of Money", Department of Economics, The
University of Oklahoma, Norman, Oklahoma, April 10, 1986.
"Recent
Applications in Stochastic Calculus", Invited Session on Finance
Update, Midwest Finance Association, Cincinnati, Ohio, March 28-30,
1985.
"Stochastic
Quantity Theory of Money", Management Sciences Lecture Series,
Northwestern University, Chicago, Illinois, March 4, 1985.
"Duration
Based Strategies for Managing Bank Interest Rate Risk: Generalized Proofs and
Numerical Examples", Third Congress on Money, Banking and Insurance,
University of Karlsruhe, Germany, December 12-15, 1984, with G. Kaufman.
"A
Survey of Itô's Calculus and Economic Analysis", Application of
Stochastic Processes to Finance Conference, Center of Education and Research
Applied to Management, Nice, France, June 22-23, 1984.
"Workshop
on Itô's Calculus and Financial Analysis", American Institute for
Decision Sciences National Meetings, San Antonio, Texas, November
21-23, 1983.
"New
Trends in Financial Modeling Using Stochastic Processes", Department
of Finance, The University of Tennessee, Knoxville, Tennessee, November
7-11, 1983.
"Stochastic
Calculus and Financial Economics", Department of Mathematical
Sciences, DePaul University, Chicago, Illinois, May 30, 1983.
"Probabilistic
Methods and Economics Analysis", Department of Mathematical
Sciences, Oakland University, Oakland, Michigan, March 24, 1983.
"Methods
and Techniques for Evaluating Business Management Programs", Greek
Management Association Meeting, Athens, Greece, December 1981.
"Capital
Theory Seminar: Stochastic Methods in Financial Economics", Department
of Finance, The University of Texas at Austin, Austin, Texas, Summer 1981.